Catalyst Enhanced Correlations

EIXIX Fund

USD 6.86 0.01 0.15%

The current 90-days correlation between Catalyst Enhanced Income and Ambrus Core Bond is 0.26 (i.e., Modest diversification). The correlation of Catalyst Enhanced 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 Enhanced Correlation With Market

Good diversification

The correlation between Catalyst Enhanced Income and DJI is -0.07 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalyst Enhanced Income and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Catalyst Enhanced Income. 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 gross domestic product.

Moving together with Catalyst Mutual Fund

0.61	INSAX	Catalyst Insider Buying	Pair Corr
0.62	INSCX	Catalyst Insider Buying	Pair Corr
0.61	INSIX	Catalyst Insider Buying	Pair Corr
0.65	CPECX	Catalyst Dynamic Alpha	Pair Corr
0.63	CPEIX	Catalyst Dynamic Alpha	Pair Corr
1.0	EIXCX	Catalyst Enhanced Income	Pair Corr

Moving against Catalyst Mutual Fund

0.93	CFRFX	Catalystcifc Floating	Pair Corr
0.93	CFRCX	Catalystprinceton	Pair Corr
0.93	CFRAX	Catalystprinceton	Pair Corr
0.84	CFRIX	Catalystprinceton	Pair Corr
0.88	JSORX	Jpmorgan Strategic Income	Pair Corr
0.83	IIXIX	Catalyst Insider Income	Pair Corr
0.82	IIXAX	Catalyst Insider Income	Pair Corr
0.82	IIXCX	Catalyst Insider Income	Pair Corr
0.81	JSOZX	Jpmorgan Strategic Income	Pair Corr
0.8	JSOCX	Jpmorgan Strategic Income	Pair Corr
0.68	PMZNX	Pimco Mortgage Oppor	Pair Corr
0.66	PMZAX	Pimco Mortgage Oppor	Pair Corr
0.64	PMZCX	Pimco Mortgage Oppor	Pair Corr
0.57	BSIIX	Blackrock Strategic	Pair Corr
0.54	BSIKX	Blackrock Strategic	Pair Corr
0.53	TRXIX	Catalystmap Global	Pair Corr

Related Correlations Analysis

	TTRBX	TFBIX	PRVBX	OWMBX	BBINX	TBGAX
TTRBX		0.77	0.48	0.8	0.83	0.76	TTRBX
TFBIX	0.77		0.05	0.93	0.97	1.0	TFBIX
PRVBX	0.48	0.05		0.24	0.1	0.04	PRVBX
OWMBX	0.8	0.93	0.24		0.95	0.93	OWMBX
BBINX	0.83	0.97	0.1	0.95		0.97	BBINX
TBGAX	0.76	1.0	0.04	0.93	0.97		TBGAX
	TTRBX	TFBIX	PRVBX	OWMBX	BBINX	TBGAX

Risk-Adjusted Indicators

There is a big difference between Catalyst Mutual Fund performing well and Catalyst Enhanced 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 Enhanced'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
TTRBX	0.10	0.00	(0.48)	0.06	0.00	(0.13)	0.20	(0.20)	0.60
TFBIX	0.08	0.02	(0.40)	(0.78)	0.00	(0.15)	0.30	(0.10)	0.70
PRVBX	0.07	(0.01)	(0.75)	(0.09)	0.07	(0.07)	0.14	(0.14)	0.43
OWMBX	0.05	0.00	(0.72)	(0.23)	0.00	(0.10)	0.09	(0.09)	0.26
BBINX	0.06	0.01	(0.56)	1.02	0.00	(0.14)	0.10	(0.10)	0.58
TBGAX	0.09	0.02	(0.39)	(8.39)	0.00	(0.14)	0.28	(0.09)	0.74

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