Locorr Dynamic Correlations

LEQIX Fund

USD 11.40 0.07 0.62%

The current 90-days correlation between Locorr Dynamic Equity and American High Income Municipal is -0.05 (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.

Check out Correlation Analysis to better understand how to build diversified portfolios. 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

0.69

LEQCX

Locorr Dynamic Equity

Pair Corr

Moving against Locorr Mutual Fund

0.5	ASLAX	Ab Select Longshort	Pair Corr
0.49	QLERX	Aqr Long Short	Pair Corr
0.47	QLEIX	Aqr Long Short	Pair Corr
0.37	DIAMX	Diamond Hill Long	Pair Corr
0.37	VFIAX	Vanguard 500 Index	Pair Corr
0.36	VSMPX	Vanguard Total Stock	Pair Corr
0.32	VTSMX	Vanguard Total Stock	Pair Corr
0.7	RDWHX	American Funds Developing	Pair Corr
0.63	VTIAX	Vanguard Total Inter	Pair Corr
0.61	CGFFX	Growth Fund	Pair Corr
0.59	MEGBX	Mfs Growth Fund	Pair Corr
0.53	MCDVX	Blackrock Equity Dividend	Pair Corr
0.46	SMGAX	Saat Servative Strategy	Pair Corr
0.44	FORIX	Franklin Oregon Tax	Pair Corr
0.43	CQTRX	Columbia Thermostat	Pair Corr
0.37	VFFSX	Vanguard 500 Index	Pair Corr
0.35	VFINX	Vanguard 500 Index	Pair Corr
0.35	WIAEX	Wasatch Small Cap	Pair Corr
0.32	SSAQX	State Street Core	Pair Corr
0.63	GEMNX	Gmo Emerging Markets	Pair Corr
0.6	RPXFX	Riverpark Large Growth	Pair Corr
0.56	GTCIX	International Portfolio	Pair Corr
0.54	VQSRX	Virtus Kar Small	Pair Corr

Related Correlations Analysis

	AMHIX	ATOAX	JHSFX	PCMNX	PBCAX	LOISX	PRFHX	SMAAX
AMHIX		0.64	0.89	0.91	0.89	0.95	0.92	0.89	AMHIX
ATOAX	0.64		0.83	0.7	0.84	0.76	0.46	0.71	ATOAX
JHSFX	0.89	0.83		0.89	0.95	0.94	0.77	0.92	JHSFX
PCMNX	0.91	0.7	0.89		0.9	0.94	0.86	0.96	PCMNX
PBCAX	0.89	0.84	0.95	0.9		0.97	0.81	0.9	PBCAX
LOISX	0.95	0.76	0.94	0.94	0.97		0.87	0.93	LOISX
PRFHX	0.92	0.46	0.77	0.86	0.81	0.87		0.79	PRFHX
SMAAX	0.89	0.71	0.92	0.96	0.9	0.93	0.79		SMAAX
	AMHIX	ATOAX	JHSFX	PCMNX	PBCAX	LOISX	PRFHX	SMAAX

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	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
AMHIX	0.08	0.02	(0.53)	(1.96)	(0.13)	0.20	(0.13)	0.59
ATOAX	0.01	0.00	0.00	0.46	0.00	0.00	0.00	0.20
JHSFX	0.05	0.01	(0.66)	(0.91)	(0.13)	0.10	(0.10)	0.49
PCMNX	0.06	0.02	(0.52)	20.03	(0.10)	0.16	(0.08)	0.33
PBCAX	0.06	0.00	(0.66)	0.00	(0.15)	0.20	(0.10)	0.40
LOISX	0.07	0.02	(0.50)	2.65	(0.13)	0.20	(0.10)	0.49
PRFHX	0.09	0.02	(0.39)	6.99	(0.14)	0.27	(0.09)	0.81
SMAAX	0.07	0.02	(0.66)	2.27	(0.13)	0.19	(0.10)	0.29

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Locorr Dynamic Correlations

Moving together with Locorr Mutual Fund

Moving against Locorr Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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