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EVOAX: ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (MUTUAL FUND)
Basic Info 7.74 0.16(2.03%) May 02
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (77%) |
Start Date: | 11/01/2011 |
Last Dividend Date: | 04/15/2024 |
12-Mo. Yield | 1.54% |
Expenses | 1.87% |
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Performance Analytics (As of 05/01/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 11/01/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -2.8 | 10.1 | 15.1 | 8.3 | 3.3 | 4.3 | 3.5 | 5.0 | 12.7 | 5.3 | -13.1 | 4.0 | -7.7 | 7.3 | -1.4 | 3.4 | 25.3 | 2.0 | -4.2 | 0.9 |
Sharpe Ratio | NA | 6.62 | 2.21 | 0.68 | 0.22 | 0.33 | 0.28 | 0.09 | 1.0 | 0.41 | -1.04 | 0.25 | -0.78 | 0.67 | -0.14 | 0.26 | 2.97 | 0.25 | -0.47 | 0.82 |
Draw Down(%) | NA | 2.0 | 4.0 | 13.8 | 29.8 | 29.8 | 29.8 | 8.1 | 10.7 | 11.7 | 26.2 | 13.2 | 15.0 | 6.8 | 12.0 | 11.0 | 3.9 | 13.7 | 9.2 | 1.9 |
Standard Deviation(%) | NA | 6.9 | 7.1 | 10.7 | 11.3 | 11.1 | 10.6 | 8.5 | 11.3 | 13.0 | 12.8 | 10.2 | 11.6 | 10.0 | 11.1 | 13.0 | 8.5 | 8.0 | 9.3 | 6.9 |
Treynor Ratio | NA | 1.86 | 1.87 | -2.13 | -3.23 | 4.74 | 2.6 | 0.17 | -0.76 | 0.15 | 46.68 | -0.34 | -0.53 | 0.09 | 0.07 | -0.48 | 1.71 | 0.06 | 0.61 | -0.32 |
Alpha | NA | 0.13 | 0.05 | 0.03 | 0.01 | 0.02 | 0.01 | 0.0 | 0.03 | -0.01 | -0.05 | 0.02 | -0.03 | -0.03 | 0.01 | 0.02 | 0.08 | -0.03 | -0.01 | 0.04 |
Beta | NA | 0.25 | 0.08 | -0.03 | -0.01 | 0.01 | 0.01 | 0.04 | -0.15 | 0.36 | 0.0 | -0.08 | 0.17 | 0.79 | -0.22 | -0.07 | 0.15 | 0.34 | -0.07 | -0.18 |
RSquared | NA | 0.17 | 0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 0.14 | 0.0 | 0.01 | 0.06 | 0.28 | 0.06 | 0.01 | 0.04 | 0.22 | 0.01 | 0.39 |
Yield(%) | N/A | 0.6 | 1.9 | 10.6 | 6.4 | 6.3 | N/A | 1.6 | 29.0 | 2.9 | 1.7 | 1.5 | 4.4 | 1.6 | 6.0 | 8.1 | 12.2 | 0.9 | 0.2 | 0.0 |
Dividend Growth(%) | N/A | -63.6 | -94.5 | 285.9 | -9.1 | N/A | N/A | -95.3 | 926.1 | 43.8 | 14.3 | -68.9 | 200.0 | -76.2 | -29.2 | -24.6 | 1211.1 | 350.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/01/2011
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