LOTIX
LoCorr Market Trend Fund
LoCorr Investment Trust

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
4.09%
3 year
-0.67%
5 year
5.17%
10 year
2.66%

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

2025 onward derived from N-PORT monthly returns

Risk statistics

81 months through March 31, 2026
Volatility (ann.)
12.49%
Sharpe
0.46
Sortino
0.68
Max drawdown
-20.56%
Best month
9.44%
Worst month
-9.40%
Beta vs VBTLX
-0.74
Correlation
-0.33

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.