Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EVOCX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS) | 7.15% | 22.68% | 4.59% | 5.81% | 2.62% | NA | NA | … | … |
Data as of 05/29/2026, Common starting date is 02/17/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EVOCX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS) | 02/17/2012 | 05/29/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 22.68 | 4.59 | 5.81 | 2.62 | NA | NA | … | … | 7.15 | 3.60 | 2.80 | 4.23 | 11.75 | 11.15 | -13.85 | 3.18 | -8.46 | 7.64 | -2.00 | 2.65 | 24.28 | 1.30 | -5.02 |
| Sharpe Ratio | NA | 2.04 | 0.16 | 0.35 | 0.09 | NA | NA | … | … | 1.56 | 0.08 | -0.10 | 0.07 | 0.95 | 0.96 | -1.08 | 0.17 | -0.85 | 0.71 | -0.20 | 0.20 | 2.83 | 0.16 | -0.61 |
| Standard Deviation(%) | NA | 9.81 | 8.63 | 9.67 | 10.48 | NA | NA | … | … | 10.19 | 9.12 | 8.26 | 8.52 | 10.90 | 11.54 | 13.01 | 10.32 | 11.67 | 9.85 | 11.04 | 12.98 | 8.58 | 8.04 | 9.57 |
| Draw Down(%) | NA | 5.42 | 19.57 | 19.57 | 30.87 | NA | NA | … | … | 2.85 | 11.06 | 12.71 | 8.10 | 11.06 | 6.35 | 26.50 | 13.45 | 15.46 | 6.14 | 12.41 | 11.34 | 3.92 | 13.96 | 9.33 |
| Yield(%) | 0.00 | 9.85 | 6.00 | 9.65 | 5.28 | 4.83 | 3.62 | … | … | 0.00 | 9.37 | 8.40 | 1.01 | 28.28 | 7.83 | 1.14 | 0.64 | 2.92 | 0.80 | 5.55 | 6.90 | 11.71 | 0.64 | 0.22 |
Data as of 05/29/2026, Common starting date is 02/17/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVOCX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS) |
-7.85%
Oct 2017 – Oct 2020 |
-4.67%
Nov 2015 – Nov 2020 |
0.30%
May 2015 – May 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVOCX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS) |
12.66%
Aug 2013 – Aug 2016 |
7.58%
Aug 2013 – Aug 2018 |
4.67%
Mar 2014 – Mar 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart