Lkcm Fixed Income Fund Market Value
| LKFIX Fund | USD 10.55 0.01 0.09% |
| Symbol | Lkcm |
Lkcm Fixed 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Lkcm Fixed's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Lkcm Fixed.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Lkcm Fixed on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Lkcm Fixed Income or generate 0.0% return on investment in Lkcm Fixed over 90 days. Lkcm Fixed is related to or competes with Ashmore Emerging, Hsbc Funds, and T Rowe. The fund seeks to achieve its investment objective by investing under normal circumstances at least 80 percent of its ne... More
Lkcm Fixed Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Lkcm Fixed's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Lkcm Fixed Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2173 | |||
| Information Ratio | (1.06) | |||
| Maximum Drawdown | 0.8615 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.2876 |
Lkcm Fixed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lkcm Fixed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lkcm Fixed's standard deviation. In reality, there are many statistical measures that can use Lkcm Fixed historical prices to predict the future Lkcm Fixed's volatility.| Risk Adjusted Performance | 0.0915 | |||
| Jensen Alpha | 0.014 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.87) | |||
| Treynor Ratio | 1.42 |
Lkcm Fixed Income Backtested Returns
At this stage we consider Lkcm Mutual Fund to be very steady. Lkcm Fixed Income has Sharpe Ratio of 0.15, which conveys that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lkcm Fixed, which you can use to evaluate the volatility of the fund. Please verify Lkcm Fixed's Downside Deviation of 0.2173, mean deviation of 0.1444, and Risk Adjusted Performance of 0.0915 to check out if the risk estimate we provide is consistent with the expected return of 0.0264%. The fund secures a Beta (Market Risk) of 0.0115, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lkcm Fixed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lkcm Fixed is expected to be smaller as well.
Auto-correlation | -0.03 |
Very weak reverse predictability
Lkcm Fixed Income has very weak reverse predictability. Overlapping area represents the amount of predictability between Lkcm Fixed time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lkcm Fixed Income price movement. The serial correlation of -0.03 indicates that only 3.0% of current Lkcm Fixed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lkcm Fixed Income lagged returns against current returns
Autocorrelation, which is Lkcm Fixed mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Lkcm Fixed's mutual fund expected returns. We can calculate the autocorrelation of Lkcm Fixed returns to help us make a trade decision. For example, suppose you find that Lkcm Fixed has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Lkcm Fixed regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Lkcm Fixed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lkcm Fixed mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lkcm Fixed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lkcm Fixed Lagged Returns
When evaluating Lkcm Fixed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lkcm Fixed mutual fund have on its future price. Lkcm Fixed autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Lkcm Fixed autocorrelation shows the relationship between Lkcm Fixed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lkcm Fixed Income.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.| VALE | Vale SA ADR | |
| EGY | Vaalco Energy | |
| CMCSA | Comcast Corp |
Other Information on Investing in Lkcm Mutual Fund
Lkcm Fixed financial ratios help investors to determine whether Lkcm Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Lkcm with respect to the benefits of owning Lkcm Fixed security.
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine |