Catalystsmh Total Correlations

TRIFX Fund

USD 4.71 0.01 0.21%

The current 90-days correlation between Catalystsmh Total Return and Catalystmillburn Hedge Strategy is 0.53 (i.e., Very weak 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

Poor diversification

The correlation between Catalystsmh Total Return and DJI is 0.7 (i.e., Poor 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

0.89	HIICX	Catalystsmh High Income	Pair Corr
0.94	HIIFX	Catalystsmh High Income	Pair Corr
0.94	HIIIX	Catalystsmh High Income	Pair Corr
0.67	INSAX	Catalyst Insider Buying	Pair Corr
0.66	INSCX	Catalyst Insider Buying	Pair Corr
0.67	INSIX	Catalyst Insider Buying	Pair Corr
0.74	ATRFX	Catalyst Intelligent	Pair Corr
0.7	ATRCX	Catalyst Intelligent	Pair Corr
0.73	ATRAX	Catalyst Intelligent	Pair Corr
0.92	SHIIX	Catalyst/exceed Defined	Pair Corr
0.91	SHIEX	Catalyst/exceed Defined	Pair Corr
0.91	SHINX	Catalyst/exceed Defined	Pair Corr
0.82	CLPCX	Catalyst Exceed Defined	Pair Corr
0.82	CLPAX	Catalyst Exceed Defined	Pair Corr
0.83	CLPFX	Catalyst Exceed Defined	Pair Corr
0.91	CLTIX	Catalyst/lyons Tactical	Pair Corr
0.91	CLTCX	Catalyst/lyons Tactical	Pair Corr
0.91	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.64	MBXAX	Catalystmillburn Hedge	Pair Corr
0.63	MBXFX	Catalystmillburn Hedge	Pair Corr
0.63	MBXCX	Catalystmillburn Hedge	Pair Corr
0.64	MBXIX	Catalystmillburn Hedge	Pair Corr
0.69	CPECX	Catalyst Dynamic Alpha	Pair Corr
0.7	CPEAX	Catalyst Dynamic Alpha	Pair Corr
0.7	CPEIX	Catalyst Dynamic Alpha	Pair Corr

Moving against Catalystsmh Mutual Fund

0.78	CWXCX	Catalyst/warrington	Pair Corr
0.7	CWXAX	Catalyst/warrington	Pair Corr
0.68	CWXIX	Catalyst/warrington	Pair Corr
0.69	EIXCX	Catalyst Enhanced Income	Pair Corr
0.68	EIXAX	Catalyst Enhanced Income	Pair Corr
0.66	EIXIX	Catalyst Enhanced Income	Pair Corr

Related Correlations Analysis

	MBXFX	MBXCX	MBXIX	HIICX	HIIFX	HIIIX	MLXCX	MLXAX	MLXIX
MBXFX		1.0	1.0	0.42	0.42	0.43	0.6	0.58	0.58	MBXFX
MBXCX	1.0		1.0	0.42	0.42	0.43	0.6	0.58	0.58	MBXCX
MBXIX	1.0	1.0		0.42	0.43	0.44	0.61	0.6	0.6	MBXIX
HIICX	0.42	0.42	0.42		0.93	0.93	0.26	0.25	0.25	HIICX
HIIFX	0.42	0.42	0.43	0.93		0.99	0.38	0.38	0.38	HIIFX
HIIIX	0.43	0.43	0.44	0.93	0.99		0.39	0.39	0.39	HIIIX
MLXCX	0.6	0.6	0.61	0.26	0.38	0.39		1.0	1.0	MLXCX
MLXAX	0.58	0.58	0.6	0.25	0.38	0.39	1.0		1.0	MLXAX
MLXIX	0.58	0.58	0.6	0.25	0.38	0.39	1.0	1.0		MLXIX
	MBXFX	MBXCX	MBXIX	HIICX	HIIFX	HIIIX	MLXCX	MLXAX	MLXIX

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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
MBXFX	0.49	(0.04)	0.00	(0.10)	0.00	0.00	1.04	(1.09)	3.35
MBXCX	0.50	(0.04)	0.00	(0.10)	0.00	0.00	1.03	(1.11)	3.38
MBXIX	0.50	(0.03)	0.00	(0.09)	0.00	0.00	1.05	(1.10)	3.36
HIICX	0.27	(0.02)	0.00	1.50	0.00	0.00	0.54	(0.54)	1.64
HIIFX	0.28	(0.01)	0.00	(0.05)	0.00	0.00	0.55	(0.54)	1.65
HIIIX	0.25	(0.01)	0.00	(0.05)	0.00	0.00	0.55	(0.54)	1.92
MLXCX	1.22	0.13	0.08	0.17	1.49	(1.32)	2.56	(2.59)	6.91
MLXAX	1.22	0.13	0.08	0.17	1.50	(1.33)	2.54	(2.65)	6.92
MLXIX	1.22	0.14	0.08	0.17	1.49	(1.33)	2.53	(2.64)	6.88

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