Find A Portfolio/Ticker
Comparison Box
EVOIX: ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS I FUNDS (MUTUAL FUND)
Basic Info 6.02 0.02(0.33%) July 03
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: | (69%) |
| Start Date: | 11/01/2011 |
| Last Dividend Date: | 05/15/2025 |
| 12-Mo. Yield | 8.41% |
| Expenses | 1.87% |
| Sign up to get fund ranking change alerts | |
Performance Analytics (As of 07/03/2025)
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 11/01/2011 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.5 | -8.2 | -14.4 | -1.8 | 6.0 | 1.7 | 2.8 | 3.8 | 5.3 | 12.8 | 12.2 | -13.0 | 4.2 | -7.6 | 7.7 | -1.1 | 3.7 | 25.6 | 2.4 | -4.1 | 0.9 |
| Sharpe Ratio | NA | -2.37 | -2.14 | -0.59 | 0.4 | 0.03 | 0.17 | -0.33 | 0.12 | 1.05 | 1.07 | -1.01 | 0.28 | -0.77 | 0.71 | -0.11 | 0.28 | 2.99 | 0.29 | -0.45 | 0.87 |
| Draw Down(%) | NA | 10.9 | 17.7 | 18.8 | 18.8 | 29.6 | 29.6 | 12.3 | 8.1 | 10.6 | 6.2 | 26.1 | 13.3 | 14.8 | 6.7 | 11.8 | 10.8 | 3.9 | 13.7 | 9.1 | 1.9 |
| Standard Deviation(%) | NA | 8.0 | 8.2 | 8.7 | 9.7 | 10.8 | 10.3 | 8.3 | 8.5 | 11.0 | 11.4 | 13.0 | 10.2 | 11.6 | 9.9 | 11.1 | 13.0 | 8.5 | 8.0 | 9.3 | 6.5 |
| Treynor Ratio | NA | -6.94 | -2.74 | 1.96 | 1.55 | 0.22 | 0.8 | -0.16 | 0.19 | -0.71 | 0.28 | -14.46 | -0.39 | -0.52 | 0.09 | 0.06 | -0.51 | 1.74 | 0.07 | 0.61 | -0.34 |
| Alpha | NA | -0.08 | -0.08 | -0.02 | 0.02 | 0.0 | 0.01 | -0.02 | 0.0 | 0.03 | 0.0 | -0.05 | 0.02 | -0.03 | -0.03 | 0.01 | 0.02 | 0.08 | -0.03 | -0.01 | 0.04 |
| Beta | NA | 0.03 | 0.06 | -0.03 | 0.03 | 0.01 | 0.02 | 0.17 | 0.05 | -0.16 | 0.44 | 0.01 | -0.07 | 0.17 | 0.78 | -0.21 | -0.07 | 0.15 | 0.34 | -0.07 | -0.17 |
| RSquared | NA | 0.01 | 0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.07 | 0.01 | 0.13 | 0.25 | 0.0 | 0.01 | 0.06 | 0.27 | 0.06 | 0.01 | 0.04 | 0.23 | 0.01 | 0.4 |
| Yield(%) | N/A | 0.9 | 8.3 | 11.3 | 10.9 | 6.0 | N/A | 9.5 | 2.0 | 29.1 | 9.9 | 1.9 | 1.7 | 4.9 | 1.7 | 6.5 | 8.6 | 12.5 | 1.1 | 0.6 | 0.0 |
| Dividend Growth(%) | N/A | -91.5 | 260.7 | 211.2 | 74.9 | N/A | N/A | 387.6 | -94.2 | 201.3 | 349.1 | 15.1 | -69.6 | 208.2 | -76.0 | -28.0 | -22.7 | 1049.1 | 73.8 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/01/2011
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
|
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Managed Futures Asset Class Trend Rankings |
Top Rated Funds in Managed Futures
Best Mutual Funds
- RYMTX (GUGGENHEIM MANAGED FUTURES STRATEGY FUND CLASS A) 0.58% (100%)
- GMSCX (GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND CLASS C) 0.27% (93%)
- AQMIX (AQR MANAGED FUTURES STRATEGY FUND CLASS I) 0.34% (90%)
- AMFAX (ASG MANAGED FUTURES STRATEGY FUND CLASS A) 0.0% (83%)
- EVOAX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS) 0.16% (76%)
- EVOCX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS) 0.33% (72%)
- EVOIX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS I FUNDS) 0.33% (69%)
- LCSAX (LOCORR LONG/SHORT COMMODITIES STRATEGY FUND CLASS A) 0.11% (62%)
- LFMAX (LOCORR MACRO STRATEGIES FUND CLASS A) 0.13% (52%)
- MFTTX (ARROW MANAGED FUTURES STRATEGY FUND ARROW MANAGED FUTURES STRATEGY FUND CLASS C SHARES) 0.23% (41%)
Latest Articles Related to EVOIX
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>
