Catalyst Dynamic Correlations

CPECX Fund

USD 19.03 0.02 0.10%

The current 90-days correlation between Catalyst Dynamic Alpha and Amg Timessquare International is 0.42 (i.e., Very weak diversification). The correlation of Catalyst Dynamic 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 Dynamic Correlation With Market

Poor diversification

The correlation between Catalyst Dynamic Alpha and DJI is 0.61 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalyst Dynamic Alpha 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 Dynamic Alpha. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as various price indices.

Moving together with Catalyst Mutual Fund

0.71	VTSAX	Vanguard Total Stock	Pair Corr
0.68	VFIAX	Vanguard 500 Index	Pair Corr
0.71	VTSMX	Vanguard Total Stock	Pair Corr
0.71	VITSX	Vanguard Total Stock	Pair Corr
0.71	VSMPX	Vanguard Total Stock	Pair Corr
0.71	VSTSX	Vanguard Total Stock	Pair Corr
0.69	VFINX	Vanguard 500 Index	Pair Corr
0.68	VFFSX	Vanguard 500 Index	Pair Corr
0.68	VINIX	Vanguard Institutional	Pair Corr
0.68	VIIIX	Vanguard Institutional	Pair Corr
0.77	KF	Korea Closed	Pair Corr
0.85	EKWAX	Wells Fargo Advantage Steady Growth	Pair Corr
0.84	FSAGX	Gold Portfolio Gold Steady Growth	Pair Corr
0.79	FKRCX	Franklin Gold Precious Steady Growth	Pair Corr
0.84	USAGX	Precious Metals And Steady Growth	Pair Corr
0.86	OPGSX	Oppenheimer Gold Spec Steady Growth	Pair Corr
0.85	GOLDX	Gabelli Gold Steady Growth	Pair Corr
0.86	SGGDX	First Eagle Gold	Pair Corr
0.73	UNWPX	World Precious Minerals	Pair Corr
0.97	RWICX	Capital World Growth	Pair Corr
0.89	TRRVX	T Rowe Price	Pair Corr
0.83	PATRX	Pimco All Asset	Pair Corr
0.82	FFOLX	Fidelity Freedom Index	Pair Corr
0.83	PAUPX	Pimco All Asset	Pair Corr
0.83	PAUIX	Pimco All Asset	Pair Corr
0.74	AA	Alcoa Corp	Pair Corr
0.82	BA	Boeing Earnings Call This Week	Pair Corr
0.62	WMT	Walmart Common Stock	Pair Corr
0.72	DIS	Walt Disney	Pair Corr

Moving against Catalyst Mutual Fund

0.54	T	ATT Inc Earnings Call This Week	Pair Corr
0.45	MMM	3M Company	Pair Corr
0.42	HPQ	HP Inc	Pair Corr
0.37	IBM	International Business Earnings Call This Week	Pair Corr

Related Correlations Analysis

	PFTEX	SWFCX	RYIPX	BOGIX	CAMYX	WIGTX	VFL	TPZ	BRSIX	TCMIX
PFTEX		0.85	0.67	0.92	0.93	0.0	0.73	-0.4	0.9	0.94	PFTEX
SWFCX	0.85		0.35	0.88	0.9	0.0	0.72	-0.64	0.9	0.83	SWFCX
RYIPX	0.67	0.35		0.61	0.53	0.0	0.62	-0.12	0.51	0.78	RYIPX
BOGIX	0.92	0.88	0.61		0.88	0.0	0.73	-0.46	0.97	0.93	BOGIX
CAMYX	0.93	0.9	0.53	0.88		0.0	0.77	-0.44	0.84	0.9	CAMYX
WIGTX	0.0	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	WIGTX
VFL	0.73	0.72	0.62	0.73	0.77	0.0		-0.34	0.69	0.8	VFL
TPZ	-0.4	-0.64	-0.12	-0.46	-0.44	0.0	-0.34		-0.52	-0.39	TPZ
BRSIX	0.9	0.9	0.51	0.97	0.84	0.0	0.69	-0.52		0.87	BRSIX
TCMIX	0.94	0.83	0.78	0.93	0.9	0.0	0.8	-0.39	0.87		TCMIX
	PFTEX	SWFCX	RYIPX	BOGIX	CAMYX	WIGTX	VFL	TPZ	BRSIX	TCMIX

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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

BRSIX	+ 0.97	BOGIX
TCMIX	+ 0.94	PFTEX
CAMYX	+ 0.93	PFTEX
TCMIX	+ 0.93	BOGIX
BOGIX	+ 0.92	PFTEX
BRSIX	+ 0.9	PFTEX

High negative correlations

TPZ	- 0.64	SWFCX
BRSIX	- 0.52	TPZ
TPZ	- 0.46	BOGIX
TPZ	- 0.44	CAMYX
TPZ	- 0.4	PFTEX
TCMIX	- 0.39	TPZ

Risk-Adjusted Indicators

There is a big difference between Catalyst Mutual Fund performing well and Catalyst Dynamic 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 Dynamic'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
PFTEX	0.51	(0.01)	(0.06)	0.07	0.60	(0.59)	1.08	(1.05)	2.83
SWFCX	0.63	0.22	0.30	0.36	0.00	(0.77)	1.37	(1.11)	6.28
RYIPX	0.50	(0.07)	0.00	(0.05)	0.00	0.00	1.05	(1.16)	2.34
BOGIX	0.78	0.01	0.01	0.10	0.78	(0.96)	1.80	(1.44)	3.86
CAMYX	0.59	(0.01)	(0.05)	0.08	0.69	(0.61)	1.12	(1.17)	3.75
WIGTX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
VFL	0.36	(0.01)	(0.19)	0.05	0.36	(0.44)	0.80	(0.68)	1.97
TPZ	0.70	(0.07)	0.00	(0.08)	0.00	0.00	1.46	(1.20)	3.58
BRSIX	1.10	0.09	0.06	0.18	1.18	(1.18)	2.17	(2.22)	5.71
TCMIX	0.59	(0.01)	(0.05)	0.08	0.70	(0.59)	1.06	(1.23)	3.60

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