Catalyst Dynamic Correlations

CPEIX Fund

USD 23.77 0.11 0.46%

The current 90-days correlation between Catalyst Dynamic Alpha and Greenspring Fund Retail is 0.54 (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

Poor diversification

The correlation between Catalyst Dynamic Alpha and DJI is 0.61 (i.e., 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 various price indices.

Moving together with Catalyst Mutual Fund

0.89	VTSAX	Vanguard Total Stock	Pair Corr
0.88	VFIAX	Vanguard 500 Index	Pair Corr
0.89	VTSMX	Vanguard Total Stock	Pair Corr
0.89	VITSX	Vanguard Total Stock	Pair Corr
0.89	VSMPX	Vanguard Total Stock	Pair Corr
0.89	VSTSX	Vanguard Total Stock	Pair Corr
0.88	VFINX	Vanguard 500 Index	Pair Corr
0.88	VFFSX	Vanguard 500 Index	Pair Corr
0.88	VINIX	Vanguard Institutional	Pair Corr
0.88	VIIIX	Vanguard Institutional	Pair Corr
0.74	VTIAX	Vanguard Total Inter	Pair Corr
0.72	HD	Home Depot	Pair Corr
0.73	BA	Boeing Earnings Call Tomorrow	Pair Corr

Moving against Catalyst Mutual Fund

0.56	VZ	Verizon Communications Earnings Call This Week	Pair Corr
0.54	TRV	The Travelers Companies	Pair Corr
0.4	T	ATT Inc Earnings Call This Week	Pair Corr

Related Correlations Analysis

	TIVFX	FLBDX	EAFGX	JHJAX	SWRLX	SIIEX	MSAQX	RIPNX	HEOMX	GRSPX
TIVFX		0.86	0.65	0.48	0.85	0.85	0.19	0.8	0.87	0.79	TIVFX
FLBDX	0.86		0.75	0.16	0.91	0.91	-0.04	0.69	0.91	0.81	FLBDX
EAFGX	0.65	0.75		0.16	0.9	0.9	-0.19	0.45	0.88	0.91	EAFGX
JHJAX	0.48	0.16	0.16		0.19	0.19	0.52	0.49	0.31	0.3	JHJAX
SWRLX	0.85	0.91	0.9	0.19		1.0	-0.16	0.58	0.97	0.92	SWRLX
SIIEX	0.85	0.91	0.9	0.19	1.0		-0.16	0.58	0.97	0.92	SIIEX
MSAQX	0.19	-0.04	-0.19	0.52	-0.16	-0.16		0.48	0.03	-0.09	MSAQX
RIPNX	0.8	0.69	0.45	0.49	0.58	0.58	0.48		0.7	0.6	RIPNX
HEOMX	0.87	0.91	0.88	0.31	0.97	0.97	0.03	0.7		0.93	HEOMX
GRSPX	0.79	0.81	0.91	0.3	0.92	0.92	-0.09	0.6	0.93		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	+ 0.97	SWRLX
HEOMX	+ 0.97	SIIEX
GRSPX	+ 0.93	HEOMX
GRSPX	+ 0.92	SWRLX
GRSPX	+ 0.92	SIIEX

High negative correlations

MSAQX	- 0.19	EAFGX
MSAQX	- 0.16	SIIEX
MSAQX	- 0.16	SWRLX
GRSPX	- 0.09	MSAQX
MSAQX	- 0.04	FLBDX

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	0.79	0.17	0.14	0.32	0.76	(0.88)	1.55	(1.55)	4.57
FLBDX	0.10	0.00	(0.40)	0.05	0.00	(0.14)	0.21	(0.21)	0.52
EAFGX	1.38	0.52	0.37	2.26	0.43	(1.53)	1.42	(1.71)	38.96
JHJAX	0.51	0.01	(0.08)	0.18	0.62	(0.60)	1.31	(1.26)	2.88
SWRLX	0.59	0.23	0.32	0.37	0.00	(0.72)	1.33	(1.04)	5.70
SIIEX	0.60	0.24	0.33	0.37	0.00	(0.74)	1.35	(1.06)	5.85
MSAQX	0.74	(0.18)	0.00	(0.15)	0.00	0.00	1.70	(1.68)	4.57
RIPNX	0.52	(0.03)	(0.12)	(0.01)	0.61	(0.57)	1.16	(1.18)	2.38
HEOMX	0.78	0.06	0.07	0.12	0.79	(0.87)	1.45	(1.48)	7.92
GRSPX	0.87	0.12	0.10	0.20	0.84	(1.01)	1.73	(1.88)	10.07

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