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EVOCX: ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (MUTUAL FUND)
Basic Info 7.99 0.04(0.50%) April 26
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (73%) |
Start Date: | 02/17/2012 |
Last Dividend Date: | 04/15/2024 |
12-Mo. Yield | 0.90% |
Expenses | 1.87% |
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Performance Analytics (As of 04/26/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 02/17/2012 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.5 | 13.4 | 18.6 | 9.2 | 3.5 | 4.2 | 3.2 | 4.2 | 11.1 | 6.5 | -13.9 | 3.2 | -8.5 | 7.6 | -2.0 | 2.6 | 24.3 | 1.3 | -5.0 |
Sharpe Ratio | NA | 6.48 | 2.1 | 0.66 | 0.18 | 0.29 | 0.22 | 0.0 | 0.89 | 0.51 | -1.09 | 0.17 | -0.84 | 0.71 | -0.2 | 0.2 | 2.83 | 0.16 | -0.61 |
Draw Down(%) | NA | 1.9 | 4.2 | 14.3 | 30.3 | 30.9 | 30.9 | 8.1 | 11.0 | 10.8 | 26.5 | 13.5 | 15.5 | 6.1 | 12.4 | 11.3 | 3.9 | 14.0 | 9.3 |
Standard Deviation(%) | NA | 6.9 | 7.1 | 10.5 | 11.1 | 11.0 | 10.7 | 8.5 | 11.0 | 12.7 | 12.9 | 10.3 | 11.7 | 9.8 | 11.0 | 13.0 | 8.6 | 8.0 | 9.6 |
Treynor Ratio | NA | 1.68 | 1.45 | -1.4 | -1.66 | 6.09 | 1.64 | 0.0 | -0.63 | 0.23 | -90.96 | -0.22 | -0.57 | 0.09 | 0.11 | -0.36 | 1.71 | 0.04 | 0.93 |
Alpha | NA | 0.12 | 0.05 | 0.03 | 0.01 | 0.01 | 0.01 | 0.0 | 0.03 | 0.0 | -0.06 | 0.02 | -0.03 | -0.03 | 0.0 | 0.01 | 0.08 | -0.03 | -0.02 |
Beta | NA | 0.26 | 0.1 | -0.05 | -0.01 | 0.01 | 0.01 | 0.06 | -0.15 | 0.28 | 0.0 | -0.08 | 0.17 | 0.78 | -0.21 | -0.07 | 0.14 | 0.34 | -0.06 |
RSquared | NA | 0.2 | 0.03 | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.12 | 0.09 | 0.0 | 0.01 | 0.06 | 0.28 | 0.06 | 0.01 | 0.04 | 0.21 | 0.01 |
Yield(%) | N/A | 0.4 | 1.5 | 10.4 | 5.9 | 5.7 | N/A | 1.0 | 28.4 | 2.5 | 1.1 | 0.3 | 2.8 | 0.6 | 5.6 | 6.9 | 11.6 | 0.6 | 0.2 |
Dividend Growth(%) | N/A | -57.1 | -95.7 | 528.6 | -0.7 | N/A | N/A | -97.0 | 1070.0 | 100.0 | 233.3 | -89.7 | 383.3 | -89.7 | -22.7 | -33.0 | 1766.7 | 200.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/17/2012
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