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LFMAX: LOCORR MACRO STRATEGIES FUND CLASS A (MUTUAL FUND)
Basic Info 8.13 0.05(0.62%) April 24
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (53%) |
Start Date: | 06/20/2011 |
Last Dividend Date: | 12/08/2023 |
12-Mo. Yield | 2.94% |
Expenses | 1.91% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/20/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.7 | 10.2 | 6.3 | 4.3 | 6.1 | 5.2 | 3.2 | -6.7 | 15.0 | -0.2 | 5.4 | 12.5 | -5.4 | 2.7 | 6.5 | 3.3 | 15.4 | -5.5 | -6.0 | -1.9 |
Sharpe Ratio | NA | 4.76 | 0.29 | 0.17 | 0.52 | 0.46 | 0.25 | -1.37 | 1.04 | -0.03 | 0.66 | 1.69 | -0.7 | 0.26 | 0.72 | 0.29 | 1.79 | -0.48 | -0.64 | -0.35 |
Draw Down(%) | NA | 1.2 | 9.0 | 12.5 | 12.5 | 12.5 | 20.0 | 8.8 | 8.5 | 6.7 | 9.3 | 4.4 | 10.9 | 6.8 | 8.2 | 9.4 | 3.5 | 15.5 | 8.1 | 7.2 |
Standard Deviation(%) | NA | 6.5 | 7.3 | 9.7 | 8.9 | 8.9 | 9.3 | 8.1 | 13.1 | 7.1 | 7.8 | 6.6 | 9.6 | 7.7 | 8.8 | 11.0 | 8.6 | 11.5 | 9.5 | 10.0 |
Treynor Ratio | NA | 5.66 | -0.34 | -0.24 | 1.37 | 0.92 | 0.92 | 3.45 | -0.95 | -0.01 | 0.55 | 5.41 | -0.45 | 0.04 | -0.72 | 1.11 | 1.1 | -0.16 | 0.37 | 0.28 |
Alpha | NA | 0.1 | 0.01 | 0.01 | 0.02 | 0.02 | 0.01 | -0.04 | 0.04 | -0.03 | 0.01 | 0.04 | -0.02 | -0.03 | 0.03 | 0.01 | 0.05 | -0.06 | -0.01 | -0.01 |
Beta | NA | 0.05 | -0.06 | -0.07 | 0.03 | 0.04 | 0.03 | -0.03 | -0.14 | 0.25 | 0.09 | 0.02 | 0.15 | 0.5 | -0.09 | 0.03 | 0.14 | 0.35 | -0.17 | -0.13 |
RSquared | NA | 0.01 | 0.01 | 0.02 | 0.01 | 0.01 | 0.0 | 0.0 | 0.07 | 0.21 | 0.17 | 0.0 | 0.07 | 0.19 | 0.02 | 0.0 | 0.03 | 0.12 | 0.05 | 0.14 |
Yield(%) | N/A | 0.0 | 2.8 | 6.6 | 6.3 | 5.7 | N/A | 2.7 | 14.3 | 4.6 | 5.6 | 4.8 | 2.6 | 5.8 | 2.1 | 2.8 | 12.9 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -81.2 | 64.8 | 19.5 | N/A | N/A | -81.2 | 200.0 | -18.7 | 26.3 | 72.7 | -57.7 | 188.9 | -25.0 | -77.1 | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/20/2011
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