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    Altegris Managed Futures Strategy A (MFTAX)

    9.17 Down 0.02(0.22%) Oct 20

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up2
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2014):6.87%
    Worst 1 Yr Total Return(Dec 30, 2011):-6.69%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.21-1.17
    Beta (against Standard Index)0.670.61
    Mean Annual Return0.490.37
    R-squared (against Standard Index)62.5447.37
    Standard Deviation8.719.71
    Sharpe Ratio0.670.43
    Treynor Ratio8.3610.11
    5 Years
    Alpha (against Standard Index)-1.70-3.14
    Beta (against Standard Index)0.680.64
    Mean Annual Return0.08-0.05
    R-squared (against Standard Index)57.0950.14
    Standard Deviation8.218.62
    Sharpe Ratio0.10-0.12
    Treynor Ratio0.793.16
    10 Years
    Alpha (against Standard Index)N/AN/A
    Beta (against Standard Index)N/AN/A
    Mean Annual ReturnN/AN/A
    R-squared (against Standard Index)N/AN/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor RatioN/AN/A