Catalyst Insider Correlations

INSIX Fund

USD 21.35 0.02 0.09%

The current 90-days correlation between Catalyst Insider Buying and Franklin Moderate Allocation is 0.58 (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

Very weak diversification

The correlation between Catalyst Insider Buying and DJI is 0.41 (i.e., Very weak 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 gross domestic product.

Moving together with Catalyst Mutual Fund

1.0	INSAX	Catalyst Insider Buying	Pair Corr
1.0	INSCX	Catalyst Insider Buying	Pair Corr
0.84	ATRFX	Catalyst Intelligent	Pair Corr
0.84	ATRCX	Catalyst Intelligent	Pair Corr
0.84	ATRAX	Catalyst Intelligent	Pair Corr
0.71	CLTIX	Catalyst/lyons Tactical	Pair Corr
0.72	CLTCX	Catalyst/lyons Tactical	Pair Corr
0.71	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.62	CPECX	Catalyst Dynamic Alpha	Pair Corr
0.63	CPEAX	Catalyst Dynamic Alpha	Pair Corr
0.64	CPEIX	Catalyst Dynamic Alpha	Pair Corr

Moving against Catalyst Mutual Fund

0.57	CWXAX	Catalyst/warrington	Pair Corr
0.51	CWXIX	Catalyst/warrington	Pair Corr
0.46	CWXCX	Catalyst/warrington	Pair Corr

Related Correlations Analysis

	FMTIX	UPAAX	GMLVX	CMACX	RHSAX	GABFX	GGRYX	TACLX
FMTIX		0.61	0.83	0.93	0.64	0.62	0.98	0.72	FMTIX
UPAAX	0.61		0.63	0.42	0.54	-0.02	0.57	0.07	UPAAX
GMLVX	0.83	0.63		0.73	0.47	0.49	0.82	0.48	GMLVX
CMACX	0.93	0.42	0.73		0.74	0.79	0.91	0.83	CMACX
RHSAX	0.64	0.54	0.47	0.74		0.53	0.61	0.53	RHSAX
GABFX	0.62	-0.02	0.49	0.79	0.53		0.61	0.81	GABFX
GGRYX	0.98	0.57	0.82	0.91	0.61	0.61		0.78	GGRYX
TACLX	0.72	0.07	0.48	0.83	0.53	0.81	0.78		TACLX
	FMTIX	UPAAX	GMLVX	CMACX	RHSAX	GABFX	GGRYX	TACLX

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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

GGRYX	+ 0.98	FMTIX
CMACX	+ 0.93	FMTIX
GGRYX	+ 0.91	CMACX
GMLVX	+ 0.83	FMTIX
TACLX	+ 0.83	CMACX
GGRYX	+ 0.82	GMLVX

High negative correlations

GABFX

- 0.02

UPAAX

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
FMTIX	0.37	0.02	0.04	0.05	0.54	(0.37)	0.70	(0.68)	2.55
UPAAX	1.71	0.13	0.05	(0.65)	2.50	(1.71)	3.05	(3.45)	13.88
GMLVX	0.53	0.04	0.06	0.15	0.68	(0.58)	1.05	(1.36)	3.14
CMACX	0.37	0.01	0.02	0.01	0.59	(0.36)	0.67	(0.76)	2.68
RHSAX	1.05	(0.03)	0.00	0.16	0.00	0.00	2.02	(3.02)	6.50
GABFX	0.80	0.04	0.05	0.20	0.84	(0.96)	1.89	(1.36)	4.85
GGRYX	0.41	0.02	0.03	0.04	0.57	(0.43)	0.71	(0.61)	2.78
TACLX	0.54	(0.03)	0.00	(0.06)	0.00	0.00	1.03	(1.14)	3.39

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