Catalyst Dynamic Correlations

CPEIX Fund

USD 23.65 0.19 0.81%

The current 90-days correlation between Catalyst Dynamic Alpha and Greenspring Fund Retail is 0.51 (i.e., Very weak 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

Very poor diversification

The correlation between Catalyst Dynamic Alpha and DJI is 0.82 (i.e., Very poor 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 gross domestic product.

Moving together with Catalyst Mutual Fund

0.9	HIICX	Catalystsmh High Income	Pair Corr
0.91	HIIFX	Catalystsmh High Income	Pair Corr
0.9	HIIIX	Catalystsmh High Income	Pair Corr
0.81	CWXIX	Catalyst/warrington	Pair Corr
0.8	CWXCX	Catalyst/warrington	Pair Corr
0.81	CWXAX	Catalyst/warrington	Pair Corr
0.64	CFRIX	Catalyst/princeton	Pair Corr
0.62	CFRAX	Catalyst/princeton	Pair Corr
0.83	SHIIX	Catalyst/exceed Defined	Pair Corr
0.83	SHIEX	Catalyst/exceed Defined	Pair Corr
0.85	SHINX	Catalyst/exceed Defined	Pair Corr
0.94	CLTIX	Catalyst/lyons Tactical	Pair Corr
0.69	CLTCX	Catalyst/lyons Tactical	Pair Corr
0.7	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.81	MBXAX	Catalystmillburn Hedge	Pair Corr
0.81	MBXFX	Catalystmillburn Hedge	Pair Corr
0.81	MBXCX	Catalystmillburn Hedge	Pair Corr
0.81	MBXIX	Catalystmillburn Hedge	Pair Corr
0.66	CPECX	Catalyst Dynamic Alpha	Pair Corr
0.69	CPEAX	Catalyst Dynamic Alpha	Pair Corr
0.92	TRIIX	Catalystsmh Total Return	Pair Corr
0.92	TRIFX	Catalystsmh Total Return	Pair Corr
0.92	TRICX	Catalystsmh Total Return	Pair Corr
0.66	TRXCX	Catalyst/map Global	Pair Corr
0.66	TRXAX	Catalyst/map Global	Pair Corr

Moving against Catalyst Mutual Fund

0.66	EIXCX	Catalyst Enhanced Income	Pair Corr
0.65	EIXAX	Catalyst Enhanced Income	Pair Corr
0.65	EIXIX	Catalyst Enhanced Income	Pair Corr

Related Correlations Analysis

	TIVFX	FLBDX	EAFGX	JHJAX	SWRLX	SIIEX	MSAQX	RIPNX	HEOMX	GRSPX
TIVFX		0.94	0.58	0.49	0.95	0.94	0.44	0.55	0.91	0.87	TIVFX
FLBDX	0.94		0.65	0.51	0.95	0.95	0.39	0.56	0.94	0.88	FLBDX
EAFGX	0.58	0.65		-0.06	0.78	0.78	0.19	0.58	0.81	0.83	EAFGX
JHJAX	0.49	0.51	-0.06		0.37	0.37	0.23	0.01	0.33	0.27	JHJAX
SWRLX	0.95	0.95	0.78	0.37		1.0	0.37	0.58	0.98	0.95	SWRLX
SIIEX	0.94	0.95	0.78	0.37	1.0		0.36	0.58	0.98	0.95	SIIEX
MSAQX	0.44	0.39	0.19	0.23	0.37	0.36		0.45	0.41	0.3	MSAQX
RIPNX	0.55	0.56	0.58	0.01	0.58	0.58	0.45		0.64	0.55	RIPNX
HEOMX	0.91	0.94	0.81	0.33	0.98	0.98	0.41	0.64		0.95	HEOMX
GRSPX	0.87	0.88	0.83	0.27	0.95	0.95	0.3	0.55	0.95		GRSPX
	TIVFX	FLBDX	EAFGX	JHJAX	SWRLX	SIIEX	MSAQX	RIPNX	HEOMX	GRSPX

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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

SIIEX	+ 1.0	SWRLX
HEOMX	+ 0.98	SWRLX
HEOMX	+ 0.98	SIIEX
SWRLX	+ 0.95	TIVFX
SWRLX	+ 0.95	FLBDX
SIIEX	+ 0.95	FLBDX

High negative correlations

JHJAX

- 0.06

EAFGX

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
TIVFX	0.84	0.23	0.17	0.42	0.86	(0.92)	1.78	(1.69)	4.69
FLBDX	0.10	0.01	(0.29)	0.20	0.00	(0.14)	0.21	(0.21)	0.52
EAFGX	1.35	0.43	0.32	1.27	0.62	(1.61)	1.42	(1.98)	38.96
JHJAX	0.55	0.03	(0.03)	2.25	0.70	(0.61)	1.32	(1.26)	3.10
SWRLX	0.66	0.28	0.36	0.43	0.00	(0.80)	1.35	(1.16)	6.40
SIIEX	0.67	0.28	0.36	0.42	0.12	(0.83)	1.37	(1.13)	6.56
MSAQX	0.75	(0.09)	0.00	(0.06)	0.00	0.00	1.70	(1.68)	4.57
RIPNX	0.55	(0.04)	0.00	(0.04)	0.00	0.00	1.20	(1.15)	2.73
HEOMX	0.79	0.13	0.14	0.18	0.70	(0.90)	1.60	(1.57)	7.92
GRSPX	0.82	0.21	0.22	0.30	0.59	(1.00)	1.73	(1.58)	10.33

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