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LFMIX: LOCORR MACRO STRATEGIES FUND CLASS I (MUTUAL FUND)
Basic Info 8.07 0.01(0.12%) March 27
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (47%) |
Start Date: | 06/20/2011 |
Last Dividend Date: | 12/08/2023 |
12-Mo. Yield | 3.15% |
Expenses | 1.91% |
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Performance Analytics (As of 03/22/2024)
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(%) | 0.2 | 7.2 | 4.7 | 4.3 | 6.2 | 5.6 | 3.3 | -6.7 | 14.6 | 0.8 | 5.7 | 12.7 | -5.1 | 3.0 | 6.7 | 3.7 | 15.6 | -5.3 | -5.8 | -1.8 |
Sharpe Ratio | NA | 5.04 | 0.02 | 0.17 | 0.53 | 0.51 | 0.26 | -1.37 | 1.01 | 0.11 | 0.69 | 1.71 | -0.66 | 0.3 | 0.73 | 0.34 | 1.82 | -0.46 | -0.61 | -0.33 |
Draw Down(%) | NA | 1.0 | 8.9 | 12.3 | 12.3 | 12.3 | 19.5 | 8.8 | 8.6 | 6.5 | 9.2 | 4.4 | 10.9 | 6.6 | 8.0 | 9.4 | 3.5 | 15.4 | 7.9 | 7.1 |
Standard Deviation(%) | NA | 6.1 | 7.0 | 9.7 | 8.8 | 9.0 | 9.3 | 8.1 | 13.2 | 7.2 | 7.9 | 6.6 | 9.7 | 7.7 | 8.8 | 11.0 | 8.5 | 11.5 | 9.5 | 10.0 |
Treynor Ratio | NA | 3.65 | -0.02 | -0.26 | 1.34 | 0.99 | 0.9 | 3.51 | -0.91 | 0.03 | 0.58 | 5.02 | -0.41 | 0.05 | -0.73 | 1.1 | 1.04 | -0.15 | 0.35 | 0.26 |
Alpha | NA | 0.09 | 0.01 | 0.01 | 0.02 | 0.02 | 0.01 | -0.04 | 0.04 | -0.02 | 0.01 | 0.04 | -0.02 | -0.03 | 0.03 | 0.02 | 0.05 | -0.06 | -0.01 | -0.01 |
Beta | NA | 0.08 | -0.06 | -0.06 | 0.03 | 0.05 | 0.03 | -0.03 | -0.15 | 0.26 | 0.09 | 0.02 | 0.16 | 0.49 | -0.09 | 0.03 | 0.15 | 0.35 | -0.17 | -0.13 |
RSquared | NA | 0.02 | 0.01 | 0.01 | 0.01 | 0.01 | 0.0 | 0.0 | 0.07 | 0.24 | 0.17 | 0.0 | 0.08 | 0.18 | 0.02 | 0.0 | 0.04 | 0.11 | 0.05 | 0.15 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/20/2011
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