See what your fund actually adds

Catalyst/CIFC Senior Secured Income Fund Class A CFRAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

CFRAX compared with its replication portfolio
MeasureCFRAXReplication
Annualized growth5.6%5.3%
Annualized volatility2.7%3.0%
Sharpe ratio1.991.75
Maximum drawdown6.1%6.0%
Replication fit (R²)0.85 · Tracking error 1.0%

Replication portfolio

The published portfolio below is the investable basket used to model CFRAX’s historical return behavior.

CFRAX replication basket weights
TickerBuilding blockWeight
BKLNFI · Senior Bank Loans93.5%
SCHPFI · TIPS3.6%
WTMFAlternatives · Mgt Futures2.9%