Locorr Strategic Allocation Fund Market Value
| LSAAX Fund | 9.67 0.01 0.10% |
| Symbol | Locorr |
Locorr Strategic '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 Strategic'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 Strategic.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Locorr Strategic on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Locorr Strategic Allocation or generate 0.0% return on investment in Locorr Strategic over 90 days.
Locorr Strategic 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 Strategic'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 Strategic Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4216 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 2.49 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 0.7463 |
Locorr Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Locorr Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Locorr Strategic's standard deviation. In reality, there are many statistical measures that can use Locorr Strategic historical prices to predict the future Locorr Strategic's volatility.| Risk Adjusted Performance | 0.2866 | |||
| Jensen Alpha | 0.0858 | |||
| Total Risk Alpha | 0.0662 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.4133 |
Locorr Strategic All Backtested Returns
At this stage we consider Locorr Mutual Fund to be very steady. Locorr Strategic All has Sharpe Ratio of 0.32, which conveys that the entity had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Locorr Strategic, which you can use to evaluate the volatility of the fund. Please verify Locorr Strategic's Coefficient Of Variation of 312.78, risk adjusted performance of 0.2866, and Mean Deviation of 0.3086 to check out if the risk estimate we provide is consistent with the expected return of 0.13%. The fund secures a Beta (Market Risk) of 0.3, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Locorr Strategic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Locorr Strategic is expected to be smaller as well.
Auto-correlation | 0.84 |
Very good predictability
Locorr Strategic Allocation has very good predictability. Overlapping area represents the amount of predictability between Locorr Strategic time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Locorr Strategic All price movement. The serial correlation of 0.84 indicates that around 84.0% of current Locorr Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Locorr Strategic All lagged returns against current returns
Autocorrelation, which is Locorr Strategic 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 Locorr Strategic's mutual fund expected returns. We can calculate the autocorrelation of Locorr Strategic returns to help us make a trade decision. For example, suppose you find that Locorr Strategic 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 |
Locorr Strategic 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 Locorr Strategic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Locorr Strategic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Locorr Strategic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Locorr Strategic Lagged Returns
When evaluating Locorr Strategic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Locorr Strategic mutual fund have on its future price. Locorr Strategic 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, Locorr Strategic autocorrelation shows the relationship between Locorr Strategic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Locorr Strategic Allocation.
Regressed Prices |
| Timeline |
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