Performance Comparison
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