LCSIX vs. CAD=X
LCSIX (LoCorr Long/Short Commodity Strategies Fund) is Systematic Trend fund managed by LoCorr Funds, while CAD=X (USD/CAD) is a currency. Over the past 10 years, LCSIX returned 2.54%/yr vs -0.00%/yr for CAD=X. At a correlation of -0.02, they often move in opposite directions.
Performance
LCSIX vs. CAD=X - Performance Comparison
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Different Trading Currencies
LCSIX is traded in USD, while CAD=X is traded in CAD. To make them comparable, the CAD=X values have been converted to USD using the latest available exchange rates.
Returns By Period
LCSIX
- 1D
- -0.12%
- 1M
- -2.38%
- 6M
- 0.47%
- YTD
- 0.00%
- 1Y
- -1.68%
- 3Y*
- -2.20%
- 5Y*
- 0.14%
- 10Y*
- 2.54%
CAD=X
- 1D
- -0.02%
- 1M
- -0.02%
- 6M
- -0.02%
- YTD
- -0.02%
- 1Y
- -0.02%
- 3Y*
- -0.01%
- 5Y*
- -0.00%
- 10Y*
- -0.00%
LCSIX vs. CAD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LCSIX LoCorr Long/Short Commodity Strategies Fund | 0.00% | 1.13% | -8.29% | -3.07% | 6.04% | 14.90% | 9.90% | -5.97% | 15.16% | 6.19% |
CAD=X USD/CAD | -0.02% | -0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% |
Correlation
The correlation between LCSIX and CAD=X is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2012 | -0.02 |
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Return for Risk
LCSIX vs. CAD=X — Risk / Return Rank
LCSIX
CAD=X
LCSIX vs. CAD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Long/Short Commodity Strategies Fund (LCSIX) and USD/CAD (CAD=X). 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.
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.
| LCSIX | CAD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.02 | +0.94 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | -0.97 | +0.65 |
| Martin ratioReturn relative to average drawdown | -0.74 | -15.65 | +14.92 |
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Drawdowns
LCSIX vs. CAD=X - Drawdown Comparison
The maximum LCSIX drawdown since its inception was -25.13%, which is greater than CAD=X's maximum drawdown of -0.02%. Use the drawdown chart below to compare losses from any high point for LCSIX and CAD=X.
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Drawdown Indicators
| LCSIX | CAD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.13% | -0.02% | -25.11% |
Max Drawdown (1Y)Largest decline over 1 year | -4.97% | -0.02% | -4.95% |
Max Drawdown (3Y)Largest decline over 3 years | -11.60% | -0.02% | -11.58% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -0.02% | -13.19% |
Max Drawdown (10Y)Largest decline over 10 years | -13.54% | -0.02% | -13.52% |
Current DrawdownCurrent decline from peak | -11.21% | -0.02% | -11.19% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -0.00% | -6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 0.00% | +2.14% |
Volatility
LCSIX vs. CAD=X - Volatility Comparison
LoCorr Long/Short Commodity Strategies Fund (LCSIX) has a higher volatility of 1.32% compared to USD/CAD (CAD=X) at 0.02%. This indicates that LCSIX's price experiences larger fluctuations and is considered to be riskier than CAD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCSIX | CAD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 0.02% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 4.77% | 0.02% | +4.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.94% | 0.02% | +5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.51% | 0.01% | +5.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.66% | 0.01% | +6.65% |
Frequently Asked Questions
LCSIX and CAD=X have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LCSIX has higher volatility (1.32%) compared to CAD=X (0.02%). In terms of maximum drawdown, LCSIX dropped -25.13% vs CAD=X's -0.02%.
LCSIX currently has the higher Sharpe Ratio (-0.27 vs -0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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