ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX)

Basic Info 7.71 0(0.0%)

ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS started on 11/01/2011
ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS is classified as asset class Managed Futures
ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS expense ratio is 1.87%
ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS rating is
(76%)

ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX) Dividend Info

ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX) dividend growth in the last 12 months is -93.95%

The trailing 12-month yield of ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS is 1.54%. its dividend history:

DateDividend
04/15/2024 0.013
03/15/2024 0.014
02/15/2024 0.017
12/13/2023 0.022
11/15/2023 0.014
10/16/2023 0.013
09/15/2023 0.013
08/15/2023 0.011
07/17/2023 0.011
06/15/2023 0.009
05/15/2023 0.007
04/17/2023 0.009
03/15/2023 0.008
02/15/2023 0.004
12/14/2022 0.986
11/15/2022 0.471
10/17/2022 0.453
09/15/2022 0.449
12/15/2021 0.111
11/15/2021 0.038
10/15/2021 0.038
09/15/2021 0.038
05/17/2021 0.001
04/15/2021 0.001
03/15/2021 0.001
01/15/2021 0.005
12/17/2020 0.042
11/16/2020 0.018
10/15/2020 0.018
09/15/2020 0.016
08/17/2020 0.013
07/15/2020 0.009
06/15/2020 0.008
05/15/2020 0.004
04/15/2020 0.008
03/16/2020 0.009
02/14/2020 0.007
01/15/2020 0.001
12/17/2019 0.016
11/15/2019 0.009
10/15/2019 0.011
09/16/2019 0.009
08/15/2019 0.009
07/15/2019 0.009
06/17/2019 0.017
05/15/2019 0.02
04/15/2019 0.009
03/15/2019 0.011
02/15/2019 0.009
12/19/2018 0.355
11/15/2018 0.008
10/15/2018 0.005
09/17/2018 0.008
08/15/2018 0.006
07/16/2018 0.004
06/15/2018 0.012
05/15/2018 0.013
04/16/2018 0.011
03/15/2018 0.01
02/15/2018 0.01
01/16/2018 0.01
12/20/2017 0.011
11/15/2017 0.011
10/16/2017 0.011
09/15/2017 0.004
08/15/2017 0.017
07/17/2017 0
06/15/2017 0.028
05/15/2017 0.008
04/17/2017 0.007
03/15/2017 0.007
02/15/2017 0.007
01/17/2017 0.03
12/22/2016 0.517
11/15/2016 0.001
10/14/2016 0.022
08/15/2016 0.01
07/15/2016 0.037
06/15/2016 0.012
05/13/2016 0.011
04/15/2016 0.011
03/15/2016 0.013
01/15/2016 0.002
12/15/2015 0.701
11/13/2015 0.011
10/15/2015 0.017
09/15/2015 0.017
08/14/2015 0.013
07/15/2015 0.025
06/15/2015 0.021
05/15/2015 0.026
04/15/2015 0.017
03/13/2015 0.018
02/17/2015 0.012
01/15/2015 0.008
12/15/2014 1.103
11/17/2014 0.008
10/15/2014 0.011
09/15/2014 0.009
08/15/2014 0.012
07/15/2014 0.009
06/13/2014 0.01
05/15/2014 0.005
04/15/2014 0.013
03/17/2014 0.003
02/18/2014 0.006
01/15/2014 0.004
12/13/2013 0.07
11/15/2013 0.009
09/16/2013 0.007
08/15/2013 0.003
07/15/2013 0.004
12/13/2012 0.024
11/15/2012 0.002
08/15/2012 0.003
07/16/2012 0.002
06/15/2012 0.001
05/15/2012 0.005
04/16/2012 0.004
03/15/2012 0.003

Dividend Growth History for ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX)

Year
Payout Amount
Year Start Yield
Annual Payout Growth (YoY)
CAGR to 2023
2023 $0.121 1.77% -94.87% -
2022 $2.359 29.02% 912.45% -94.87%
2021 $0.233 2.91% 52.29% -27.94%
2020 $0.153 1.62% 18.60% -7.52%
2019 $0.129 1.41% -71.46% -1.59%
2018 $0.452 4.38% 220.57% -23.17%
2017 $0.141 1.46% -77.83% -2.52%
2016 $0.636 6.06% -28.22% -21.11%
2015 $0.886 8.07% -25.73% -22.03%
2014 $1.193 12.30% 1,182.80% -22.45%
2013 $0.093 0.95% 111.36% 2.67%
2012 $0.044 0.44% - 9.63%

Dividend Growth Chart for ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX)

ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX) Historical Returns And Risk Info

From 11/01/2011 to 05/06/2024, the compound annualized total return (dividend reinvested) of ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX) is 3.517%. Its cumulative total return (dividend reinvested) is 53.957%.

From 11/01/2011 to 05/06/2024, the Maximum Drawdown of ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX) is 29.8%.

From 11/01/2011 to 05/06/2024, the Sharpe Ratio of ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX) is 0.25.

From 11/01/2011 to 05/06/2024, the Annualized Standard Deviation of ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX) is 10.6%.

