Catalyst/map Global Correlations

TRXCX Fund

USD 11.18 0.02 0.18%

The current 90-days correlation between Catalyst/map Global and Doubleline Total Return is 0.18 (i.e., Average diversification). The correlation of Catalyst/map Global 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/map Global Correlation With Market

Modest diversification

The correlation between Catalystmap Global Balanced and DJI is 0.26 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalystmap Global Balanced 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 Catalystmap Global Balanced. 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 main economic indicators.

Moving together with Catalyst/map Mutual Fund

0.88	CFHCX	Catalyst Hedged Modity	Pair Corr
0.84	CFHAX	Catalyst Hedged Modity	Pair Corr
0.86	CFHIX	Catalyst Hedged Modity	Pair Corr
0.82	ATRFX	Catalyst Intelligent	Pair Corr
0.82	ATRCX	Catalyst Intelligent	Pair Corr
0.83	ATRAX	Catalyst Intelligent	Pair Corr
0.67	CLTIX	Catalystlyons Tactical	Pair Corr
0.69	CLTCX	Catalyst/lyons Tactical	Pair Corr
0.68	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.7	CPECX	Catalyst Dynamic Alpha	Pair Corr
0.68	CPEAX	Catalyst Dynamic Alpha	Pair Corr
0.67	CPEIX	Catalyst Dynamic Alpha	Pair Corr
0.8	DCXIX	Catalystmillburn Dyn	Pair Corr
0.76	DCXCX	Catalystmillburn Dyn	Pair Corr

Moving against Catalyst/map Mutual Fund

0.77	CWXAX	Catalystwarrington	Pair Corr
0.76	CWXIX	Catalystwarrington	Pair Corr
0.7	CFRIX	Catalyst/princeton	Pair Corr
0.7	CFRAX	Catalyst/princeton	Pair Corr
0.67	CFRFX	Catalyst/cifc Floating	Pair Corr
0.67	CFRCX	Catalyst/princeton	Pair Corr
0.56	CWXCX	Catalystwarrington	Pair Corr
0.5	MLXAX	Catalyst Mlp Infrast Steady Growth	Pair Corr
0.5	MLXIX	Catalyst Mlp Infrast Steady Growth	Pair Corr
0.49	MLXCX	Catalyst Mlp Infrast Steady Growth	Pair Corr
0.34	CLPFX	Catalyst Exceed Defined	Pair Corr
0.33	CLPAX	Catalyst Exceed Defined	Pair Corr
0.31	CLPCX	Catalyst Exceed Defined	Pair Corr
0.67	IIXIX	Catalyst Insider Income	Pair Corr
0.66	IIXAX	Catalyst Insider Income	Pair Corr
0.65	IIXCX	Catalyst Insider Income	Pair Corr
0.37	MBXIX	Catalystmillburn Hedge	Pair Corr
0.36	MBXAX	Catalystmillburn Hedge	Pair Corr
0.33	MBXFX	Catalystmillburn Hedge	Pair Corr
0.33	MBXCX	Catalystmillburn Hedge	Pair Corr

Related Correlations Analysis

	DLTNX	ARTFX	TBGAX	TIMTX	LCCMX
DLTNX		0.17	0.69	0.78	-0.26	DLTNX
ARTFX	0.17		0.51	0.5	0.85	ARTFX
TBGAX	0.69	0.51		0.98	0.29	TBGAX
TIMTX	0.78	0.5	0.98		0.22	TIMTX
LCCMX	-0.26	0.85	0.29	0.22		LCCMX
	DLTNX	ARTFX	TBGAX	TIMTX	LCCMX

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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

TIMTX	+ 0.98	TBGAX
LCCMX	+ 0.85	ARTFX
TIMTX	+ 0.78	DLTNX
TBGAX	+ 0.69	DLTNX
TBGAX	+ 0.51	ARTFX
TIMTX	+ 0.5	ARTFX

High negative correlations

LCCMX

- 0.26

DLTNX

Risk-Adjusted Indicators

There is a big difference between Catalyst/map Mutual Fund performing well and Catalyst/map Global 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/map Global'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	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DLTNX	0.22	(0.03)	0.00	(1.04)	0.00	0.46	(0.57)	1.50
ARTFX	0.12	0.01	(0.04)	1.29	(0.18)	0.44	(0.22)	1.10
TBGAX	0.23	(0.02)	0.00	(0.28)	0.00	0.46	(0.55)	1.75
TIMTX	0.20	(0.02)	0.00	(0.38)	0.00	0.38	(0.47)	1.50
LCCMX	0.12	0.05	0.00	1.74	0.00	0.25	0.00	1.84

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