Catalyst/lyons Tactical Correlations

CLTIX Fund

USD 16.10 0.02 0.12%

The current 90-days correlation between Catalyst/lyons Tactical and Absolute Convertible Arbitrage is 0.54 (i.e., Very 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

Almost no diversification

The correlation between Catalystlyons Tactical Allocat and DJI is 0.92 (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 gross domestic product.

Moving together with Catalyst/lyons Mutual Fund

0.92	HIICX	Catalystsmh High Income	Pair Corr
0.91	HIIFX	Catalystsmh High Income	Pair Corr
0.92	HIIIX	Catalystsmh High Income	Pair Corr
0.82	MLXCX	Catalyst Mlp Infrast	Pair Corr
0.97	CFRIX	Catalyst/princeton	Pair Corr
0.97	CFRFX	Catalyst/cifc Floating	Pair Corr
0.97	CFRCX	Catalyst/princeton	Pair Corr
0.78	CFRAX	Catalyst/princeton	Pair Corr
0.97	INSAX	Catalyst Insider Buying	Pair Corr
0.98	INSCX	Catalyst Insider Buying	Pair Corr
0.98	INSIX	Catalyst Insider Buying	Pair Corr
0.94	ATRFX	Catalyst Intelligent	Pair Corr
0.96	ATRCX	Catalyst Intelligent	Pair Corr
0.94	ATRAX	Catalyst Intelligent	Pair Corr
0.98	SHIIX	Catalystexceed Defined	Pair Corr
0.97	SHIEX	Catalystexceed Defined	Pair Corr
0.97	SHINX	Catalystexceed Defined	Pair Corr
0.99	CLPCX	Catalyst Exceed Defined	Pair Corr
0.97	CLPAX	Catalyst Exceed Defined	Pair Corr
0.79	CLPFX	Catalyst Exceed Defined	Pair Corr
1.0	CLTCX	Catalyst/lyons Tactical	Pair Corr
1.0	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.96	MBXAX	Catalystmillburn Hedge	Pair Corr
0.67	MBXFX	Catalystmillburn Hedge	Pair Corr
0.67	MBXCX	Catalystmillburn Hedge	Pair Corr
0.67	MBXIX	Catalystmillburn Hedge	Pair Corr
0.98	CPECX	Catalyst Dynamic Alpha	Pair Corr
0.97	CPEAX	Catalyst Dynamic Alpha	Pair Corr
0.98	CPEIX	Catalyst Dynamic Alpha	Pair Corr
0.84	TRIIX	Catalystsmh Total Return	Pair Corr
0.84	TRIFX	Catalystsmh Total Return	Pair Corr
0.84	TRICX	Catalystsmh Total Return	Pair Corr
0.95	TRXCX	Catalystmap Global	Pair Corr
0.95	TRXAX	Catalystmap Global	Pair Corr

Moving against Catalyst/lyons Mutual Fund

0.92	CWXCX	Catalystwarrington	Pair Corr
0.91	CWXAX	Catalystwarrington	Pair Corr
0.67	CWXIX	Catalystwarrington	Pair Corr

Related Correlations Analysis

	ARBOX	VAADX	LCFYX	PCNTX	CCD	PBXIX
ARBOX		0.99	0.98	0.99	-0.29	0.88	ARBOX
VAADX	0.99		1.0	0.99	-0.31	0.89	VAADX
LCFYX	0.98	1.0		0.99	-0.33	0.88	LCFYX
PCNTX	0.99	0.99	0.99		-0.27	0.9	PCNTX
CCD	-0.29	-0.31	-0.33	-0.27		0.08	CCD
PBXIX	0.88	0.89	0.88	0.9	0.08		PBXIX
	ARBOX	VAADX	LCFYX	PCNTX	CCD	PBXIX

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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

LCFYX	+ 1.0	VAADX
VAADX	+ 0.99	ARBOX
PCNTX	+ 0.99	ARBOX
PCNTX	+ 0.99	VAADX
PCNTX	+ 0.99	LCFYX
LCFYX	+ 0.98	ARBOX

High negative correlations

CCD	- 0.33	LCFYX
CCD	- 0.31	VAADX
CCD	- 0.29	ARBOX
CCD	- 0.27	PCNTX

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
ARBOX	0.06	0.02	(1.06)	0.77	0.00	(0.12)	0.18	(0.09)	0.35
VAADX	0.40	0.21	0.25	0.73	0.00	(0.53)	1.20	(0.44)	2.65
LCFYX	0.39	0.21	0.27	0.74	0.00	(0.53)	1.19	(0.41)	2.40
PCNTX	0.43	0.17	0.22	0.50	0.00	(0.56)	1.06	(0.52)	3.21
CCD	0.62	0.02	(0.07)	0.20	0.79	(0.67)	1.32	(1.03)	4.97
PBXIX	0.34	0.07	(0.04)	0.35	0.00	(0.44)	0.83	(0.46)	2.63

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