ALTEGRIS FUTURES Market Risk Adjusted Performance
| EVOAX Fund | | | USD 6.60 -0.01 -0.15% |
ALTEGRIS FUTURES market risk adjusted performance lookup summarizes this and related technical indicators for Altegris Futures Evolution. Coverage varies by data normalization and availability; see
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Altegris Futures Evolution has current Market Risk Adjusted Performance of 0.2837.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2837 | |
| ER[a] | = | Expected return on investing in ALTEGRIS FUTURES |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
ALTEGRIS FUTURES Market Risk Adjusted Performance Peers Comparison
ALTEGRIS Market Risk Adjusted Performance Relative To Other Indicators
Altegris Futures Evolution currently holds the
# 2 position in market risk adjusted performance among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
14.13 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Altegris Futures Evolution is roughly
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