Catalystlyons Tactical Correlations

CLTCX Fund

USD 15.08 0.09 0.59%

The current 90-days correlation between Catalystlyons Tactical and Catalystsmh High Income is 0.58 (i.e., Very weak diversification). The correlation of Catalystlyons Tactical 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.

Catalystlyons Tactical Correlation With Market

Very weak diversification

The correlation between Catalystlyons Tactical Allocat and DJI is 0.48 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalystlyons Tactical Allocat 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 Catalystlyons Tactical Allocation. 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 services.

Moving together with Catalystlyons Mutual Fund

0.69	CWXIX	Catalystwarrington	Pair Corr
0.65	CWXAX	Catalystwarrington	Pair Corr
0.95	SHIIX	Catalystexceed Defined	Pair Corr
0.94	SHIEX	Catalystexceed Defined	Pair Corr
0.74	SHINX	Catalystexceed Defined	Pair Corr
0.95	CLPCX	Catalyst Exceed Defined	Pair Corr
0.95	CLPAX	Catalyst Exceed Defined	Pair Corr
0.95	CLPFX	Catalyst Exceed Defined	Pair Corr
1.0	CLTIX	Catalystlyons Tactical	Pair Corr
1.0	CLTAX	Catalystlyons Tactical	Pair Corr
0.91	CPECX	Catalyst Dynamic Alpha	Pair Corr
0.79	CPEAX	Catalyst Dynamic Alpha	Pair Corr
0.91	CPEIX	Catalyst Dynamic Alpha	Pair Corr

Related Correlations Analysis

	HIICX	HIIFX	HIIIX	MLXCX	MLXAX	MLXIX	CWXIX	CWXCX	CWXAX	CFRIX
HIICX		0.98	0.96	0.05	0.1	0.1	0.46	0.69	0.5	0.0	HIICX
HIIFX	0.98		0.98	-0.05	0.0	0.0	0.39	0.6	0.42	0.16	HIIFX
HIIIX	0.96	0.98		-0.09	-0.04	-0.04	0.32	0.55	0.36	0.2	HIIIX
MLXCX	0.05	-0.05	-0.09		0.95	0.95	0.34	0.44	0.36	-0.42	MLXCX
MLXAX	0.1	0.0	-0.04	0.95		1.0	0.32	0.46	0.35	-0.41	MLXAX
MLXIX	0.1	0.0	-0.04	0.95	1.0		0.32	0.46	0.35	-0.4	MLXIX
CWXIX	0.46	0.39	0.32	0.34	0.32	0.32		0.69	1.0	-0.42	CWXIX
CWXCX	0.69	0.6	0.55	0.44	0.46	0.46	0.69		0.73	-0.46	CWXCX
CWXAX	0.5	0.42	0.36	0.36	0.35	0.35	1.0	0.73		-0.44	CWXAX
CFRIX	0.0	0.16	0.2	-0.42	-0.41	-0.4	-0.42	-0.46	-0.44		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

MLXIX	+ 1.0	MLXAX
CWXAX	+ 1.0	CWXIX
HIIFX	+ 0.98	HIICX
HIIIX	+ 0.98	HIIFX
HIIIX	+ 0.96	HIICX
MLXAX	+ 0.95	MLXCX

High negative correlations

CFRIX	- 0.46	CWXCX
CFRIX	- 0.44	CWXAX
CFRIX	- 0.42	CWXIX
CFRIX	- 0.42	MLXCX
CFRIX	- 0.41	MLXAX
CFRIX	- 0.4	MLXIX

Risk-Adjusted Indicators

There is a big difference between Catalystlyons Mutual Fund performing well and Catalystlyons Tactical 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 Catalystlyons Tactical'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	0.31	(0.03)	(0.15)	(0.01)	0.38	(0.43)	0.74	(0.73)	1.97
HIIFX	0.31	(0.03)	(0.13)	0.00	0.38	(0.43)	0.74	(0.73)	1.98
HIIIX	0.33	(0.02)	(0.16)	0.01	0.35	(0.45)	0.74	(0.73)	1.73
MLXCX	0.84	(0.19)	0.00	(0.68)	0.00	0.00	1.53	(1.81)	5.77
MLXAX	0.82	(0.22)	0.00	(0.31)	0.00	0.00	1.53	(1.75)	5.72
MLXIX	0.82	(0.22)	0.00	(0.32)	0.00	0.00	1.55	(1.79)	5.78
CWXIX	0.25	(0.04)	0.00	(0.32)	0.00	0.00	0.63	(0.63)	3.51
CWXCX	0.20	(0.03)	0.00	(0.11)	0.00	0.00	0.58	(0.58)	2.12
CWXAX	0.24	(0.04)	0.00	(0.35)	0.00	0.00	0.65	(0.56)	3.17
CFRIX	0.08	0.01	(0.40)	0.26	0.00	(0.20)	0.11	(0.11)	0.99

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