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EVOIX: ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS I FUNDS (MUTUAL FUND)
Basic Info 6.91 0.05(0.73%) October 11
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: | (69%) |
| Start Date: | 11/01/2011 |
| Last Dividend Date: | 09/16/2024 |
| 12-Mo. Yield | 3.98% |
| Expenses | 1.87% |
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Performance Analytics (As of 10/11/2024)
| Last 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(%) | -0.4 | 1.7 | 2.6 | 5.3 | 2.9 | 3.4 | 3.5 | 5.3 | 12.2 | 12.9 | -13.0 | 4.2 | -7.6 | 7.7 | -1.1 | 3.7 | 25.6 | 2.4 | -4.1 | 0.9 |
| Sharpe Ratio | NA | -0.58 | -0.47 | 0.14 | 0.05 | 0.17 | 0.22 | 0.12 | 0.95 | 0.81 | -1.02 | 0.28 | -0.76 | 0.71 | -0.11 | 0.28 | 2.99 | 0.29 | -0.45 | 0.87 |
| Draw Down(%) | NA | 12.3 | 12.3 | 13.6 | 26.1 | 29.6 | 29.6 | 8.1 | 10.6 | 8.4 | 26.1 | 13.3 | 14.8 | 6.7 | 11.8 | 10.8 | 3.9 | 13.7 | 9.1 | 1.9 |
| Standard Deviation(%) | NA | 8.6 | 8.3 | 11.7 | 11.8 | 11.5 | 10.9 | 8.5 | 11.4 | 15.9 | 12.9 | 10.2 | 11.6 | 9.9 | 11.1 | 13.0 | 8.5 | 8.0 | 9.3 | 6.5 |
| Treynor Ratio | NA | -0.25 | -0.29 | -0.91 | 0.37 | 1.02 | 0.94 | 0.19 | -0.73 | 0.25 | -52.59 | -0.39 | -0.51 | 0.09 | 0.06 | -0.51 | 1.74 | 0.07 | 0.61 | -0.34 |
| Alpha | NA | -0.03 | -0.03 | 0.01 | 0.0 | 0.01 | 0.01 | 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 | 0.2 | 0.13 | -0.02 | 0.02 | 0.02 | 0.03 | 0.05 | -0.15 | 0.52 | 0.0 | -0.07 | 0.17 | 0.78 | -0.21 | -0.07 | 0.15 | 0.34 | -0.07 | -0.17 |
| RSquared | NA | 0.08 | 0.04 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.1 | 0.18 | 0.0 | 0.01 | 0.06 | 0.27 | 0.06 | 0.01 | 0.04 | 0.23 | 0.01 | 0.4 |
| Yield(%) | N/A | 3.3 | 4.1 | 12.7 | 7.9 | 6.7 | N/A | 2.0 | 29.3 | 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 | 71.3 | -85.6 | 343.1 | 6.3 | N/A | N/A | -94.3 | 201.4 | 348.8 | 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
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