LKCM FIXED Correlations

LKFIX Fund

USD 10.60 -0.03 -0.28%

Rolling correlation with major benchmarks shows how the stock's diversification benefit shifts over time. Current 90-days correlation between Lkcm Fixed Income and Credit Suisse Floating is 0.08 (i.e., Very good diversification).

LKCM FIXED vs Market Correlation

Weak diversification

For the present investment horizon, the measured correlation between LKCM FIXED and Dow Jones stands at 0.44, or Weak diversification. A 0.44 reading means LKCM FIXED and Dow Jones have partial price overlap, offering some diversification benefit.

Correlation Analysis provides a view into diversified allocation design. This information is provided for contextual purposes. Including Lkcm Fixed Income in a portfolio enables allocation and risk analysis. The sizing of each position reflects the chosen allocation strategy. Broader economic conditions can influence Lkcm Fixed Income's mutual fund valuation — related indicators include signals in gross domestic product.

Moving together with LKCM Mutual Fund

0.96	VICSX	VANGUARD INTERMEDIATE-TER	Pair Corr
0.96	VFICX	VANGUARD INTERMEDIATE-TER	Pair Corr
0.96	VFIDX	VANGUARD INTERMEDIATE-TER	Pair Corr
0.96	VICBX	VANGUARD INTERMEDIATE-TER	Pair Corr
0.89	PBDAX	Investment Grade Porate	Pair Corr
0.89	PBDCX	Investment Grade Porate	Pair Corr
0.92	PCNNX	PIMCO Investment Grade	Pair Corr
0.92	PBDPX	PIMCO Investment Grade	Pair Corr
0.92	PIGIX	Investment Grade Porate	Pair Corr
0.92	PGCAX	Investment Grade Porate	Pair Corr
0.79	ABCRX	American Beacon	Pair Corr
0.75	BRKBX	Mfs Blended Research	Pair Corr
0.64	FHKAX	Fidelity China Region	Pair Corr
0.65	PQTCX	PIMCO Trends Managed	Pair Corr
0.75	MDFSX	Disciplined Value Series	Pair Corr
0.67	JAKUX	Jhancock Disciplined	Pair Corr
0.7	FPBFX	Fidelity Pacific Basin	Pair Corr
0.65	JLEEX	Retirement Living Through	Pair Corr
0.79	HOTIX	Holbrook Total Return	Pair Corr
0.77	FNCFX	Franklin Income	Pair Corr
0.75	HERRX	Hartford Emerging Markets	Pair Corr
0.66	ROFIX	Royce Opportunity	Pair Corr
0.72	IEQAX	Icon Equity Income	Pair Corr

Related Correlations Analysis

	PRFHX	MAANX	PARCX	AGDAX	CBSYX	JQLAX	TWSAX	CSHIX
PRFHX		0.66	0.72	0.66	0.87	0.74	0.61	-0.56	PRFHX
MAANX	0.66		0.94	0.87	0.88	0.66	0.99	-0.25	MAANX
PARCX	0.72	0.94		0.85	0.91	0.77	0.93	-0.25	PARCX
AGDAX	0.66	0.87	0.85		0.78	0.75	0.87	-0.1	AGDAX
CBSYX	0.87	0.88	0.91	0.78		0.73	0.86	-0.51	CBSYX
JQLAX	0.74	0.66	0.77	0.75	0.73		0.65	-0.07	JQLAX
TWSAX	0.61	0.99	0.93	0.87	0.86	0.65		-0.18	TWSAX
CSHIX	-0.56	-0.25	-0.25	-0.1	-0.51	-0.07	-0.18		CSHIX
	PRFHX	MAANX	PARCX	AGDAX	CBSYX	JQLAX	TWSAX	CSHIX

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

TWSAX	+ 0.99	MAANX
PARCX	+ 0.94	MAANX
TWSAX	+ 0.93	PARCX
CBSYX	+ 0.91	PARCX
CBSYX	+ 0.88	MAANX
CBSYX	+ 0.87	PRFHX

High negative correlations

CSHIX	- 0.56	PRFHX
CSHIX	- 0.51	CBSYX
CSHIX	- 0.25	PARCX
CSHIX	- 0.25	MAANX
CSHIX	- 0.18	TWSAX
CSHIX	- 0.1	AGDAX

Risk-Adjusted Indicators

Strong recent returns in LKCM Mutual Fund do not always mean LKCM FIXED Mutual Fund is outperforming peers on business quality. Without risk-adjusted context, investors may overweight short-term returns and underweight the volatility required to achieve them. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
PRFHX	0.13	0.00	0.17	-0.11	0.20	-0.17	0.27	-0.36	1.27
MAANX	0.54	0.04	0.07	-0.01	0.76	-0.57	1.02	-1.46	3.91
PARCX	0.48	0.09	0.16	0.08	0.57	-0.49	0.88	-1.11	5.51
AGDAX	0.11	-0.01	0.00	5.93	0.00	0.00	0.29	-0.29	1.01
CBSYX	0.43	0.03	0.09	0.00	0.64	-0.42	0.69	-1.04	2.81
JQLAX	0.93	0.30	0.29	0.27	0.76	-1.13	1.37	-1.58	18.12
TWSAX	0.54	0.03	0.00	-0.02	0.00	0.00	1.16	-1.37	3.51
CSHIX	0.09	-0.01	0.30	0.43	0.08	-0.25	0.17	-0.17	1.00

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