LOCORR DYNAMIC Correlations

LEQCX Fund

USD 9.77 -0.01 -0.10%

Current 90-days correlation between Locorr Dynamic Equity and Acadian Emerging Markets is 0.24 (i.e., Modest diversification).The correlation of LOCORR DYNAMIC is a statistical measure of how it moves in relation to other instruments. The correlation coefficient ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5.

LOCORR DYNAMIC vs Market Correlation

Poor diversification

Across the chosen horizon, LEQCX and DJI show a correlation of 0.6 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.

Use Correlation Analysis to better understand diversified portfolio construction. Additional portfolio transparency improves capital positioning. This includes a position in Locorr Dynamic Equity across the 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 services.

Moving together with LOCORR Mutual Fund

0.61	LHEAX	Locorr Hedged Core	Pair Corr
0.61	LHEIX	Locorr Hedged Core	Pair Corr
0.8	LOTCX	Locorr Market Trend	Pair Corr
0.79	LOTAX	Locorr Market Trend	Pair Corr
0.8	LOTIX	Locorr Market Trend	Pair Corr
0.87	LSAAX	Locorr Strategic	Pair Corr
0.89	LSAIX	Locorr Strategic	Pair Corr
0.81	LSPCX	Locorr Spectrum Income	Pair Corr
0.82	LSPAX	Locorr Spectrum Income	Pair Corr
0.81	LSPIX	Locorr Spectrum Income	Pair Corr
1.0	LEQAX	Locorr Dynamic Equity	Pair Corr
0.97	LEQIX	Locorr Dynamic Equity	Pair Corr
0.76	LFMCX	Locorr Macro Strategies	Pair Corr
0.76	LFMAX	Locorr Macro Strategies	Pair Corr
0.76	LFMIX	Locorr Macro Strategies	Pair Corr
0.62	PWLIX	PIMCO Rae Worldwide	Pair Corr
0.75	SMPIX	SEMICONDUCTOR ULTRASECTOR	Pair Corr
0.75	SMPSX	SEMICONDUCTOR ULTRASECTOR	Pair Corr
0.76	EKWYX	Wells Fargo Advantage	Pair Corr
0.82	FELIX	Fidelity Advisor	Pair Corr
0.63	MLPNX	Oppenheimer Steelpath Mlp	Pair Corr
0.63	OSPPX	Oppenheimer Steelpath Mlp	Pair Corr
0.61	MLPLX	Oppenheimer Steelpath Mlp	Pair Corr
0.63	SPMPX	Invesco Steelpath Mlp	Pair Corr
0.8	FELAX	Fidelity Advisor	Pair Corr
0.78	PMPIX	Precious Metals	Pair Corr
0.81	MMBMX	Bny Mellon Massachusetts	Pair Corr

Moving against LOCORR Mutual Fund

0.33

NLSCX

Neuberger Berman Long

Pair Corr

Related Correlations Analysis

	DODEX	IJPTX	REMVX	EGLNX	PCEMX	CRSOX	ARCNX	AEMGX
DODEX		0.99	1.0	0.82	0.99	0.75	0.79	0.99	DODEX
IJPTX	0.99		0.99	0.8	0.99	0.76	0.81	0.99	IJPTX
REMVX	1.0	0.99		0.81	0.99	0.73	0.77	0.99	REMVX
EGLNX	0.82	0.8	0.81		0.79	0.87	0.81	0.78	EGLNX
PCEMX	0.99	0.99	0.99	0.79		0.75	0.8	0.99	PCEMX
CRSOX	0.75	0.76	0.73	0.87	0.75		0.98	0.73	CRSOX
ARCNX	0.79	0.81	0.77	0.81	0.8	0.98		0.79	ARCNX
AEMGX	0.99	0.99	0.99	0.78	0.99	0.73	0.79		AEMGX
	DODEX	IJPTX	REMVX	EGLNX	PCEMX	CRSOX	ARCNX	AEMGX

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
DODEX	0.70	0.16	0.15	0.27	0.90	-0.74	1.57	-1.21	5.88
IJPTX	0.83	0.19	0.14	0.20	1.09	-0.90	1.97	-1.37	7.33
REMVX	0.79	0.21	0.17	0.26	1.04	-0.94	1.77	-1.28	7.49
EGLNX	0.69	0.28	0.40	-34.98	0.27	-0.85	1.52	-0.98	3.05
PCEMX	0.78	0.20	0.14	0.53	1.26	-0.81	1.69	-1.72	8.08
CRSOX	1.01	0.25	0.18	-5.12	1.24	-1.11	2.10	-1.88	6.98
ARCNX	0.94	0.26	0.17	1.36	1.26	-1.00	2.23	-1.74	7.10
AEMGX	0.86	0.21	0.17	0.25	1.06	-0.96	2.05	-1.16	8.97

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