Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MFTOX (ALTEGRIS MANAGED FUTURES STRATEGY FUND ALTEGRIS MANAGED FUTURES STRATEGY FUND CLASS O SHARES) | NA | 6.11% | -0.28% | -0.54% | NA | NA | NA | … | … |
Data as of 03/31/2020, Common starting date is 03/15/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFTOX (ALTEGRIS MANAGED FUTURES STRATEGY FUND ALTEGRIS MANAGED FUTURES STRATEGY FUND CLASS O SHARES) | 03/15/2013 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.11 | -0.28 | -0.54 | NA | NA | NA | … | … | 0.26 | -8.15 | -0.76 | 1.19 | 2.50 | 0.36 | 6.87 | -5.15 |
| Sharpe Ratio | NA | -0.65 | -0.28 | -0.22 | NA | NA | NA | … | … | 0.04 | -0.72 | -0.11 | 0.08 | 0.22 | 0.03 | 0.93 | -0.84 |
| Standard Deviation(%) | NA | 12.78 | 13.76 | 12.54 | NA | NA | NA | … | … | 7.52 | 13.21 | 18.83 | 6.78 | 10.27 | 10.41 | 7.36 | 7.66 |
| Draw Down(%) | NA | 17.25 | 17.25 | 17.25 | NA | NA | NA | … | … | 3.89 | 17.14 | 12.60 | 7.92 | 10.61 | 8.01 | 4.32 | 12.27 |
| Yield(%) | 0.00 | 6.50 | 2.57 | 4.23 | 2.25 | 1.50 | 1.13 | … | … | 0.00 | 6.37 | 1.74 | 0.00 | 7.26 | 8.70 | 0.00 | 0.00 |
Data as of 03/31/2020, Common starting date is 03/15/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFTOX (ALTEGRIS MANAGED FUTURES STRATEGY FUND ALTEGRIS MANAGED FUTURES STRATEGY FUND CLASS O SHARES) |
-5.16%
Feb 2016 – Feb 2019 |
-0.15%
Feb 2015 – Feb 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFTOX (ALTEGRIS MANAGED FUTURES STRATEGY FUND ALTEGRIS MANAGED FUTURES STRATEGY FUND CLASS O SHARES) |
6.46%
Aug 2013 – Aug 2016 |
2.81%
Aug 2014 – Aug 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart