Locorr Dynamic Correlations

LEQIX Fund

USD 11.28 0.07 0.62%

The current 90-days correlation between Locorr Dynamic Equity and Touchstone Small Cap is -0.09 (i.e., Good diversification). The correlation of Locorr Dynamic 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.

Locorr Dynamic Correlation With Market

Good diversification

The correlation between Locorr Dynamic Equity and DJI is -0.03 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Locorr Dynamic Equity and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Locorr Dynamic Equity. 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 Locorr Mutual Fund

1.0	LEQCX	Locorr Dynamic Equity	Pair Corr
0.79	LEQAX	Locorr Dynamic Equity	Pair Corr

Moving against Locorr Mutual Fund

0.32	LFMIX	Locorr Macro Strategies	Pair Corr
0.34	TBCUX	Tweedy Browne Global	Pair Corr

Related Correlations Analysis

	TVOYX	SCYVX	VYRDX	DRSVX	MAVKX	ANTMX	BOSVX	HSCVX
TVOYX		0.83	0.91	0.84	0.9	0.7	0.86	0.92	TVOYX
SCYVX	0.83		0.92	0.95	0.97	0.86	0.92	0.86	SCYVX
VYRDX	0.91	0.92		0.97	0.94	0.86	0.84	0.85	VYRDX
DRSVX	0.84	0.95	0.97		0.93	0.89	0.83	0.84	DRSVX
MAVKX	0.9	0.97	0.94	0.93		0.83	0.93	0.9	MAVKX
ANTMX	0.7	0.86	0.86	0.89	0.83		0.76	0.73	ANTMX
BOSVX	0.86	0.92	0.84	0.83	0.93	0.76		0.89	BOSVX
HSCVX	0.92	0.86	0.85	0.84	0.9	0.73	0.89		HSCVX
	TVOYX	SCYVX	VYRDX	DRSVX	MAVKX	ANTMX	BOSVX	HSCVX

Risk-Adjusted Indicators

There is a big difference between Locorr Mutual Fund performing well and Locorr Dynamic 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 Dynamic'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
TVOYX	0.79	0.01	0.02	0.09	0.89	(0.86)	1.75	(1.39)	4.44
SCYVX	0.82	0.00	0.01	0.09	1.06	(0.88)	2.27	(1.91)	4.47
VYRDX	0.79	(0.04)	(0.02)	0.05	0.99	(0.84)	1.62	(1.45)	4.13
DRSVX	0.77	(0.05)	(0.03)	0.04	0.97	(0.86)	1.80	(1.43)	4.19
MAVKX	0.79	0.00	0.01	0.08	0.89	(0.87)	1.75	(1.40)	6.00
ANTMX	0.73	0.00	(0.01)	0.08	0.90	(0.75)	1.40	(1.60)	3.31
BOSVX	1.00	0.16	0.14	0.24	0.80	(1.17)	2.20	(1.44)	8.85
HSCVX	0.70	0.05	(0.01)	0.23	0.80	(0.78)	1.51	(1.31)	3.86

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