Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MFTAX (ALTEGRIS MANAGED FUTURES STRATEGY FUND ALTEGRIS MANAGED FUTURES STRATEGY FUND CLASS A) | NA | 6.09% | -0.29% | -0.57% | NA | NA | NA | … | … |
Data as of 03/31/2020, Common starting date is 10/27/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFTAX (ALTEGRIS MANAGED FUTURES STRATEGY FUND ALTEGRIS MANAGED FUTURES STRATEGY FUND CLASS A) | 10/27/2010 | 03/31/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.09 | -0.29 | -0.57 | NA | NA | NA | … | … | 0.26 | 4.19 | -5.99 | 0.71 | 2.85 | 0.48 | 6.76 | -3.73 | -3.89 | -6.69 | 2.89 |
| Sharpe Ratio | NA | 0.46 | -0.16 | -0.14 | NA | NA | NA | … | … | 0.04 | 0.29 | -0.71 | 0.01 | 0.27 | 0.04 | 0.93 | -0.48 | -0.45 | -0.72 | 1.42 |
| Standard Deviation(%) | NA | 9.09 | 8.96 | 9.49 | NA | NA | NA | … | … | 7.73 | 9.64 | 10.25 | 6.94 | 9.84 | 10.31 | 7.24 | 7.84 | 8.77 | 9.40 | 12.14 |
| Draw Down(%) | NA | 6.21 | 16.55 | 16.55 | NA | NA | NA | … | … | 3.89 | 6.21 | 14.93 | 7.92 | 10.60 | 8.01 | 4.32 | 12.16 | 8.25 | 10.20 | 5.89 |
| Yield(%) | 0.00 | 6.47 | 2.56 | 4.22 | 2.13 | 1.42 | 1.07 | … | … | 0.00 | 6.34 | 1.74 | 0.00 | 7.35 | 8.61 | 0.00 | 0.00 | 0.00 | 0.00 | 0.34 |
Data as of 03/31/2020, Common starting date is 10/27/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFTAX (ALTEGRIS MANAGED FUTURES STRATEGY FUND ALTEGRIS MANAGED FUTURES STRATEGY FUND CLASS A) |
-5.62%
Feb 2011 – Feb 2014 |
-1.52%
Dec 2010 – Dec 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFTAX (ALTEGRIS MANAGED FUTURES STRATEGY FUND ALTEGRIS MANAGED FUTURES STRATEGY FUND CLASS A) |
6.46%
Aug 2013 – Aug 2016 |
2.80%
Aug 2014 – Aug 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart