LoCorr Macro Strategies Fund (LFMAX)
The investment seeks capital appreciation in rising and falling equity markets with managing volatility as a secondary objective. The fund seeks to achieve its investment objectives by allocating its assets using two principal strategies: "Managed Futures" Strategy and "Fixed Income" Strategy. The Managed Futures strategy is designed to produce capital appreciation by capturing returns related to the commodity and financial markets. The Fixed Income strategy is designed to generate interest income and preserve principal by investing primarily in investment grade securities.
Fund Info
US5401321071
540132107
Mar 21, 2011
$2,500
Expense Ratio
LFMAX has a high expense ratio of 2.13%, indicating above-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
LoCorr Macro Strategies Fund (LFMAX) returned -1.70% year-to-date (YTD) and -5.29% over the past 12 months. Over the past 10 years, LFMAX returned 1.16% annually, underperforming the S&P 500 benchmark at 10.46%.
LFMAX
-1.70%
1.35%
-0.66%
-5.29%
0.82%
1.16%
^GSPC (Benchmark)
-3.77%
7.44%
-5.60%
8.37%
14.12%
10.46%
Monthly Returns
The table below presents the monthly returns of LFMAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.92% | -1.17% | 0.13% | -1.18% | -0.40% | -1.70% | |||||||
| 2024 | 2.30% | 3.04% | 1.54% | 3.67% | -0.98% | -0.62% | -1.24% | -2.38% | 0.51% | -1.66% | 1.30% | 0.93% | 6.39% |
| 2023 | -1.84% | 2.25% | -4.52% | 0.38% | -0.00% | 0.89% | -0.89% | 0.64% | 3.93% | -0.98% | -2.96% | -3.49% | -6.68% |
| 2022 | 1.23% | 0.85% | 4.94% | 5.51% | 0.33% | 1.95% | -3.40% | 3.08% | 3.95% | 1.03% | -5.39% | -10.05% | 2.90% |
| 2021 | -1.41% | 3.21% | 0.81% | 2.51% | 0.34% | -1.00% | -1.23% | -1.02% | -1.49% | 1.40% | -1.49% | -0.64% | -0.17% |
| 2020 | 1.28% | -0.46% | -2.55% | 2.50% | 0.12% | -0.81% | 3.15% | 0.57% | -1.13% | -2.28% | 1.98% | 1.99% | 4.25% |
| 2019 | -1.26% | 0.13% | 3.69% | 1.59% | -0.84% | 3.65% | 1.41% | 4.75% | -1.77% | -0.34% | 2.60% | -4.06% | 9.58% |
| 2018 | 2.66% | -8.12% | 0.61% | 0.61% | -0.73% | -0.00% | -0.61% | 1.84% | 1.21% | -0.95% | -1.68% | -1.52% | -6.88% |
| 2017 | -0.79% | 3.50% | -1.42% | -0.66% | 0.11% | -3.45% | 0.81% | 2.06% | -1.79% | 3.88% | -0.22% | -4.85% | -3.14% |
| 2016 | 4.80% | 2.68% | -0.65% | -1.31% | -0.33% | 6.12% | 0.21% | -1.36% | -0.21% | -2.98% | -1.42% | -0.78% | 4.45% |
| 2015 | 2.23% | 0.00% | 3.22% | -3.01% | -0.80% | -3.36% | 4.79% | -4.23% | 3.70% | -2.42% | 3.54% | 0.07% | 3.24% |
| 2014 | -1.69% | 3.69% | -0.12% | 2.49% | 3.82% | 1.56% | -0.99% | 2.33% | 0.54% | 2.48% | 1.16% | -0.76% | 15.31% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LFMAX is 3, meaning it’s performing worse than 97% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for LoCorr Macro Strategies Fund (LFMAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
LoCorr Macro Strategies Fund provided a 2.96% dividend yield over the last twelve months, with an annual payout of $0.22 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.22 | $0.22 | $0.22 | $0.24 | $0.39 | $0.39 | $0.16 | $0.10 | $0.00 | $0.00 | $0.25 | $1.04 |
Dividend yield | 2.96% | 2.91% | 2.96% | 2.88% | 4.78% | 4.56% | 1.81% | 1.22% | 0.00% | 0.00% | 2.87% | 12.24% |
Monthly Dividends
The table displays the monthly dividend distributions for LoCorr Macro Strategies Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.22 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.22 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.16 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.10 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
| 2014 | $1.04 | $1.04 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the LoCorr Macro Strategies Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the LoCorr Macro Strategies Fund was 21.76%, occurring on Jan 3, 2024. The portfolio has not yet recovered.
The current LoCorr Macro Strategies Fund drawdown is 17.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.76% | Oct 11, 2022 | 309 | Jan 3, 2024 | — | — | — |
| -20% | Jul 27, 2011 | 554 | Oct 9, 2013 | 357 | Mar 12, 2015 | 911 |
| -19.33% | Jul 11, 2016 | 637 | Jan 18, 2019 | 572 | Apr 28, 2021 | 1209 |
| -9.39% | Apr 14, 2015 | 62 | Jul 10, 2015 | 131 | Jan 15, 2016 | 193 |
| -8.54% | Jun 14, 2022 | 14 | Jul 5, 2022 | 56 | Sep 22, 2022 | 70 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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