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Catalyst Systematic Alpha I (ATRFX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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13.34+0.11 (+0.83%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★★★★
Number of years up6
Number of years down3
Best 1-yr total return (8 May 2024)29.26%
Worst 1-yr total return (8 May 2024)N/A

Risk statistics

3 years
ATRFXCategory average
5 years
ATRFXCategory average
10 years
ATRFXCategory average
Alpha
9.36-0.01
8.82-0.02
N/A-0
BETA
0.60
0.60
N/A0
Mean annual return
1.160
1.340
N/A0
R-squared
50.010.61
55.310.6
N/A0.58
Standard deviation
14.230.08
14.30.06
N/A0.06
Sharpe ratio
0.770
0.970
N/A0
Treynor ratio
17.560.06
23.350.07
N/A0.1