Locorr Longshort Modities Fund Market Value
| LCSCX Fund | USD 8.18 0.08 0.97% |
| Symbol | Locorr |
Locorr Long/short '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 Locorr Long/short'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 Locorr Long/short.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Locorr Long/short on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding Locorr Longshort Modities or generate 0.0% return on investment in Locorr Long/short over 90 days. Locorr Long/short is related to or competes with Aqr Long-short, Maryland Short-term, Quantitative, Ab Select, and Goldman Sachs. The fund seeks to achieve its investment objectives by allocating its assets using two principal strategies Commodities ... More
Locorr Long/short 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 Locorr Long/short'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 Locorr Longshort Modities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7789 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 4.14 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 0.8761 |
Locorr Long/short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Locorr Long/short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Locorr Long/short's standard deviation. In reality, there are many statistical measures that can use Locorr Long/short historical prices to predict the future Locorr Long/short's volatility.| Risk Adjusted Performance | 0.0263 | |||
| Jensen Alpha | 0.0095 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | 0.3787 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Locorr Long/short's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Locorr Long/short February 10, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0263 | |||
| Market Risk Adjusted Performance | 0.3887 | |||
| Mean Deviation | 0.4192 | |||
| Semi Deviation | 0.6277 | |||
| Downside Deviation | 0.7789 | |||
| Coefficient Of Variation | 2724.11 | |||
| Standard Deviation | 0.6087 | |||
| Variance | 0.3705 | |||
| Information Ratio | (0.12) | |||
| Jensen Alpha | 0.0095 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | 0.3787 | |||
| Maximum Drawdown | 4.14 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 0.8761 | |||
| Downside Variance | 0.6067 | |||
| Semi Variance | 0.394 | |||
| Expected Short fall | (0.44) | |||
| Skewness | (0.85) | |||
| Kurtosis | 3.96 |
Locorr Longshort Modities Backtested Returns
At this stage we consider Locorr Mutual Fund to be very steady. Locorr Longshort Modities has Sharpe Ratio of 0.0386, which conveys that the entity had a 0.0386 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Locorr Long/short, which you can use to evaluate the volatility of the fund. Please verify Locorr Long/short's Mean Deviation of 0.4192, risk adjusted performance of 0.0263, and Downside Deviation of 0.7789 to check out if the risk estimate we provide is consistent with the expected return of 0.0246%. The fund secures a Beta (Market Risk) of 0.0326, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Locorr Long/short's returns are expected to increase less than the market. However, during the bear market, the loss of holding Locorr Long/short is expected to be smaller as well.
Auto-correlation | 0.72 |
Good predictability
Locorr Longshort Modities has good predictability. Overlapping area represents the amount of predictability between Locorr Long/short time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Locorr Longshort Modities price movement. The serial correlation of 0.72 indicates that around 72.0% of current Locorr Long/short price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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.Other Information on Investing in Locorr Mutual Fund
Locorr Long/short financial ratios help investors to determine whether Locorr 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 Locorr with respect to the benefits of owning Locorr Long/short security.
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments |