Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MFTCX (ALTEGRIS MANAGED FUTURES STRATEGY FUND ALTEGRIS MANAGED FUTURES STRATEGY FUND CLASS C) | NA | 5.33% | -1.04% | -1.31% | NA | NA | NA | … | … |
Data as of 03/31/2020, Common starting date is 02/04/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFTCX (ALTEGRIS MANAGED FUTURES STRATEGY FUND ALTEGRIS MANAGED FUTURES STRATEGY FUND CLASS C) | 02/04/2011 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.14 | 5.33 | -1.04 | -1.31 | NA | NA | NA | … | … | 0.14 | 3.38 | -6.73 | -0.12 | 2.21 | -0.34 | 6.00 | -4.43 | -4.74 | -7.52 |
| Sharpe Ratio | NA | 0.38 | -0.25 | -0.22 | NA | NA | NA | … | … | -0.02 | 0.21 | -0.78 | -0.11 | 0.20 | -0.04 | 0.82 | -0.57 | -0.55 | -0.90 |
| Standard Deviation(%) | NA | 8.96 | 8.92 | 9.49 | NA | NA | NA | … | … | 7.68 | 9.58 | 10.28 | 6.86 | 9.89 | 10.39 | 7.31 | 7.82 | 8.84 | 9.25 |
| Draw Down(%) | NA | 6.46 | 17.21 | 18.19 | NA | NA | NA | … | … | 3.93 | 6.38 | 15.45 | 8.19 | 10.88 | 8.35 | 4.41 | 12.46 | 8.43 | 10.48 |
| Yield(%) | 0.00 | 5.89 | 2.11 | 3.79 | 1.78 | 1.18 | 0.89 | … | … | 0.00 | 5.76 | 0.97 | 0.00 | 6.74 | 8.14 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/31/2020, Common starting date is 02/04/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFTCX (ALTEGRIS MANAGED FUTURES STRATEGY FUND ALTEGRIS MANAGED FUTURES STRATEGY FUND CLASS C) |
-6.18%
Apr 2011 – Apr 2014 |
-1.46%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFTCX (ALTEGRIS MANAGED FUTURES STRATEGY FUND ALTEGRIS MANAGED FUTURES STRATEGY FUND CLASS C) |
5.64%
Aug 2013 – Aug 2016 |
2.03%
Aug 2014 – Aug 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart