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ISIN
US5401328597
CUSIP
540132859
Inception Date
Dec 30, 2013
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


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Performance

LSPIX Performance Chart

LoCorr Spectrum Income Fund (LSPIX) is up 5.4% since the beginning of the year. LSPIX is currently trading at $5 per share. Investors who bought $1,000 worth of LSPIX shares 5 years ago would now be looking at an investment worth $1,165.


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S&P 500 Index

Returns By Period

LoCorr Spectrum Income Fund (LSPIX) has returned 5.35% so far this year and 11.16% over the past 12 months. Over the last ten years, LSPIX has returned 5.12% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.


LoCorr Spectrum Income Fund

1D
0.00%
1M
-2.14%
YTD
5.35%
6M
5.54%
1Y
11.16%
3Y*
10.92%
5Y*
3.11%
10Y*
5.12%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSPIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2014, LSPIX's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, an investment would double in approximately 15.6 years.

Historically, 55% of months were positive and 45% were negative. The best month was Apr 2020 with a return of +16.8%, while the worst month was Mar 2020 at -31.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, LSPIX closed higher 49% of trading days. The best single day was Mar 25, 2020 with a return of +8.0%, while the worst single day was Mar 18, 2020 at -14.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.62%3.57%-3.99%3.65%-1.24%-1.08%5.35%
20254.47%1.81%-1.07%-4.35%1.72%2.08%1.68%2.04%-1.09%-0.55%3.39%-0.37%9.86%
20240.36%-0.18%4.35%-1.10%3.54%-0.36%2.56%1.26%0.72%-0.71%3.09%-4.42%9.14%
20234.01%-3.71%-1.23%-0.18%-4.72%2.88%3.20%-1.10%-1.31%-2.67%5.54%1.88%2.04%
2022-0.28%-0.43%3.67%-3.00%0.44%-4.87%2.81%-1.22%-9.35%1.90%3.77%-1.56%-8.59%
20213.58%4.12%4.75%4.70%2.40%1.11%-2.35%-0.99%-0.58%4.52%-4.22%3.10%21.49%

Benchmark Metrics

LoCorr Spectrum Income Fund has an annualized alpha of -3.38%, beta of 0.60, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since January 03, 2014.

  • This fund participated in 87.25% of S&P 500 Index downside but only 55.25% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.38% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • Beta of 0.60 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-3.38%
Beta
0.60
0.51
Upside Capture
55.25%
Downside Capture
87.25%

Expense Ratio

LSPIX has a high expense ratio of 1.73%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

LSPIX ranks 24 for risk / return — below 24% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


LSPIX Risk / Return Rank: 2424
Overall Rank
LSPIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LSPIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
LSPIX Omega Ratio Rank: 2222
Omega Ratio Rank
LSPIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
LSPIX Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for LoCorr Spectrum Income Fund (LSPIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LSPIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.22

1.32

-0.10

Calmar ratioReturn relative to maximum drawdown

1.83

2.46

-0.63

Martin ratioReturn relative to average drawdown

5.45

10.92

-5.46

Dividends

Dividend History

LoCorr Spectrum Income Fund provided a 8.76% dividend yield over the last twelve months, with an annual payout of $0.48 per share. The fund has been increasing its distributions for 2 consecutive years.


7.00%8.00%9.00%10.00%11.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.48$0.48$0.48$0.48$0.63$0.48$0.48$0.52$0.60$0.60$0.60$0.60

Dividend yield

8.76%8.91%8.96%8.96%11.00%6.91%7.83%7.56%9.60%8.13%7.80%7.71%

Monthly Dividends

The table displays the monthly dividend distributions for LoCorr Spectrum Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.04$0.04$0.04$0.04$0.04$0.00$0.20
2025$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.48
2024$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.48
2023$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.48
2022$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.19$0.63
2021$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.48

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 Spectrum Income 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 Spectrum Income Fund was 43.64%, occurring on Mar 23, 2020. Recovery took 206 trading sessions.

The current LoCorr Spectrum Income Fund drawdown is 3.62%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-43.64%Mar 2020
2mo 2d9mo 27d
11mo 29dJan 2020 - Jan 2021
2016 bear market2016
-27.67%Feb 2016
1y 6mo2y 6mo
4y 22dJul 2014 - Aug 2018
Rate-hike selloffLate 2018
-20.54%Dec 2018
4mo 3d1y 20d
1y 4moAug 2018 - Jan 2020
2023 correction2023
-18.93%Oct 2023
1y 5mo1y 15d
2y 6moApr 2022 - Oct 2024
2025 selloff2025
-13.07%Apr 2025
1mo 6d3mo 16d
4mo 22dMar 2025 - Jul 2025

Drawdown Indicators


LSPIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-43.64%

-56.78%

+13.14%

Max Drawdown (1Y)

Largest decline over 1 year

-6.02%

-9.10%

+3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-13.07%

-18.90%

+5.83%

Max Drawdown (5Y)

Largest decline over 5 years

-18.93%

-25.43%

+6.50%

Max Drawdown (10Y)

Largest decline over 10 years

-43.64%

-33.92%

-9.72%

Current Drawdown

Current decline from peak

-3.62%

-3.21%

-0.41%

Average Drawdown

Average peak-to-trough decline

-8.45%

-10.71%

+2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.04%

-0.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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