Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LFMIX (LOCORR MACRO STRATEGIES FUND CLASS I) | 9.38% | 14.45% | 5.11% | 1.92% | 2.93% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 06/20/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LFMIX (LOCORR MACRO STRATEGIES FUND CLASS I) | 06/20/2011 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.58 | 14.45 | 5.11 | 1.92 | 2.93 | NA | NA | … | … | 9.38 | 2.89 | 6.85 | -6.68 | 3.46 | 0.07 | 4.55 | 12.72 | -5.08 | 2.96 | 6.68 | 3.72 | 15.55 | -5.28 | -5.75 | -1.79 |
| Sharpe Ratio | NA | 2.27 | 0.26 | -0.05 | 0.17 | NA | NA | … | … | 3.82 | 0.00 | 0.50 | -1.29 | 0.12 | 0.01 | 0.54 | 1.70 | -0.67 | 0.30 | 0.73 | 0.34 | 1.82 | -0.46 | -0.61 | -0.33 |
| Standard Deviation(%) | NA | 5.48 | 6.47 | 9.73 | 8.92 | NA | NA | … | … | 6.23 | 5.48 | 6.49 | 8.04 | 17.07 | 7.27 | 7.92 | 6.60 | 9.67 | 7.70 | 8.82 | 10.97 | 8.53 | 11.49 | 9.55 | 9.99 |
| Draw Down(%) | NA | 2.60 | 8.88 | 21.35 | 21.35 | NA | NA | … | … | 1.35 | 5.26 | 6.78 | 8.76 | 17.65 | 6.61 | 9.23 | 4.43 | 10.88 | 6.64 | 8.00 | 9.42 | 3.52 | 15.39 | 7.89 | 7.07 |
| Yield(%) | 0.00 | 3.18 | 3.02 | 3.05 | 3.42 | 3.15 | 2.36 | … | … | 0.00 | 3.12 | 3.25 | 2.89 | 3.10 | 4.72 | 4.69 | 4.99 | 2.88 | 5.72 | 2.04 | 3.08 | 13.09 | 0.06 | 0.02 | 0.00 |
Data as of 06/04/2026, Common starting date is 06/20/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LFMIX (LOCORR MACRO STRATEGIES FUND CLASS I) |
-4.46%
Sep 2022 – Sep 2025 |
0.66%
Aug 2020 – Aug 2025 |
2.21%
Mar 2015 – Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LFMIX (LOCORR MACRO STRATEGIES FUND CLASS I) |
11.36%
Aug 2013 – Aug 2016 |
7.03%
Sep 2017 – Sep 2022 |
5.51%
Oct 2012 – Oct 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart