Catalyst Enhanced Correlations
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 |
Moving against Catalyst Mutual Fund
| 0.76 | CFRAX | Catalyst/princeton | PairCorr |
| 0.74 | CFRFX | Catalyst/cifc Floating | PairCorr |
| 0.74 | CLTCX | Catalyst/lyons Tactical | PairCorr |
| 0.74 | CLTAX | Catalyst/lyons Tactical | PairCorr |
| 0.73 | CFRIX | Catalyst/princeton | PairCorr |
| 0.71 | HIIFX | Catalystsmh High Income | PairCorr |
| 0.7 | HIIIX | Catalystsmh High Income | PairCorr |
| 0.69 | SHIEX | Catalyst/exceed Defined | PairCorr |
| 0.68 | HIICX | Catalystsmh High Income | PairCorr |
| 0.68 | CWXAX | Catalyst/warrington | PairCorr |
| 0.67 | CFRCX | Catalyst/princeton | PairCorr |
| 0.65 | SHIIX | Catalyst/exceed Defined | PairCorr |
| 0.64 | CWXIX | Catalyst/warrington | PairCorr |
| 0.64 | SHINX | Catalyst/exceed Defined | PairCorr |
| 0.62 | CWXCX | Catalyst/warrington | PairCorr |
| 0.58 | ATRAX | Catalyst Intelligent | PairCorr |
| 0.51 | ATRFX | Catalyst Intelligent | PairCorr |
| 0.5 | ATRCX | Catalyst Intelligent | PairCorr |
| 0.47 | CLTIX | Catalyst/lyons Tactical | PairCorr |
| 0.38 | MLXIX | Catalyst Mlp Infrast | PairCorr |
| 0.37 | MLXCX | Catalyst Mlp Infrast | PairCorr |
| 0.37 | MLXAX | Catalyst Mlp Infrast | PairCorr |
| 0.78 | CPECX | Catalyst Dynamic Alpha | PairCorr |
| 0.78 | CPEAX | Catalyst Dynamic Alpha | PairCorr |
| 0.7 | TRICX | Catalystsmh Total Return | PairCorr |
| 0.7 | CASIX | Catalyst/aspect Enhanced | PairCorr |
| 0.66 | TRIIX | Catalystsmh Total Return | PairCorr |
| 0.65 | TRIFX | Catalystsmh Total Return | PairCorr |
| 0.63 | MBXAX | Catalystmillburn Hedge | PairCorr |
| 0.63 | CAXCX | Catalystmap Global Equity | PairCorr |
| 0.62 | CAXAX | Catalystmap Global Equity | PairCorr |
| 0.61 | MBXFX | Catalystmillburn Hedge | PairCorr |
| 0.61 | MBXCX | Catalystmillburn Hedge | PairCorr |
| 0.61 | MBXIX | Catalystmillburn Hedge | PairCorr |
Related Correlations Analysis
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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VAAGX | 0.83 | 0.14 | 0.17 | 0.18 | 0.60 | 1.73 | 11.85 | |||
| RTLCX | 0.55 | (0.03) | (0.05) | 0.00 | 0.80 | 1.13 | 3.43 | |||
| DLCIX | 0.92 | 0.31 | 0.30 | 0.61 | 0.47 | 1.17 | 23.01 | |||
| LAAFX | 0.63 | 0.18 | 0.24 | 0.26 | 0.38 | 1.25 | 7.55 | |||
| TWQZX | 0.60 | 0.13 | 0.17 | 0.23 | 0.49 | 1.31 | 3.68 | |||
| LMISX | 0.63 | 0.03 | 0.03 | 0.08 | 0.77 | 1.15 | 4.93 | |||
| JDVNX | 0.77 | 0.18 | 0.19 | 0.21 | 0.61 | 1.50 | 8.76 |