Catalyst/lyons Tactical Correlations

CLTAX Fund

USD 16.57 0.16 0.96%

The current 90-days correlation between Catalyst/lyons Tactical and Ambrus Core Bond is 0.14 (i.e., Average diversification). The correlation of Catalyst/lyons Tactical 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/lyons Tactical Correlation With Market

Poor diversification

The correlation between Catalystlyons Tactical Allocat and DJI is 0.76 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalystlyons Tactical Allocat 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 Catalystlyons Tactical Allocation. 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 nation.

Moving together with Catalyst/lyons Mutual Fund

0.85	PAALX	All Asset Fund	Pair Corr
0.85	PATRX	Pimco All Asset	Pair Corr
0.85	PAAIX	All Asset Fund	Pair Corr
0.71	PALPX	Pimco All Asset	Pair Corr
0.85	PASAX	All Asset Fund	Pair Corr
0.85	PASCX	All Asset Fund	Pair Corr
0.85	PAANX	Pimco All Asset	Pair Corr
0.84	PAUPX	Pimco All Asset	Pair Corr
0.85	PAUIX	Pimco All Asset	Pair Corr
0.75	WARRX	Wells Fargo Advantage	Pair Corr
0.67	NHS	Neuberger Berman High	Pair Corr
0.64	DIS	Walt Disney Earnings Call This Week	Pair Corr
0.85	BA	Boeing	Pair Corr
0.63	WMT	Walmart Common Stock	Pair Corr

Moving against Catalyst/lyons Mutual Fund

0.63	T	ATT Inc Earnings Call This Week	Pair Corr
0.44	VZ	Verizon Communications Earnings Call Tomorrow	Pair Corr
0.42	HPQ	HP Inc	Pair Corr
0.39	MMM	3M Company	Pair Corr

Related Correlations Analysis

	PRFHX	TIMTX	DLTNX	LCCMX	PRVBX	TFBIX	TTRBX
PRFHX		0.92	0.52	0.68	0.48	0.78	0.62	PRFHX
TIMTX	0.92		0.51	0.88	0.56	0.7	0.68	TIMTX
DLTNX	0.52	0.51		0.37	0.71	0.71	0.82	DLTNX
LCCMX	0.68	0.88	0.37		0.58	0.52	0.66	LCCMX
PRVBX	0.48	0.56	0.71	0.58		0.75	0.85	PRVBX
TFBIX	0.78	0.7	0.71	0.52	0.75		0.8	TFBIX
TTRBX	0.62	0.68	0.82	0.66	0.85	0.8		TTRBX
	PRFHX	TIMTX	DLTNX	LCCMX	PRVBX	TFBIX	TTRBX

Risk-Adjusted Indicators

There is a big difference between Catalyst/lyons Mutual Fund performing well and Catalyst/lyons Tactical 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/lyons Tactical'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
PRFHX	0.09	0.00	(0.30)	0.09	0.00	(0.15)	0.27	(0.18)	0.81
TIMTX	0.07	0.01	(0.26)	3.72	0.00	(0.13)	0.19	(0.09)	0.56
DLTNX	0.12	0.00	(0.24)	0.19	0.01	(0.17)	0.23	(0.23)	0.68
LCCMX	0.16	0.04	(0.07)	1.67	0.00	(0.42)	0.61	(0.25)	2.60
PRVBX	0.07	0.01	(0.41)	0.18	0.00	(0.07)	0.15	(0.14)	0.36
TFBIX	0.06	0.00	(0.25)	0.11	0.00	(0.13)	0.10	(0.10)	0.69
TTRBX	0.10	0.00	(0.35)	0.03	0.00	(0.13)	0.20	(0.20)	0.60

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