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EVOIX vs. LFMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVOIX vs. LFMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Altegris Futures Evolution Strategy Fund (EVOIX) and LoCorr Macro Strategies Fund (LFMAX). The values are adjusted to include any dividend payments, if applicable.

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EVOIX vs. LFMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVOIX
Altegris Futures Evolution Strategy Fund
5.30%4.69%3.86%5.03%12.84%12.20%-12.94%4.22%-7.58%9.09%
LFMAX
LoCorr Macro Strategies Fund
8.54%2.56%6.36%-6.69%15.03%-0.17%5.41%12.51%-5.38%2.69%

Returns By Period

In the year-to-date period, EVOIX achieves a 5.30% return, which is significantly lower than LFMAX's 8.54% return. Over the past 10 years, EVOIX has underperformed LFMAX with an annualized return of 2.86%, while LFMAX has yielded a comparatively higher 3.83% annualized return.


EVOIX

1D
-0.30%
1M
-0.76%
YTD
5.30%
6M
11.30%
1Y
13.46%
3Y*
7.27%
5Y*
7.75%
10Y*
2.86%

LFMAX

1D
0.12%
1M
2.48%
YTD
8.54%
6M
9.88%
1Y
11.46%
3Y*
4.86%
5Y*
4.34%
10Y*
3.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EVOIX vs. LFMAX - Expense Ratio Comparison

EVOIX has a 1.34% expense ratio, which is lower than LFMAX's 2.13% expense ratio.


Return for Risk

EVOIX vs. LFMAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EVOIX
EVOIX Risk / Return Rank: 6464
Overall Rank
EVOIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EVOIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
EVOIX Omega Ratio Rank: 6565
Omega Ratio Rank
EVOIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
EVOIX Martin Ratio Rank: 3333
Martin Ratio Rank

LFMAX
LFMAX Risk / Return Rank: 9292
Overall Rank
LFMAX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
LFMAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
LFMAX Omega Ratio Rank: 8787
Omega Ratio Rank
LFMAX Calmar Ratio Rank: 9797
Calmar Ratio Rank
LFMAX Martin Ratio Rank: 8989
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.

EVOIX vs. LFMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Altegris Futures Evolution Strategy Fund (EVOIX) and LoCorr Macro Strategies Fund (LFMAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


EVOIXLFMAXDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.98

-0.63

Sortino ratio

Return per unit of downside risk

1.83

2.88

-1.05

Omega ratio

Gain probability vs. loss probability

1.25

1.37

-0.12

Calmar ratio

Return relative to maximum drawdown

1.71

3.75

-2.04

Martin ratio

Return relative to average drawdown

3.56

9.96

-6.39

EVOIX vs. LFMAX - Sharpe Ratio Comparison

The current EVOIX Sharpe Ratio is 1.35, which is lower than the LFMAX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of EVOIX and LFMAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EVOIXLFMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.98

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.60

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.50

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.33

+0.06

Correlation

The correlation between EVOIX and LFMAX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EVOIX vs. LFMAX - Dividend Comparison

EVOIX's dividend yield for the trailing twelve months is around 10.06%, more than LFMAX's 2.71% yield.


TTM20252024202320222021202020192018201720162015
EVOIX
Altegris Futures Evolution Strategy Fund
10.06%11.11%10.09%1.71%34.87%9.73%2.23%1.63%5.52%1.57%7.27%9.05%
LFMAX
LoCorr Macro Strategies Fund
2.71%2.94%2.88%2.96%14.38%4.79%5.65%4.48%2.83%5.98%1.97%2.87%

Drawdowns

EVOIX vs. LFMAX - Drawdown Comparison

The maximum EVOIX drawdown since its inception was -29.57%, which is greater than LFMAX's maximum drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for EVOIX and LFMAX.


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Drawdown Indicators


EVOIXLFMAXDifference

Max Drawdown

Largest peak-to-trough decline

-29.57%

-23.16%

-6.41%

Max Drawdown (1Y)

Largest decline over 1 year

-7.61%

-3.01%

-4.60%

Max Drawdown (5Y)

Largest decline over 5 years

-18.80%

-12.54%

-6.26%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-12.54%

-17.03%

Current Drawdown

Current decline from peak

-0.76%

0.00%

-0.76%

Average Drawdown

Average peak-to-trough decline

-8.25%

-7.13%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

1.14%

+2.59%

Volatility

EVOIX vs. LFMAX - Volatility Comparison

Altegris Futures Evolution Strategy Fund (EVOIX) has a higher volatility of 2.53% compared to LoCorr Macro Strategies Fund (LFMAX) at 1.76%. This indicates that EVOIX's price experiences larger fluctuations and is considered to be riskier than LFMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVOIXLFMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

1.76%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

7.95%

4.56%

+3.39%

Volatility (1Y)

Calculated over the trailing 1-year period

10.05%

5.83%

+4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.69%

7.27%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.46%

7.63%

+2.83%