Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MFTIX (ALTEGRIS MANAGED FUTURES STRATEGY FUND ALTEGRIS MANAGED FUTURES STRATEGY FUND CLASS I) | NA | 6.45% | -0.05% | -0.32% | NA | NA | NA | … | … |
Data as of 03/31/2020, Common starting date is 09/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFTIX (ALTEGRIS MANAGED FUTURES STRATEGY FUND ALTEGRIS MANAGED FUTURES STRATEGY FUND CLASS I) | 09/02/2010 | 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 | 6.45 | -0.05 | -0.32 | NA | NA | NA | … | … | 0.38 | 4.45 | -5.76 | 0.93 | 3.06 | 0.74 | 7.03 | -3.50 | -3.68 | -6.49 | 5.08 |
| Sharpe Ratio | NA | 0.50 | -0.13 | -0.11 | NA | NA | NA | … | … | 0.11 | 0.32 | -0.69 | 0.04 | 0.29 | 0.07 | 0.96 | -0.45 | -0.42 | -0.70 | 1.41 |
| Standard Deviation(%) | NA | 8.94 | 8.92 | 9.48 | NA | NA | NA | … | … | 7.67 | 9.58 | 10.27 | 6.89 | 9.83 | 10.40 | 7.28 | 7.85 | 8.85 | 9.38 | 11.43 |
| Draw Down(%) | NA | 6.23 | 16.30 | 16.30 | NA | NA | NA | … | … | 3.95 | 6.23 | 14.72 | 7.82 | 10.56 | 8.01 | 4.29 | 12.09 | 8.12 | 10.09 | 5.89 |
| Yield(%) | 0.00 | 6.70 | 2.72 | 4.36 | 2.27 | 1.52 | 1.14 | … | … | 0.00 | 6.57 | 1.98 | 0.00 | 7.52 | 8.79 | 0.00 | 0.00 | 0.00 | 0.00 | 0.38 |
Data as of 03/31/2020, Common starting date is 09/02/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFTIX (ALTEGRIS MANAGED FUTURES STRATEGY FUND ALTEGRIS MANAGED FUTURES STRATEGY FUND CLASS I) |
-5.41%
Feb 2011 – Feb 2014 |
-1.29%
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 |
|---|---|---|---|---|
| MFTIX (ALTEGRIS MANAGED FUTURES STRATEGY FUND ALTEGRIS MANAGED FUTURES STRATEGY FUND CLASS I) |
6.72%
Aug 2013 – Aug 2016 |
3.03%
Aug 2014 – Aug 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart