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LOTIX: LOCORR MARKET TREND FUND CLASS I (MUTUAL FUND)
Basic Info 10.21 0.02(0.20%) July 01
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: | (3%) |
| Start Date: | 07/01/2014 |
| Last Dividend Date: | 12/10/2024 |
| 12-Mo. Yield | 4.96% |
| Expenses | 1.78% |
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Performance Analytics (As of 06/27/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/01/2014 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 2.0 | -6.8 | -14.6 | -9.3 | 2.7 | -0.2 | 2.4 | 5.8 | -10.9 | 14.5 | 1.0 | 4.8 | 18.5 | -13.4 | 3.8 | -9.5 | 6.0 | 18.9 |
| Sharpe Ratio | NA | -1.84 | -1.37 | -0.86 | 0.04 | -0.12 | 0.07 | -0.06 | -1.11 | 0.72 | 0.07 | 0.31 | 1.36 | -1.02 | 0.22 | -0.76 | 0.49 | 3.88 |
| Draw Down(%) | NA | 11.5 | 20.0 | 31.0 | 31.4 | 31.4 | 31.4 | 17.6 | 16.3 | 21.6 | 9.5 | 17.2 | 9.1 | 19.3 | 9.8 | 17.4 | 10.0 | 5.1 |
| Standard Deviation(%) | NA | 9.4 | 13.1 | 14.8 | 14.5 | 14.2 | 14.0 | 13.6 | 13.8 | 18.4 | 14.6 | 14.7 | 12.6 | 14.6 | 14.9 | 12.7 | 12.2 | 10.5 |
| Treynor Ratio | NA | -3.7 | -0.82 | -1.49 | 0.05 | -0.16 | 0.09 | -0.01 | -1.58 | -0.81 | 0.02 | 0.32 | 2.59 | -0.69 | 0.05 | 0.49 | 1.91 | 1.17 |
| Alpha | NA | -0.07 | -0.08 | -0.05 | 0.0 | -0.01 | 0.0 | -0.04 | -0.07 | 0.04 | -0.05 | 0.01 | 0.06 | -0.05 | -0.04 | -0.03 | 0.03 | 0.12 |
| Beta | NA | 0.05 | 0.22 | 0.09 | 0.11 | 0.1 | 0.11 | 0.58 | 0.1 | -0.16 | 0.6 | 0.14 | 0.07 | 0.22 | 0.68 | -0.2 | 0.03 | 0.35 |
| RSquared | NA | 0.02 | 0.11 | 0.01 | 0.02 | 0.02 | 0.02 | 0.29 | 0.01 | 0.05 | 0.29 | 0.11 | 0.0 | 0.06 | 0.09 | 0.04 | 0.0 | 0.16 |
| Yield(%) | N/A | 0.0 | 4.9 | 3.2 | 3.7 | 1.9 | N/A | 5.7 | 2.4 | 4.8 | 3.5 | 0.2 | 1.5 | 0.0 | 0.0 | 1.7 | 1.0 | 4.4 |
| Dividend Growth(%) | N/A | -100.0 | 109.0 | 150.0 | 314.4 | N/A | N/A | 109.0 | -46.2 | 34.0 | 1382.1 | -81.2 | N/A | N/A | -100.0 | 78.8 | -74.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/01/2014
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