Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMSIX (Altegris Crabel Multi-Strategy I) | NA | 3.10% | 1.39% | NA | NA | NA | NA | … | … |
Data as of 03/06/2015, Common starting date is 04/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMSIX (Altegris Crabel Multi-Strategy I) | 04/07/2011 | 03/06/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.16 | 3.10 | 1.39 | NA | NA | NA | NA | … | … | 2.64 | -0.65 | 1.91 | 1.52 | -0.87 |
| Sharpe Ratio | NA | 0.88 | 0.44 | NA | NA | NA | NA | … | … | 3.57 | -0.21 | 0.62 | 0.60 | -0.50 |
| Standard Deviation(%) | NA | 3.52 | 3.08 | NA | NA | NA | NA | … | … | 4.51 | 3.22 | 3.01 | 2.46 | 2.38 |
| Draw Down(%) | NA | 3.22 | 5.58 | NA | NA | NA | NA | … | … | 0.81 | 4.28 | 2.14 | 1.78 | 1.69 |
| Yield(%) | 0.00 | 39.55 | 13.77 | 8.29 | 4.15 | 2.76 | 2.07 | … | … | 0.00 | 39.19 | 1.00 | 1.22 | 0.03 |
Data as of 03/06/2015, Common starting date is 04/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMSIX (Altegris Crabel Multi-Strategy I) |
0.07%
May 2011 – May 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMSIX (Altegris Crabel Multi-Strategy I) |
1.38%
Feb 2012 – Feb 2015 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart