Locorr Strategic Correlations

LSAIX Fund

10.62 0.07 0.66%

The current 90-days correlation between Locorr Strategic All and Locorr Spectrum Income is 0.04 (i.e., Significant diversification). The correlation of Locorr Strategic 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 Strategic Correlation With Market

Very poor diversification

The correlation between Locorr Strategic Allocation and DJI is 0.85 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Locorr Strategic Allocation 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 Strategic Allocation. 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

0.81	LHEAX	Locorr Hedged Core	Pair Corr
0.81	LHEIX	Locorr Hedged Core	Pair Corr
0.66	LOTCX	Locorr Market Trend	Pair Corr
0.69	LOTAX	Locorr Market Trend	Pair Corr
0.93	LOTIX	Locorr Market Trend	Pair Corr
0.94	LSAAX	Locorr Strategic All	Pair Corr
0.9	LSPCX	Locorr Spectrum Income	Pair Corr
0.9	LSPAX	Locorr Spectrum Income	Pair Corr
0.89	LSPIX	Locorr Spectrum Income	Pair Corr
0.86	LEQCX	Locorr Dynamic Equity	Pair Corr
0.88	LEQAX	Locorr Dynamic Equity	Pair Corr
0.88	LEQIX	Locorr Dynamic Equity	Pair Corr
0.91	LFMCX	Locorr Macro Strategies	Pair Corr
0.92	LFMAX	Locorr Macro Strategies	Pair Corr
0.92	LFMIX	Locorr Macro Strategies	Pair Corr
0.76	BMBCX	Blackrock Alternative	Pair Corr
0.77	BKMBX	Blackrock Systematic	Pair Corr
0.91	BXMYX	Blackstone Alternative	Pair Corr
0.95	GARTX	Goldman Sachs Absolute	Pair Corr
0.91	GCRTX	Goldman Sachs Absolute	Pair Corr
0.93	BXMIX	Blackstone Alternative	Pair Corr
0.88	BXMDX	Blackstone Alternative	Pair Corr
0.81	PDI	Pimco Dynamic Income	Pair Corr
0.91	DPLTX	Dreyfus High Yield	Pair Corr
0.69	CTRIX	Calamos Total Return	Pair Corr

Moving against Locorr Mutual Fund

0.84	UIPIX	Ultrashort Mid Cap	Pair Corr
0.41	USPSX	Profunds Ultrashort	Pair Corr
0.39	USPIX	Profunds Ultrashort	Pair Corr

Related Correlations Analysis

	LHEAX	LHEIX	LOTCX	LOTAX	LOTIX	LSAAX	LSAIX	LSPCX	LSPAX	LSPIX
LHEAX		1.0	0.63	0.68	0.87	0.77	0.81	0.87	0.87	0.84	LHEAX
LHEIX	1.0		0.63	0.68	0.88	0.77	0.81	0.87	0.87	0.84	LHEIX
LOTCX	0.63	0.63		0.91	0.73	0.64	0.66	0.66	0.65	0.65	LOTCX
LOTAX	0.68	0.68	0.91		0.78	0.66	0.69	0.7	0.7	0.7	LOTAX
LOTIX	0.87	0.88	0.73	0.78		0.95	0.93	0.94	0.94	0.96	LOTIX
LSAAX	0.77	0.77	0.64	0.66	0.95		0.94	0.87	0.86	0.9	LSAAX
LSAIX	0.81	0.81	0.66	0.69	0.93	0.94		0.9	0.9	0.89	LSAIX
LSPCX	0.87	0.87	0.66	0.7	0.94	0.87	0.9		1.0	0.98	LSPCX
LSPAX	0.87	0.87	0.65	0.7	0.94	0.86	0.9	1.0		0.98	LSPAX
LSPIX	0.84	0.84	0.65	0.7	0.96	0.9	0.89	0.98	0.98		LSPIX
	LHEAX	LHEIX	LOTCX	LOTAX	LOTIX	LSAAX	LSAIX	LSPCX	LSPAX	LSPIX

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Risk-Adjusted Indicators

There is a big difference between Locorr Mutual Fund performing well and Locorr Strategic 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 Strategic'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	0.33	0.03	(0.01)	(0.46)	0.42	(0.37)	0.72	(0.63)	2.56
LHEIX	0.33	0.03	(0.01)	(0.45)	0.39	(0.40)	0.72	(0.72)	2.56
LOTCX	0.73	0.16	0.14	0.39	0.81	(0.77)	1.55	(1.19)	4.19
LOTAX	0.71	0.16	0.12	(2.03)	0.80	(0.74)	1.60	(1.55)	4.17
LOTIX	0.71	0.09	0.05	(0.97)	0.84	(0.73)	1.39	(1.18)	4.25
LSAAX	0.45	0.03	(0.02)	(0.47)	0.58	(0.47)	0.86	(1.13)	2.85
LSAIX	0.47	0.03	(0.01)	4.39	0.62	(0.46)	0.86	(1.12)	2.95
LSPCX	0.48	0.13	0.13	(6.81)	0.50	(0.55)	0.92	(0.91)	3.18
LSPAX	0.45	0.13	0.13	(4.37)	0.47	(0.52)	0.93	(0.86)	3.07
LSPIX	0.47	0.12	0.11	(1.57)	0.48	(0.54)	0.95	(0.87)	3.04

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