Catalyst Insider Correlations

IIXIX Fund

USD 9.29 0.01 0.11%

The current 90-days correlation between Catalyst Insider Income and Janus Investment is 0.09 (i.e., Significant diversification). The correlation of Catalyst Insider 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 Insider Correlation With Market

Poor diversification

The correlation between Catalyst Insider Income and DJI is 0.73 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalyst Insider Income and DJI in the same portfolio, assuming nothing else is changed.

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Catalyst Insider Income. 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

0.62	VFSUX	Vanguard Short Term	Pair Corr
0.73	VFSIX	Vanguard Short Term	Pair Corr
0.73	VFSTX	Vanguard Short Term	Pair Corr
0.63	VBITX	Vanguard Short Term	Pair Corr
0.64	VBISX	Vanguard Short Term	Pair Corr
0.8	VSCSX	Vanguard Short Term	Pair Corr
0.65	LALDX	Lord Abbett Short	Pair Corr
0.66	LDLAX	Lord Abbett Short	Pair Corr
0.67	LDLRX	Lord Abbett Short	Pair Corr
0.69	NHS	Neuberger Berman High	Pair Corr
0.61	CVX	Chevron Corp	Pair Corr
0.8	AA	Alcoa Corp	Pair Corr
0.69	INTC	Intel	Pair Corr
0.65	XOM	Exxon Mobil Corp	Pair Corr
0.68	CAT	Caterpillar	Pair Corr
0.81	BA	Boeing	Pair Corr

Moving against Catalyst Mutual Fund

0.57	HPQ	HP Inc	Pair Corr
0.45	MSFT	Microsoft	Pair Corr
0.42	T	ATT Inc Earnings Call This Week	Pair Corr

Related Correlations Analysis

	SPFPX	AEDFX	JUCCX	TQMVX	TGWNX	CAMMX	DLLDX	JUCTX	JNDVX	JIDVX
SPFPX		0.75	0.74	0.86	0.76	0.91	-0.06	0.76	0.84	0.91	SPFPX
AEDFX	0.75		0.91	0.91	0.84	0.62	-0.09	0.91	0.94	0.64	AEDFX
JUCCX	0.74	0.91		0.87	0.85	0.6	-0.04	0.99	0.91	0.64	JUCCX
TQMVX	0.86	0.91	0.87		0.89	0.83	-0.07	0.87	0.94	0.74	TQMVX
TGWNX	0.76	0.84	0.85	0.89		0.69	0.0	0.85	0.88	0.68	TGWNX
CAMMX	0.91	0.62	0.6	0.83	0.69		-0.08	0.6	0.73	0.85	CAMMX
DLLDX	-0.06	-0.09	-0.04	-0.07	0.0	-0.08		-0.03	-0.12	-0.12	DLLDX
JUCTX	0.76	0.91	0.99	0.87	0.85	0.6	-0.03		0.91	0.63	JUCTX
JNDVX	0.84	0.94	0.91	0.94	0.88	0.73	-0.12	0.91		0.8	JNDVX
JIDVX	0.91	0.64	0.64	0.74	0.68	0.85	-0.12	0.63	0.8		JIDVX
	SPFPX	AEDFX	JUCCX	TQMVX	TGWNX	CAMMX	DLLDX	JUCTX	JNDVX	JIDVX

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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

JUCTX	+ 0.99	JUCCX
JNDVX	+ 0.94	AEDFX
JNDVX	+ 0.94	TQMVX
CAMMX	+ 0.91	SPFPX
JIDVX	+ 0.91	SPFPX
JUCCX	+ 0.91	AEDFX

High negative correlations

JIDVX	- 0.12	DLLDX
JNDVX	- 0.12	DLLDX
DLLDX	- 0.09	AEDFX
DLLDX	- 0.08	CAMMX
DLLDX	- 0.07	TQMVX
DLLDX	- 0.06	SPFPX

Risk-Adjusted Indicators

There is a big difference between Catalyst Mutual Fund performing well and Catalyst Insider 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 Insider'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
SPFPX	0.05	0.00	0.00	0.15	0.00	0.00	0.14	(0.14)	0.56
AEDFX	0.08	0.02	(0.18)	0.42	0.00	(0.13)	0.16	(0.08)	0.40
JUCCX	0.07	0.01	(0.08)	(1.49)	0.00	(0.22)	0.22	(0.11)	1.76
TQMVX	0.58	0.16	0.23	0.27	0.32	(0.71)	1.38	(1.07)	4.98
TGWNX	0.25	0.07	0.09	0.52	0.14	(0.30)	0.52	(0.51)	1.16
CAMMX	1.75	0.89	1.01	(0.99)	0.00	(2.26)	1.88	(1.16)	48.71
DLLDX	0.37	(0.02)	0.00	(0.59)	0.00	0.00	0.64	(0.79)	2.23
JUCTX	0.07	0.01	(0.06)	(4.09)	0.00	(0.24)	0.33	(0.11)	1.76
JNDVX	0.60	0.08	0.09	0.12	0.64	(0.66)	1.39	(1.20)	3.71
JIDVX	0.59	0.14	0.13	(7.84)	0.59	(0.66)	1.36	(1.20)	3.78

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