Catalyst/exceed Defined Correlations

SHIIX Fund

USD 10.98 0.02 0.18%

The current 90-days correlation between Catalyst/exceed Defined and Dow Jones Industrial is 0.79 (i.e., Poor diversification). The correlation of Catalyst/exceed Defined 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/exceed Defined Correlation With Market

Almost no diversification

The correlation between Catalystexceed Defined Shield and DJI is 0.94 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalystexceed Defined Shield and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Catalystexceed Defined Shield. 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 employment.

Moving together with Catalyst/exceed Mutual Fund

0.89	HIICX	Catalystsmh High Income	Pair Corr
0.88	HIIFX	Catalystsmh High Income	Pair Corr
0.89	HIIIX	Catalystsmh High Income	Pair Corr
0.77	MLXCX	Catalyst Mlp Infrast	Pair Corr
0.77	MLXAX	Catalyst Mlp Infrast	Pair Corr
0.77	MLXIX	Catalyst Mlp Infrast	Pair Corr
0.93	CWXIX	Catalyst/warrington	Pair Corr
0.91	CWXCX	Catalyst/warrington	Pair Corr
0.92	CWXAX	Catalyst/warrington	Pair Corr
0.83	CFRIX	Catalyst/princeton	Pair Corr
0.84	CFRFX	Catalyst/cifc Floating	Pair Corr
0.82	CFRCX	Catalyst/princeton	Pair Corr
0.83	CFRAX	Catalyst/princeton	Pair Corr
1.0	SHIEX	Catalyst/exceed Defined	Pair Corr
1.0	SHINX	Catalyst/exceed Defined	Pair Corr
0.86	CLTIX	Catalyst/lyons Tactical	Pair Corr
0.93	CLTCX	Catalyst/lyons Tactical	Pair Corr
0.93	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.92	MBXAX	Catalystmillburn Hedge	Pair Corr
0.91	MBXFX	Catalystmillburn Hedge	Pair Corr
0.91	MBXCX	Catalystmillburn Hedge	Pair Corr
0.92	MBXIX	Catalystmillburn Hedge	Pair Corr
0.89	CPECX	Catalyst Dynamic Alpha	Pair Corr
0.9	CPEAX	Catalyst Dynamic Alpha	Pair Corr
0.72	CPEIX	Catalyst Dynamic Alpha	Pair Corr
0.8	TRIIX	Catalystsmh Total Return	Pair Corr
0.79	TRIFX	Catalystsmh Total Return	Pair Corr
0.78	TRICX	Catalystsmh Total Return	Pair Corr
0.83	TRXCX	Catalyst/map Global	Pair Corr
0.83	TRXAX	Catalyst/map Global	Pair Corr

Moving against Catalyst/exceed Mutual Fund

0.33	CLPCX	Catalyst Exceed Defined	Pair Corr
0.31	CLPAX	Catalyst Exceed Defined	Pair Corr
0.87	EIXCX	Catalyst Enhanced Income	Pair Corr
0.87	EIXAX	Catalyst Enhanced Income	Pair Corr
0.86	EIXIX	Catalyst Enhanced Income	Pair Corr

Related Correlations Analysis

	SHIEX	MJSC	RYEIX	GIGRX	JMCGX	RYHIX	SKTAX	CRSH	BTCC	RYDHX
SHIEX		0.88	0.62	0.88	0.87	0.82	0.9	-0.41	-0.26	0.95	SHIEX
MJSC	0.88		0.85	0.94	0.74	0.76	0.82	-0.11	-0.26	0.87	MJSC
RYEIX	0.62	0.85		0.77	0.48	0.53	0.57	0.21	-0.25	0.59	RYEIX
GIGRX	0.88	0.94	0.77		0.69	0.77	0.89	-0.09	-0.18	0.87	GIGRX
JMCGX	0.87	0.74	0.48	0.69		0.77	0.67	-0.46	-0.3	0.85	JMCGX
RYHIX	0.82	0.76	0.53	0.77	0.77		0.82	-0.12	-0.62	0.77	RYHIX
SKTAX	0.9	0.82	0.57	0.89	0.67	0.82		-0.27	-0.32	0.85	SKTAX
CRSH	-0.41	-0.11	0.21	-0.09	-0.46	-0.12	-0.27		-0.2	-0.44	CRSH
BTCC	-0.26	-0.26	-0.25	-0.18	-0.3	-0.62	-0.32	-0.2		-0.13	BTCC
RYDHX	0.95	0.87	0.59	0.87	0.85	0.77	0.85	-0.44	-0.13		RYDHX
	SHIEX	MJSC	RYEIX	GIGRX	JMCGX	RYHIX	SKTAX	CRSH	BTCC	RYDHX

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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

RYDHX	+ 0.95	SHIEX
GIGRX	+ 0.94	MJSC
SKTAX	+ 0.9	SHIEX
SKTAX	+ 0.89	GIGRX
MJSC	+ 0.88	SHIEX
GIGRX	+ 0.88	SHIEX

High negative correlations

BTCC	- 0.62	RYHIX
CRSH	- 0.46	JMCGX
RYDHX	- 0.44	CRSH
CRSH	- 0.41	SHIEX
BTCC	- 0.32	SKTAX
BTCC	- 0.3	JMCGX

Risk-Adjusted Indicators

There is a big difference between Catalyst/exceed Mutual Fund performing well and Catalyst/exceed Defined 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/exceed Defined'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
SHIEX	0.17	0.01	(0.08)	0.05	0.14	(0.23)	0.38	(0.28)	1.40
MJSC	0.73	0.07	0.06	0.15	0.89	(0.76)	1.59	(1.33)	4.57
RYEIX	0.91	0.18	0.14	0.41	0.95	(1.02)	2.20	(1.64)	5.17
GIGRX	0.77	0.11	0.11	0.19	0.74	(0.84)	1.74	(1.49)	6.88
JMCGX	1.08	(0.03)	(0.02)	0.01	1.38	(1.07)	2.40	(2.32)	5.70
RYHIX	0.65	0.06	0.08	0.14	0.55	(0.90)	1.97	(1.03)	4.49
SKTAX	0.76	0.29	0.47	0.43	0.00	(1.00)	1.15	(0.98)	19.45
CRSH	1.73	0.12	0.02	(0.09)	2.04	(1.88)	4.48	(3.45)	9.69
BTCC	1.65	(0.38)	0.00	(0.33)	0.00	0.00	2.39	(4.08)	10.30
RYDHX	0.57	0.00	0.00	0.04	0.66	(0.60)	1.22	(1.05)	3.20

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