Catalyst Intelligent Correlations

Mutual Funds . USA . 
Fund . Catalyst Intelligent Alternative
ATRAX Fund  USD 9.76  0.02  0.20%   
The current 90-days correlation between Catalyst Intelligent and Catalystsmh High Income is 0.52 (i.e., Very weak diversification). The correlation of Catalyst Intelligent is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Catalyst Intelligent Correlation With Market

Good diversification

The correlation between Catalyst Intelligent Alternati and DJI is -0.02 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalyst Intelligent Alternati and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Catalyst Intelligent Alternative. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with Catalyst Mutual Fund

  0.91HIICX Catalystsmh High IncomePairCorr
  0.9HIIFX Catalystsmh High IncomePairCorr
  0.88HIIIX Catalystsmh High IncomePairCorr
  0.78MLXCX Catalyst Mlp InfrastPairCorr
  0.78MLXAX Catalyst Mlp InfrastPairCorr
  0.78MLXIX Catalyst Mlp InfrastPairCorr
  0.97CFRIX Catalyst/princetonPairCorr
  0.97CFRCX Catalyst/princetonPairCorr
  0.96CFRAX Catalyst/princetonPairCorr
  0.97INSAX Catalyst Insider BuyingPairCorr
  0.95INSCX Catalyst Insider BuyingPairCorr
  0.95INSIX Catalyst Insider BuyingPairCorr
  0.97ATRFX Catalyst IntelligentPairCorr
  1.0ATRCX Catalyst IntelligentPairCorr
  0.96SHIIX Catalystexceed DefinedPairCorr
  0.98SHIEX Catalystexceed DefinedPairCorr
  0.96SHINX Catalystexceed DefinedPairCorr
  0.95CLPCX Catalyst Exceed DefinedPairCorr
  0.97CLPAX Catalyst Exceed DefinedPairCorr
  0.95CLPFX Catalyst Exceed DefinedPairCorr
  0.95CLTIX Catalyst/lyons TacticalPairCorr
  0.94CLTCX Catalyst/lyons TacticalPairCorr
  0.96CLTAX Catalyst/lyons TacticalPairCorr
  0.93MBXAX Catalystmillburn HedgePairCorr
  0.93MBXFX Catalystmillburn HedgePairCorr
  0.93MBXCX Catalystmillburn HedgePairCorr
  0.92MBXIX Catalystmillburn HedgePairCorr
  0.96CPECX Catalyst Dynamic AlphaPairCorr
  0.97CPEAX Catalyst Dynamic AlphaPairCorr
  0.96CPEIX Catalyst Dynamic AlphaPairCorr
  0.81TRIIX Catalystsmh Total ReturnPairCorr
  0.83TRIFX Catalystsmh Total ReturnPairCorr
  0.81TRICX Catalystsmh Total ReturnPairCorr
  0.96TRXCX Catalystmap GlobalPairCorr
  0.96TRXIX Catalyst/map GlobalPairCorr

Moving against Catalyst Mutual Fund

  0.93CWXAX CatalystwarringtonPairCorr
  0.92CWXCX CatalystwarringtonPairCorr
  0.89CWXIX CatalystwarringtonPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.
High positive correlations   
HIIFX
+ 1.0
HIICX
MLXIX
+ 1.0
MLXCX
HIIIX
+ 0.99
HIICX
HIIIX
+ 0.99
HIIFX
CWXAX
+ 0.95
CWXCX
CFRIX
+ 0.94
HIICX
  
High negative correlations   
CWXCX
- 0.96
HIIFX
CWXCX
- 0.96
HIICX
CFRIX
- 0.95
CWXCX
CWXCX
- 0.95
HIIIX
CWXIX
- 0.95
HIIFX
CWXIX
- 0.95
HIICX

Risk-Adjusted Indicators

There is a big difference between Catalyst Mutual Fund performing well and Catalyst Intelligent Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Catalyst Intelligent's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
HIICX  0.39  0.17  0.06 (7.85) 0.00 
(0.56)
 0.89 
(0.56)
 2.03 
HIIFX  0.40  0.00  0.07  0.00  0.00 
(0.58)
 0.87 
(0.55)
 2.03 
HIIIX  0.41  0.14  0.10  0.58  0.00 
(0.60)
 1.05 
(0.57)
 2.04 
MLXCX  1.09  0.05 (0.02) 0.24  1.46 
(1.11)
 2.23 
(2.23)
 5.62 
MLXAX  1.00  0.22  0.03 (0.67) 1.20 
(1.11)
 2.23 
(2.21)
 5.54 
MLXIX  1.09  0.05 (0.02) 0.24  1.45 
(1.09)
 2.25 
(2.25)
 5.55 
CWXIX  0.02 (0.02) 0.00 (2.64) 0.00 
 0.00 
 0.00 
(0.11)
 0.21 
CWXCX  0.03 (0.02) 0.00 (2.06) 0.00 
 0.00 
 0.00 
(0.12)
 0.23 
CWXAX  0.02 (0.02) 0.00 (3.31) 0.00 
 0.00 
 0.00 
(0.11)
 0.22 
CFRIX  0.10  0.05 (0.71)(7.62) 0.00 
(0.20)
 0.44 
(0.11)
 0.67 

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