Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCRCX (ALTEGRIS MACRO STRATEGY FUND ALTEGRIS MACRO STRATEGY FUND CLASS C) | NA | 2.24% | 0.04% | -2.84% | NA | NA | NA | … | … |
Data as of 10/31/2017, Common starting date is 10/28/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCRCX (ALTEGRIS MACRO STRATEGY FUND ALTEGRIS MACRO STRATEGY FUND CLASS C) | 10/28/2011 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.24 | 0.04 | -2.84 | NA | NA | NA | … | … | -2.19 | 3.11 | -5.73 | 2.83 | -8.14 | -10.62 | -0.30 |
| Sharpe Ratio | NA | 0.23 | -0.03 | -0.47 | NA | NA | NA | … | … | -0.45 | 0.37 | -0.74 | 0.56 | -2.15 | -2.75 | -0.47 |
| Standard Deviation(%) | NA | 7.37 | 7.56 | 6.43 | NA | NA | NA | … | … | 7.15 | 7.80 | 7.81 | 4.99 | 3.81 | 3.91 | 3.73 |
| Draw Down(%) | NA | 6.53 | 12.71 | 17.24 | NA | NA | NA | … | … | 6.49 | 7.85 | 10.14 | 6.23 | 9.68 | 10.62 | 1.51 |
| Yield(%) | 0.00 | 0.11 | 5.20 | 2.70 | 1.25 | 0.83 | 0.62 | … | … | 0.00 | 0.11 | 14.65 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/31/2017, Common starting date is 10/28/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCRCX (ALTEGRIS MACRO STRATEGY FUND ALTEGRIS MACRO STRATEGY FUND CLASS C) |
-6.24%
Nov 2011 – Nov 2014 |
-4.76%
May 2012 – May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCRCX (ALTEGRIS MACRO STRATEGY FUND ALTEGRIS MACRO STRATEGY FUND CLASS C) |
1.46%
Apr 2014 – Apr 2017 |
-3.09%
Apr 2012 – Apr 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart