EVOIX
Altegris Futures Evolution Strategy-I
$7.75
0.00 (0.00%)
Currency in USD / Last Updated: 7/9/2024
| Category | Trend Following |
|---|---|
| Market Cap | 48.376M |
| 52 Week High | 7.95 |
| 52 Week Low | 6.777 |
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Key Data
| Symbol | EVOIX |
|---|---|
| Type | Mutual Fund |
| Category | Trend Following |
| Price | 7.75 |
| Price Yesterday | 7.75 |
| Market Cap | 48.38 |
| YTD Return | 11.75% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 100000 |
| Redeption Fee | 0 |
| Prospectus | 0.0164 |
Overview
| 52 Week High | 7.95 |
|---|---|
| 52 Week Low | 6.78 |
| Market Cap | 48.38M |
| Shares Outstanding | 6.24M |
| Income Dividend Yield | 2.27% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 2.27% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | 68.79% |
| One Months | 15.68% |
| Three Months | -6.06% |
| Six Months | 25.73% |
| Nine Months | 16.94% |
| One Year | 10.27% |
| Three Years | 11.16% |
| Five Years | 4.97% |
| Ten Years | 5.02% |
| YTD | 24.06% |
| Since Inception | 4.51% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | 1.04% |
| One Month | 1.16% |
| Three Months | -1.52% |
| Six Months | 11.91% |
| Nine Months | 12.30% |
| One Year | 10.26% |
| Three Years | 37.14% |
| Five Years | 27.38% |
| Ten Years | 62.92% |
| YTD | 11.75% |
| Since Inception | 74.51% |
Yearly Returns
| 2024 | 11.75% |
|---|---|
| 2023 | 5.27% |
| 2022 | 12.85% |
| 2021 | 12.18% |
| 2020 | -12.95% |
| 2019 | 4.22% |
| 2018 | -7.48% |
| 2017 | 9.00% |
| 2016 | -1.20% |
| 2015 | 3.28% |
Risk against SP-DA
| Alpha | -1.23% |
|---|---|
| Beta | 0.26 |
| Correlation | 37.46% |
| Downside Deviation | 1.70% |
| Coefficient of determination | 14.03% |
| Standard Deviation | 2.25% |
| Sharpe Ratio | -2.36 |
| Sortino | -10.88 |
| Treynor | 18.63 |
| Ulcer Index | 2.2 |
| Ulcer Performance Index | -8.39 |