Catalyst/exceed Defined Correlations

SHIIX Fund

USD 10.85 0.02 0.18%

The current 90-days correlation between Catalyst/exceed Defined and Catalystmillburn Hedge Strategy is 0.4 (i.e., Very weak diversification). The correlation of Catalyst/exceed Defined 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/exceed Defined Correlation With Market

Very poor diversification

The correlation between Catalystexceed Defined Shield and DJI is 0.8 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalystexceed Defined Shield and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Catalystexceed Defined Shield. 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 inflation.

Moving together with Catalyst/exceed Mutual Fund

0.96	HIICX	Catalystsmh High Income	Pair Corr
0.96	HIIFX	Catalystsmh High Income	Pair Corr
0.96	HIIIX	Catalystsmh High Income	Pair Corr
0.95	CFRIX	Catalyst/princeton	Pair Corr
0.94	CFRFX	Catalyst/cifc Floating	Pair Corr
0.95	CFRCX	Catalystprinceton	Pair Corr
0.95	CFRAX	Catalyst/princeton	Pair Corr
0.93	INSAX	Catalyst Insider Buying	Pair Corr
0.94	INSCX	Catalyst Insider Buying	Pair Corr
0.95	INSIX	Catalyst Insider Buying	Pair Corr
0.89	ATRFX	Catalyst Intelligent	Pair Corr
0.87	ATRCX	Catalyst Intelligent	Pair Corr
0.87	ATRAX	Catalyst Intelligent	Pair Corr
1.0	SHIEX	Catalyst/exceed Defined	Pair Corr
0.98	SHINX	Catalyst/exceed Defined	Pair Corr
0.94	CLPCX	Catalyst Exceed Defined	Pair Corr
0.93	CLPAX	Catalyst Exceed Defined	Pair Corr
0.95	CLPFX	Catalyst Exceed Defined	Pair Corr
0.98	CLTIX	Catalystlyons Tactical	Pair Corr
0.98	CLTCX	Catalystlyons Tactical	Pair Corr
0.96	CLTAX	Catalystlyons Tactical	Pair Corr
0.78	MBXAX	Catalystmillburn Hedge	Pair Corr
0.77	MBXFX	Catalystmillburn Hedge	Pair Corr
0.77	MBXCX	Catalystmillburn Hedge	Pair Corr
0.79	MBXIX	Catalystmillburn Hedge	Pair Corr
0.98	CPECX	Catalyst Dynamic Alpha	Pair Corr
0.97	CPEAX	Catalyst Dynamic Alpha	Pair Corr
0.99	CPEIX	Catalyst Dynamic Alpha	Pair Corr
0.97	TRIIX	Catalystsmh Total Return	Pair Corr
0.96	TRIFX	Catalystsmh Total Return	Pair Corr
0.97	TRICX	Catalystsmh Total Return	Pair Corr
0.96	TRXCX	Catalyst/map Global	Pair Corr
0.96	TRXAX	Catalyst/map Global	Pair Corr

Moving against Catalyst/exceed Mutual Fund

0.9	CWXCX	Catalystwarrington	Pair Corr
0.73	CWXAX	Catalystwarrington	Pair Corr
0.56	CWXIX	Catalystwarrington	Pair Corr
0.59	EIXCX	Catalyst Enhanced Income	Pair Corr
0.51	EIXIX	Catalyst Enhanced Income	Pair Corr
0.49	EIXAX	Catalyst Enhanced Income	Pair Corr

Related Correlations Analysis

	MBXIX	TFAFX	CLPFX	ATESX	TFAZX
MBXIX		0.81	0.84	0.81	0.8	MBXIX
TFAFX	0.81		0.95	0.97	0.96	TFAFX
CLPFX	0.84	0.95		0.98	0.95	CLPFX
ATESX	0.81	0.97	0.98		0.98	ATESX
TFAZX	0.8	0.96	0.95	0.98		TFAZX
	MBXIX	TFAFX	CLPFX	ATESX	TFAZX

Risk-Adjusted Indicators

There is a big difference between Catalyst/exceed Mutual Fund performing well and Catalyst/exceed Defined 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/exceed Defined'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
MBXIX	0.34	0.03	(0.15)	0.23	0.26	(0.38)	0.89	(0.60)	2.77
TFAFX	0.51	0.16	0.00	(0.46)	0.38	(0.62)	1.06	(0.75)	3.61
CLPFX	0.51	0.01	(0.05)	0.15	0.51	(0.59)	1.27	(0.85)	3.22
ATESX	0.43	0.03	(0.03)	0.18	0.38	(0.48)	1.11	(0.73)	3.26
TFAZX	0.16	0.01	(0.44)	0.18	0.00	(0.24)	0.36	(0.24)	1.07

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