Catalyst/lyons Tactical Correlations

CLTIX Fund

USD 16.05 0.20 1.26%

The current 90-days correlation between Catalyst/lyons Tactical and T Rowe Price is 0.85 (i.e., Very poor 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

Significant diversification

The correlation between Catalystlyons Tactical Allocat and DJI is 0.09 (i.e., Significant 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 gross domestic product.

Moving together with Catalyst/lyons Mutual Fund

0.66	CFHCX	Catalyst Hedged Modity	Pair Corr
0.75	INSAX	Catalyst Insider Buying	Pair Corr
0.75	INSCX	Catalyst Insider Buying	Pair Corr
0.75	INSIX	Catalyst Insider Buying	Pair Corr
0.72	ATRAX	Catalyst Intelligent	Pair Corr
1.0	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.77	CPECX	Catalyst Dynamic Alpha	Pair Corr
0.81	CPEAX	Catalyst Dynamic Alpha	Pair Corr
0.81	CPEIX	Catalyst Dynamic Alpha	Pair Corr
0.66	DCXIX	Catalystmillburn Dyn	Pair Corr
0.67	DCXCX	Catalystmillburn Dyn	Pair Corr
0.66	DCXAX	Catalystmillburn Dyn	Pair Corr
0.82	TRIIX	Catalystsmh Total Return	Pair Corr
0.82	TRIFX	Catalystsmh Total Return	Pair Corr
0.85	TRICX	Catalystsmh Total Return	Pair Corr
0.7	TRXCX	Catalystmap Global	Pair Corr

Moving against Catalyst/lyons Mutual Fund

0.62	CWXAX	Catalyst/warrington	Pair Corr
0.56	CWXCX	Catalyst/warrington	Pair Corr
0.55	CWXIX	Catalyst/warrington	Pair Corr

Related Correlations Analysis

	PRNHX	BGGKX	HSUAX	GGRYX	ANORX	IBSAX
PRNHX		0.41	0.34	0.84	0.86	0.97	PRNHX
BGGKX	0.41		0.95	0.3	0.64	0.4	BGGKX
HSUAX	0.34	0.95		0.31	0.6	0.37	HSUAX
GGRYX	0.84	0.3	0.31		0.81	0.86	GGRYX
ANORX	0.86	0.64	0.6	0.81		0.84	ANORX
IBSAX	0.97	0.4	0.37	0.86	0.84		IBSAX
	PRNHX	BGGKX	HSUAX	GGRYX	ANORX	IBSAX

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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
PRNHX	0.90	0.05	(0.02)	0.43	1.21	(0.95)	1.87	(1.61)	7.56
BGGKX	1.25	0.32	0.12	(2.13)	1.41	(1.38)	2.84	(2.22)	9.55
HSUAX	0.69	0.20	0.10	(1.99)	0.84	(0.77)	1.41	(1.20)	6.61
GGRYX	0.42	0.00	(0.09)	0.09	0.56	(0.48)	0.86	(0.70)	3.17
ANORX	0.88	0.11	0.02	1.05	1.16	(0.89)	1.87	(1.94)	7.94
IBSAX	0.69	0.02	(0.05)	0.32	0.98	(0.70)	1.46	(1.59)	5.91

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