Catalyst/millburn Competition

MBXCX Fund

USD 38.72 0.04 0.10%

Catalystmillburn Hedge competes with Catalyst/smh High, Catalyst/smh High, Catalyst/smh High, Catalyst Mlp, and Catalyst Mlp; as well as few others. The fund is listed under Macro Trading category and is part of Catalyst Mutual Funds family. Analyzing Catalyst/millburn competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Catalyst/millburn to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Catalyst/millburn Correlation with its peers.

You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of Catalyst/millburn competition on your existing holdings.

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Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalyst/millburn's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.

Hype

Prediction

Low	Estimated	High
38.21	38.72	39.23

Details

Intrinsic

Valuation

Low	Real	High
37.87	38.38	38.89

Details

Catalyst/millburn Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Catalyst/millburn and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Catalyst/millburn and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Catalystmillburn Hedge does not affect the price movement of the other competitor.

	HIICX	HIIFX	HIIIX	MLXCX	MLXAX	MLXIX	CWXIX	CWXCX	CWXAX	CFHCX
HIICX		0.98	0.98	0.89	0.89	0.89	0.2	-0.41	0.07	0.45	HIICX
HIIFX	0.98		0.99	0.91	0.91	0.91	0.21	-0.39	0.09	0.43	HIIFX
HIIIX	0.98	0.99		0.91	0.91	0.91	0.23	-0.39	0.09	0.47	HIIIX
MLXCX	0.89	0.91	0.91		1.0	1.0	0.19	-0.4	0.1	0.25	MLXCX
MLXAX	0.89	0.91	0.91	1.0		1.0	0.19	-0.4	0.1	0.25	MLXAX
MLXIX	0.89	0.91	0.91	1.0	1.0		0.19	-0.4	0.1	0.25	MLXIX
CWXIX	0.2	0.21	0.23	0.19	0.19	0.19		0.71	0.95	-0.01	CWXIX
CWXCX	-0.41	-0.39	-0.39	-0.4	-0.4	-0.4	0.71		0.78	-0.29	CWXCX
CWXAX	0.07	0.09	0.09	0.1	0.1	0.1	0.95	0.78		-0.18	CWXAX
CFHCX	0.45	0.43	0.47	0.25	0.25	0.25	-0.01	-0.29	-0.18		CFHCX
	HIICX	HIIFX	HIIIX	MLXCX	MLXAX	MLXIX	CWXIX	CWXCX	CWXAX	CFHCX

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High positive correlations

MLXAX	+ 1.0	MLXCX
MLXIX	+ 1.0	MLXCX
MLXIX	+ 1.0	MLXAX
HIIIX	+ 0.99	HIIFX
HIIFX	+ 0.98	HIICX
HIIIX	+ 0.98	HIICX

High negative correlations

CWXCX	- 0.41	HIICX
CWXCX	- 0.4	MLXIX
CWXCX	- 0.4	MLXAX
CWXCX	- 0.4	MLXCX
CWXCX	- 0.39	HIIIX
CWXCX	- 0.39	HIIFX

Risk-Adjusted Indicators

There is a big difference between Catalyst/millburn Mutual Fund performing well and Catalyst/millburn 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/millburn'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	0.18	0.04	(0.25)	1.79	0.00	(0.34)	0.54	(0.27)	0.82
HIIFX	0.18	0.03	(0.22)	0.34	0.00	(0.35)	0.54	(0.27)	1.09
HIIIX	0.18	0.03	(0.21)	0.33	0.00	(0.37)	0.54	(0.27)	1.07
MLXCX	0.78	0.22	0.20	0.54	0.47	(0.94)	1.92	(1.17)	4.44
MLXAX	0.78	0.22	0.20	0.54	0.47	(0.95)	1.93	(1.17)	4.36
MLXIX	0.78	0.22	0.20	0.55	0.47	(0.94)	1.92	(1.13)	4.38
CWXIX	0.04	(0.01)	(0.53)	(0.28)	0.05	(0.20)	0.11	(0.11)	1.16
CWXCX	0.05	(0.01)	(0.67)	(0.57)	0.08	(0.19)	0.12	(0.12)	1.04
CWXAX	0.04	(0.01)	(0.65)	(0.49)	0.05	(0.19)	0.11	(0.11)	0.97
CFHCX	0.69	0.04	(0.06)	0.46	0.84	(0.73)	1.41	(1.51)	4.10

Unable to evaluate fundamental data of [HIICX, HIIFX, HIIIX, MLXCX, MLXAX, MLXIX, CWXIX, CWXCX, CWXAX, CFHCX] at this time. Please try again later

All Fundamental Data

Catalyst/millburn Competitive Analysis

The better you understand Catalyst/millburn competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Catalyst/millburn's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Catalyst/millburn's competition over several years is one of the best ways to analyze its investment potential.

