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MFTIX: ALTEGRIS MANAGED FUTURES STRATEGY FUND ALTEGRIS MANAGED FUTURES STRATEGY FUND CLASS I (MUTUAL FUND)
Basic Info
Asset Class: | Managed Futures |
MyPlanIQ Rating: | Not Rated |
Start Date: | 09/02/2010 |
Last Dividend Date: | 12/17/2019 |
12-Mo. Yield | 0.00% |
Expenses | 4.29% |
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Performance Analytics (As of 08/28/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 09/02/2010 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -4.4 | 0.7 | 1.1 | 0.1 | 0.4 | 4.4 | -5.8 | 0.9 | 3.1 | 0.7 | 7.0 | -3.5 | -3.7 | -6.5 | 5.1 |
Sharpe Ratio | NA | 0.5 | -0.13 | -0.11 | -0.03 | 0.11 | 0.32 | -0.69 | 0.04 | 0.29 | 0.07 | 0.96 | -0.45 | -0.42 | -0.7 | 1.41 |
Draw Down(%) | NA | 6.2 | 16.3 | 16.3 | 19.8 | 4.0 | 6.2 | 14.7 | 7.8 | 10.6 | 8.0 | 4.3 | 12.1 | 8.1 | 10.1 | 5.9 |
Standard Deviation(%) | NA | 8.9 | 8.9 | 9.5 | 9.1 | 7.7 | 9.6 | 10.3 | 6.9 | 9.8 | 10.4 | 7.3 | 7.9 | 8.8 | 9.4 | 11.4 |
Treynor Ratio | NA | 1.62 | -0.29 | -0.86 | -0.08 | 0.2 | -0.15 | -0.56 | 0.01 | -0.21 | -0.12 | 0.39 | -0.1 | 2.21 | 2.82 | 0.37 |
Alpha | NA | 0.02 | 0.0 | 0.0 | 0.0 | 0.02 | 0.03 | -0.02 | -0.04 | 0.02 | 0.01 | 0.02 | -0.05 | -0.01 | -0.02 | -0.02 |
Beta | NA | 0.03 | 0.04 | 0.01 | 0.04 | 0.04 | -0.2 | 0.13 | 0.5 | -0.14 | -0.06 | 0.18 | 0.37 | -0.02 | -0.02 | 0.44 |
RSquared | NA | 0.01 | 0.01 | 0.0 | 0.0 | 0.1 | 0.07 | 0.05 | 0.24 | 0.03 | 0.01 | 0.08 | 0.27 | 0.0 | 0.0 | 0.21 |
Yield(%) | N/A | 6.8 | 2.7 | 4.4 | N/A | 0.0 | 6.6 | 2.0 | 0.0 | 7.6 | 8.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.4 |
Dividend Growth(%) | N/A | 211.8 | -54.5 | N/A | N/A | -100.0 | 211.8 | N/A | -100.0 | -20.9 | N/A | N/A | N/A | N/A | -100.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/02/2010
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