Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMSAX (Altegris Crabel Multi-Strategy A) | NA | 2.82% | 1.05% | NA | NA | NA | NA | … | … |
Data as of 03/06/2015, Common starting date is 04/06/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMSAX (Altegris Crabel Multi-Strategy A) | 04/06/2011 | 03/06/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.16 | 2.82 | 1.05 | NA | NA | NA | NA | … | … | 2.47 | -0.75 | 1.39 | 1.17 | -1.17 |
| Sharpe Ratio | NA | 0.78 | 0.32 | NA | NA | NA | NA | … | … | 3.28 | -0.23 | 0.44 | 0.44 | -0.69 |
| Standard Deviation(%) | NA | 3.60 | 3.16 | NA | NA | NA | NA | … | … | 4.56 | 3.36 | 3.05 | 2.54 | 2.30 |
| Draw Down(%) | NA | 3.33 | 5.99 | NA | NA | NA | NA | … | … | 0.81 | 4.39 | 2.44 | 1.99 | 1.79 |
| Yield(%) | 0.00 | 39.12 | 13.36 | 8.01 | 4.01 | 2.67 | 2.00 | … | … | 0.00 | 38.77 | 0.58 | 0.77 | 0.03 |
Data as of 03/06/2015, Common starting date is 04/06/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMSAX (Altegris Crabel Multi-Strategy A) |
-0.32%
May 2011 – May 2014 |
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 |
|---|---|---|---|---|
| CMSAX (Altegris Crabel Multi-Strategy A) |
1.03%
Feb 2012 – Feb 2015 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart