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RAAIX vs. FRIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RAAIX vs. FRIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Altegris/AACA Opportunistic Real Estate Fund (RAAIX) and Fidelity Real Estate Income Fund (FRIFX). The values are adjusted to include any dividend payments, if applicable.

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RAAIX vs. FRIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RAAIX
Altegris/AACA Opportunistic Real Estate Fund
0.00%-21.97%3.16%11.46%-40.13%9.01%28.69%46.41%-18.19%24.01%
FRIFX
Fidelity Real Estate Income Fund
-0.00%7.16%7.93%9.32%-14.54%18.90%-1.09%17.92%-1.80%6.20%

Returns By Period

Over the past 10 years, RAAIX has underperformed FRIFX with an annualized return of 2.32%, while FRIFX has yielded a comparatively higher 5.27% annualized return.


RAAIX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-1.00%
1Y
-1.91%
3Y*
-5.53%
5Y*
-10.55%
10Y*
2.32%

FRIFX

1D
0.33%
1M
-3.10%
YTD
-0.00%
6M
1.00%
1Y
4.36%
3Y*
7.40%
5Y*
3.89%
10Y*
5.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RAAIX vs. FRIFX - Expense Ratio Comparison

RAAIX has a 1.92% expense ratio, which is higher than FRIFX's 0.71% expense ratio.


Return for Risk

RAAIX vs. FRIFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RAAIX
RAAIX Risk / Return Rank: 33
Overall Rank
RAAIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
RAAIX Sortino Ratio Rank: 44
Sortino Ratio Rank
RAAIX Omega Ratio Rank: 44
Omega Ratio Rank
RAAIX Calmar Ratio Rank: 11
Calmar Ratio Rank
RAAIX Martin Ratio Rank: 22
Martin Ratio Rank

FRIFX
FRIFX Risk / Return Rank: 4444
Overall Rank
FRIFX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FRIFX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FRIFX Omega Ratio Rank: 4141
Omega Ratio Rank
FRIFX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FRIFX Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RAAIX vs. FRIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Altegris/AACA Opportunistic Real Estate Fund (RAAIX) and Fidelity Real Estate Income Fund (FRIFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


RAAIXFRIFXDifference

Sharpe ratio

Return per unit of total volatility

-0.12

0.92

-1.04

Sortino ratio

Return per unit of downside risk

-0.02

1.23

-1.25

Omega ratio

Gain probability vs. loss probability

1.00

1.18

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.60

1.08

-1.68

Martin ratio

Return relative to average drawdown

-1.06

4.65

-5.70

RAAIX vs. FRIFX - Sharpe Ratio Comparison

The current RAAIX Sharpe Ratio is -0.12, which is lower than the FRIFX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of RAAIX and FRIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RAAIXFRIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

0.92

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.46

0.60

-1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.56

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.71

-0.46

Correlation

The correlation between RAAIX and FRIFX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RAAIX vs. FRIFX - Dividend Comparison

RAAIX's dividend yield for the trailing twelve months is around 0.61%, less than FRIFX's 4.69% yield.


TTM20252024202320222021202020192018201720162015
RAAIX
Altegris/AACA Opportunistic Real Estate Fund
0.61%1.02%0.98%0.00%7.68%12.92%7.58%2.20%4.05%0.45%0.38%5.08%
FRIFX
Fidelity Real Estate Income Fund
4.69%4.69%4.65%4.99%6.04%1.47%4.77%5.68%5.08%4.40%4.98%3.65%

Drawdowns

RAAIX vs. FRIFX - Drawdown Comparison

The maximum RAAIX drawdown since its inception was -56.06%, which is greater than FRIFX's maximum drawdown of -38.27%. Use the drawdown chart below to compare losses from any high point for RAAIX and FRIFX.


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Drawdown Indicators


RAAIXFRIFXDifference

Max Drawdown

Largest peak-to-trough decline

-56.06%

-38.27%

-17.79%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-4.34%

-12.36%

Max Drawdown (5Y)

Largest decline over 5 years

-56.06%

-18.12%

-37.94%

Max Drawdown (10Y)

Largest decline over 10 years

-56.06%

-34.50%

-21.56%

Current Drawdown

Current decline from peak

-48.95%

-3.10%

-45.85%

Average Drawdown

Average peak-to-trough decline

-15.92%

-4.29%

-11.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.48%

1.01%

+15.47%

Volatility

RAAIX vs. FRIFX - Volatility Comparison

The current volatility for Altegris/AACA Opportunistic Real Estate Fund (RAAIX) is 0.00%, while Fidelity Real Estate Income Fund (FRIFX) has a volatility of 1.60%. This indicates that RAAIX experiences smaller price fluctuations and is considered to be less risky than FRIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RAAIXFRIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

1.60%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

6.48%

2.91%

+3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

21.92%

4.95%

+16.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.61%

6.50%

+17.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.77%

9.47%

+13.30%