Catalyst Enhanced Correlations

EIXIX Fund

USD 6.76 0.01 0.15%

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

Pay attention - limited upside

The correlation between Catalyst Enhanced Income and DJI is -0.79 (i.e., Pay attention - limited upside) 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 gross domestic product.

Moving together with CATALYST Mutual Fund

0.62

CLPCX

Catalyst Exceed Defined

Pair Corr

Moving against CATALYST Mutual Fund

0.94	CFRAX	Catalyst/princeton	Pair Corr
0.92	CFRIX	Catalyst/princeton	Pair Corr
0.91	CFRFX	Catalyst/cifc Floating	Pair Corr
0.9	CFRCX	Catalyst/princeton	Pair Corr
0.88	CLTCX	Catalyst/lyons Tactical	Pair Corr
0.88	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.84	SHIIX	Catalyst/exceed Defined	Pair Corr
0.84	SHIEX	Catalyst/exceed Defined	Pair Corr
0.8	SHINX	Catalyst/exceed Defined	Pair Corr
0.77	MLXAX	Catalyst Mlp Infrast	Pair Corr
0.77	MLXIX	Catalyst Mlp Infrast	Pair Corr
0.76	MLXCX	Catalyst Mlp Infrast	Pair Corr
0.72	MBXFX	Catalystmillburn Hedge	Pair Corr
0.72	MBXCX	Catalystmillburn Hedge	Pair Corr
0.71	MBXAX	Catalystmillburn Hedge	Pair Corr
0.68	HIIFX	Catalystsmh High Income	Pair Corr
0.68	CWXIX	Catalyst/warrington	Pair Corr
0.67	HIICX	Catalystsmh High Income	Pair Corr
0.67	HIIIX	Catalystsmh High Income	Pair Corr
0.65	CWXAX	Catalyst/warrington	Pair Corr
0.62	CWXCX	Catalyst/warrington	Pair Corr
0.57	CLTIX	Catalyst/lyons Tactical	Pair Corr
0.31	ATRFX	Catalyst Intelligent	Pair Corr
0.31	ATRAX	Catalyst Intelligent	Pair Corr
0.95	JSORX	Jpmorgan Strategic Income	Pair Corr
0.95	JSOZX	Jpmorgan Strategic Income	Pair Corr
0.94	JSOCX	Jpmorgan Strategic Income	Pair Corr
0.89	IIXIX	Catalyst Insider Income	Pair Corr
0.88	IIXAX	Catalyst Insider Income	Pair Corr
0.87	CPECX	Catalyst Dynamic Alpha	Pair Corr
0.87	IIXCX	Catalyst Insider Income	Pair Corr
0.86	CPEAX	Catalyst Dynamic Alpha	Pair Corr
0.86	CAXCX	Catalystmap Global Equity	Pair Corr

Related Correlations Analysis

	MLXAX	EIXIX	MNDVUX	NWWAX	SMGASX	PWJQX	FGWMX	PNPXX	RNDIX
MLXAX		-0.77	0.67	0.0	0.0	0.35	0.83	0.0	0.0	MLXAX
EIXIX	-0.77		-0.9	0.0	0.0	-0.16	-0.89	0.0	0.0	EIXIX
MNDVUX	0.67	-0.9		0.0	0.0	0.19	0.89	0.0	0.0	MNDVUX
NWWAX	0.0	0.0	0.0		0.0	0.0	0.0	0.0	0.0	NWWAX
SMGASX	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	SMGASX
PWJQX	0.35	-0.16	0.19	0.0	0.0		0.38	0.0	0.0	PWJQX
FGWMX	0.83	-0.89	0.89	0.0	0.0	0.38		0.0	0.0	FGWMX
PNPXX	0.0	0.0	0.0	0.0	0.0	0.0	0.0		0.0	PNPXX
RNDIX	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0		RNDIX
	MLXAX	EIXIX	MNDVUX	NWWAX	SMGASX	PWJQX	FGWMX	PNPXX	RNDIX

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

FGWMX	+ 0.89	MNDVUX
FGWMX	+ 0.83	MLXAX
MNDVUX	+ 0.67	MLXAX
FGWMX	+ 0.38	PWJQX
PWJQX	+ 0.35	MLXAX
PWJQX	+ 0.19	MNDVUX

High negative correlations

MNDVUX	- 0.9	EIXIX
FGWMX	- 0.89	EIXIX
EIXIX	- 0.77	MLXAX
PWJQX	- 0.16	EIXIX
RNDIX	- 0.0	PNPXX
RNDIX	- 0.0	FGWMX

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
MLXAX	0.88	0.17	0.09	(0.65)	0.78	(1.03)	1.89	(1.68)	4.75
EIXIX	0.27	(0.14)	0.00	(1.21)	0.00	0.00	0.29	(0.83)	2.96
MNDVUX	0.53	0.10	0.06	(85.20)	0.47	(0.67)	1.38	(0.87)	4.98
NWWAX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
SMGASX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
PWJQX	0.72	(0.05)	(0.05)	0.01	0.96	(0.78)	1.58	(2.13)	4.28
FGWMX	0.16	0.00	(0.11)	0.00	0.00	(0.22)	0.51	(0.22)	1.38
PNPXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
RNDIX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00

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