Catalyst/lyons Tactical Correlations

CLTCX Fund  USD 15.14  0.02  0.13%   
The current 90-days correlation between Catalyst/lyons Tactical and Catalystsmh High Income is -0.03 (i.e., Good diversification). The correlation of Catalyst/lyons Tactical 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/lyons Tactical Correlation With Market

Almost no diversification

The correlation between Catalystlyons Tactical Allocat and DJI is 0.91 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalystlyons Tactical Allocat and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Catalystlyons Tactical Allocation. 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/lyons Mutual Fund

  0.9HIICX Catalystsmh High IncomePairCorr
  0.9HIIFX Catalystsmh High IncomePairCorr
  0.9HIIIX Catalystsmh High IncomePairCorr
  0.81MLXCX Catalyst Mlp Infrast Potential GrowthPairCorr
  0.8MLXAX Catalyst Mlp Infrast Potential GrowthPairCorr
  0.82MLXIX Catalyst Mlp Infrast Potential GrowthPairCorr
  0.97CFRIX Catalyst/princetonPairCorr
  0.96CFRFX Catalyst/cifc FloatingPairCorr
  0.96CFRCX Catalyst/princetonPairCorr
  0.97CFRAX Catalyst/princetonPairCorr
  0.97INSAX Catalyst Insider BuyingPairCorr
  0.98INSCX Catalyst Insider BuyingPairCorr
  0.98INSIX Catalyst Insider BuyingPairCorr
  0.95ATRFX Catalyst IntelligentPairCorr
  0.93ATRCX Catalyst IntelligentPairCorr
  0.94ATRAX Catalyst IntelligentPairCorr
  0.97SHIIX Catalystexceed DefinedPairCorr
  0.97SHIEX Catalystexceed DefinedPairCorr
  0.98SHINX Catalystexceed DefinedPairCorr
  0.99CLPCX Catalyst Exceed DefinedPairCorr
  0.97CLPAX Catalyst Exceed DefinedPairCorr
  0.99CLPFX Catalyst Exceed DefinedPairCorr
  0.97CLTIX Catalyst/lyons TacticalPairCorr
  0.97CLTAX Catalyst/lyons TacticalPairCorr
  0.96MBXAX Catalystmillburn HedgePairCorr
  0.96MBXFX Catalystmillburn HedgePairCorr
  0.96MBXCX Catalystmillburn HedgePairCorr
  0.96MBXIX Catalystmillburn HedgePairCorr
  0.99CPECX Catalyst Dynamic AlphaPairCorr
  0.97CPEAX Catalyst Dynamic AlphaPairCorr
  0.99CPEIX Catalyst Dynamic AlphaPairCorr
  0.82TRIIX Catalystsmh Total ReturnPairCorr
  0.81TRIFX Catalystsmh Total ReturnPairCorr
  0.82TRICX Catalystsmh Total ReturnPairCorr
  0.96TRXCX Catalystmap GlobalPairCorr
  0.94TRXAX Catalystmap GlobalPairCorr

Moving against Catalyst/lyons Mutual Fund

  0.91CWXCX CatalystwarringtonPairCorr
  0.89CWXAX CatalystwarringtonPairCorr
  0.88CWXIX CatalystwarringtonPairCorr

Related Correlations Analysis

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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   
HIIFXHIICX
MLXIXMLXCX
HIIIXHIICX
HIIIXHIIFX
CWXAXCWXCX
CFRIXHIICX
  
High negative correlations   
CWXCXHIICX
CFRIXCWXCX
CWXCXHIIIX
CWXCXHIIFX
CWXIXHIIFX
CWXIXHIICX

Risk-Adjusted Indicators

There is a big difference between Catalyst/lyons Mutual Fund performing well and Catalyst/lyons Tactical 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/lyons Tactical'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
HIICX  0.40  0.19  0.04 (5.19) 0.00 
 1.04 
 2.03 
HIIFX  0.40  0.19  0.04 (15.29) 0.00 
 0.89 
 2.03 
HIIIX  0.41  0.14  0.05  0.57  0.00 
 1.05 
 2.04 
MLXCX  1.09  0.02 (0.05) 0.20  1.44 
 2.23 
 6.05 
MLXAX  1.05  0.15 (0.04)(0.42) 1.40 
 2.23 
 5.54 
MLXIX  1.09  0.02 (0.04) 0.21  1.43 
 2.25 
 6.08 
CWXIX  0.02 (0.02) 0.00 (2.39) 0.00 
 0.00 
 0.21 
CWXCX  0.03 (0.02) 0.00 (1.88) 0.00 
 0.00 
 0.23 
CWXAX  0.02 (0.02) 0.00 (2.96) 0.00 
 0.00 
 0.22 
CFRIX  0.10  0.05 (0.99)(8.99) 0.00 
 0.44 
 0.67