Catalyst/lyons Tactical Correlations

Mutual Funds . USA . 
Fund . Catalystlyons Tactical Allocation
CLTIX Fund  USD 16.10  0.02  0.12%   
The current 90-days correlation between Catalyst/lyons Tactical and Catalystsmh High Income is 0.65 (i.e., Poor diversification). The correlation of Catalyst/lyons Tactical 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/lyons Tactical Correlation With Market

Almost no diversification

The correlation between Catalystlyons Tactical Allocat and DJI is 0.92 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalystlyons Tactical Allocat 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 Catalystlyons Tactical Allocation. 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 gross domestic product.

Moving together with Catalyst/lyons Mutual Fund

  0.92HIICX Catalystsmh High IncomePairCorr
  0.92HIIFX Catalystsmh High IncomePairCorr
  0.92HIIIX Catalystsmh High IncomePairCorr
  0.82MLXCX Catalyst Mlp InfrastPairCorr
  0.82MLXAX Catalyst Mlp InfrastPairCorr
  0.83MLXIX Catalyst Mlp InfrastPairCorr
  0.97CFRIX Catalyst/princetonPairCorr
  0.97CFRFX Catalyst/cifc FloatingPairCorr
  0.97CFRCX Catalyst/princetonPairCorr
  0.97CFRAX Catalyst/princetonPairCorr
  0.98INSAX Catalyst Insider BuyingPairCorr
  0.98INSCX Catalyst Insider BuyingPairCorr
  0.98INSIX Catalyst Insider BuyingPairCorr
  0.96ATRFX Catalyst IntelligentPairCorr
  0.96ATRCX Catalyst IntelligentPairCorr
  0.96ATRAX Catalyst IntelligentPairCorr
  0.98SHIIX Catalystexceed DefinedPairCorr
  0.98SHIEX Catalystexceed DefinedPairCorr
  0.98SHINX Catalystexceed DefinedPairCorr
  0.99CLPCX Catalyst Exceed DefinedPairCorr
  0.99CLPAX Catalyst Exceed DefinedPairCorr
  0.99CLPFX Catalyst Exceed DefinedPairCorr
  1.0CLTCX Catalyst/lyons TacticalPairCorr
  1.0CLTAX Catalyst/lyons TacticalPairCorr
  0.96MBXAX Catalystmillburn HedgePairCorr
  0.96MBXFX Catalystmillburn HedgePairCorr
  0.96MBXCX Catalystmillburn HedgePairCorr
  0.96MBXIX Catalystmillburn HedgePairCorr
  0.98CPECX Catalyst Dynamic AlphaPairCorr
  0.98CPEAX Catalyst Dynamic AlphaPairCorr
  0.98CPEIX Catalyst Dynamic AlphaPairCorr
  0.85TRIIX Catalystsmh Total ReturnPairCorr
  0.85TRIFX Catalystsmh Total ReturnPairCorr
  0.84TRICX Catalystsmh Total ReturnPairCorr
  0.95TRXCX Catalystmap GlobalPairCorr
  0.95TRXAX Catalystmap GlobalPairCorr

Moving against Catalyst/lyons Mutual Fund

  0.93CWXCX CatalystwarringtonPairCorr
  0.91CWXAX 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
HIIIX
+ 1.0
HIICX
HIIIX
+ 1.0
HIIFX
MLXIX
+ 1.0
MLXCX
MLXAX
+ 0.99
MLXCX
MLXIX
+ 0.99
MLXAX
  
High negative correlations   
CWXCX
- 0.96
HIIIX
CWXCX
- 0.96
HIIFX
CWXCX
- 0.96
HIICX
CFRIX
- 0.95
CWXCX
CWXIX
- 0.95
HIIIX
CWXIX
- 0.95
HIIFX

Risk-Adjusted Indicators

There is a big difference between Catalyst/lyons Mutual Fund performing well and Catalyst/lyons Tactical 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/lyons Tactical'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  0.13  0.07  0.52  0.00 
(0.56)
 0.89 
(0.56)
 2.03 
HIIFX  0.40  0.13  0.08  0.57  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  1.00  0.13  0.04  0.49  1.20 
(1.11)
 2.23 
(2.21)
 5.54 
MLXIX  1.04  0.13  0.04  0.42  1.25 
(1.10)
 2.25 
(2.16)
 5.55 
CWXIX  0.02 (0.01) 0.00  0.97  0.00 
 0.00 
 0.00 
(0.11)
 0.21 
CWXCX  0.03 (0.02) 0.00  0.99  0.00 
 0.00 
 0.00 
(0.12)
 0.23 
CWXAX  0.02 (0.01) 0.00  0.71  0.00 
 0.00 
 0.00 
(0.11)
 0.22 
CFRIX  0.10  0.04 (0.67) 0.73  0.00 
(0.20)
 0.44 
(0.11)
 0.67 

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