LoCorr Market Trend Fund Class A
Ticker
LOTAX
ISIN
-
Price
USD 12.05
Change Today
+0.04 / 0.333 %
Price 1 year ago
11.82 / 1.946 %
Morningstar
3
52 Week Low
11.57
52 Week High
12.05
200 Day Moving Average 11.90
11.90
50-day Moving Average
11.90
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.24 |
| Sortino Ratio | 1.53 |
| Maximum Drawdown | -9.06% |
| Maximum Drawdown Date | 2025-05-14 |
| Calmar Ratio | -1.53 |
1 year
| Parameter | Value |
|---|---|
| Return | 4.86 |
| Volatility | 11.504% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 1.713% |
| Average Annual Volatility | 5.206% |
| Sharpe Ratio | 0.33 |
| Sortino Ratio | -0.07 |
| Maximum Drawdown | -3.0% |
| Maximum Drawdown Date | 2026-02-05 |
| Calmar Ratio | -8.22 |
Company information
Summary
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: "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.
Market
US
Category
Systematic Trend
Expense Ratio
-
Fund family
-
Morningstar
3
Yield
-
Exchange
NAS
| Sector | Weight |
|---|---|
| Utilities | 2.25% |
| Healthcare | 1.87% |
| Technology | 1.83% |
| Financial services | 1.76% |
| Consumer defensive | 1.54% |
| Consumer cyclical | 1.27% |
| Industrials | 1.09% |
| Energy | 1.02% |
| Communication services | 0.85% |
| Basic materials | 0.71% |
| Realestate | 0.25% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| FGBMZ21.DE | Euro Bobl Future Dec 21 | 38.29% |
| FGBSZ21.DE | Euro Schatz Future Dec 21 | 31.84% |
| CGBZ21.TO | 10 Year Government of Canada Bond Future Dec 21 | 28.23% |
| RZ1.L | Long Gilt Future Dec21 | 28.14% |
| ZNZ21 | 10 Year Treasury Note Future Dec 21 | 21.44% |
| ZBZ21.DE | US Treasury Bond Future Dec 21 | 21.18% |
| JGBLZ21 | 10 Year Japanese Government Bond Future Dec 21 | 20.59% |
| FGBLZ21 | Euro Bund Future Dec 21 | 17.32% |
| XTZ21 | 10 Year Australian Treasury Bond Future Dec 21 | 17.07% |
| NQZ21 | E-mini Nasdaq 100 Future Dec 21 | 13.45% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| AVEM | Avantis Emerging Markets Equity ETF | US025072802 | PCX | 0.33% | 4 | -3.84 | -- |
| DGS | WisdomTree Emerging Markets SmallCap Dividend Fund | IE00BQZJBM2 | PCX | 0.58% | 4 | +0.04 | |
| EBND | SPDR Bloomberg Emerging Markets Local Bond ETF | IE00B461338 | PCX | 0.30% | 4 | +5.63 | |
| EELV | Invesco S&P Emerging Markets Low Volatility ETF | US46138E289 | PCX | 0.29% | 4 | +1.27 | |
| EEMV | iShares MSCI Emerging Markets Min Vol Factor ETF | IE00B8KGV557 | BTS | 0.25% | 4 | -8.24 | |
| EMXC | iShares MSCI Emerging Markets ex China ETF | IE00B0M6317 | NGM | 0.25% | 4 | -8.49 | |
| FNDE | Schwab Fundamental Emerging Markets Large Company Index ETF | US808524730 | PCX | 0.39% | 4 | -7.31 | |
| HYEM | VanEck Emerging Markets High Yield Bond ETF | US92189F353 | PCX | 0.40% | 4 | +2.81 | |
| IDEV | iShares Core MSCI International Developed Markets ETF | US46435G3267 | PCX | 0.04% | 4 | +3.06 | |
| NUDM | Nuveen ESG International Developed Markets Equity ETF | US67092P805 | BTS | 0.30% | 4 | +3.69 | |
| NUEM | Nuveen ESG Emerging Markets Equity ETF | US67092P888 | BTS | 0.35% | 4 | -5.62 | |
| PXF | Invesco FTSE RAFI Developed Markets ex-U.S. ETF | US46138E735 | PCX | 0.45% | 4 | +5.06 | |
| SPEM | SPDR Portfolio Emerging Markets ETF | US78463X509 | PCX | 0.11% | 4 | -7.55 | |
| SPTM | SPDR Portfolio S&P 1500 Composite Stock Market ETF | US78464A805 | PCX | 0.03% | 4 | +0.92 | |
| VEA | Vanguard Developed Markets Index Fund | US921943858 | PCX | 0.05% | 4 | +3.02 | |
| VWO | Vanguard Emerging Markets Stock Index Fund | IE003178614 | PCX | 0.08% | 4 | -7.28 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend. - Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend. - Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction. - Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend. - Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce. - Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk. - Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.