Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EVONX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS N FUNDS) | NA | -2.94% | 11.01% | 3.40% | 4.29% | NA | NA | … | … |
Data as of 11/06/2023, Common starting date is 11/01/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EVONX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS N FUNDS) | 11/01/2011 | 11/06/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.71 | -2.94 | 11.01 | 3.40 | 4.29 | NA | NA | … | … | 2.99 | 12.07 | 12.59 | -13.15 | 3.96 | -7.83 | 7.43 | -1.35 | 3.40 | 25.24 | 2.15 | -4.24 | 0.80 |
| Sharpe Ratio | NA | -0.82 | 0.86 | 0.18 | 0.31 | NA | NA | … | … | -0.09 | 0.95 | 1.07 | -1.03 | 0.25 | -0.78 | 0.69 | -0.14 | 0.26 | 2.94 | 0.26 | -0.46 | 0.72 |
| Standard Deviation(%) | NA | 8.96 | 10.82 | 11.13 | 11.01 | NA | NA | … | … | 8.90 | 11.33 | 11.75 | 12.94 | 10.29 | 11.69 | 9.96 | 11.01 | 12.97 | 8.58 | 8.10 | 9.32 | 7.01 |
| Draw Down(%) | NA | 10.21 | 13.73 | 29.76 | 29.76 | NA | NA | … | … | 8.03 | 10.63 | 6.09 | 26.15 | 13.34 | 14.99 | 6.82 | 11.97 | 10.98 | 3.89 | 13.81 | 9.19 | 1.87 |
| Yield(%) | 0.00 | 16.87 | 13.97 | 8.04 | 7.10 | 4.56 | 3.42 | … | … | 0.51 | 28.93 | 9.09 | 1.62 | 1.41 | 4.37 | 1.45 | 6.06 | 8.05 | 12.33 | 0.96 | 0.44 | 0.00 |
Data as of 11/06/2023, Common starting date is 11/01/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVONX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS N FUNDS) |
-7.20%
Oct 2017 – Oct 2020 |
-4.19%
Nov 2015 – Nov 2020 |
2.32%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVONX (ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS N FUNDS) |
13.51%
Aug 2013 – Aug 2016 |
8.17%
Aug 2013 – Aug 2018 |
5.00%
Aug 2013 – Aug 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart