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Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
EVOIX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS I FUNDS) -7.77% -14.30% -1.44% 6.24% 1.71% NA NA 3.02%
Data as of 07/08/2025, AR inception is 11/01/2011
More Performance Analytics Comparison
Name Start Date End Date
EVOIX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS I FUNDS) 11/01/2011 07/08/2025
Last 1 Week 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Inception YTD 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Annualized Return (%) 0.00 -14.30 -1.44 6.24 1.71 NA NA 3.02 -7.77 3.85 5.28 12.84 12.21 -12.95 4.23 -7.56 7.68 -1.06 3.66 25.56 2.38 -4.07 0.90
Sharpe Ratio NA -2.14 -0.59 0.40 0.03 NA NA 0.17 -2.37 -0.33 0.12 1.05 1.07 -1.01 0.28 -0.77 0.71 -0.11 0.28 2.99 0.29 -0.45 0.87
Standard Deviation(%) NA 8.24 8.73 9.67 10.82 NA NA 10.32 7.96 8.33 8.51 11.01 11.40 13.04 10.23 11.63 9.94 11.06 13.02 8.54 7.99 9.26 6.52
Draw Down(%) NA 17.68 18.81 18.81 29.56 NA NA 29.56 10.91 12.33 8.09 10.59 6.16 26.11 13.26 14.83 6.75 11.78 10.80 3.88 13.75 9.12 1.87
Yield(%) 0.00 8.28 11.23 10.94 6.01 5.34 4.01 6.16 0.86 9.52 2.02 29.06 9.87 1.86 1.67 4.86 1.68 6.46 8.56 12.53 1.08 0.60 0.00
Data as of 07/08/2025, AR inception is 11/01/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
EVOIX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS I FUNDS) -6.93%
Oct 2017 - Oct 2020
-3.91%
Nov 2015 - Nov 2020
1.21%
May 2015 - May 2025
0.00%
NA
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
EVOIX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS I FUNDS) 13.75%
Sep 2020 - Sep 2023
8.42%
Aug 2013 - Aug 2018
5.61%
Mar 2014 - Mar 2024
0.00%
NA
Annualized Rolling Returns Comparison Chart