Locorr Spectrum Income Fund Volatility
| LSPIX Fund | USD 5.46 -0.10 -1.80% |
Recent trading patterns suggest Locorr Spectrum Income maintains a very low volatility profile. Locorr Spectrum Income is showing a Sharpe Ratio (Efficiency) of 0.068, showing reward per unit of risk over the last 3 months. The current setup includes 26 technical indicators relevant to risk behavior.
Sharpe Ratio = 0.068
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | LSPIX |
Locorr Spectrum Income posted a Market Risk Adjusted Performance of 0.1%, a Risk of 0.66, and a Risk Adjusted Performance of 0.1% for the reported period. Moving average data indicates LOCORR SPECTRUM is positioned near 5% of its recent return envelope. Risk-adjusted contribution varies depending on portfolio structure.
Key indicators related to LOCORR SPECTRUM's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for LOCORR SPECTRUM draws on both historical price data and forward-looking implied volatility from the options market. Together these measures provide a comprehensive view of LOCORR SPECTRUM's risk profile.
LOCORR |
Volatility Strategy
Observed trading dispersion in Locorr Spectrum Income can affect long-term allocation structure. Current statistical measures show total volatility near 0.66% with a beta coefficient of 0.42, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.068, evaluates return per unit of total risk. An alpha value of 0.0755 reflects performance relative to systematic market exposure. Expected return estimates near 0.0447% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to LOCORR SPECTRUM's market risk premium analysis include:
Beta 0.42 | Alpha 0.0755 | Risk 0.66 | Sharpe Ratio 0.068 | Expected Return 0.0447 |
Moving together with LOCORR Mutual Fund
| 0.65 | LHEAX | Locorr Hedged Core | PairCorr |
| 0.76 | LOTCX | Locorr Market Trend | PairCorr |
| 0.74 | LOTAX | Locorr Market Trend | PairCorr |
| 0.76 | LOTIX | Locorr Market Trend | PairCorr |
| 0.86 | LSAAX | Locorr Strategic | PairCorr |
| 0.86 | LSAIX | Locorr Strategic | PairCorr |
| 0.97 | LSPAX | Locorr Spectrum Income | PairCorr |
| 0.76 | LEQCX | Locorr Dynamic Equity | PairCorr |
| 0.76 | LEQIX | Locorr Dynamic Equity | PairCorr |
| 0.73 | LFMAX | Locorr Macro Strategies | PairCorr |
| 0.73 | LFMIX | Locorr Macro Strategies | PairCorr |
| 0.65 | TESRX | Franklin Mutual Shares | PairCorr |
| 0.65 | FMSHX | Franklin Mutual Shares | PairCorr |
| 0.94 | BRUFX | Bruce Fund Bruce | PairCorr |
Sensitivity To Market
LOCORR SPECTRUM systematic risk exposure is reflected in a beta value of 0.42. Beta is derived from regression analysis comparing asset and benchmark returns. Measured volatility currently stands near 0.66%.Over the current lookback period, Locorr Spectrum Income shows a very low volatility profile, using downside deviation (0.81%) as a primary reference. Funds with more equity exposure typically show higher volatility than more bond-heavy funds.
3 Months Beta |Analyze Locorr Spectrum Income Demand TrendCheck current 90 days LOCORR SPECTRUM correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for LOCORR expresses the daily price volatility over a selected time horizon as a spread around the mean. High values indicate volatile instruments; low values indicate stable ones.
Standard Deviation | 0.66 |
For LOCORR SPECTRUM investors, the distinction between upside and downside risk matters. Standard deviation measures total volatility including favorable moves, while downside deviation and semi-deviation isolate the loss risk in LOCORR SPECTRUM's daily returns. Locorr Spectrum Income posted a Downside Deviation of 0.81, a Downside Variance of 0.66, and a Maximum Drawdown of 3.06 for the reported period.
Mutual Fund Volatility Analysis
Volatility describes the degree to which LOCORR SPECTRUM mutual fund price fluctuates in either direction. Highly volatile mutual funds like LOCORR SPECTRUM can offer significant profit opportunities, but also come with heightened risk.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Locorr Spectrum Income Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon LOCORR SPECTRUM has a beta of 0.4196 . This indicates as returns on the market go up, LOCORR SPECTRUM's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Locorr Spectrum Income is expected to be smaller as well.Systematic risk links LOCORR SPECTRUM to overall mutual fund market cycles, while unsystematic risk stems from company or sector-specific developments. Diversification addresses the latter, but macro sensitivity persists. Beta measures relative responsiveness. Locorr Spectrum Income posted a Downside Deviation of 0.81, a Mean Deviation of 0.52, and a Semi Deviation of 0.68 for the reported period.