Better Than Average

Worse Than Peers

View Performance Chart

	MBXCX	HIICX	HIIFX	HIIIX	MLXCX	MLXAX	MLXIX	CWXIX	CWXCX	CWXAX
	0.10 38.72 Catalyst/millburn	0.53 3.78 Catalyst/smh	0.53 3.77 Catalyst/smh	0.26 3.78 Catalyst/smh	1.88 29.78 Catalyst	1.91 29.84 Catalyst	1.90 29.98 Catalyst	0.00 9.48 Catalyst/warrington	0.00 8.62 Catalyst/warrington	0.00 9.25 Catalyst/warrington
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Good	Solid	Solid	Solid	Solid	Strong	Strong	Weak	Very Weak	Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Over Valued	Over Valued	Over Valued	Under Valued	Under Valued	Under Valued	Fairly Valued	Fairly Valued	Fairly Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Strong Hold	Strong Sell	Strong Sell	Strong Sell	Strong Buy	Strong Buy	Strong Buy	Sell	Sell	Sell
Net Asset	6.07 B	13.62 M	13.62 M	13.62 M	237.86 M	237.86 M	237.86 M	118.63 M	118.63 M	118.63 M
Minimum Initial Investment	N/A	N/A	N/A	2.5 K	N/A	N/A	2.5 K	2.5 K	N/A	N/A
Price To Book	N/A	N/A	N/A	N/A	N/A	1.22	N/A	N/A	N/A	N/A
Five Year Return	7.06	5.18	5.94	6.26	18.34	19.27	19.52	4.05	3.02	3.76
One Year Return	10.79	14.83	15.42	16.01	53.28	54.54	54.85	2.69	1.65	2.47
Last Dividend Paid	0.93	0.01	0.01	0.01	0.1	0.11	0.11	N/A	N/A	N/A
Price To Earning	N/A	N/A	N/A	N/A	N/A	28.15	N/A	N/A	N/A	N/A
Price To Sales	N/A	N/A	N/A	N/A	N/A	0.71	N/A	N/A	N/A	N/A
Cash Position Weight	21.45	1.95	1.95	23.34	0.06	0.06	0.35	88.95	98.59	98.59
Equity Positions Weight	45.56	2.27	2.27	1.82	99.93	99.93	99.65	0.65	0.09	0.09
Three Year Return	5.76	2.44	3.23	3.57	28.41	29.38	29.71	5.15	4.11	4.85
Annual Yield	0.0079	0.0019	0.0026	0.0059	0.0453	0.0518	0.0537	0.0102	0.0102	0.0404
Year To Date Return	14.46	8.93	9.64	10.15	51.68	52.74	53.06	2.49	1.53	2.21
Bond Positions Weight	N/A	N/A	N/A	67.28	N/A	N/A	N/A	N/A	N/A	N/A
Ten Year Return	N/A	0.71	1.49	1.65	N/A	N/A	N/A	N/A	N/A	N/A
Daily Balance Of Power	(9,223,372,036,855)	(9,223,372,036,855)	(9,223,372,036,855)	(9,223,372,036,855)	(9,223,372,036,855)	(9,223,372,036,855)	(9,223,372,036,855)	0.0	0.0	0.0
Day Typical Price	38.72	3.78	3.77	3.78	29.78	29.84	29.98	9.48	8.62	9.25
Period Momentum Indicator	(0.04)	(0.02)	(0.02)	(0.01)	(0.57)	(0.58)	(0.58)	N/A	N/A	N/A
Rate Of Daily Change	1.0	0.99	0.99	1.0	0.98	0.98	0.98	1.0	1.0	1.0
Day Median Price	38.72	3.78	3.77	3.78	29.78	29.84	29.98	9.48	8.62	9.25
Price Action Indicator	(0.02)	(0.01)	(0.01)	(0.01)	(0.29)	(0.29)	(0.29)	N/A	N/A	N/A
Coefficient Of Variation	766.48	392.91	410.39	400.07	335.1	332.01	330.81	3489.33	182922.39	5984.13
Mean Deviation	0.3552	0.177	0.1785	0.1843	0.7782	0.7796	0.7785	0.0409	0.0457	0.039
Jensen Alpha	(0)	0.0443	0.031	0.033	0.2196	0.2231	0.224	(0.01)	(0.01)	(0.01)
Total Risk Alpha	(0.02)	0.0124	0.0108	0.0133	0.1302	0.1331	0.1341	(0.02)	(0.03)	(0.02)
Sortino Ratio	(0.11)	(0.25)	(0.22)	(0.21)	0.1969	0.2044	0.2023	(0.53)	(0.67)	(0.65)
