LOCORR LONG/SHORT Market Risk Adjusted Performance
| LCSAX Fund | | | USD 8.68 -0.03 -0.34% |
Historical market data for Locorr Longshort Modities forms the basis of the Market Risk Adjusted Performance indicator shown here. The calculation draws on time-series market data across available periods. Diversification context is available through
Correlation Analysis. Allocation context can improve visibility into portfolio balance. Diversification context is built from the relationships between portfolio holdings. All values are presented as reference data. This captures an allocation to Locorr Longshort Modities. It is represented within the portfolio holdings. The allocation framework shapes how individual positions are weighted. 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 nation.
Locorr Longshort Modities has current Market Risk Adjusted Performance of
-0.06.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.06 | |
| ER[a] | = | Expected return on investing in LOCORR LONG/SHORT |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Locorr Longshort Modities is rated
fourth in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Other Technical Indicators