Locorr Market Correlations

LOTAX Fund

USD 10.25 0.01 0.1%

The current 90-days correlation between Locorr Market Trend and Locorr Hedged Core is 0.39 (i.e., Weak diversification). The correlation of Locorr Market 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.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Locorr Market Trend. 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 nation.

Moving together with Locorr Mutual Fund

0.67	LHEAX	Locorr Hedged Core	Pair Corr
0.68	LHEIX	Locorr Hedged Core	Pair Corr
0.86	LOTCX	Locorr Market Trend	Pair Corr
0.87	LOTIX	Locorr Market Trend	Pair Corr
0.66	LFMCX	Locorr Macro Strategies	Pair Corr
0.69	LFMAX	Locorr Macro Strategies	Pair Corr
0.66	LFMIX	Locorr Macro Strategies	Pair Corr
0.61	PQTAX	Pimco Trends Managed	Pair Corr
0.64	PQTNX	Pimco Trends Managed	Pair Corr
0.65	AHLPX	American Beacon Ahl	Pair Corr

Related Correlations Analysis

	LHEAX	LHEIX	LOTCX	LOTAX	LOTIX	LSPCX	LSPAX	LSPIX	LCSAX	LCSCX
LHEAX		1.0	0.57	0.67	0.63	0.77	0.79	0.55	0.71	0.88	LHEAX
LHEIX	1.0		0.58	0.68	0.63	0.78	0.8	0.55	0.71	0.88	LHEIX
LOTCX	0.57	0.58		0.86	0.99	0.39	0.4	0.36	0.54	0.56	LOTCX
LOTAX	0.67	0.68	0.86		0.87	0.44	0.46	0.35	0.53	0.59	LOTAX
LOTIX	0.63	0.63	0.99	0.87		0.47	0.48	0.42	0.57	0.61	LOTIX
LSPCX	0.77	0.78	0.39	0.44	0.47		0.95	0.68	0.48	0.67	LSPCX
LSPAX	0.79	0.8	0.4	0.46	0.48	0.95		0.64	0.46	0.67	LSPAX
LSPIX	0.55	0.55	0.36	0.35	0.42	0.68	0.64		0.61	0.54	LSPIX
LCSAX	0.71	0.71	0.54	0.53	0.57	0.48	0.46	0.61		0.9	LCSAX
LCSCX	0.88	0.88	0.56	0.59	0.61	0.67	0.67	0.54	0.9		LCSCX
	LHEAX	LHEIX	LOTCX	LOTAX	LOTIX	LSPCX	LSPAX	LSPIX	LCSAX	LCSCX

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Risk-Adjusted Indicators

There is a big difference between Locorr Mutual Fund performing well and Locorr Market 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 Locorr Market'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
LHEAX	0.22	0.02	(0.28)	0.89	0.19	(0.27)	0.43	(0.42)	1.59
LHEIX	0.22	0.03	(0.29)	1.10	0.19	(0.26)	0.43	(0.42)	1.48
LOTCX	0.30	0.03	(0.27)	(0.28)	0.34	(0.33)	0.53	(0.53)	1.90
LOTAX	0.30	0.00	(0.25)	0.00	0.32	(0.34)	0.59	(0.50)	1.88
LOTIX	0.31	0.03	(0.26)	(0.47)	0.32	(0.35)	0.50	(0.49)	1.88
LSPCX	0.44	0.05	(0.04)	0.29	0.46	(0.59)	0.96	(0.75)	3.60
LSPAX	0.47	0.13	(0.02)	(1.03)	0.43	(0.62)	0.97	(0.76)	3.48
LSPIX	0.41	0.11	(0.03)	(9.93)	0.29	(0.55)	0.96	(0.56)	3.28
LCSAX	0.32	0.04	(0.22)	(0.15)	0.37	(0.37)	0.58	(0.69)	2.25
LCSCX	0.31	0.04	(0.19)	(0.18)	0.39	(0.34)	0.60	(0.72)	2.27

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Locorr Market Correlations

Moving together with Locorr Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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