Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TRNIX (Altegris GSA Trend Strategy Fund Cl I) | NA | 10.93% | -2.21% | NA | NA | NA | NA | … | … |
Data as of 03/31/2020, Common starting date is 03/16/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRNIX (Altegris GSA Trend Strategy Fund Cl I) | 03/16/2017 | 03/31/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.24 | 10.93 | -2.21 | NA | NA | NA | NA | … | … | 6.44 | -22.06 | 2.08 | -2.80 |
| Sharpe Ratio | NA | -0.59 | -0.34 | NA | NA | NA | NA | … | … | 1.92 | -1.06 | 0.03 | -0.39 |
| Standard Deviation(%) | NA | 21.92 | 20.81 | NA | NA | NA | NA | … | … | 14.69 | 22.21 | 25.79 | 10.93 |
| Draw Down(%) | NA | 32.30 | 32.30 | NA | NA | NA | NA | … | … | 5.63 | 32.12 | 16.25 | 11.60 |
| Yield(%) | 0.00 | 11.14 | 3.13 | 1.86 | 0.93 | 0.62 | 0.46 | … | … | 0.00 | 10.31 | 0.00 | 0.00 |
Data as of 03/31/2020, Common starting date is 03/16/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRNIX (Altegris GSA Trend Strategy Fund Cl I) |
0.00%
NA |
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 |
|---|---|---|---|---|
| TRNIX (Altegris GSA Trend Strategy Fund Cl I) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart