Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LHEIX (LoCorr Hedged Core I) | NA | -0.25% | -3.79% | NA | NA | NA | NA | … | … |
Data as of 02/27/2013, Common starting date is 07/23/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LHEIX (LoCorr Hedged Core I) | 07/23/2009 | 02/27/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.25 | -3.79 | NA | NA | NA | NA | … | … | 0.00 | -3.16 | -2.02 | -10.25 | -5.73 |
| Sharpe Ratio | NA | -0.19 | -1.21 | NA | NA | NA | NA | … | … | 0.00 | -1.34 | -0.53 | -2.77 | -3.08 |
| Standard Deviation(%) | NA | 1.59 | 3.21 | NA | NA | NA | NA | … | … | NA | 2.41 | 3.89 | 3.73 | 4.06 |
| Draw Down(%) | NA | 1.73 | 11.68 | NA | NA | NA | NA | … | … | 0.00 | 3.87 | 4.42 | 10.34 | 5.73 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/27/2013, Common starting date is 07/23/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LHEIX (LoCorr Hedged Core I) |
-6.20%
Aug 2009 – Aug 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LHEIX (LoCorr Hedged Core I) |
-4.73%
Jan 2010 – Jan 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart