LoCorr Market Trend Fund (LOTIX)
The fund seeks to achieve its investment objectives by allocating its assets using two principal strategies: "Market Trend" Strategy and "Fixed Income" Strategy. The Market Trend strategy is a macro-oriented quantitative strategy that employs various investment techniques to select long and short positions in the global futures and foreign exchange markets. The Fixed Income strategy is designed to generate interest income and preserve principal by investing primarily in investment grade securities.
Fund Info
| ISIN | US5401328266 |
|---|---|
| CUSIP | 540132826 |
| Issuer | LoCorr Funds |
| Inception Date | Jun 29, 2014 |
| Category | Systematic Trend |
| Min. Investment | $100,000 |
| Asset Class | Alternatives |
Expense Ratio
LOTIX has a high expense ratio of 1.75%, indicating higher-than-average management fees.
Share Price Chart
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Popular comparisons: LOTIX vs. SPY
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in LoCorr Market Trend Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
LoCorr Market Trend Fund had a return of 18.16% year-to-date (YTD) and 10.03% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 18.16% | 7.26% |
| 1 month | 1.33% | -2.63% |
| 6 months | 3.93% | 22.78% |
| 1 year | 10.03% | 22.71% |
| 5 years (annualized) | 9.68% | 11.87% |
| 10 years (annualized) | N/A | 10.55% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.83% | 7.29% | 4.67% | |||||||||
| 2023 | -1.83% | -6.76% | -6.25% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LOTIX is 33, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
LoCorr Market Trend Fund(LOTIX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for LoCorr Market Trend Fund (LOTIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
LoCorr Market Trend Fund granted a 2.31% dividend yield in the last twelve months. The annual payout for that period amounted to $0.30 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.30 | $0.30 | $2.22 | $0.41 | $0.03 | $0.15 | $0.00 | $0.00 | $0.20 | $0.11 | $0.44 |
Dividend yield | 2.31% | 2.73% | 17.57% | 3.62% | 0.24% | 1.33% | 0.00% | 0.00% | 1.89% | 0.93% | 3.82% |
Monthly Dividends
The table displays the monthly dividend distributions for LoCorr Market Trend 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | |||||||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.22 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 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 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 |
| 2014 | $0.44 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the LoCorr Market Trend 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 Market Trend Fund was 28.32%, occurring on Feb 4, 2019. Recovery took 567 trading sessions.
The current LoCorr Market Trend Fund drawdown is 4.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.32% | Feb 12, 2016 | 749 | Feb 4, 2019 | 567 | May 5, 2021 | 1316 |
| -19.07% | Jun 15, 2022 | 390 | Jan 3, 2024 | — | — | — |
| -10.01% | Apr 14, 2015 | 126 | Oct 9, 2015 | 69 | Jan 20, 2016 | 195 |
| -9.54% | May 10, 2021 | 143 | Nov 30, 2021 | 50 | Feb 10, 2022 | 193 |
| -5.1% | Jul 3, 2014 | 26 | Aug 8, 2014 | 13 | Aug 27, 2014 | 39 |
Volatility
Volatility Chart
The current LoCorr Market Trend Fund volatility is 2.87%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.