Catalystsmh Total Correlations

TRICX Fund

USD 4.79 0.02 0.42%

The current 90-days correlation between Catalystsmh Total Return and The Hartford Healthcare is -0.05 (i.e., Good 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 0.6 (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 main economic indicators.

Moving together with Catalystsmh Mutual Fund

0.96	HIICX	Catalystsmh High Income	Pair Corr
0.97	HIIFX	Catalystsmh High Income	Pair Corr
0.97	HIIIX	Catalystsmh High Income	Pair Corr
0.89	MLXCX	Catalyst Mlp Infrast	Pair Corr
0.87	MLXAX	Catalyst Mlp Infrast	Pair Corr
0.9	MLXIX	Catalyst Mlp Infrast	Pair Corr
0.86	CFRIX	Catalyst/princeton	Pair Corr
0.85	CFRFX	Catalyst/cifc Floating	Pair Corr
0.86	CFRCX	Catalyst/princeton	Pair Corr
0.87	CFRAX	Catalyst/princeton	Pair Corr
0.83	INSAX	Catalyst Insider Buying	Pair Corr
0.83	INSCX	Catalyst Insider Buying	Pair Corr
0.83	INSIX	Catalyst Insider Buying	Pair Corr
0.82	ATRFX	Catalyst Intelligent	Pair Corr
0.82	ATRCX	Catalyst Intelligent	Pair Corr
0.82	ATRAX	Catalyst Intelligent	Pair Corr
0.87	SHIIX	Catalystexceed Defined	Pair Corr
0.86	SHIEX	Catalystexceed Defined	Pair Corr
0.86	SHINX	Catalystexceed Defined	Pair Corr
0.85	CLPCX	Catalyst Exceed Defined	Pair Corr
0.84	CLPAX	Catalyst Exceed Defined	Pair Corr
0.85	CLPFX	Catalyst Exceed Defined	Pair Corr
0.84	CLTIX	Catalyst/lyons Tactical	Pair Corr
0.84	CLTCX	Catalyst/lyons Tactical	Pair Corr
0.84	CLTAX	Catalyst/lyons Tactical	Pair Corr
0.89	MBXAX	Catalystmillburn Hedge	Pair Corr
0.9	MBXFX	Catalystmillburn Hedge	Pair Corr
0.9	MBXCX	Catalystmillburn Hedge	Pair Corr
0.91	MBXIX	Catalystmillburn Hedge	Pair Corr
0.85	CPECX	Catalyst Dynamic Alpha	Pair Corr
0.85	CPEAX	Catalyst Dynamic Alpha	Pair Corr
0.86	CPEIX	Catalyst Dynamic Alpha	Pair Corr
0.98	TRIIX	Catalystsmh Total Return	Pair Corr
0.98	TRIFX	Catalystsmh Total Return	Pair Corr
0.86	TRXCX	Catalystmap Global	Pair Corr
0.86	TRXAX	Catalystmap Global	Pair Corr

Moving against Catalystsmh Mutual Fund

0.93	CWXIX	Catalystwarrington	Pair Corr
0.91	CWXCX	Catalystwarrington	Pair Corr
0.88	CWXAX	Catalystwarrington	Pair Corr

Related Correlations Analysis

	HGHYX	HIAHX	ECHSX	PJHRX	PRHSX	XHQHX	VGHCX
HGHYX		1.0	0.61	0.67	0.87	0.7	0.86	HGHYX
HIAHX	1.0		0.61	0.67	0.87	0.7	0.86	HIAHX
ECHSX	0.61	0.61		0.64	0.65	0.55	0.72	ECHSX
PJHRX	0.67	0.67	0.64		0.91	0.76	0.88	PJHRX
PRHSX	0.87	0.87	0.65	0.91		0.84	0.91	PRHSX
XHQHX	0.7	0.7	0.55	0.76	0.84		0.73	XHQHX
VGHCX	0.86	0.86	0.72	0.88	0.91	0.73		VGHCX
	HGHYX	HIAHX	ECHSX	PJHRX	PRHSX	XHQHX	VGHCX

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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
HGHYX	0.93	(0.02)	0.00	0.22	0.00	0.00	1.78	(2.37)	5.38
HIAHX	0.93	(0.02)	0.00	0.21	0.00	0.00	1.72	(2.32)	5.31
ECHSX	0.87	(0.13)	0.00	(0.03)	0.00	0.00	1.72	(2.19)	4.86
PJHRX	0.98	0.10	(0.04)	(0.32)	1.32	(0.93)	1.88	(2.25)	5.39
PRHSX	0.91	0.06	(0.07)	(0.16)	1.28	(0.93)	1.60	(2.37)	5.95
XHQHX	1.18	0.13	(0.02)	(0.47)	1.65	(1.23)	2.21	(2.25)	8.31
VGHCX	0.94	0.03	(0.09)	(0.05)	1.28	(0.93)	1.73	(2.02)	5.23

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