Catalyst Dynamic Correlations

CPECX Fund

USD 18.16 0.25 1.36%

The current 90-days correlation between Catalyst Dynamic Alpha and Riskproreg Tactical 0 30 is -0.06 (i.e., Good diversification). 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

Good diversification

The correlation between Catalyst Dynamic Alpha and DJI is -0.1 (i.e., Good 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 manufacturing.

Moving together with Catalyst Mutual Fund

0.75	TTEEX	T Rowe Price	Pair Corr
0.75	TREMX	T Rowe Price	Pair Corr
0.62	CEE	Central Europe Russia	Pair Corr
0.67	JPM	JPMorgan Chase	Pair Corr

Moving against Catalyst Mutual Fund

0.35

ONERX

One Rock Fund

Pair Corr

Related Correlations Analysis

	PFTEX	SWFCX	RYIPX	BOGIX	CAMYX	WIGTX	VFL	TPZ	BRSIX	TCMIX
PFTEX		0.33	0.04	0.51	0.57	0.0	-0.12	-0.09	0.31	0.21	PFTEX
SWFCX	0.33		-0.32	0.74	0.71	0.0	0.18	-0.74	0.68	0.17	SWFCX
RYIPX	0.04	-0.32		0.22	0.11	0.0	0.32	0.39	0.09	0.86	RYIPX
BOGIX	0.51	0.74	0.22		0.78	0.0	0.4	-0.46	0.82	0.62	BOGIX
CAMYX	0.57	0.71	0.11	0.78		0.0	0.24	-0.25	0.51	0.52	CAMYX
WIGTX	0.0	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	WIGTX
VFL	-0.12	0.18	0.32	0.4	0.24	0.0		-0.24	0.23	0.41	VFL
TPZ	-0.09	-0.74	0.39	-0.46	-0.25	0.0	-0.24		-0.52	0.05	TPZ
BRSIX	0.31	0.68	0.09	0.82	0.51	0.0	0.23	-0.52		0.46	BRSIX
TCMIX	0.21	0.17	0.86	0.62	0.52	0.0	0.41	0.05	0.46		TCMIX
	PFTEX	SWFCX	RYIPX	BOGIX	CAMYX	WIGTX	VFL	TPZ	BRSIX	TCMIX

Please upgrade your account to get full access to Macroaxis premium features

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

TCMIX	+ 0.86	RYIPX
BRSIX	+ 0.82	BOGIX
CAMYX	+ 0.78	BOGIX
BOGIX	+ 0.74	SWFCX
CAMYX	+ 0.71	SWFCX
BRSIX	+ 0.68	SWFCX

High negative correlations

TPZ	- 0.74	SWFCX
BRSIX	- 0.52	TPZ
TPZ	- 0.46	BOGIX
RYIPX	- 0.32	SWFCX
TPZ	- 0.25	CAMYX
TPZ	- 0.24	VFL

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	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
PFTEX	0.68	(0.14)	0.00	(0.11)	0.00	0.00	1.08	(1.33)	10.16
SWFCX	0.67	0.12	0.11	0.17	0.74	(0.70)	1.33	(1.22)	8.28
RYIPX	0.48	(0.08)	0.00	(0.11)	0.00	0.00	0.86	(1.20)	2.66
BOGIX	0.80	(0.06)	(0.04)	0.00	0.98	(0.99)	1.71	(1.57)	4.47
CAMYX	0.60	(0.01)	(0.03)	0.03	0.77	(0.63)	1.10	(1.22)	3.84
WIGTX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
VFL	0.40	0.01	(0.05)	0.13	0.38	(0.48)	0.89	(0.79)	2.52
TPZ	0.64	(0.06)	0.00	(0.08)	0.00	0.00	1.10	(1.19)	3.26
BRSIX	1.32	0.09	0.03	0.51	1.57	(1.40)	2.56	(2.83)	6.45
TCMIX	0.60	(0.06)	0.00	(0.04)	0.00	0.00	1.06	(1.34)	3.08

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC