Catalyst/map Global Correlations

TRXCX Fund

USD 11.53 0.02 0.17%

The current 90-days correlation between Catalyst/map Global and Siit Emerging Markets is -0.1 (i.e., Good 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.

Check out World Market Map to better understand how to build diversified portfolios. 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

0.62

ATRAX

Catalyst Intelligent

Pair Corr

Moving against Catalyst/map Mutual Fund

0.58	CFRCX	Catalyst/princeton	Pair Corr
0.56	MLXCX	Catalyst Mlp Infrast	Pair Corr
0.56	MLXAX	Catalyst Mlp Infrast	Pair Corr
0.56	MLXIX	Catalyst Mlp Infrast	Pair Corr
0.55	CFRIX	Catalyst/princeton	Pair Corr
0.55	CFRAX	Catalyst/princeton	Pair Corr
0.47	MBXCX	Catalystmillburn Hedge	Pair Corr
0.43	MBXAX	Catalystmillburn Hedge	Pair Corr
0.43	MBXFX	Catalystmillburn Hedge	Pair Corr
0.43	MBXIX	Catalystmillburn Hedge	Pair Corr
0.34	HIICX	Catalystsmh High Income	Pair Corr
0.34	HIIFX	Catalystsmh High Income	Pair Corr
0.32	HIIIX	Catalystsmh High Income	Pair Corr
0.51	IIXAX	Catalyst Insider Income	Pair Corr
0.51	IIXIX	Catalyst Insider Income	Pair Corr
0.45	IIXCX	Catalyst Insider Income	Pair Corr

Related Correlations Analysis

	SMQFX	AMTOX	DBELX	QLENX	TEOJX	SPMIX	POEIX
SMQFX		0.89	0.27	-0.03	0.91	0.31	0.92	SMQFX
AMTOX	0.89		0.28	0.16	0.73	0.45	0.78	AMTOX
DBELX	0.27	0.28		-0.68	0.29	-0.54	0.08	DBELX
QLENX	-0.03	0.16	-0.68		-0.2	0.83	0.05	QLENX
TEOJX	0.91	0.73	0.29	-0.2		0.12	0.95	TEOJX
SPMIX	0.31	0.45	-0.54	0.83	0.12		0.37	SPMIX
POEIX	0.92	0.78	0.08	0.05	0.95	0.37		POEIX
	SMQFX	AMTOX	DBELX	QLENX	TEOJX	SPMIX	POEIX

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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

POEIX	+ 0.95	TEOJX
POEIX	+ 0.92	SMQFX
TEOJX	+ 0.91	SMQFX
AMTOX	+ 0.89	SMQFX
SPMIX	+ 0.83	QLENX
POEIX	+ 0.78	AMTOX

High negative correlations

QLENX	- 0.68	DBELX
SPMIX	- 0.54	DBELX
TEOJX	- 0.2	QLENX
QLENX	- 0.03	SMQFX

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	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SMQFX	0.59	(0.04)	(0.15)	0.00	0.76	(0.60)	1.27	(1.33)	3.52
AMTOX	0.46	(0.01)	(0.14)	0.11	0.54	(0.53)	1.00	(1.08)	2.38
DBELX	0.33	(0.05)	0.00	(1.19)	0.00	0.00	0.56	(0.67)	1.87
QLENX	0.32	0.08	(0.12)	(1.33)	0.22	(0.39)	0.76	(0.57)	2.17
TEOJX	0.66	(0.01)	0.00	0.32	0.00	0.00	1.76	(1.83)	4.91
SPMIX	0.83	(0.13)	(0.06)	0.01	1.80	(0.74)	1.67	(1.29)	5.24
POEIX	0.77	0.00	(0.13)	0.05	0.95	(0.86)	1.54	(1.82)	5.70

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Catalyst/map Global Correlations

Moving together with Catalyst/map Mutual Fund

Moving against Catalyst/map Mutual Fund

Related Correlations Analysis

Correlation Matchups

Risk-Adjusted Indicators

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