Catalyst Dynamic Alpha Fund Class A · NASDAQ:CPEAX
Catalyst Dynamic Alpha Fund Class A — Catalyst/Millburn Hedge Strategy Fund — Investor Presentation (January 2021)
22 slides from Catalyst Dynamic Alpha Fund Class A's investor presentation, January 2021
Slide 1: Catalyst/Millburn Hedge Strategy Fund Q4-2020 Presentation
Catalyst/Millburn Hedge Strategy Fund Catalyst/Millburn Hedge Strategy Fund MBXAX, MBXCX & MBXIX Q4-2020 Presentation
Slide 2: About Catalyst Funds
About Catalyst Funds Intelligent Alternatives We strive to provide innovative strategies to support financial advisors and their clients in meeting the investment challenges of an ever-changing global market environment. From our founding in 2006, Catalyst Funds set out to be decidedly different. We
Slide 3: Award Winning Catalyst/Millburn Hedge Strategy Fund
Award Winning Catalyst/Millburn Hedge Strategy Fund The Catalyst/Millburn Hedge Strategy Fund’s awards include: Catalyst/Millburn Hedge Strategy Catalyst/Millburn Hedge Strategy Fund (MBXIX) Fund (MBXIX) 2018 Winner: 2017 Winner: Multi-Strategy Fund Category Alternative Product of the Year Awards ar
Slide 4: Catalyst/Millburn Hedge Strategy Fund Overview
Catalyst/Millburn Hedge Strategy Fund Overview The Catalyst/Millburn Hedge Strategy Fund utilizes complementary active and passive investment strategies, with the goal of outperforming typical long-only equity investments, including reducing drawdowns during protracted periods of stress. The Fund se
Slide 5: Systematic Multi-strategy Approach
Systematic Multi-strategy Approach The Fund implements a 100% systematic strategy with the potential to invest in over 125 markets. The Fund's portfolio is comprised of an active long/short futures & FX component and a strategic equity exposure component. Active Long/Short Futures & FX Component: Th
Slide 6: Continuous Evolution of the Research Process
Continuous Evolution of the Research Process Millburn's research is the product of continuous evolution, including through many bull and bear markets. Millburn approaches innovation through the lens of experience, seeking to extract as much value as possible from data while carefully considering ris
Slide 7: Composite Framework: Multi-Factor
Composite Framework: Multi-Factor Millburn’s latest research innovations in return forecasting are based on the idea that “context matters,” and that useful information can be extracted via a multi-factor, statistical learning lens. • Integrated models, each considering multiple data inputs. FUNDAME
Slide 8: Investment Strategy
Investment Strategy Catalyst/Millburn was formed with the goal of providing long-term capital appreciation. • Active, tactical, long/short • Relatively passive futures & foreign exchange portfolio of long (“FX”) “absolute return” global and U.S. strategy. ETFs. • Portfolio of global liquid • Provide
Slide 9: Universe of Investments the Fund May Choose to Invest
Catalyst/Millburn: Universe of Investments the Fund May Choose to Invest Catalyst/Millburn trades >125 liquid ETF, futures and currency forward markets. Interest Rates USD Currencies Stock Indices Agriculturals ETF Instruments Australian 3-Yr Bond Australian Dollar All Shares Cocoa Schwab US REIT ET
Slide 10: A Global, Diverse Portfolio
Catalyst/Millburn: A Global, Diverse Portfolio Over the past 25+ years, alternatives have delivered higher returns than bonds with lower volatility than stocks over that period. Historical Return of Stocks & Bonds vs. Alternatives Growth of $10,000 – 12/31/1989 through 12/31/2020 $250,000 $204,511 E
Slide 11: A Global, Diverse Portfolio: 10% allocation to alternatives
Catalyst/Millburn: A Global, Diverse Portfolio Even a 10% portfolio allocation to alternatives would have historically resulted in a portfolio with higher annualized returns and lower volatility. Historical Benefits of Integrating Alternatives into a ‘Traditional 60/40’ Portfolio Historical Annualiz
Slide 12: Seeking to Manage Drawdowns with Managed Futures
Seeking to Manage Drawdowns with Managed Futures Managed Futures approaches have performed well during many shocks to global equity markets, including during the worst drawdowns and quarters of the S&P 500 Index since 1987. Worst 5 Drawdowns for the S&P 500 Index Vs. Managed Futures Index January 19
Slide 13: Seeking to Manage Drawdowns with Managed Futures
Seeking to Manage Drawdowns with Managed Futures Period Event S&P 500 Index Managed Futures¹ Difference 4Q 1987 Black Monday- Global Stock Markets Crash -22.5% 16.9% 39.4% 4Q 2008 Bear Market U.S. Equities led by Financials -21.9% 9.1% 31.1% 1Q 2020 COVID-19 Outbreak -19.6% -2.2% 17.4% 3Q 2002 World
Slide 14: Catalyst/Millburn Performance Analysis
Catalyst/Millburn Performance Analysis Monthly Net Performance January 1997 - December 2020 Catalyst/Millburn (MBXIX) has experienced only three calendar down years in its 24 years in operation, and was positive in critical stress years for equities of 2000, 2001, 2002, and 2008. The Fund’s maximum
Slide 15: Catalyst/Millburn Performance Analysis: Rolling 36-Month Returns
Catalyst/Millburn Performance Analysis Rolling 36-Month Returns Analysis January 1997 – December 2020 Catalyst/Millburn (MBXIX) S&P 500 Index U.S. Bonds Hedge Funds Number of 36-Month Periods 253 253 253 253 Avg. 36-Month Annl. Return 9.93% 7.46% 7.05% 6.26% Best 36-Month Annl. Return 22.05% 27.56%
Slide 16: Performance as of December 31, 2020
Performance as of December 31, 2020 Growth of $10,000 & Annual Returns (%) Performance shown before December 28, 2015 is for the Fund's Predecessor Fund (Millburn Hedge Fund, L.P.). The prior performance is net of management fees and other expenses including the effect of the performance fee. The Pr
Slide 17: Performance as of December 31, 2020
Performance as of December 31, 2020 Performance (%): Ending December 31, 2020 Annualized if greater than a year *Inception: 1/1/1997 (I Share), 12/28/2015 (A & C Shares) The Fund’s maximum sales charge for Class “A” shares is 5.75%. Investments in mutual funds involve risks. Performance is historic
Slide 18: A Manager with Deep Experience
A Manager with Deep Experience Millburn Ridgefield Corporation ("Millburn") is an experienced investment manager, with roots in process-driven investing dating back to 1971. • Strong industry reputation and 49+ year history of innovation. • Experience across a variety of global asset classes, includ
Slide 19: Summary & How To Invest
Summary & How To Invest At Catalyst Funds, we believe that traditional buy-and-hold equity and income strategies do not adequately address investor concerns in the current market environment. Our solutions are designed around characteristics that we believe investors need to pursue in their portfoli
Slide 20: Glossary
Glossary MSCI World Index is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of developed markets. As of January 2017 the MSCI World Index consisted of 23 developed market country indices. Source: eVestment. Global Bonds refers to
Slide 21: Important Risk Information
Important Risk Information Investors should carefully consider the investments, risks, charges and expenses of the Catalyst Funds. This and other important information about the Fund is contained in the prospectus, which can be obtained by calling 866-447-4228 or at www.catalystmutualfunds.com. The
Slide 22: Catalyst Capital Advisors LLC contact details
Catalyst Capital Advisors LLC 36 New York Avenue, Floor 3 Huntington, NY 11743 Website: www.CatalystMF.com Shareholder Services: (866) 447-4228 Advisor Services: (646) 827-2761 22
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