Catalystlyons Tactical Correlations

CLTIX Fund

USD 16.03 0.09 0.56%

The current 90-days correlation between Catalystlyons Tactical and Hennessy Technology Fund is 0.33 (i.e., Weak diversification). The correlation of Catalystlyons 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.

Catalystlyons Tactical Correlation With Market

Poor diversification

The correlation between Catalystlyons Tactical Allocat and DJI is 0.7 (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 gross domestic product.

Moving together with Catalystlyons Mutual Fund

0.67	HIIFX	Catalystsmh High Income	Pair Corr
0.72	HIIIX	Catalystsmh High Income	Pair Corr
0.61	CFRIX	Catalystprinceton	Pair Corr
0.62	CFRFX	Catalystcifc Floating	Pair Corr
0.7	SHIIX	Catalystexceed Defined	Pair Corr
0.76	SHIEX	Catalystexceed Defined	Pair Corr
0.78	SHINX	Catalystexceed Defined	Pair Corr
0.62	CLPCX	Catalyst Exceed Defined	Pair Corr
0.64	CLPFX	Catalyst Exceed Defined	Pair Corr
0.66	CPEIX	Catalyst Dynamic Alpha	Pair Corr
0.63	TRXAX	Catalystmap Global	Pair Corr

Moving against Catalystlyons Mutual Fund

0.56	EIXAX	Catalyst Enhanced Income	Pair Corr
0.55	EIXCX	Catalyst Enhanced Income	Pair Corr
0.55	EIXIX	Catalyst Enhanced Income	Pair Corr

Related Correlations Analysis

	HTECX	DTEYX	TEFQX	VITAX	FRBRX	RAGTX	ROGSX	JNGTX
HTECX		0.96	-0.15	0.18	0.36	0.48	0.1	0.94	HTECX
DTEYX	0.96		-0.02	0.41	0.31	0.66	0.25	0.96	DTEYX
TEFQX	-0.15	-0.02		0.67	-0.73	0.44	0.5	-0.07	TEFQX
VITAX	0.18	0.41	0.67		-0.16	0.84	0.77	0.35	VITAX
FRBRX	0.36	0.31	-0.73	-0.16		-0.01	0.09	0.33	FRBRX
RAGTX	0.48	0.66	0.44	0.84	-0.01		0.56	0.62	RAGTX
ROGSX	0.1	0.25	0.5	0.77	0.09	0.56		0.18	ROGSX
JNGTX	0.94	0.96	-0.07	0.35	0.33	0.62	0.18		JNGTX
	HTECX	DTEYX	TEFQX	VITAX	FRBRX	RAGTX	ROGSX	JNGTX

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

DTEYX	+ 0.96	HTECX
JNGTX	+ 0.96	DTEYX
JNGTX	+ 0.94	HTECX
RAGTX	+ 0.84	VITAX
ROGSX	+ 0.77	VITAX
VITAX	+ 0.67	TEFQX

High negative correlations

FRBRX	- 0.73	TEFQX
FRBRX	- 0.16	VITAX
TEFQX	- 0.15	HTECX
JNGTX	- 0.07	TEFQX
TEFQX	- 0.02	DTEYX
RAGTX	- 0.01	FRBRX

Risk-Adjusted Indicators

There is a big difference between Catalystlyons Mutual Fund performing well and Catalystlyons 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 Catalystlyons 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
HTECX	1.37	0.32	0.22	0.36	1.03	(1.63)	1.85	(2.12)	28.96
DTEYX	1.22	0.15	0.09	0.18	1.51	(1.25)	2.32	(2.47)	12.28
TEFQX	1.50	(0.18)	0.00	(0.04)	0.00	0.00	2.85	(4.32)	8.44
VITAX	1.01	(0.05)	(0.02)	0.02	1.69	(0.86)	2.05	(2.79)	5.84
FRBRX	1.10	0.14	0.06	0.33	1.72	(1.13)	2.22	(2.05)	10.23
RAGTX	1.16	0.03	0.02	0.08	1.62	(1.11)	2.63	(2.89)	6.77
ROGSX	1.03	(0.13)	0.00	(0.05)	0.00	0.00	1.81	(2.46)	9.27
JNGTX	1.18	0.19	0.12	0.22	1.27	(1.24)	2.42	(2.70)	19.25

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