Catalyst/lyons Tactical Correlations

CLTIX Fund

USD 17.48 0.27 1.57%

The current 90-days correlation between Catalyst/lyons Tactical and Prudential Core Conservative is 0.32 (i.e., Weak 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

Significant diversification

The correlation between Catalystlyons Tactical Allocat and DJI is 0.08 (i.e., Significant 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 gross domestic product.

Moving together with Catalyst/lyons Mutual Fund

0.63	HIICX	Catalystsmh High Income	Pair Corr
0.75	HIIFX	Catalystsmh High Income	Pair Corr
0.76	HIIIX	Catalystsmh High Income	Pair Corr
0.62	ATRAX	Catalyst Intelligent	Pair Corr
0.77	SHIIX	Catalyst/exceed Defined	Pair Corr
0.82	SHIEX	Catalyst/exceed Defined	Pair Corr
0.94	SHINX	Catalyst/exceed Defined	Pair Corr
0.85	CLPCX	Catalyst Exceed Defined	Pair Corr
0.91	CLPAX	Catalyst Exceed Defined	Pair Corr
0.84	CLPFX	Catalyst Exceed Defined	Pair Corr
1.0	CLTCX	Catalyst/lyons Tactical	Pair Corr
0.99	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.79	CPECX	Catalyst Dynamic Alpha	Pair Corr
0.62	CPEAX	Catalyst Dynamic Alpha	Pair Corr
0.81	CPEIX	Catalyst Dynamic Alpha	Pair Corr
0.63	TRXCX	Catalystmap Global	Pair Corr
0.63	TRXAX	Catalystmap Global	Pair Corr
0.63	TRXIX	Catalystmap Global	Pair Corr

Moving against Catalyst/lyons Mutual Fund

0.6	MLXAX	Catalyst Mlp Infrast	Pair Corr
0.6	MLXIX	Catalyst Mlp Infrast	Pair Corr
0.59	MLXCX	Catalyst Mlp Infrast	Pair Corr
0.34	EIXIX	Catalyst Enhanced Income	Pair Corr

Related Correlations Analysis

	PQCNX	ACV	MNDWX	FARIX	FPTPX	LIGQX
PQCNX		0.78	0.88	0.8	0.83	0.85	PQCNX
ACV	0.78		0.9	0.88	0.75	0.8	ACV
MNDWX	0.88	0.9		0.9	0.83	0.85	MNDWX
FARIX	0.8	0.88	0.9		0.86	0.84	FARIX
FPTPX	0.83	0.75	0.83	0.86		0.97	FPTPX
LIGQX	0.85	0.8	0.85	0.84	0.97		LIGQX
	PQCNX	ACV	MNDWX	FARIX	FPTPX	LIGQX

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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
PQCNX	0.18	0.03	(0.09)	6.48	0.02	(0.21)	0.35	(0.34)	1.03
ACV	0.67	0.15	0.12	0.28	0.81	(0.69)	1.57	(1.30)	5.16
MNDWX	0.08	0.03	(0.15)	9.33	0.00	(0.13)	0.19	(0.19)	0.58
FARIX	0.32	0.04	0.00	0.21	0.31	(0.38)	0.61	(0.67)	1.94
FPTPX	0.25	0.01	(0.05)	0.09	0.21	(0.29)	0.56	(0.42)	1.47
LIGQX	0.23	0.01	(0.07)	0.08	0.21	(0.25)	0.51	(0.39)	1.40

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC