Catalyst Enhanced Correlations

EIXAX Fund

USD 6.93 0.02 0.29%

The current 90-days correlation between Catalyst Enhanced Income and Catalystprinceton Floating Rate is -0.11 (i.e., Good diversification). The correlation of Catalyst Enhanced 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 Enhanced Correlation With Market

Excellent diversification

The correlation between Catalyst Enhanced Income and DJI is -0.51 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalyst Enhanced Income and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Catalyst Enhanced Income. 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 against Catalyst Mutual Fund

0.66	HIIIX	Catalystsmh High Income	Pair Corr
0.65	HIICX	Catalystsmh High Income	Pair Corr
0.65	CFRAX	Catalyst/princeton	Pair Corr
0.64	HIIFX	Catalystsmh High Income	Pair Corr
0.59	CLTCX	Catalyst/lyons Tactical	Pair Corr
0.59	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.58	CFRIX	Catalyst/princeton	Pair Corr
0.58	CFRCX	Catalyst/princeton	Pair Corr
0.51	CFRFX	Catalyst/cifc Floating	Pair Corr
0.47	SHIEX	Catalyst/exceed Defined	Pair Corr
0.46	SHIIX	Catalyst/exceed Defined	Pair Corr
0.45	SHINX	Catalyst/exceed Defined	Pair Corr
0.43	CWXIX	Catalyst/warrington	Pair Corr
0.42	CWXAX	Catalyst/warrington	Pair Corr
0.39	CWXCX	Catalyst/warrington	Pair Corr
0.33	ATRAX	Catalyst Intelligent	Pair Corr
0.32	ATRFX	Catalyst Intelligent	Pair Corr
0.31	ATRCX	Catalyst Intelligent	Pair Corr
0.67	CPECX	Catalyst Dynamic Alpha	Pair Corr
0.67	CPEAX	Catalyst Dynamic Alpha	Pair Corr
0.61	TRICX	Catalystsmh Total Return	Pair Corr
0.57	TRIFX	Catalystsmh Total Return	Pair Corr
0.48	CASIX	Catalyst/aspect Enhanced	Pair Corr
0.41	IIXCX	Catalyst Insider Income	Pair Corr
0.39	IIXAX	Catalyst Insider Income	Pair Corr
0.38	IIXIX	Catalyst Insider Income	Pair Corr
0.37	CAXCX	Catalystmap Global Equity	Pair Corr
0.37	CAXAX	Catalystmap Global Equity	Pair Corr

Related Correlations Analysis

	HIICX	HIIFX	HIIIX	MLXCX	MLXAX	MLXIX	CWXIX	CWXCX	CWXAX	CFRIX
HIICX		0.99	0.98	0.06	0.07	0.07	0.5	0.48	0.51	0.7	HIICX
HIIFX	0.99		0.99	0.1	0.1	0.1	0.5	0.48	0.51	0.67	HIIFX
HIIIX	0.98	0.99		0.18	0.18	0.18	0.56	0.54	0.56	0.62	HIIIX
MLXCX	0.06	0.1	0.18		1.0	1.0	0.31	0.25	0.29	-0.57	MLXCX
MLXAX	0.07	0.1	0.18	1.0		1.0	0.31	0.25	0.29	-0.57	MLXAX
MLXIX	0.07	0.1	0.18	1.0	1.0		0.31	0.25	0.29	-0.57	MLXIX
CWXIX	0.5	0.5	0.56	0.31	0.31	0.31		0.99	1.0	0.14	CWXIX
CWXCX	0.48	0.48	0.54	0.25	0.25	0.25	0.99		1.0	0.15	CWXCX
CWXAX	0.51	0.51	0.56	0.29	0.29	0.29	1.0	1.0		0.15	CWXAX
CFRIX	0.7	0.67	0.62	-0.57	-0.57	-0.57	0.14	0.15	0.15		CFRIX
	HIICX	HIIFX	HIIIX	MLXCX	MLXAX	MLXIX	CWXIX	CWXCX	CWXAX	CFRIX

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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

MLXAX	+ 1.0	MLXCX
MLXIX	+ 1.0	MLXCX
MLXIX	+ 1.0	MLXAX
CWXAX	+ 1.0	CWXIX
CWXAX	+ 1.0	CWXCX
HIIFX	+ 0.99	HIICX

High negative correlations

CFRIX	- 0.57	MLXIX
CFRIX	- 0.57	MLXAX
CFRIX	- 0.57	MLXCX

Risk-Adjusted Indicators

There is a big difference between Catalyst Mutual Fund performing well and Catalyst Enhanced 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 Enhanced'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
HIICX	0.28	(0.03)	0.00	(0.06)	0.00	0.00	0.50	(0.73)	1.73
HIIFX	0.28	(0.02)	0.00	(0.04)	0.00	0.00	0.50	(0.73)	1.75
HIIIX	0.26	(0.02)	(0.09)	(0.03)	0.33	(0.37)	0.50	(0.73)	1.99
MLXCX	1.03	0.36	0.32	2.95	0.71	(1.29)	2.28	(1.77)	4.69
MLXAX	1.02	0.36	0.33	2.78	0.69	(1.29)	2.25	(1.72)	4.69
MLXIX	1.03	0.36	0.32	3.02	0.70	(1.30)	2.30	(1.72)	4.66
CWXIX	0.35	(0.03)	(0.07)	(0.01)	0.49	(0.41)	0.66	(0.97)	3.28
CWXCX	0.34	(0.03)	(0.08)	(0.02)	0.49	(0.42)	0.60	(0.82)	3.10
CWXAX	0.34	(0.03)	(0.07)	(0.01)	0.47	(0.42)	0.67	(0.88)	3.13
CFRIX	0.11	(0.03)	0.00	(0.65)	0.00	0.00	0.22	(0.33)	1.11

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