Predicted Return Density |
| Returns |
What Drives LOCORR SPECTRUM's Price Volatility?
Several factors can influence LOCORR SPECTRUM's market volatility:Industry Dynamics
Sector-level events can directly affect LOCORR SPECTRUM's price stability. Regulatory changes, supply disruptions, or shifts in demand within LOCORR SPECTRUM's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like LOCORR SPECTRUM.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for LOCORR SPECTRUM's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward LOCORR SPECTRUM. During periods of economic expansion, LOCORR SPECTRUM's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.LOCORR SPECTRUM's Company-Specific Factors
Volatility can also stem from events unique to LOCORR SPECTRUM. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in LOCORR SPECTRUM's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on LOCORR SPECTRUM's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of LOCORR SPECTRUM is 1470.0. The daily returns are distributed with a variance of 0.43 and standard deviation of 0.66. The mean deviation of Locorr Spectrum Income is currently at 0.53. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.08 | |
β | Beta against Dow Jones | 0.42 | |
σ | Overall volatility | 0.66 | |
Ir | Information ratio | 0.21 |
Mutual Fund Return Volatility
LOCORR SPECTRUM historical daily return volatility represents how much of LOCORR SPECTRUM fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 0.6573% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8248% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
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
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Risk-Adjusted Indicators
There is a big difference between LOCORR Mutual Fund performing well and LOCORR SPECTRUM Mutual Fund doing well as a business compared to the competition. Risk-adjusted metrics allow investors to compare LOCORR SPECTRUM's efficiency and downside exposure against peers in a more meaningful way. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| HRCAX | 0.80 | -0.07 | 0.00 | -0.19 | 0.00 | 1.29 | 4.25 | |||
| RHSAX | 1.50 | -0.10 | 0.00 | 0.21 | 0.00 | 3.13 | 16.26 | |||
| VEIPX | 0.51 | 0.04 | 0.00 | -0.05 | 0.00 | 1.05 | 3.47 | |||
| LMUSX | 0.67 | 0.05 | 0.00 | -0.03 | 0.00 | 1.06 | 4.94 | |||
| OWLSX | 0.57 | 0.00 | 0.00 | -0.10 | 0.00 | 0.87 | 3.52 | |||
| MSTSX | 0.69 | 0.19 | 0.21 | 0.12 | 0.73 | 1.01 | 12.58 | |||
| EGFFX | 1.63 | -0.67 | 0.00 | -1.00 | 0.00 | 1.52 | 36.83 | |||
| GMLGX | 0.58 | -0.01 | 0.00 | -0.11 | 0.00 | 0.89 | 3.74 |
Risk Metrics, Assumptions & Methodology
Volatility for LOCORR SPECTRUM reflects NAV dispersion and exposure stability across disclosure periods. Range expansion increases sensitivity to market stress conditions.
Inputs for Locorr Spectrum Income come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsLOCORR SPECTRUM Investment Opportunity
Dow Jones Industrial is about 1.24 times more volatile than Locorr Spectrum Income based on recent return behavior. Used properly, this comparison helps frame whether the extra volatility in the peer is being compensated by stronger return potential.You can use Locorr Spectrum Income to protect your portfolios against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It is most useful when combined with broader risk controls and position-sizing discipline. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of LOCORR SPECTRUM to be traded at $5.3 in 90 days.Modest diversification
Across the chosen horizon, LSPIX and DJI show a correlation of 0.24 and fall into the Modest diversification bucket. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
LOCORR SPECTRUM Additional Risk Indicators
Secondary risk indicators for Locorr Spectrum Income can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.0526 | |||
| Market Risk Adjusted Performance | 0.0917 | |||
| Mean Deviation | 0.5169 | |||
| Semi Deviation | 0.6778 | |||
| Downside Deviation | 0.8117 | |||
| Coefficient Of Variation | 1456.45 | |||
| Standard Deviation | 0.6448 |
LOCORR SPECTRUM Suggested Diversification Pairs
Using LOCORR SPECTRUM in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against LOCORR SPECTRUM as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. LOCORR SPECTRUM's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, LOCORR SPECTRUM's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Locorr Spectrum Income.