Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCRIX (ALTEGRIS MACRO STRATEGY FUND ALTEGRIS MACRO STRATEGY FUND CLASS I) | NA | 2.75% | 0.88% | -1.96% | NA | NA | NA | … | … |
Data as of 10/31/2017, Common starting date is 06/02/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCRIX (ALTEGRIS MACRO STRATEGY FUND ALTEGRIS MACRO STRATEGY FUND CLASS I) | 06/02/2011 | 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 | 2.75 | 0.88 | -1.96 | NA | NA | NA | … | … | -1.69 | 4.07 | -4.78 | 3.86 | -7.26 | -9.78 | -0.80 |
| Sharpe Ratio | NA | 0.30 | 0.09 | -0.33 | NA | NA | NA | … | … | -0.37 | 0.50 | -0.62 | 0.78 | -1.93 | -2.51 | -0.24 |
| Standard Deviation(%) | NA | 7.29 | 7.46 | 6.36 | NA | NA | NA | … | … | 7.07 | 7.70 | 7.72 | 4.94 | 3.79 | 3.95 | 5.85 |
| Draw Down(%) | NA | 6.12 | 11.23 | 15.61 | NA | NA | NA | … | … | 6.12 | 7.21 | 9.40 | 5.73 | 8.90 | 9.78 | 5.56 |
| Yield(%) | 0.00 | 2.22 | 5.75 | 3.04 | 1.41 | 0.94 | 0.71 | … | … | 0.00 | 2.22 | 14.48 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/31/2017, Common starting date is 06/02/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCRIX (ALTEGRIS MACRO STRATEGY FUND ALTEGRIS MACRO STRATEGY FUND CLASS I) |
-7.08%
Sep 2011 – Sep 2014 |
-4.31%
Sep 2011 – Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCRIX (ALTEGRIS MACRO STRATEGY FUND ALTEGRIS MACRO STRATEGY FUND CLASS I) |
2.43%
Apr 2014 – Apr 2017 |
-2.11%
Apr 2012 – Apr 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart