ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX)

Basic Info 7.77 0.02(0.26%)
May 09

ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS started on 02/17/2012
ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS is classified as asset class Managed Futures
ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS expense ratio is 1.87%
ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS rating is
(72%)

ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX) Dividend Info

ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX) dividend growth in the last 12 months is -96.11%

The trailing 12-month yield of ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS is 1.34%. its dividend history:

DateDividend
04/15/2024 0.0081
03/15/2024 0.0099
02/15/2024 0.0115
12/13/2023 0.0154
11/15/2023 0.0094
10/16/2023 0.0086
09/15/2023 0.0084
08/15/2023 0.0065
07/17/2023 0.0062
06/15/2023 0.004
05/15/2023 0.003
04/17/2023 0.0042
03/15/2023 0.0035
12/14/2022 0.9779
11/15/2022 0.466
10/17/2022 0.447
09/15/2022 0.4424
12/15/2021 0.1106
11/15/2021 0.0328
10/15/2021 0.0322
09/15/2021 0.0319
01/15/2021 0.0003
12/17/2020 0.034
11/16/2020 0.013
10/15/2020 0.013
09/15/2020 0.011
08/17/2020 0.008
07/15/2020 0.004
06/15/2020 0.003
04/15/2020 0.008
03/16/2020 0.008
02/14/2020 0.006
12/17/2019 0.007
11/15/2019 0.003
10/15/2019 0.005
09/16/2019 0.003
08/15/2019 0.002
07/15/2019 0.003
06/17/2019 0.011
05/15/2019 0.013
04/15/2019 0.004
03/15/2019 0.005
02/15/2019 0.003
12/19/2018 0.2671
11/15/2018 0.0017
09/17/2018 0.0019
06/15/2018 0.006
05/15/2018 0.006
04/16/2018 0.005
03/15/2018 0.004
02/15/2018 0.002
01/16/2018 0.005
12/20/2017 0.001
11/15/2017 0.004
10/16/2017 0.005
08/15/2017 0.0112
06/15/2017 0.0217
05/15/2017 0.0028
04/17/2017 0.0009
03/15/2017 0.001
02/15/2017 0.001
01/17/2017 0.028
12/22/2016 0.507
10/14/2016 0.016
08/15/2016 0.004
07/15/2016 0.031
06/15/2016 0.005
05/13/2016 0.006
04/15/2016 0.004
03/15/2016 0.006
12/15/2015 0.664
08/14/2015 0.003
07/15/2015 0.019
06/15/2015 0.015
05/15/2015 0.02
04/15/2015 0.01
03/13/2015 0.012
02/17/2015 0.006
01/15/2015 0.001
12/15/2014 1.097
11/17/2014 0.001
10/15/2014 0.005
09/15/2014 0.003
08/15/2014 0.006
07/15/2014 0.003
06/13/2014 0.005
04/15/2014 0.007
01/15/2014 0.001
12/13/2013 0.062
09/16/2013 0.001
12/13/2012 0.019
05/15/2012 0.001
04/16/2012 0.002

Dividend Growth History for ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX)

Year
Payout Amount
Year Start Yield
Annual Payout Growth (YoY)
CAGR to 2023
2023 $0.0692 1.01% -97.03% -
2022 $2.3333 28.28% 1,022.86% -97.03%
2021 $0.2078 2.60% 92.41% -42.29%
2020 $0.108 1.14% 83.05% -13.79%
2019 $0.059 0.64% -80.25% 4.07%
2018 $0.2987 2.92% 289.95% -25.36%
2017 $0.0766 0.80% -86.77% -1.68%
2016 $0.579 5.55% -22.80% -26.17%
2015 $0.75 6.90% -33.51% -25.76%
2014 $1.128 11.71% 1,690.48% -26.67%
2013 $0.063 0.64% 186.36% 0.94%
2012 $0.022 0.22% - 10.98%

Dividend Growth Chart for ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX)

ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX) Historical Returns And Risk Info

From 02/17/2012 to 05/09/2024, the compound annualized total return (dividend reinvested) of ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX) is 2.991%. Its cumulative total return (dividend reinvested) is 43.281%.

From 02/17/2012 to 05/09/2024, the Maximum Drawdown of ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX) is 30.9%.

From 02/17/2012 to 05/09/2024, the Sharpe Ratio of ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX) is 0.19.

From 02/17/2012 to 05/09/2024, the Annualized Standard Deviation of ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX) is 10.7%.

From 02/17/2012 to 05/09/2024, the Beta of ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX) is 0.01.

Last 1 Week* YTD*(2024) 1 Yr 3 Yr 5 Yr 10 Yr Since
02/17/2012		 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Annualized Return(%) -3.6 9.3 14.0 7.7 2.7 3.7 3.0 4.2 11.1 6.5 -13.9 3.2 -8.5 7.6 -2.0 2.6 24.3 1.3 -5.0
Sharpe Ratio NA 3.26 1.36 0.51 0.1 0.24 0.19 0.0 0.89 0.51 -1.09 0.17 -0.84 0.71 -0.2 0.2 2.83 0.16 -0.61
Draw Down(%) NA 4.3 4.3 14.3 30.3 30.9 30.9 8.1 11.0 10.8 26.5 13.5 15.5 6.1 12.4 11.3 3.9 14.0 9.3
Standard Deviation(%) NA 8.0 7.5 10.6 11.2 11.0 10.7 8.5 11.0 12.7 12.9 10.3 11.7 9.8 11.0 13.0 8.6 8.0 9.6
Treynor Ratio NA 1.44 1.41 -1.03 -0.83 6.22 1.49 0.0 -0.63 0.23 -90.96 -0.22 -0.57 0.09 0.11 -0.36 1.71 0.04 0.93
Alpha NA 0.08 0.03 0.02 0.01 0.01 0.01 0.0 0.03 0.0 -0.06 0.02 -0.03 -0.03 0.0 0.01 0.08 -0.03 -0.02
Beta NA 0.18 0.07 -0.05 -0.01 0.0 0.01 0.06 -0.15 0.28 0.0 -0.08 0.17 0.78 -0.21 -0.07 0.14 0.34 -0.06
RSquare NA 0.07 0.01 0.01 0.0 0.0 0.0 0.01 0.12 0.09 0.0 0.01 0.06 0.28 0.06 0.01 0.04 0.21 0.01
Yield(%) N/A 0.4 1.3 10.0 5.9 5.7 N/A 1.0 28.4 2.5 1.1 0.3 2.8 0.6 5.6 6.9 11.6 0.6 0.2
Dividend Growth(%) N/A -57.1 -96.1 486.6 -1.5 N/A N/A -97.0 1070.0 100.0 233.3 -89.7 383.3 -89.7 -22.7 -33.0 1766.7 200.0 N/A

Return Calculator for ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX)

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ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX) Historical Return Chart

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ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX) 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 02/17/2012 to 05/09/2024, the worst annualized return of 3-year rolling returns for ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX) is -6.88%.
From 02/17/2012 to 05/09/2024, the worst annualized return of 5-year rolling returns for ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX) is -5.28%.
From 02/17/2012 to 05/09/2024, the worst annualized return of 10-year rolling returns for ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX) is 2.05%.
From 02/17/2012 to 05/09/2024, the worst annualized return of 20-year rolling returns for ALTEGRIS FUTURES EVOLUTION STRATEGY FUND ALTEGRIS FUTURES EVOLUTION STRATEGY FUND CLASS C FUNDS (EVOCX) is NA.

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