Catalystmap Global Correlations

TRXAX Fund

USD 12.74 0.04 0.31%

The current 90-days correlation between Catalystmap Global and Ab Global Risk is 0.73 (i.e., Poor 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

Very weak diversification

The correlation between Catalystmap Global Balanced and DJI is 0.59 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalystmap Global Balanced and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Catalystmap Global Balanced. 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

0.68	HIICX	Catalystsmh High Income	Pair Corr
0.72	HIIIX	Catalystsmh High Income	Pair Corr
0.73	SHIIX	Catalyst/exceed Defined	Pair Corr
0.85	SHIEX	Catalyst/exceed Defined	Pair Corr
0.82	SHINX	Catalyst/exceed Defined	Pair Corr
0.81	CLPCX	Catalyst Exceed Defined	Pair Corr
0.81	CLPAX	Catalyst Exceed Defined	Pair Corr
0.76	CLPFX	Catalyst Exceed Defined	Pair Corr
0.7	CLTIX	Catalyst/lyons Tactical	Pair Corr
0.61	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.62	MBXIX	Catalystmillburn Hedge	Pair Corr
0.84	TRXCX	Catalystmap Global	Pair Corr

Moving against Catalystmap Mutual Fund

0.81	MLXCX	Catalyst Mlp Infrast	Pair Corr
0.81	MLXAX	Catalyst Mlp Infrast	Pair Corr
0.8	MLXIX	Catalyst Mlp Infrast	Pair Corr
0.36	CWXCX	Catalyst/warrington	Pair Corr
0.33	CWXAX	Catalyst/warrington	Pair Corr

Related Correlations Analysis

	CBSYX	LMUSX	JAAIX	PBLIX	GMCQX	LSAAX	RCOCX
CBSYX		0.91	0.97	0.97	0.92	0.97	0.72	CBSYX
LMUSX	0.91		0.88	0.96	0.96	0.9	0.76	LMUSX
JAAIX	0.97	0.88		0.93	0.89	0.97	0.78	JAAIX
PBLIX	0.97	0.96	0.93		0.94	0.95	0.73	PBLIX
GMCQX	0.92	0.96	0.89	0.94		0.92	0.84	GMCQX
LSAAX	0.97	0.9	0.97	0.95	0.92		0.71	LSAAX
RCOCX	0.72	0.76	0.78	0.73	0.84	0.71		RCOCX
	CBSYX	LMUSX	JAAIX	PBLIX	GMCQX	LSAAX	RCOCX

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
CBSYX	0.35	0.03	0.00	0.12	0.35	(0.37)	0.71	(0.71)	2.04
LMUSX	0.56	0.03	0.03	0.09	0.76	(0.52)	1.25	(1.38)	3.59
JAAIX	0.15	0.01	(0.16)	0.09	0.06	(0.18)	0.30	(0.36)	0.84
PBLIX	0.50	0.02	0.01	0.08	0.69	(0.48)	1.02	(1.11)	3.26
GMCQX	0.64	0.06	0.06	0.11	0.85	(0.64)	1.43	(1.46)	4.18
LSAAX	0.45	0.03	0.02	0.10	0.57	(0.51)	1.09	(0.87)	3.21
RCOCX	0.49	0.04	0.05	0.12	0.45	(0.56)	1.28	(0.90)	3.05

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