Catalyst/Millburn Hedge Strategy Fund

Tickers: MBXAX | MBXCX | MBXIX

Fund Objective

The Fund’s investment objective is long-term capital appreciation.

Reasons to Invest

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.

Globally Diversified
The Fund trades a diverse portfolio of global equity, currency, and interest rate instruments, as well as futures contracts on commodities in the energy, metal and agricultural sectors.

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
This component yields a portfolio of global liquid instruments and strategies that historically have performed in periods of stress for equities. The active long/short futures and forward positions in currency, fixed income, stock index and commodity instruments are determined by multi-factor, quantitative and systematic trading and investment strategies, which respond to different market conditions.

Strategic Equity Exposure Component
This component yields a relatively passive portfolio of global and U.S. exchange traded funds (“ETFs”). The equity positions generally consist of relatively passive buy-and-hold strategies with the goal of maximizing diversification as determined primarily by correlation and risk analysis.

Portfolio Manager Insights

Fund Management

Investment Advisor:
Catalyst Capital Advisors LLC

Sub-Advisor:
Millburn Ridgefield Corporation

Portfolio Managers:
Barry Goodman | Co-Portfolio Manager
Grant Smith | Co-Portfolio Manager
Harvey Beker | Co-Portfolio Manager
George E. Crapple | Co-Portfolio Manager

Growth of $10,000

Ending:2019-12-31T00:00:00

Investors cannot directly invest in an index and unmanaged index returns do not reflect any fees, expenses or sales charges.

Rolling Returns

Rolling 3 Year ReturnsMBXIXS&P 500 TR Index
Number of 36-Month Periods241241
Average 36-Month Annualized Return10.35%7.26%
Best 36-Month Annualized Return22.05%27.56%
Worst 36-Month Annualized Return-0.71%-16.09%
Standard Deviation of 36-Month Periods4.41%9.97%
Profitable Periods (%)99%76%
Average Profitable Period Return (Annualized)10.44%12.06%
Unprofitable Periods (%)1%24%
Average Unprofitable Period Return (Annualized)-0.62%-7.53%
Rolling 5 Year ReturnsMBXIXS&P 500 TR Index
Number of 5-Year Periods217217
Average 5-Year Annualized Return10.22%6.46%
Best 5-Year Annualized Return18.02%23.00%
Worst 5-Year Annualized Return2.91%-6.63%
Standard Deviation of 5-Year Periods2.96%6.91%
Profitable Periods (%)100.00%77%
Average Profitable Period Return (Annualized)10.22%8.87%
Unprofitable Periods (%)0.00%23%
Average Unprofitable Period Return (Annualized)N/A-1.81%

Fund Overview

Ticker MBXIX MBXAX MBXCX MBXAX
Share Class Class I Class A Class C Class A w/ Sales Load
CUSIP 62827P816 62827P832 62827P824 62827P832
Inception Date 1996-12-31T00:00:00 2015-12-28T00:00:00 2015-12-28T00:00:00 2015-12-28T00:00:00
As of Date 2020-02-24T00:00:00 2020-02-24T00:00:00 2020-02-24T00:00:00 2020-02-24T00:00:00
Daily NAV 32.35 32.2 31.63 32.2
NAV Change -0.96 -0.96 -0.94 -0.96
% NAV Change -2.88% -2.90% -2.89% -2.90%

Quarterly Fund Performance

Data as of quarter end: 2019-12-31T00:00:00

Share Class 1 Month 3 Months 6 Months YTD 1 Year 3 Years Annualized 5 Years Annualized 10 Years Annualized Since Inception Annualized
Class I 1.56% 6.37% 6.07% 13.84% 13.84% 8.28% 8.79% 8.63% 10.97%
Class A 1.55% 6.32% 5.95% 13.60% 13.60% 8.01% N/A N/A 10.15%
Class C 1.46% 6.09% 5.52% 12.72% 12.72% 7.19% N/A N/A 9.31%
Class A w/Sales Load -4.29% 0.20% -0.15% 7.09% 7.09% 5.90% N/A N/A 8.53%

The Fund’s maximum sales charge for Class “A” shares is 5.75%. Investments in mutual funds involve risks. Performance is historic and does not guarantee future results. Investment return and principal value will fluctuate with changing market conditions so that when redeemed, shares may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain the most recent month end performance information or the Fund’s prospectus please call the Fund, toll free at 1-866-447-4228. You can also obtain a prospectus at www.CatalystMF.com.

Current Fund Performance

Data as of: 2020-02-24T00:00:00

Share Class 1 Month 3 Months 6 Months YTD 1 Year 3 Years Annualized 5 Years Annualized 10 Years Annualized Since Inception Annualized
Class I -0.68% 2.47% 11.53% -0.37% 6.77% 6.11% 8.71% 9.18% 10.89%
Class A -0.71% 2.40% 11.36% -0.43% 6.49% 5.86% N/A N/A 9.65%
Class C -0.78% 2.20% 10.95% -0.53% 5.66% 5.06% N/A N/A 8.82%
Class A w/Sales Load -6.42% -3.50% 4.97% -6.15% 0.36% 3.79% N/A N/A 5.18%

Does not include pre-converted performance.

Fund Expenses

Share Class Class I Class A Class C Class A w/ Sales Load
Prospectus Gross Expense Ratio (11/1/2019) 2.02% 2.27% 3.02% 2.27%
Prospectus Net Expense Ratio (11/1/2019) 2.02% 2.27% 3.02% 2.27%
Annual Report Net Expense Ratio (6/30/2019)* 1.93% 2.18% 2.93% 2.18%

*The annual report presents the audited actual expenses of the fund for the fiscal year. It excludes the impact of certain items that are listed as prospectus expenses, such as acquired fund fees and expenses.

4812-NLD-7/9/2019

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