Catalyst Hedged Correlations

CFHIX Fund

USD 9.63 0.13 1.33%

The current 90-days correlation between Catalyst Hedged Modity and Tiaa Cref Real Estate is -0.07 (i.e., Good diversification). The correlation of Catalyst Hedged 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 Hedged Correlation With Market

Average diversification

The correlation between Catalyst Hedged Modity and DJI is 0.15 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalyst Hedged Modity 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 Hedged Modity. 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

1.0	CFHCX	Catalyst Hedged Modity	Pair Corr
1.0	CFHAX	Catalyst Hedged Modity	Pair Corr
0.61	INSCX	Catalyst Insider Buying	Pair Corr
0.64	SHIIX	Catalyst/exceed Defined	Pair Corr
0.64	SHIEX	Catalyst/exceed Defined	Pair Corr
0.64	SHINX	Catalyst/exceed Defined	Pair Corr
0.65	CLPCX	Catalyst Exceed Defined	Pair Corr
0.65	CLPAX	Catalyst Exceed Defined	Pair Corr
0.65	CLPFX	Catalyst Exceed Defined	Pair Corr
0.66	CLTIX	Catalyst/lyons Tactical	Pair Corr
0.65	CLTCX	Catalyst/lyons Tactical	Pair Corr
0.66	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.61	CPECX	Catalyst Dynamic Alpha	Pair Corr
0.61	CPEAX	Catalyst Dynamic Alpha	Pair Corr
0.85	DCXIX	Catalystmillburn Dyn	Pair Corr
0.84	DCXCX	Catalystmillburn Dyn	Pair Corr

Related Correlations Analysis

	TIREX	DCREX	GURPX	DAREX	AREWX	FIKMX	MSRDX
TIREX		0.64	0.76	0.64	0.93	0.71	0.58	TIREX
DCREX	0.64		0.68	1.0	0.73	0.75	0.52	DCREX
GURPX	0.76	0.68		0.68	0.82	0.86	0.73	GURPX
DAREX	0.64	1.0	0.68		0.74	0.75	0.52	DAREX
AREWX	0.93	0.73	0.82	0.74		0.79	0.67	AREWX
FIKMX	0.71	0.75	0.86	0.75	0.79		0.83	FIKMX
MSRDX	0.58	0.52	0.73	0.52	0.67	0.83		MSRDX
	TIREX	DCREX	GURPX	DAREX	AREWX	FIKMX	MSRDX

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Risk-Adjusted Indicators

There is a big difference between Catalyst Mutual Fund performing well and Catalyst Hedged 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 Hedged'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
TIREX	0.70	0.04	(0.08)	0.38	0.78	(0.79)	1.38	(1.36)	3.82
DCREX	0.70	0.00	(0.07)	0.12	0.85	(0.74)	1.37	(1.58)	4.22
GURPX	0.59	0.04	(0.10)	0.45	0.63	(0.69)	1.28	(1.10)	3.33
DAREX	0.69	0.00	(0.07)	0.12	0.82	(0.72)	1.37	(1.56)	4.21
AREWX	0.69	0.07	(0.05)	1.01	0.78	(0.73)	1.30	(1.31)	3.79
FIKMX	0.21	0.01	(0.36)	0.25	0.22	(0.23)	0.49	(0.41)	1.40
MSRDX	0.41	0.04	(0.09)	1.16	0.42	(0.65)	1.11	(0.86)	3.75

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Catalyst Hedged Correlations

Catalyst Hedged Correlation With Market

Average diversification

Moving together with Catalyst Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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