Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TRNNX (Altegris GSA Trend Strategy Fund Cl N) | NA | 10.65% | -2.48% | 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 |
|---|---|---|
| TRNNX (Altegris GSA Trend Strategy Fund Cl N) | 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 (%) | 0.12 | 10.65 | -2.48 | NA | NA | NA | NA | … | … | 6.35 | -21.83 | 2.27 | -3.10 |
| Sharpe Ratio | NA | -0.59 | -0.34 | NA | NA | NA | NA | … | … | 1.88 | -1.06 | 0.04 | -0.42 |
| Standard Deviation(%) | NA | 21.67 | 20.93 | NA | NA | NA | NA | … | … | 14.72 | 21.95 | 26.28 | 10.96 |
| Draw Down(%) | NA | 32.08 | 32.08 | NA | NA | NA | NA | … | … | 5.66 | 31.82 | 16.30 | 11.70 |
| Yield(%) | 0.00 | 10.89 | 3.04 | 1.80 | 0.90 | 0.60 | 0.45 | … | … | 0.00 | 10.08 | 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 |
|---|---|---|---|---|
| TRNNX (Altegris GSA Trend Strategy Fund Cl N) |
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 |
|---|---|---|---|---|
| TRNNX (Altegris GSA Trend Strategy Fund Cl N) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart