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Catalyst Tactical Allocation Fund Class A CLTAX

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

Fund and replication metrics

CLTAX compared with its replication portfolio
MeasureCLTAXReplication
Annualized growth2.9%9.8%
Annualized volatility14.3%13.7%
Sharpe ratio0.270.75
Maximum drawdown26.5%23.7%
Replication fit (R²)0.69 · Tracking error 8.0%

Replication portfolio

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

CLTAX replication basket weights
TickerBuilding blockWeight
USMVFactor · Min Vol30.7%
MTUMFactor · Momentum29.9%
ICVTFI · Convertibles25.6%
LRGFFactor · Multi-Factor13.8%