Catalyst Intelligent Correlations

ATRFX Fund

USD 9.27 0.10 1.09%

Current 90-days correlation between Catalyst Intelligent and Jp Morgan Smartretirement is 0.69 (i.e., Poor diversification).Correlation analysis for Catalyst Intelligent quantifies the degree to which its price movements mirror or diverge from those of related assets. A coefficient near +1 signals strong co-movement, while a coefficient near -1 indicates consistent opposite movement.

Market Correlation - Catalyst Intelligent

Very weak diversification

Across the chosen horizon, ATRFX and DJI show a correlation of 0.42 and fall into the Very weak 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. Clearer exposure analysis supports long-term portfolio balance. This includes a position in Catalyst Intelligent Alternative in the portfolio view. 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 price.

Moving together with Catalyst Mutual Fund

0.7	CWXIX	Catalystwarrington	Pair Corr
0.62	INSCX	Catalyst Insider Buying	Pair Corr
0.62	INSIX	Catalyst Insider Buying	Pair Corr
1.0	ATRCX	Catalyst Intelligent	Pair Corr
0.88	ATRAX	Catalyst Intelligent	Pair Corr

Moving against Catalyst Mutual Fund

0.59	MLXAX	Catalyst Mlp Infrast	Pair Corr
0.56	MLXCX	Catalyst Mlp Infrast	Pair Corr
0.56	MLXIX	Catalyst Mlp Infrast	Pair Corr
0.31	MBXFX	Catalystmillburn Hedge	Pair Corr
0.44	QSPRX	Aqr Style Premia	Pair Corr
0.38	BIMBX	Blackrock Alternative	Pair Corr
0.38	BAMBX	Blackrock Alternative	Pair Corr
0.38	BMBCX	Blackrock Alternative	Pair Corr
0.38	BKMBX	Blackrock Systematic	Pair Corr
0.35	EIXIX	Catalyst Enhanced Income	Pair Corr
0.31	MBXIX	Catalystmillburn Hedge	Pair Corr
0.31	TRXAX	Catalyst/map Global	Pair Corr

Related Correlations Analysis

	RERPX	PGFCX	CMACX	EXBAX	FRTCX	TDIFX	JTSQX
RERPX		0.95	0.95	0.72	0.94	0.94	0.91	RERPX
PGFCX	0.95		0.82	0.57	0.97	0.96	0.82	PGFCX
CMACX	0.95	0.82		0.82	0.83	0.83	0.92	CMACX
EXBAX	0.72	0.57	0.82		0.58	0.57	0.87	EXBAX
FRTCX	0.94	0.97	0.83	0.58		0.96	0.85	FRTCX
TDIFX	0.94	0.96	0.83	0.57	0.96		0.86	TDIFX
JTSQX	0.91	0.82	0.92	0.87	0.85	0.86		JTSQX
	RERPX	PGFCX	CMACX	EXBAX	FRTCX	TDIFX	JTSQX

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
RERPX	0.31	0.08	0.17	0.23	0.21	-0.35	0.61	-0.60	3.69
PGFCX	0.20	0.05	0.16	-5.94	0.05	-0.24	0.38	-0.45	2.25
CMACX	0.42	0.04	0.07	0.07	0.44	-0.46	0.80	-0.75	3.54
EXBAX	0.38	0.05	0.12	0.15	0.30	-0.46	0.69	-0.68	4.72
FRTCX	0.21	0.02	0.04	-0.42	0.23	-0.25	0.47	-0.47	1.37
TDIFX	0.13	0.01	0.06	0.08	0.00	-0.17	0.25	-0.25	0.90
JTSQX	0.55	0.07	0.09	0.10	0.65	-0.58	0.87	-1.10	4.97

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