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LCSIX: LOCORR LONG/SHORT COMMODITIES STRATEGY FUND CLASS I (MUTUAL FUND)
Basic Info 9.88 0.06(0.60%) April 17
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (57%) |
Start Date: | 02/29/2012 |
Last Dividend Date: | 12/08/2023 |
12-Mo. Yield | 1.88% |
Expenses | 2.18% |
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Performance Analytics (As of 04/12/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 02/29/2012 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.8 | 1.2 | -1.0 | 5.2 | 4.5 | 7.2 | 4.6 | -3.1 | 6.2 | 14.7 | 9.9 | -6.0 | 15.2 | 6.2 | -2.7 | 22.6 | 22.4 | -8.1 | -15.0 |
Sharpe Ratio | NA | 0.85 | -1.17 | 0.66 | 0.5 | 0.84 | 0.5 | -1.84 | 0.84 | 2.88 | 1.17 | -1.22 | 1.63 | 0.63 | -0.37 | 2.01 | 2.7 | -1.16 | -2.21 |
Draw Down(%) | NA | 1.6 | 4.0 | 5.6 | 9.5 | 14.9 | 25.1 | 5.5 | 4.3 | 3.3 | 8.9 | 9.5 | 5.2 | 7.5 | 9.9 | 8.8 | 6.2 | 10.1 | 16.1 |
Standard Deviation(%) | NA | 4.0 | 3.9 | 5.0 | 5.9 | 7.5 | 7.6 | 4.0 | 5.8 | 5.1 | 8.2 | 6.1 | 8.5 | 8.8 | 7.7 | 11.2 | 8.3 | 7.0 | 8.0 |
Treynor Ratio | NA | 1.69 | -1.96 | 1.54 | -0.97 | -1.52 | -0.77 | -5.32 | 2.14 | 3.94 | -1.38 | 0.64 | 3.79 | -2.51 | 0.22 | -1.37 | 16.85 | 1.21 | 0.92 |
Alpha | NA | 0.01 | -0.02 | 0.01 | 0.01 | 0.03 | 0.02 | -0.03 | 0.02 | 0.05 | 0.04 | -0.02 | 0.05 | 0.02 | 0.0 | 0.08 | 0.08 | -0.03 | -0.07 |
Beta | NA | 0.02 | 0.02 | 0.02 | -0.03 | -0.04 | -0.05 | 0.01 | 0.02 | 0.04 | -0.07 | -0.12 | 0.04 | -0.02 | -0.13 | -0.17 | 0.01 | -0.07 | -0.19 |
RSquared | NA | 0.0 | 0.0 | 0.01 | 0.01 | 0.01 | 0.01 | 0.0 | 0.01 | 0.01 | 0.08 | 0.06 | 0.01 | 0.0 | 0.05 | 0.05 | 0.0 | 0.01 | 0.1 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/29/2012
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