Catalyst Mlp Correlations

MLXCX Fund

USD 30.02 0.23 0.76%

The current 90-days correlation between Catalyst Mlp Infrast and Transamerica Mlp Energy is -0.09 (i.e., Good diversification). The correlation of Catalyst Mlp 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 Mlp Correlation With Market

Very weak diversification

The correlation between Catalyst Mlp Infrastructure and DJI is 0.45 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalyst Mlp Infrastructure and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Catalyst Mlp Infrastructure. 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 Mutual Fund

1.0	MLXAX	Catalyst Mlp Infrast	Pair Corr
1.0	MLXIX	Catalyst Mlp Infrast	Pair Corr
0.61	MBXIX	Catalystmillburn Hedge	Pair Corr

Moving against CATALYST Mutual Fund

0.35	CWXCX	Catalyst/warrington	Pair Corr
0.31	CWXIX	Catalyst/warrington	Pair Corr
0.43	EIXCX	Catalyst Enhanced Income	Pair Corr
0.41	EIXAX	Catalyst Enhanced Income	Pair Corr
0.4	EIXIX	Catalyst Enhanced Income	Pair Corr

Related Correlations Analysis

	TMCLX	GRHAX	XGNTX	INRSX	VENAX	FRNRX
TMCLX		0.71	0.61	0.79	0.84	0.93	TMCLX
GRHAX	0.71		0.3	0.92	0.8	0.76	GRHAX
XGNTX	0.61	0.3		0.33	0.56	0.67	XGNTX
INRSX	0.79	0.92	0.33		0.83	0.82	INRSX
VENAX	0.84	0.8	0.56	0.83		0.91	VENAX
FRNRX	0.93	0.76	0.67	0.82	0.91		FRNRX
	TMCLX	GRHAX	XGNTX	INRSX	VENAX	FRNRX

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Risk-Adjusted Indicators

There is a big difference between CATALYST Mutual Fund performing well and Catalyst Mlp 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 Mlp'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
TMCLX	1.04	0.10	0.07	(0.57)	1.29	(1.12)	1.88	(2.24)	6.34
GRHAX	1.10	0.11	0.06	0.17	1.69	(1.07)	2.46	(2.82)	8.53
XGNTX	0.53	0.11	0.13	(2.34)	0.69	(0.60)	1.26	(1.00)	3.07
INRSX	0.91	0.07	0.06	0.10	1.12	(0.99)	1.70	(1.98)	5.43
VENAX	0.94	0.15	0.10	0.25	1.33	(0.91)	2.08	(2.19)	6.05
FRNRX	0.85	0.10	0.08	(2.08)	1.14	(0.90)	1.72	(1.97)	4.96

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