Catalystsmh Total Correlations

TRIFX Fund

USD 4.81 0.06 1.23%

The current 90-days correlation between Catalystsmh Total Return and Fa 529 Aggressive is 0.68 (i.e., Poor diversification). The correlation of Catalystsmh Total 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.

Catalystsmh Total Correlation With Market

Very weak diversification

The correlation between Catalystsmh Total Return and DJI is 0.44 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalystsmh Total Return and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Catalystsmh Total Return. 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 census.

Moving together with Catalystsmh Mutual Fund

0.93	HIICX	Catalystsmh High Income	Pair Corr
0.91	HIIFX	Catalystsmh High Income	Pair Corr
0.91	HIIIX	Catalystsmh High Income	Pair Corr
0.63	CFHCX	Catalyst Hedged Modity	Pair Corr
0.63	CFHAX	Catalyst Hedged Modity	Pair Corr
0.61	CFHIX	Catalyst Hedged Modity	Pair Corr
0.74	SHIIX	Catalyst/exceed Defined	Pair Corr
0.73	SHIEX	Catalyst/exceed Defined	Pair Corr
0.74	SHINX	Catalyst/exceed Defined	Pair Corr
0.8	CLTIX	Catalyst/lyons Tactical	Pair Corr
0.78	CLTCX	Catalyst/lyons Tactical	Pair Corr
0.8	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.8	DCXIX	Catalystmillburn Dyn	Pair Corr
0.79	DCXCX	Catalystmillburn Dyn	Pair Corr

Moving against Catalystsmh Mutual Fund

0.61	CWXCX	Catalyst/warrington	Pair Corr
0.49	CWXAX	Catalyst/warrington	Pair Corr
0.34	CWXIX	Catalyst/warrington	Pair Corr

Related Correlations Analysis

	FFCGX	FZDAQX	FFCDAX	FZNOPX	WABMSX	FXYBJX
FFCGX		0.35	0.25	0.59	0.79	0.69	FFCGX
FZDAQX	0.35		0.72	0.36	0.61	0.77	FZDAQX
FFCDAX	0.25	0.72		0.07	0.48	0.55	FFCDAX
FZNOPX	0.59	0.36	0.07		0.61	0.63	FZNOPX
WABMSX	0.79	0.61	0.48	0.61		0.82	WABMSX
FXYBJX	0.69	0.77	0.55	0.63	0.82		FXYBJX
	FFCGX	FZDAQX	FFCDAX	FZNOPX	WABMSX	FXYBJX

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Risk-Adjusted Indicators

There is a big difference between Catalystsmh Mutual Fund performing well and Catalystsmh Total 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 Catalystsmh Total'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
FFCGX	0.55	0.03	0.04	0.05	0.76	(0.60)	0.95	(1.43)	3.36
FZDAQX	0.12	0.00	0.03	0.04	0.16	(0.15)	0.21	(0.21)	0.93
FFCDAX	0.14	0.00	0.03	(0.10)	0.20	(0.16)	0.21	(0.21)	1.03
FZNOPX	0.69	0.03	0.03	0.07	0.85	(0.74)	1.46	(1.63)	3.75
WABMSX	0.48	0.08	0.12	0.20	0.48	(0.53)	1.13	(1.21)	2.69
FXYBJX	0.32	0.01	0.02	0.05	0.43	(0.41)	0.67	(0.66)	1.82

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