Altegris Futures Risk Adjusted Performance

EVOAX Fund  USD 6.89  0.01  0.15%   
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Altegris Futures Evolution has current Risk Adjusted Performance of (0.09).

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
(0.09)
ER[a] = Expected return on investing in Altegris Futures
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Altegris Futures Risk Adjusted Performance Peers Comparison

Altegris Risk Adjusted Performance Relative To Other Indicators

Altegris Futures Evolution is rated # 5 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Compare Altegris Futures to Peers

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