From 11/01/2011 to 05/06/2024, the Beta of ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX) is 0.01.

Last 1 Week* YTD*(2024) 1 Yr 3 Yr 5 Yr 10 Yr Since
11/01/2011		 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Annualized Return(%) -3.6 9.7 15.0 7.9 3.2 4.2 3.5 5.0 12.7 5.3 -13.1 4.0 -7.7 7.3 -1.4 3.4 25.3 2.0 -4.2 0.9
Sharpe Ratio NA 3.38 1.49 0.52 0.15 0.29 0.25 0.09 1.0 0.41 -1.04 0.25 -0.78 0.67 -0.14 0.26 2.97 0.25 -0.47 0.82
Draw Down(%) NA 4.2 4.2 13.8 29.8 29.8 29.8 8.1 10.7 11.7 26.2 13.2 15.0 6.8 12.0 11.0 3.9 13.7 9.2 1.9
Standard Deviation(%) NA 8.1 7.5 10.8 11.3 11.1 10.6 8.5 11.3 13.0 12.8 10.2 11.6 10.0 11.1 13.0 8.5 8.0 9.3 6.9
Treynor Ratio NA 1.64 2.11 -1.5 -1.8 4.63 2.49 0.17 -0.76 0.15 46.68 -0.34 -0.53 0.09 0.07 -0.48 1.71 0.06 0.61 -0.32
Alpha NA 0.08 0.04 0.02 0.01 0.01 0.01 0.0 0.03 -0.01 -0.05 0.02 -0.03 -0.03 0.01 0.02 0.08 -0.03 -0.01 0.04
Beta NA 0.17 0.05 -0.04 -0.01 0.01 0.01 0.04 -0.15 0.36 0.0 -0.08 0.17 0.79 -0.22 -0.07 0.15 0.34 -0.07 -0.18
RSquare NA 0.06 0.01 0.0 0.0 0.0 0.0 0.0 0.1 0.14 0.0 0.01 0.06 0.28 0.06 0.01 0.04 0.22 0.01 0.39
Yield(%) N/A 0.6 2.1 10.5 6.3 6.3 N/A 1.6 29.0 2.9 1.7 1.5 4.4 1.6 6.0 8.1 12.2 0.9 0.2 0.0
Dividend Growth(%) N/A -63.6 -94.0 292.6 -9.2 N/A N/A -95.3 926.1 43.8 14.3 -68.9 200.0 -76.2 -29.2 -24.6 1211.1 350.0 N/A N/A

Return Calculator for ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX)

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ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX) Historical Return Chart

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ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX) Rolling Returns Charts

A rolling return for a period such as 5-year, as of a specific date, represents the investment’s performance over the preceding five years leading up to that date. In the 5-year rolling chart, the value on any given date corresponds to the annualized return for the preceding 5 years up to that very date. Thus, for instance, the chart value on 8/28/2015 reflects the annualized return from 8/28/2010 to 8/28/2015. A 5-year rolling return chart for an investment (stock, fund or portfolio) depicts the return sequence of 5-year trailing returns for the dates in the chart.

These rolling returns contrast with the most recent 3, 5, 10, and 15-year returns, as they solely depict the returns for those respective periods leading up to the most recent date, without encompassing every date in the historical record.

Rolling return charts offer a more precise insight into a portfolio’s risk and return stability (including funds or individual stocks). This is particularly true when focusing on the minimal return points within a rolling return chart as a measure of a fund or a portfolio's risk. A well-known observation, often attributed to ‘Murphy’s law’, is that it tends to perform poorly when investors decide to follow an investment due to its recent strong returns. Sound familiar? Information regarding minimum rolling returns could help mitigate this predicament. Investors can opt for an investment showcasing high minimum rolling returns within their preferred holding durations. In fact, merely possessing knowledge of such minimum rolling period returns can anchor investors’ expectations.

For instance, let’s consider an investor who follows a model portfolio (or even simply purchases and holds a fund like VFINX or SPY) for 10 years. Armed with knowledge of this portfolio’s minimum 10-year rolling return since its inception date or the fund’s inception (in the case of VFINX, recognizing that the minimum 10-year rolling return since 1987 could be as low as -2.24%), the investor should reasonably anticipate the potential for the portfolio to incur losses over the forthcoming 10 years.

Minimum rolling return for a period such as 10-year offers a different and often better historical risk and return metric than other popular risk and return metrics such as Sharpe ratio, standard deviation (volatility) or maximum drawdown.

See Portfolio Calculator and Rolling Returns for more detailed description.

From 11/01/2011 to 05/06/2024, the worst annualized return of 3-year rolling returns for ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX) is -6.14%.
From 11/01/2011 to 05/06/2024, the worst annualized return of 5-year rolling returns for ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX) is -4.75%.
From 11/01/2011 to 05/06/2024, the worst annualized return of 10-year rolling returns for ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX) is 2.64%.
From 11/01/2011 to 05/06/2024, the worst annualized return of 20-year rolling returns for ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS A FUNDS (EVOAX) is NA.

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