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LFMIX: LOCORR MACRO STRATEGIES FUND CLASS I (MUTUAL FUND)
Basic Info 7.67 0(0.0%) May 09
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: | (45%) |
| Start Date: | 06/20/2011 |
| Last Dividend Date: | 12/10/2024 |
| 12-Mo. Yield | 2.96% |
| Expenses | 1.91% |
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Performance Analytics (As of 05/09/2025)
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/20/2011 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.1 | -1.7 | -4.6 | -3.9 | 1.1 | 2.5 | 2.0 | 6.8 | -6.7 | 3.5 | 0.1 | 4.5 | 12.7 | -5.1 | 3.0 | 6.7 | 3.7 | 15.6 | -5.3 | -5.8 | -1.8 |
| Sharpe Ratio | NA | -1.15 | -1.69 | -0.73 | -0.16 | 0.08 | 0.08 | 0.04 | -1.37 | 0.12 | 0.01 | 0.54 | 1.71 | -0.66 | 0.3 | 0.73 | 0.34 | 1.82 | -0.46 | -0.61 | -0.33 |
| Draw Down(%) | NA | 5.3 | 7.3 | 21.4 | 21.4 | 21.4 | 21.4 | 6.8 | 8.8 | 17.6 | 6.6 | 9.2 | 4.4 | 10.9 | 6.6 | 8.0 | 9.4 | 3.5 | 15.4 | 7.9 | 7.1 |
| Standard Deviation(%) | NA | 6.6 | 6.5 | 11.3 | 9.9 | 9.4 | 9.6 | 6.5 | 8.0 | 17.1 | 7.3 | 7.9 | 6.6 | 9.7 | 7.7 | 8.8 | 11.0 | 8.5 | 11.5 | 9.5 | 10.0 |
| Treynor Ratio | NA | -6.52 | -1.35 | 1.49 | -12.34 | 0.19 | 0.25 | 0.01 | 3.88 | -0.13 | 0.0 | 0.47 | 4.96 | -0.41 | 0.05 | -0.73 | 1.1 | 1.04 | -0.15 | 0.35 | 0.26 |
| Alpha | NA | -0.03 | -0.04 | -0.03 | 0.0 | 0.0 | 0.0 | -0.01 | -0.04 | 0.0 | -0.03 | 0.01 | 0.04 | -0.02 | -0.03 | 0.03 | 0.02 | 0.05 | -0.06 | -0.01 | -0.01 |
| Beta | NA | 0.01 | 0.08 | -0.06 | 0.0 | 0.04 | 0.03 | 0.17 | -0.03 | -0.16 | 0.27 | 0.09 | 0.02 | 0.16 | 0.49 | -0.09 | 0.03 | 0.15 | 0.35 | -0.17 | -0.13 |
| RSquared | NA | 0.0 | 0.06 | 0.01 | 0.0 | 0.01 | 0.0 | 0.12 | 0.0 | 0.05 | 0.24 | 0.16 | 0.0 | 0.08 | 0.18 | 0.02 | 0.0 | 0.04 | 0.11 | 0.05 | 0.15 |
| Yield(%) | N/A | 0.0 | 3.0 | 2.6 | 3.6 | 3.7 | N/A | 3.2 | 2.9 | 3.1 | 4.7 | 4.7 | 5.0 | 2.9 | 5.7 | 2.0 | 3.1 | 13.1 | 0.1 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | -100.0 | 2.5 | -39.5 | -3.3 | N/A | N/A | 2.5 | -7.0 | -37.3 | 0.0 | 1.2 | 61.0 | -51.4 | 193.8 | -33.6 | -75.3 | 21340.0 | 150.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/20/2011
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