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EVOIX: Altegris Futures Evolution Strategy I (MUTUAL FUND)
Basic Info 8.93 0.01(0.11%) September 24
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: | (65%) |
| Start Date: | 11/01/2011 |
| Last Dividend Date: | 04/15/2021 |
| 12-Mo. Yield | 2.08% |
| Expenses | 3.26% |
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Performance Analytics (As of 09/24/2021)
Not up-to-date? Try| Last 1 Week* | YTD*(2021) | 1 Yr | 3 Yr | 5 Yr | Inception** | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AR(%) | -0.6 | 13.3 | 24.9 | -0.9 | -0.5 | 2.7 | -13.0 | 4.2 | -7.6 | 7.7 | -1.1 | 3.7 | 25.6 | 2.4 | -4.1 | 0.9 |
| SR | NA | 1.62 | 2.25 | -0.14 | -0.11 | 0.22 | -1.02 | 0.28 | -0.76 | 0.71 | -0.11 | 0.28 | 2.99 | 0.29 | -0.45 | 0.87 |
| DD(%) | NA | 5.7 | 5.7 | 29.6 | 29.6 | 29.6 | 26.1 | 13.3 | 14.8 | 6.7 | 11.8 | 10.8 | 3.9 | 13.7 | 9.1 | 1.9 |
| SD(%) | NA | 11.5 | 11.0 | 11.5 | 11.1 | 10.7 | 12.9 | 10.2 | 11.6 | 9.9 | 11.1 | 13.0 | 8.5 | 8.0 | 9.3 | 6.5 |
| TR | NA | 0.43 | 0.8 | -0.48 | -0.16 | 0.59 | -50.68 | -0.39 | -0.51 | 0.09 | 0.06 | -0.51 | 1.74 | 0.07 | 0.61 | -0.34 |
| Alpha(%) | NA | 0.03 | 0.05 | -0.01 | -0.01 | 0.01 | -0.05 | 0.02 | -0.03 | -0.03 | 0.01 | 0.02 | 0.08 | -0.03 | -0.01 | 0.04 |
| Beta(%) | NA | 0.44 | 0.31 | 0.03 | 0.08 | 0.04 | 0.0 | -0.07 | 0.17 | 0.78 | -0.21 | -0.07 | 0.15 | 0.34 | -0.07 | -0.17 |
| RS | NA | 0.23 | 0.15 | 0.0 | 0.02 | 0.0 | 0.0 | 0.01 | 0.06 | 0.27 | 0.06 | 0.01 | 0.04 | 0.23 | 0.01 | 0.4 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/01/2011
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