Catalyst Intelligent Correlations

Mutual Funds . USA . 
Fund . Catalyst Intelligent Alternative
ATRCX Fund  USD 9.28  0.02  0.22%   
The current 90-days correlation between Catalyst Intelligent and Catalystsmh High Income is 0.08 (i.e., Significant 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

Poor diversification

The correlation between Catalyst Intelligent Alternati and DJI is 0.66 (i.e., Poor 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 main economic indicators.

Moving together with Catalyst Mutual Fund

  0.9HIICX Catalystsmh High IncomePairCorr
  0.89HIIFX Catalystsmh High IncomePairCorr
  0.89HIIIX Catalystsmh High IncomePairCorr
  0.79MLXCX Catalyst Mlp InfrastPairCorr
  0.79MLXAX Catalyst Mlp InfrastPairCorr
  0.79MLXIX Catalyst Mlp InfrastPairCorr
  0.95CFRIX Catalyst/princetonPairCorr
  0.96CFRCX Catalyst/princetonPairCorr
  0.95CFRAX Catalyst/princetonPairCorr
  0.95INSAX Catalyst Insider BuyingPairCorr
  0.97INSCX Catalyst Insider BuyingPairCorr
  0.97INSIX Catalyst Insider BuyingPairCorr
  0.97ATRFX Catalyst IntelligentPairCorr
  0.97ATRAX Catalyst IntelligentPairCorr
  0.98SHIIX Catalystexceed DefinedPairCorr
  0.96SHIEX Catalystexceed DefinedPairCorr
  0.96SHINX Catalystexceed DefinedPairCorr
  0.97CLPCX Catalyst Exceed DefinedPairCorr
  0.95CLPAX Catalyst Exceed DefinedPairCorr
  0.97CLPFX Catalyst Exceed DefinedPairCorr
  0.96CLTIX Catalyst/lyons TacticalPairCorr
  0.96CLTCX Catalyst/lyons TacticalPairCorr
  0.96CLTAX Catalyst/lyons TacticalPairCorr
  0.93MBXAX Catalystmillburn HedgePairCorr
  0.93MBXFX Catalystmillburn HedgePairCorr
  0.93MBXCX Catalystmillburn HedgePairCorr
  0.93MBXIX Catalystmillburn HedgePairCorr
  0.97CPECX Catalyst Dynamic AlphaPairCorr
  0.97CPEAX Catalyst Dynamic AlphaPairCorr
  0.97CPEIX Catalyst Dynamic AlphaPairCorr
  0.83TRIIX Catalystsmh Total ReturnPairCorr
  0.83TRIFX Catalystsmh Total ReturnPairCorr
  0.82TRICX Catalystsmh Total ReturnPairCorr
  0.97TRXCX Catalystmap GlobalPairCorr
  0.96TRXIX Catalyst/map GlobalPairCorr

Moving against Catalyst Mutual Fund

  0.92CWXAX CatalystwarringtonPairCorr
  0.91CWXCX CatalystwarringtonPairCorr
  0.87CWXIX 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  0.08 (7.01) 0.00 
(0.56)
 0.89 
(0.56)
 2.03 
HIIFX  0.40  0.17  0.08 (99.27) 0.00 
(0.58)
 0.87 
(0.55)
 2.03 
HIIIX  0.41  0.12  0.08  0.51  0.00 
(0.59)
 0.89 
(0.57)
 2.04 
MLXCX  1.04  0.12  0.03  0.42  1.26 
(1.12)
 2.23 
(2.21)
 5.62 
MLXAX  1.01  0.22  0.04 (0.66) 1.20 
(1.12)
 2.23 
(2.21)
 6.07 
MLXIX  1.04  0.13  0.04  0.42  1.25 
(1.10)
 2.25 
(2.16)
 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 (2.08) 0.00 
 0.00 
 0.00 
(0.12)
 0.23 
CWXAX  0.02 (0.02) 0.00 (3.38) 0.00 
 0.00 
 0.00 
(0.11)
 0.22 
CFRIX  0.10  0.05 (0.64)(6.47) 0.00 
(0.20)
 0.44 
(0.11)
 0.67 

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