Downside Variance	0.2903	0.0804	0.1028	0.1032	0.69	0.6647	0.6859	0.057	0.037	0.0381
Standard Deviation	0.5121	0.2257	0.2352	0.2461	0.9791	0.9803	0.9799	0.1139	0.1112	0.1011
Kurtosis	5.08	(0.22)	0.1866	0.8363	0.7468	0.6866	0.7107	20.81	14.9	16.71
Potential Upside	0.6883	0.5376	0.5405	0.5435	1.92	1.93	1.92	0.1055	0.116	0.1081
Treynor Ratio	0.1149	1.79	0.3436	0.3297	0.535	0.5443	0.5462	(0.28)	(0.57)	(0.49)
Maximum Drawdown	2.77	0.8205	1.09	1.07	4.44	4.36	4.38	1.16	1.04	0.9706
Variance	0.2623	0.051	0.0553	0.0605	0.9586	0.9609	0.9602	0.013	0.0124	0.0102
Market Risk Adjusted Performance	0.1249	1.8	0.3536	0.3397	0.545	0.5543	0.5562	(0.27)	(0.56)	(0.48)
Risk Adjusted Performance	0.0948	0.1707	0.1637	0.17	0.2303	0.2324	0.2332	(0.04)	(0.06)	(0.05)
Skewness	0.2688	0.4033	0.2954	0.5326	0.2603	0.2407	0.2538	1.18	1.2	1.27
Semi Deviation	0.395	0.0	0.0	0.0	0.475	0.4729	0.4673	0.0507	0.076	0.0537
Information Ratio	(0.12)	(0.32)	(0.30)	(0.27)	0.167	0.17	0.171	(1.10)	(1.16)	(1.26)
Value At Risk	(0.62)	(0.27)	(0.27)	(0.27)	(1.17)	(1.17)	(1.13)	(0.11)	(0.12)	(0.11)
Expected Short fall	(0.37)	(0.34)	(0.35)	(0.37)	(0.94)	(0.95)	(0.94)	(0.20)	(0.19)	(0.19)
Downside Deviation	0.5388	0.2835	0.3207	0.3213	0.8307	0.8153	0.8282	0.2387	0.1924	0.1952
Semi Variance	0.156	(0.04)	(0.04)	(0.04)	0.2256	0.2236	0.2183	0.0026	0.0058	0.0029

Catalyst/millburn Competition Performance Charts

Five steps to successful analysis of Catalyst/millburn Competition

Catalyst/millburn's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Catalystmillburn Hedge in relation to its competition. Catalyst/millburn's competition analysis typically involves several steps, including:

Identifying the key players in the market: This involves identifying the major competitors of Catalyst/millburn in the market, both direct and indirect, as well as new entrants and disruptive technologies.
Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Catalyst/millburn's competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Catalystmillburn Hedge, and developing a strategy to address them.
Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.

Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Catalyst/millburn position

In addition to having Catalyst/millburn in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

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Compnanies producing and distributing cleaning products, supplies, and accessories. The Cleaning theme has 42 constituents at this time.

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Other Information on Investing in Catalyst/millburn Mutual Fund

Catalyst/millburn financial ratios help investors to determine whether Catalyst/millburn Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Catalyst/millburn with respect to the benefits of owning Catalyst/millburn security.

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