Catalyst Intelligent Correlations

ATRCX Fund

USD 10.89 0.16 1.49%

The current 90-days correlation between Catalyst Intelligent and Us Government Securities is 0.02 (i.e., Significant diversification). The correlation of Catalyst Intelligent 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 Intelligent Correlation With Market

Poor diversification

The correlation between Catalyst Intelligent Alternati and DJI is 0.66 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalyst Intelligent Alternati 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 Intelligent Alternative. 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 manufacturing.

Moving together with Catalyst Mutual Fund

0.74	HIICX	Catalystsmh High Income	Pair Corr
0.76	CWXIX	Catalystwarrington	Pair Corr
0.81	CWXCX	Catalystwarrington	Pair Corr
0.77	CWXAX	Catalystwarrington	Pair Corr
0.78	INSAX	Catalyst Insider Buying	Pair Corr
0.72	INSCX	Catalyst Insider Buying	Pair Corr
0.79	INSIX	Catalyst Insider Buying	Pair Corr
0.96	ATRFX	Catalyst Intelligent	Pair Corr
1.0	ATRAX	Catalyst Intelligent	Pair Corr
0.67	MBXAX	Catalystmillburn Hedge	Pair Corr
0.76	MBXFX	Catalystmillburn Hedge	Pair Corr
0.76	MBXCX	Catalystmillburn Hedge	Pair Corr
0.72	MBXIX	Catalystmillburn Hedge	Pair Corr
0.69	CPEIX	Catalyst Dynamic Alpha	Pair Corr
0.67	TRIIX	Catalystsmh Total Return	Pair Corr
0.62	TRIFX	Catalystsmh Total Return	Pair Corr
0.66	TRICX	Catalystsmh Total Return	Pair Corr

Moving against Catalyst Mutual Fund

0.54	QSPRX	Aqr Style Premia	Pair Corr
0.37	BKMBX	Blackrock Systematic	Pair Corr

Related Correlations Analysis

	UGSDX	DPIGX	RGVEX	CGTFX	RYAQX	CGTCX	USGFX
UGSDX		0.66	0.24	0.23	0.69	0.03	0.34	UGSDX
DPIGX	0.66		0.76	0.77	0.57	0.47	0.82	DPIGX
RGVEX	0.24	0.76		0.99	-0.02	0.75	0.99	RGVEX
CGTFX	0.23	0.77	0.99		-0.01	0.74	0.98	CGTFX
RYAQX	0.69	0.57	-0.02	-0.01		-0.34	0.07	RYAQX
CGTCX	0.03	0.47	0.75	0.74	-0.34		0.72	CGTCX
USGFX	0.34	0.82	0.99	0.98	0.07	0.72		USGFX
	UGSDX	DPIGX	RGVEX	CGTFX	RYAQX	CGTCX	USGFX

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

CGTFX	+ 0.99	RGVEX
USGFX	+ 0.99	RGVEX
USGFX	+ 0.98	CGTFX
USGFX	+ 0.82	DPIGX
CGTFX	+ 0.77	DPIGX
RGVEX	+ 0.76	DPIGX

High negative correlations

CGTCX	- 0.34	RYAQX
RYAQX	- 0.02	RGVEX
RYAQX	- 0.01	CGTFX

Risk-Adjusted Indicators

There is a big difference between Catalyst Mutual Fund performing well and Catalyst Intelligent 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 Intelligent'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
UGSDX	0.02	0.00	0.00	0.26	0.00	0.00	0.00	0.00	0.52
DPIGX	0.08	0.00	(0.70)	(0.04)	0.00	(0.13)	0.21	(0.10)	0.52
RGVEX	0.13	0.00	(0.50)	(0.23)	0.13	(0.17)	0.33	(0.25)	0.91
CGTFX	0.13	0.00	(0.45)	(1.50)	0.13	(0.17)	0.25	(0.25)	0.91
RYAQX	0.39	0.04	(0.12)	(0.18)	0.41	(0.44)	0.98	(0.61)	2.24
CGTCX	0.14	(0.01)	(0.46)	(0.06)	0.14	(0.16)	0.25	(0.25)	0.91
USGFX	0.14	0.00	(0.46)	(0.17)	0.13	(0.17)	0.33	(0.25)	0.91

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