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LOTIX: LOCORR MARKET TREND FUND CLASS I (MUTUAL FUND)
Basic Info 12.91 0.06(0.46%) April 19
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (3%) |
Start Date: | 07/01/2014 |
Last Dividend Date: | 12/08/2023 |
12-Mo. Yield | 2.69% |
Expenses | 1.78% |
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Performance Analytics (As of 04/18/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 07/01/2014 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.7 | 17.8 | 10.4 | 9.5 | 10.4 | 5.9 | -10.8 | 29.9 | 1.0 | 4.8 | 18.5 | -13.4 | 3.8 | -9.5 | 6.0 | 18.9 |
Sharpe Ratio | NA | 8.86 | 0.8 | 0.58 | 0.66 | 0.37 | -1.1 | 2.19 | 0.07 | 0.31 | 1.36 | -1.01 | 0.22 | -0.76 | 0.49 | 3.88 |
Draw Down(%) | NA | 1.8 | 15.2 | 19.1 | 19.1 | 28.3 | 16.2 | 11.6 | 9.5 | 17.2 | 9.1 | 19.3 | 9.8 | 17.4 | 10.0 | 5.1 |
Standard Deviation(%) | NA | 9.0 | 10.4 | 13.6 | 13.7 | 13.5 | 13.8 | 13.1 | 14.6 | 14.7 | 12.6 | 14.6 | 14.9 | 12.7 | 12.2 | 10.5 |
Treynor Ratio | NA | 1.92 | 0.84 | 4.31 | 0.85 | 0.48 | -1.55 | -1.97 | 0.02 | 0.32 | 2.59 | -0.68 | 0.05 | 0.49 | 1.92 | 1.17 |
Alpha | NA | 0.19 | 0.02 | 0.03 | 0.03 | 0.02 | -0.07 | 0.09 | -0.05 | 0.01 | 0.06 | -0.05 | -0.04 | -0.03 | 0.03 | 0.12 |
Beta | NA | 0.41 | 0.1 | 0.02 | 0.11 | 0.1 | 0.1 | -0.15 | 0.61 | 0.14 | 0.07 | 0.22 | 0.68 | -0.2 | 0.03 | 0.35 |
RSquared | NA | 0.28 | 0.01 | 0.0 | 0.03 | 0.02 | 0.01 | 0.07 | 0.31 | 0.12 | 0.0 | 0.06 | 0.09 | 0.04 | 0.0 | 0.16 |
Yield(%) | N/A | 0.0 | 2.5 | 7.9 | 6.1 | N/A | 2.4 | 19.1 | 3.5 | 0.3 | 1.5 | 0.0 | 0.0 | 1.7 | 0.9 | 4.4 |
Dividend Growth(%) | N/A | -100.0 | -86.5 | 1527.8 | N/A | N/A | -86.5 | 441.5 | 1266.7 | -80.0 | N/A | N/A | -100.0 | 81.8 | -75.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/01/2014
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