Catalyst Intelligent Correlations

ATRAX Fund

USD 9.49 -0.07 -0.73%

Current 90-days correlation between Catalyst Intelligent and Catalystprinceton Floating Rate is 0.23 (i.e., Modest 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.

Catalyst Intelligent Correlation With Market

Poor diversification

Across the chosen horizon, ATRAX and DJI show a correlation of 0.62 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.

Use Trending Equities to better understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This includes a position in Catalyst Intelligent Alternative within the portfolio mix. 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 Catalyst Mutual Fund

0.64	HIICX	Catalystsmh High Income	Pair Corr
0.63	HIIFX	Catalystsmh High Income	Pair Corr
0.62	HIIIX	Catalystsmh High Income	Pair Corr
0.81	CWXIX	Catalyst/Warrington	Pair Corr
0.84	CWXCX	Catalyst/Warrington	Pair Corr
0.81	CWXAX	Catalyst/Warrington	Pair Corr
0.7	INSAX	Catalyst Insider Buying	Pair Corr
0.7	INSCX	Catalyst Insider Buying	Pair Corr
0.7	INSIX	Catalyst Insider Buying	Pair Corr
1.0	ATRFX	Catalyst Intelligent	Pair Corr
1.0	ATRCX	Catalyst Intelligent	Pair Corr

Moving against Catalyst Mutual Fund

0.67	MLXCX	Catalyst Mlp	Pair Corr
0.67	MLXAX	Catalyst Mlp	Pair Corr
0.67	MLXIX	Catalyst Mlp	Pair Corr
0.5	MBXAX	Catalystmillburn Hedge	Pair Corr
0.5	MBXFX	Catalystmillburn Hedge	Pair Corr
0.5	MBXCX	Catalystmillburn Hedge	Pair Corr
0.58	QSPRX	Aqr Style Premia	Pair Corr
0.5	MBXIX	Catalystmillburn Hedge	Pair Corr
0.47	BIMBX	BlackRock Alternative	Pair Corr
0.47	BAMBX	BlackRock Alternative	Pair Corr
0.47	BMBCX	BlackRock Alternative	Pair Corr
0.47	BKMBX	BlackRock Systematic	Pair Corr

Related Correlations Analysis

	HIICX	HIIFX	HIIIX	MLXCX	MLXAX	MLXIX	CWXIX	CWXCX	CWXAX	CFRIX
HIICX		0.99	0.99	-0.39	-0.39	-0.39	0.61	0.62	0.62	0.71	HIICX
HIIFX	0.99		0.99	-0.35	-0.35	-0.35	0.62	0.62	0.63	0.67	HIIFX
HIIIX	0.99	0.99		-0.34	-0.34	-0.34	0.62	0.63	0.63	0.67	HIIIX
MLXCX	-0.39	-0.35	-0.34		1.0	1.0	-0.3	-0.36	-0.29	-0.77	MLXCX
MLXAX	-0.39	-0.35	-0.34	1.0		1.0	-0.3	-0.36	-0.29	-0.77	MLXAX
MLXIX	-0.39	-0.35	-0.34	1.0	1.0		-0.3	-0.36	-0.29	-0.77	MLXIX
CWXIX	0.61	0.62	0.62	-0.3	-0.3	-0.3		1.0	1.0	0.25	CWXIX
CWXCX	0.62	0.62	0.63	-0.36	-0.36	-0.36	1.0		1.0	0.29	CWXCX
CWXAX	0.62	0.63	0.63	-0.29	-0.29	-0.29	1.0	1.0		0.24	CWXAX
CFRIX	0.71	0.67	0.67	-0.77	-0.77	-0.77	0.25	0.29	0.24		CFRIX
	HIICX	HIIFX	HIIIX	MLXCX	MLXAX	MLXIX	CWXIX	CWXCX	CWXAX	CFRIX

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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

MLXAX	+ 1.0	MLXCX
MLXIX	+ 1.0	MLXCX
MLXIX	+ 1.0	MLXAX
CWXCX	+ 1.0	CWXIX
CWXAX	+ 1.0	CWXIX
CWXAX	+ 1.0	CWXCX

High negative correlations

CFRIX	- 0.77	MLXIX
CFRIX	- 0.77	MLXAX
CFRIX	- 0.77	MLXCX
MLXIX	- 0.39	HIICX
MLXAX	- 0.39	HIICX
MLXCX	- 0.39	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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
HIICX	0.30	-0.02	0.00	-0.11	0.00	0.00	0.50	-0.74	1.74
HIIFX	0.30	-0.02	0.00	-0.12	0.00	0.00	0.51	-0.74	1.74
HIIIX	0.27	-0.02	0.00	-0.10	0.00	0.00	0.50	-0.73	1.99
MLXCX	0.98	0.29	0.33	7.49	0.74	-1.21	2.18	-1.72	5.21
MLXAX	0.98	0.29	0.33	6.56	0.74	-1.21	2.20	-1.72	5.24
MLXIX	0.99	0.29	0.33	6.90	0.74	-1.22	2.23	-1.71	5.24
CWXIX	0.44	-0.02	0.00	-0.07	0.00	0.00	0.87	-1.21	4.06
CWXCX	0.43	-0.02	0.00	-0.08	0.00	0.00	0.95	-1.29	3.94
CWXAX	0.43	-0.02	0.00	-0.07	0.00	0.00	0.89	-1.24	4.04
CFRIX	0.11	-0.02	0.00	-0.87	0.00	0.00	0.44	-0.33	1.11

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