Catalyst Hedged Correlations

CFHIX Fund

USD 9.08 0.12 1.34%

The current 90-days correlation between Catalyst Hedged Modity and Tax Managed Mid Small is 0.1 (i.e., Average diversification). The correlation of Catalyst Hedged 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 Hedged Correlation With Market

Average diversification

The correlation between Catalyst Hedged Modity and DJI is 0.13 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalyst Hedged Modity and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Catalyst Hedged Modity. 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 gross domestic product.

Moving together with Catalyst Mutual Fund

0.96	CFHCX	Catalyst Hedged Modity	Pair Corr
1.0	CFHAX	Catalyst Hedged Modity	Pair Corr
0.66	ATRFX	Catalyst Intelligent	Pair Corr
0.68	ATRCX	Catalyst Intelligent	Pair Corr
0.71	ATRAX	Catalyst Intelligent	Pair Corr
0.67	CLTIX	Catalystlyons Tactical	Pair Corr
0.7	CLTCX	Catalyst/lyons Tactical	Pair Corr
0.62	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.78	CPECX	Catalyst Dynamic Alpha	Pair Corr
0.73	CPEAX	Catalyst Dynamic Alpha	Pair Corr
0.72	CPEIX	Catalyst Dynamic Alpha	Pair Corr
0.84	DCXIX	Catalystmillburn Dyn	Pair Corr
0.85	DCXCX	Catalystmillburn Dyn	Pair Corr

Moving against Catalyst Mutual Fund

0.8	CWXIX	Catalystwarrington	Pair Corr
0.8	CWXAX	Catalystwarrington	Pair Corr
0.63	CFRIX	Catalyst/princeton	Pair Corr
0.63	CFRAX	Catalyst/princeton	Pair Corr
0.6	CFRCX	Catalyst/princeton	Pair Corr
0.59	CFRFX	Catalyst/cifc Floating	Pair Corr
0.55	CWXCX	Catalystwarrington	Pair Corr
0.65	CLPAX	Catalyst Exceed Defined	Pair Corr
0.65	CLPFX	Catalyst Exceed Defined	Pair Corr
0.55	CLPCX	Catalyst Exceed Defined	Pair Corr

Related Correlations Analysis

	RTOUX	WDIAX	USCAX	TSRPX	XACVX	PGBAX
RTOUX		0.68	0.94	0.79	0.78	0.65	RTOUX
WDIAX	0.68		0.83	0.88	0.18	0.54	WDIAX
USCAX	0.94	0.83		0.88	0.57	0.68	USCAX
TSRPX	0.79	0.88	0.88		0.32	0.44	TSRPX
XACVX	0.78	0.18	0.57	0.32		0.52	XACVX
PGBAX	0.65	0.54	0.68	0.44	0.52		PGBAX
	RTOUX	WDIAX	USCAX	TSRPX	XACVX	PGBAX

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Risk-Adjusted Indicators

There is a big difference between Catalyst Mutual Fund performing well and Catalyst Hedged 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 Hedged'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
RTOUX	0.78	(0.03)	0.00	(0.09)	0.00	0.00	1.70	(1.46)	8.93
WDIAX	0.53	(0.04)	0.00	(0.24)	0.00	0.00	1.10	(0.98)	5.40
USCAX	0.91	(0.07)	0.00	(0.17)	0.00	0.00	1.77	(1.71)	10.83
TSRPX	1.05	(0.12)	0.00	(0.22)	0.00	0.00	1.77	(1.83)	15.08
XACVX	0.62	0.05	0.05	0.17	0.91	(0.66)	1.24	(1.30)	5.43
PGBAX	0.14	(0.03)	0.00	(0.87)	0.00	0.00	0.25	(0.34)	1.26

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