Catalyst Dynamic Correlations

CPEAX Fund

USD 23.97 0.29 1.22%

The current 90-days correlation between Catalyst Dynamic Alpha and Catalyst Dynamic Alpha is 1.0 (i.e., No risk reduction). The correlation of Catalyst Dynamic 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 Dynamic Correlation With Market

Significant diversification

The correlation between Catalyst Dynamic Alpha and DJI is 0.08 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalyst Dynamic Alpha 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 Dynamic Alpha. 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 Mutual Fund

0.82	CFHCX	Catalyst Hedged Modity	Pair Corr
0.83	CFHAX	Catalyst Hedged Modity	Pair Corr
0.8	CFHIX	Catalyst Hedged Modity	Pair Corr
0.69	INSAX	Catalyst Insider Buying	Pair Corr
0.7	INSCX	Catalyst Insider Buying	Pair Corr
0.68	INSIX	Catalyst Insider Buying	Pair Corr
0.72	ATRFX	Catalyst Intelligent	Pair Corr
0.72	ATRCX	Catalyst Intelligent	Pair Corr
0.72	ATRAX	Catalyst Intelligent	Pair Corr
0.81	CLTIX	Catalyst/lyons Tactical	Pair Corr
0.82	CLTCX	Catalyst/lyons Tactical	Pair Corr
0.82	CLTAX	Catalyst/lyons Tactical	Pair Corr
1.0	CPECX	Catalyst Dynamic Alpha	Pair Corr
1.0	CPEIX	Catalyst Dynamic Alpha	Pair Corr

Moving against Catalyst Mutual Fund

0.78	CWXAX	Catalyst/warrington	Pair Corr
0.73	CWXIX	Catalyst/warrington	Pair Corr
0.56	CWXCX	Catalyst/warrington	Pair Corr
0.41	CFRAX	Catalyst/princeton	Pair Corr
0.4	CFRCX	Catalyst/princeton	Pair Corr
0.39	CFRIX	Catalyst/princeton	Pair Corr
0.39	CFRFX	Catalyst/cifc Floating	Pair Corr
0.31	IIXAX	Catalyst Insider Income	Pair Corr

Related Correlations Analysis

	CPECX	RYATX	CPEIX	RYCOX	RYHOX
CPECX		0.82	1.0	0.87	0.9	CPECX
RYATX	0.82		0.82	0.99	0.86	RYATX
CPEIX	1.0	0.82		0.86	0.92	CPEIX
RYCOX	0.87	0.99	0.86		0.85	RYCOX
RYHOX	0.9	0.86	0.92	0.85		RYHOX
	CPECX	RYATX	CPEIX	RYCOX	RYHOX

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Risk-Adjusted Indicators

There is a big difference between Catalyst Mutual Fund performing well and Catalyst Dynamic 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 Dynamic'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	Treynor Ratio	Potential Upside	Value @Risk	Maximum Drawdown
CPECX	1.00	(0.09)	(0.49)	1.82	(2.04)	12.54
RYATX	1.05	(0.05)	(0.28)	1.67	(2.44)	10.76
CPEIX	0.97	(0.06)	(0.34)	1.82	(2.05)	11.07
RYCOX	1.08	(0.09)	(0.41)	1.66	(2.44)	12.63
RYHOX	1.04	0.00	0.14	1.85	(2.98)	10.76

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