Catalyst Intelligent Correlations

ATRCX Fund

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The current 90-days correlation between Catalyst Intelligent and Catalystsmh High Income is 0.52 (i.e., Very weak 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. 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 Intelligent Correlation With Market

Poor diversification

The correlation between Catalyst Intelligent Alternati and DJI is 0.63 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalyst Intelligent Alternati 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 Catalyst Intelligent Alternative. 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 goods.

Moving together with Catalyst Mutual Fund

0.83	HIICX	Catalystsmh High Income	Pair Corr
0.82	HIIFX	Catalystsmh High Income	Pair Corr
0.83	HIIIX	Catalystsmh High Income	Pair Corr
0.85	CFRIX	Catalyst/princeton	Pair Corr
0.84	CFRCX	Catalystprinceton	Pair Corr
0.85	CFRAX	Catalyst/princeton	Pair Corr
0.92	INSAX	Catalyst Insider Buying	Pair Corr
0.92	INSCX	Catalyst Insider Buying	Pair Corr
0.93	INSIX	Catalyst Insider Buying	Pair Corr
1.0	ATRFX	Catalyst Intelligent	Pair Corr
0.89	SHIIX	Catalyst/exceed Defined	Pair Corr
0.88	SHIEX	Catalyst/exceed Defined	Pair Corr
0.74	CLPCX	Catalyst Exceed Defined	Pair Corr
0.74	CLPAX	Catalyst Exceed Defined	Pair Corr
0.75	CLPFX	Catalyst Exceed Defined	Pair Corr
0.9	CLTIX	Catalystlyons Tactical	Pair Corr
0.88	CLTCX	Catalystlyons Tactical	Pair Corr
0.88	CLTAX	Catalystlyons Tactical	Pair Corr
0.83	TRIFX	Catalystsmh Total Return	Pair Corr
0.84	TRICX	Catalystsmh Total Return	Pair Corr
0.88	TRXCX	Catalyst/map Global	Pair Corr
0.87	TRXAX	Catalyst/map Global	Pair Corr
0.83	CAXAX	Catalystmap Global Equity	Pair Corr
0.72	IIXIX	Catalyst Insider Income	Pair Corr

Moving against Catalyst Mutual Fund

0.74	CWXCX	Catalystwarrington	Pair Corr
0.5	CWXAX	Catalystwarrington	Pair Corr
0.73	EIXAX	Catalyst Enhanced Income	Pair Corr
0.72	EIXIX	Catalyst Enhanced Income	Pair Corr
0.34	BMBCX	Blackrock Alternative	Pair Corr

Related Correlations Analysis

	HIICX	HIIFX	HIIIX	MLXCX	MLXAX	MLXIX	CWXCX	CWXAX	CFRIX	CFRCX
HIICX		0.98	1.0	0.42	0.47	0.45	-0.91	-0.75	0.91	0.92	HIICX
HIIFX	0.98		0.98	0.4	0.46	0.44	-0.92	-0.76	0.92	0.92	HIIFX
HIIIX	1.0	0.98		0.41	0.46	0.45	-0.91	-0.76	0.91	0.92	HIIIX
MLXCX	0.42	0.4	0.41		0.79	1.0	-0.43	-0.37	0.29	0.32	MLXCX
MLXAX	0.47	0.46	0.46	0.79		0.8	-0.44	-0.4	0.38	0.41	MLXAX
MLXIX	0.45	0.44	0.45	1.0	0.8		-0.46	-0.39	0.33	0.35	MLXIX
CWXCX	-0.91	-0.92	-0.91	-0.43	-0.44	-0.46		0.85	-0.85	-0.85	CWXCX
CWXAX	-0.75	-0.76	-0.76	-0.37	-0.4	-0.39	0.85		-0.63	-0.64	CWXAX
CFRIX	0.91	0.92	0.91	0.29	0.38	0.33	-0.85	-0.63		1.0	CFRIX
CFRCX	0.92	0.92	0.92	0.32	0.41	0.35	-0.85	-0.64	1.0		CFRCX
	HIICX	HIIFX	HIIIX	MLXCX	MLXAX	MLXIX	CWXCX	CWXAX	CFRIX	CFRCX

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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

HIIIX	+ 1.0	HIICX
MLXIX	+ 1.0	MLXCX
CFRCX	+ 1.0	CFRIX
HIIFX	+ 0.98	HIICX
HIIIX	+ 0.98	HIIFX
CFRCX	+ 0.92	HIICX

High negative correlations

CWXCX	- 0.92	HIIFX
CWXCX	- 0.91	HIIIX
CWXCX	- 0.91	HIICX
CFRCX	- 0.85	CWXCX
CFRIX	- 0.85	CWXCX
CWXAX	- 0.76	HIIIX

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	0.38	0.10	0.05	0.40	0.00	(0.54)	1.03	(0.55)	2.36
HIIFX	0.38	0.13	0.05	1.54	0.00	(0.54)	1.03	(0.55)	2.36
HIIIX	0.39	0.10	0.06	0.38	0.00	(0.57)	1.03	(0.55)	2.36
MLXCX	0.87	0.06	(0.03)	0.78	1.10	(0.88)	2.07	(1.44)	6.07
MLXAX	0.84	0.06	(0.05)	(1.52)	1.07	(0.86)	1.81	(1.47)	6.10
MLXIX	0.87	0.06	(0.03)	0.78	1.09	(0.88)	2.10	(1.43)	6.04
CWXCX	0.04	(0.02)	0.00	(2.02)	0.00	0.00	0.12	(0.12)	0.58
CWXAX	0.03	(0.01)	0.00	(6.63)	0.00	0.00	0.11	(0.11)	0.54
CFRIX	0.07	0.03	0.00	(0.71)	0.00	0.00	0.11	(0.11)	0.98
CFRCX	0.07	0.02	(0.76)	(0.96)	0.00	(0.22)	0.11	(0.11)	0.77

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