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EVOIX: ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS I FUNDS (MUTUAL FUND)
Basic Info 7.9 0(0.0%) April 25
Asset Class: | Managed Futures |
MyPlanIQ Rating: | (70%) |
Start Date: | 11/01/2011 |
Last Dividend Date: | 04/15/2024 |
12-Mo. Yield | 1.77% |
Expenses | 1.87% |
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Performance Analytics (As of 04/19/2024)
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(%) | -0.3 | 13.4 | 19.3 | 12.3 | 5.4 | 5.6 | 4.6 | 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 | 7.18 | 2.26 | 0.88 | 0.34 | 0.4 | 0.34 | 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 | 1.3 | 4.1 | 13.6 | 29.6 | 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 | 6.7 | 7.0 | 11.9 | 12.0 | 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 | 1.71 | 1.62 | -134.34 | 5.31 | 2.35 | 1.69 | 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 | 0.14 | 0.05 | 0.04 | 0.02 | 0.02 | 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 | 0.28 | 0.1 | 0.0 | 0.01 | 0.02 | 0.02 | 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 | 0.23 | 0.03 | 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 | 0.7 | 2.2 | 13.0 | 7.6 | 7.2 | N/A | 1.8 | 29.2 | 9.8 | 1.9 | 1.5 | 4.9 | 1.7 | 6.5 | 8.5 | 12.4 | 1.0 | 0.5 | 0.0 |
Dividend Growth(%) | N/A | -58.3 | -93.7 | 317.7 | 3.4 | N/A | N/A | -94.9 | 202.6 | 333.3 | 28.6 | -72.0 | 212.5 | -76.5 | -27.7 | -22.3 | 1110.0 | 100.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/01/2011
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