Catalystmap Global Correlations

CAXAX Fund

USD 19.22 0.03 0.16%

The current 90-days correlation between Catalystmap Global Equity and Ambrus Core Bond is -0.07 (i.e., Good diversification). The correlation of Catalystmap Global 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.

Catalystmap Global Correlation With Market

Good diversification

The correlation between Catalystmap Global Equity and DJI is -0.07 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalystmap Global Equity 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 Catalystmap Global Equity. 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 Catalystmap Mutual Fund

0.98	SHIIX	Catalystexceed Defined	Pair Corr
0.98	SHINX	Catalystexceed Defined	Pair Corr
0.97	CLPCX	Catalyst Exceed Defined	Pair Corr
0.97	CLPAX	Catalyst Exceed Defined	Pair Corr
0.97	CLPFX	Catalyst Exceed Defined	Pair Corr
0.96	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.96	MBXAX	Catalystmillburn Hedge	Pair Corr
0.95	MBXIX	Catalystmillburn Hedge	Pair Corr
0.97	TEDRX	Franklin Mutual Global	Pair Corr
0.97	FMDRX	Franklin Mutual Global	Pair Corr
0.98	DOXWX	Dodge Cox Global	Pair Corr
0.98	DODWX	Dodge Global Stock	Pair Corr
0.95	TRZRX	T Rowe Price	Pair Corr
0.99	TEDIX	Franklin Mutual Global	Pair Corr
0.97	MDISX	Franklin Mutual Global	Pair Corr
0.99	TEDSX	Franklin Mutual Global	Pair Corr
0.95	PRAFX	T Rowe Price	Pair Corr
0.98	BEGRX	Franklin Mutual Beacon	Pair Corr
0.93	CPAYX	Columbia Pacific/asia	Pair Corr
0.97	CASAX	Columbia Pacific/asia	Pair Corr
0.96	CASCX	Columbia Pacificasia	Pair Corr
0.98	MSKLX	Mid Cap Growth	Pair Corr
0.98	CISGX	Touchstone Sands Capital	Pair Corr
0.98	MPEGX	Mid Cap Growth	Pair Corr
0.98	BLARX	Lord Abbett Balanced	Pair Corr
0.81	LSIIX	Loomis Sayles Investment	Pair Corr
0.94	STMUX	Invesco Short Term	Pair Corr
0.98	FLCNX	Fidelity Contrafund	Pair Corr
0.97	PGBEX	Blue Chip Fund	Pair Corr
0.95	DHLTX	Diamond Hill All	Pair Corr
0.98	BEQAX	Equity Growth	Pair Corr
0.97	ATECX	Ab Sustainable Global	Pair Corr
0.96	PNRZX	Pgim Jennison Natural	Pair Corr

Moving against Catalystmap Mutual Fund

0.93

CWXAX

Catalystwarrington

Pair Corr

Related Correlations Analysis

	TTRBX	BTFRX	PRVBX	TSDUX	DODLX	SGYAX	ARTFX
TTRBX		0.94	0.89	0.95	0.97	0.97	0.93	TTRBX
BTFRX	0.94		0.91	0.91	0.91	0.93	0.89	BTFRX
PRVBX	0.89	0.91		0.84	0.89	0.86	0.79	PRVBX
TSDUX	0.95	0.91	0.84		0.88	0.97	0.97	TSDUX
DODLX	0.97	0.91	0.89	0.88		0.91	0.86	DODLX
SGYAX	0.97	0.93	0.86	0.97	0.91		0.98	SGYAX
ARTFX	0.93	0.89	0.79	0.97	0.86	0.98		ARTFX
	TTRBX	BTFRX	PRVBX	TSDUX	DODLX	SGYAX	ARTFX

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Risk-Adjusted Indicators

There is a big difference between Catalystmap Mutual Fund performing well and Catalystmap Global 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 Catalystmap Global'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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
TTRBX	0.16	0.03	(0.53)	0.72	0.00	(0.21)	0.40	(0.20)	0.82
BTFRX	0.17	0.03	(0.35)	(1.10)	0.09	(0.21)	0.27	(0.27)	1.19
PRVBX	0.09	0.02	(0.75)	(3.47)	0.00	(0.10)	0.20	(0.17)	0.63
TSDUX	0.04	0.02	0.00	16.55	0.00	0.00	0.10	0.00	0.10
DODLX	0.22	0.04	(0.30)	1.04	0.06	(0.27)	0.46	(0.37)	1.21
SGYAX	0.17	0.06	(0.32)	0.57	0.00	(0.30)	0.59	(0.14)	0.99
ARTFX	0.14	0.07	(0.41)	(2.81)	0.00	(0.23)	0.56	(0.11)	0.90

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