Catalyst Insider Correlations

Mutual Funds . USA . 
Fund . Catalyst Insider Buying
INSIX Fund  USD 23.98  0.05  0.21%   
The current 90-days correlation between Catalyst Insider Buying and Catalystsmh High Income is 0.56 (i.e., Very weak diversification). The correlation of Catalyst Insider 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 Insider Correlation With Market

Poor diversification

The correlation between Catalyst Insider Buying and DJI is 0.72 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalyst Insider Buying and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Catalyst Insider Buying. 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 Mutual Fund

  0.93HIICX Catalystsmh High IncomePairCorr
  0.92HIIFX Catalystsmh High IncomePairCorr
  0.92HIIIX Catalystsmh High IncomePairCorr
  0.83MLXCX Catalyst Mlp InfrastPairCorr
  0.83MLXAX Catalyst Mlp InfrastPairCorr
  0.83MLXIX Catalyst Mlp InfrastPairCorr
  0.98CFRIX Catalyst/princetonPairCorr
  0.98CFRFX Catalyst/cifc FloatingPairCorr
  0.98CFRCX Catalyst/princetonPairCorr
  0.98CFRAX Catalyst/princetonPairCorr
  1.0INSAX Catalyst Insider BuyingPairCorr
  1.0INSCX Catalyst Insider BuyingPairCorr
  0.97ATRFX Catalyst IntelligentPairCorr
  0.97ATRCX Catalyst IntelligentPairCorr
  0.97ATRAX Catalyst IntelligentPairCorr
  0.98SHIIX Catalystexceed DefinedPairCorr
  0.98SHIEX Catalystexceed DefinedPairCorr
  0.99SHINX Catalystexceed DefinedPairCorr
  0.98CLPCX Catalyst Exceed DefinedPairCorr
  0.98CLPAX Catalyst Exceed DefinedPairCorr
  0.98CLPFX Catalyst Exceed DefinedPairCorr
  0.98CLTIX Catalyst/lyons TacticalPairCorr
  0.98CLTCX Catalyst/lyons TacticalPairCorr
  0.98CLTAX Catalyst/lyons TacticalPairCorr
  0.96MBXAX Catalystmillburn HedgePairCorr
  0.96MBXFX Catalystmillburn HedgePairCorr
  0.96MBXCX Catalystmillburn HedgePairCorr
  0.96MBXIX Catalystmillburn HedgePairCorr
  0.99CPECX Catalyst Dynamic AlphaPairCorr
  0.99CPEAX Catalyst Dynamic AlphaPairCorr
  0.99CPEIX Catalyst Dynamic AlphaPairCorr
  0.83TRIIX Catalystsmh Total ReturnPairCorr
  0.83TRIFX Catalystsmh Total ReturnPairCorr
  0.83TRICX Catalystsmh Total ReturnPairCorr
  0.98TRXCX Catalystmap GlobalPairCorr
  0.98TRXAX Catalystmap GlobalPairCorr

Moving against Catalyst Mutual Fund

  0.93CWXCX CatalystwarringtonPairCorr
  0.91CWXAX CatalystwarringtonPairCorr
  0.89CWXIX CatalystwarringtonPairCorr
  0.31EIXCX Catalyst Enhanced IncomePairCorr

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 Mutual Fund performing well and Catalyst Insider 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 Insider'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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