Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MULIX (ALTEGRIS MULTI-STRATEGY ALTERNATIVE FUND ALTEGRIS MULTI-STRATEGY ALTERNATIVE FUND CLASS I) | NA | 5.12% | -0.53% | 1.58% | NA | NA | NA | … | … |
Data as of 04/20/2018, Common starting date is 03/04/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MULIX (ALTEGRIS MULTI-STRATEGY ALTERNATIVE FUND ALTEGRIS MULTI-STRATEGY ALTERNATIVE FUND CLASS I) | 03/04/2013 | 04/20/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.12 | -0.53 | 1.58 | NA | NA | NA | … | … | -0.47 | 7.06 | -4.21 | -0.45 | 4.84 | 1.00 |
| Sharpe Ratio | NA | 0.75 | -0.19 | 0.28 | NA | NA | NA | … | … | -0.33 | 1.52 | -1.05 | -0.10 | 1.29 | 0.22 |
| Standard Deviation(%) | NA | 5.72 | 4.88 | 4.77 | NA | NA | NA | … | … | 8.03 | 4.26 | 4.18 | 4.63 | 3.74 | 5.42 |
| Draw Down(%) | NA | 6.55 | 8.83 | 9.09 | NA | NA | NA | … | … | 6.55 | 2.08 | 5.26 | 4.45 | 2.55 | 3.54 |
| Yield(%) | 0.00 | 1.08 | 3.32 | 2.90 | 1.44 | 0.96 | 0.72 | … | … | 1.02 | 0.00 | 3.39 | 6.17 | 1.87 | 2.12 |
Data as of 04/20/2018, Common starting date is 03/04/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MULIX (ALTEGRIS MULTI-STRATEGY ALTERNATIVE FUND ALTEGRIS MULTI-STRATEGY ALTERNATIVE FUND CLASS I) |
-0.59%
Mar 2015 – Mar 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MULIX (ALTEGRIS MULTI-STRATEGY ALTERNATIVE FUND ALTEGRIS MULTI-STRATEGY ALTERNATIVE FUND CLASS I) |
1.66%
Aug 2013 – Aug 2016 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart