Catalyst Insider Correlations

INSAX Fund

USD 21.37 0.10 0.47%

The current 90-days correlation between Catalyst Insider Buying and Gabelli Global Financial is 0.57 (i.e., Very weak 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

Good diversification

The correlation between Catalyst Insider Buying and DJI is -0.04 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalyst Insider Buying 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 Buying. 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 nation.

Moving together with Catalyst Mutual Fund

0.68	HIICX	Catalystsmh High Income	Pair Corr
0.64	HIIFX	Catalystsmh High Income	Pair Corr
0.64	HIIIX	Catalystsmh High Income	Pair Corr
1.0	INSCX	Catalyst Insider Buying	Pair Corr
0.87	INSIX	Catalyst Insider Buying	Pair Corr
0.81	ATRFX	Catalyst Intelligent	Pair Corr
0.81	ATRAX	Catalyst Intelligent	Pair Corr
0.77	SHIIX	Catalyst/exceed Defined	Pair Corr
0.77	SHIEX	Catalyst/exceed Defined	Pair Corr
0.67	SHINX	Catalyst/exceed Defined	Pair Corr
0.78	CLPCX	Catalyst Exceed Defined	Pair Corr
0.78	CLPAX	Catalyst Exceed Defined	Pair Corr
0.78	CLPFX	Catalyst Exceed Defined	Pair Corr
0.66	CLTIX	Catalyst/lyons Tactical	Pair Corr
0.76	CLTCX	Catalyst/lyons Tactical	Pair Corr
0.75	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.61	CPEAX	Catalyst Dynamic Alpha	Pair Corr
0.75	CPEIX	Catalyst Dynamic Alpha	Pair Corr

Moving against Catalyst Mutual Fund

0.66	CWXCX	Catalyst/warrington	Pair Corr
0.48	CWXIX	Catalyst/warrington	Pair Corr
0.46	CWXAX	Catalyst/warrington	Pair Corr
0.58	EIXIX	Catalyst Enhanced Income	Pair Corr
0.57	EIXCX	Catalyst Enhanced Income	Pair Corr
0.49	EIXAX	Catalyst Enhanced Income	Pair Corr

Related Correlations Analysis

	GCFSX	FTIXX	DVFYX	PSSRX	IAAEX	FIKBX
GCFSX		0.0	0.83	0.48	0.53	0.4	GCFSX
FTIXX	0.0		0.0	0.0	0.0	0.0	FTIXX
DVFYX	0.83	0.0		0.87	0.52	0.78	DVFYX
PSSRX	0.48	0.0	0.87		0.29	0.92	PSSRX
IAAEX	0.53	0.0	0.52	0.29		0.33	IAAEX
FIKBX	0.4	0.0	0.78	0.92	0.33		FIKBX
	GCFSX	FTIXX	DVFYX	PSSRX	IAAEX	FIKBX

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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

FIKBX	+ 0.92	PSSRX
PSSRX	+ 0.87	DVFYX
DVFYX	+ 0.83	GCFSX
FIKBX	+ 0.78	DVFYX
IAAEX	+ 0.53	GCFSX
IAAEX	+ 0.52	DVFYX

High negative correlations

FIKBX	- 0.0	FTIXX
IAAEX	- 0.0	FTIXX
PSSRX	- 0.0	FTIXX
DVFYX	- 0.0	FTIXX
FTIXX	- 0.0	GCFSX

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
GCFSX	0.74	0.09	0.08	(1.01)	0.88	(0.82)	1.93	(2.41)	4.68
FTIXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
DVFYX	0.83	0.06	0.04	1.35	1.12	(0.86)	1.78	(2.39)	6.47
PSSRX	0.90	(0.02)	0.00	(0.23)	0.00	0.00	2.17	(2.57)	6.03
IAAEX	0.81	(0.12)	0.00	1.00	0.00	0.00	1.41	(1.48)	9.17
FIKBX	0.85	0.00	0.00	0.00	1.31	(0.81)	1.73	(1.72)	6.29

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