Catalyst/lyons Tactical Correlations
| CLTIX Fund | USD 16.66 0.16 0.95% |
The current 90-days correlation between Catalyst/lyons Tactical and Aig Government Money is 0.01 (i.e., Significant 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 0.67 (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.
Catalyst/lyons |
Moving together with Catalyst/lyons Mutual Fund
| 0.8 | PAALX | All Asset Fund | PairCorr |
| 0.8 | PATRX | Pimco All Asset | PairCorr |
| 0.8 | PAAIX | All Asset Fund | PairCorr |
| 0.63 | PALPX | Pimco All Asset | PairCorr |
| 0.8 | PASAX | All Asset Fund | PairCorr |
| 0.8 | PASCX | All Asset Fund | PairCorr |
| 0.8 | PAANX | Pimco All Asset | PairCorr |
| 0.78 | PAUPX | Pimco All Asset | PairCorr |
| 0.78 | PAUIX | Pimco All Asset | PairCorr |
| 0.76 | WARRX | Wells Fargo Advantage | PairCorr |
| 0.79 | WHIAX | Ivy High Income | PairCorr |
| 0.79 | IVHIX | Ivy High Income | PairCorr |
| 0.79 | IHIFX | Ivy High Income | PairCorr |
| 0.77 | WRHIX | Ivy High Income | PairCorr |
| 0.77 | WHIYX | Ivy High Income | PairCorr |
| 0.73 | PRILX | Parnassus Equity Incme | PairCorr |
| 0.76 | JVMIX | John Hancock Disciplined | PairCorr |
| 0.77 | STSIX | American Beacon Stephens | PairCorr |
| 0.8 | FIMPX | Nuveen Small Cap | PairCorr |
| 0.73 | BA | Boeing | PairCorr |
Moving against Catalyst/lyons Mutual Fund
| 0.53 | ERH | Allspring Utilities And | PairCorr |
| 0.46 | VZ | Verizon Communications Earnings Call This Week | PairCorr |
Related Correlations Analysis
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
| High negative correlations
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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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TCIXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| JHMXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| HBIXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| TRGXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FZDXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| EMDQX | 0.21 | 0.06 | (0.01) | 0.60 | 0.00 | 0.60 | 1.20 | |||
| FMVUX | 0.74 | 0.15 | 0.18 | 0.24 | 0.51 | 1.89 | 7.72 | |||
| SMAAX | 0.07 | 0.01 | (0.49) | 2.40 | 0.00 | 0.20 | 0.48 |