Altegris Futures Evolution Strategy N
Name
Price
Aum/Mkt Cap
YIELD & DIV
Exp Ratio
Watchlist
Vitals
YTD Return
19.4%
1 yr return
21.3%
3 Yr Avg Return
6.1%
5 Yr Avg Return
3.9%
Net Assets
$139 M
Holdings in Top 10
91.9%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio 1.89%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover 146.00%
Redemption Fee 1.00%
Min Investment
Standard (Taxable)
$2,500
IRA
N/A
Fund Classification
Fund Type
Open End Mutual Fund
Investment Style
Systematic Trend
Name
Price
Aum/Mkt Cap
YIELD & DIV
Exp Ratio
Watchlist
EVONX - Profile
Distributions
- YTD Total Return 19.4%
- 3 Yr Annualized Total Return 6.1%
- 5 Yr Annualized Total Return 3.9%
- Capital Gain Distribution Frequency Annually
- Net Income Ratio 0.66%
- Dividend Yield 0.0%
- Dividend Distribution Frequency Monthly
Fund Details
-
Legal NameAltegris Futures Evolution Strategy Fund
-
Fund Family NameAltegris
-
Inception DateOct 31, 2011
-
Shares OutstandingN/A
-
Share ClassN
-
CurrencyUSD
-
Domiciled CountryUnited States
-
ManagerMatthew Osborne
Fund Description
The fund seeks to achieve its investment objective by allocating its assets between a "Managed Futures" strategy and a "Fixed Income" strategy. The Adviser expects that less than 100%, typically 15-25%, of the fund's total net assets will be invested in and/or used as collateral for, gaining exposure to Managed Futures strategies. The adviser expects that less than 100%, typically 60-80%, of the fund's total net assets will be allocated to Fixed Income strategies.
EVONX - Performance
Return Ranking - Trailing
Period | EVONX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 19.4% | -7.4% | 14.6% | 18.09% |
1 Yr | 21.3% | -16.1% | 36.5% | 62.37% |
3 Yr | 6.1%* | -7.9% | 13.3% | 85.39% |
5 Yr | 3.9%* | -5.3% | 10.0% | 85.54% |
10 Yr | 4.3%* | -2.4% | 4.3% | N/A |
* Annualized
Return Ranking - Calendar
Period | EVONX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2021 | 2.9% | -16.4% | 12.9% | 94.62% |
2020 | -14.8% | -9.3% | 17.5% | 27.17% |
2019 | 2.5% | -25.8% | 2.2% | 68.60% |
2018 | -12.1% | -5.1% | 21.0% | 21.05% |
2017 | 7.2% | -20.3% | 4.6% | 64.79% |
Total Return Ranking - Trailing
Period | EVONX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 19.4% | -7.4% | 14.6% | 18.09% |
1 Yr | 21.3% | -20.3% | 36.5% | 56.99% |
3 Yr | 6.1%* | -9.0% | 11.1% | 85.39% |
5 Yr | 3.9%* | -5.7% | 8.7% | 83.13% |
10 Yr | 4.3%* | -2.4% | 4.3% | N/A |
* Annualized
Total Return Ranking - Calendar
Period | EVONX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2021 | 2.9% | -16.4% | 12.9% | 94.62% |
2020 | -14.8% | -9.3% | 17.5% | 27.17% |
2019 | 2.5% | -20.3% | 2.5% | 48.84% |
2018 | -7.8% | -5.1% | 21.0% | 21.05% |
2017 | 8.7% | -20.3% | 6.7% | 38.03% |
NAV & Total Return History
EVONX - Holdings
Concentration Analysis
EVONX | Category Low | Category High | EVONX % Rank | |
---|---|---|---|---|
Net Assets | 139 M | 2.12 M | 1.74 B | 47.87% |
Number of Holdings | 9 | 3 | 876 | 19.15% |
Net Assets in Top 10 | 131 M | -100 M | 2.04 B | 51.06% |
Weighting of Top 10 | 91.93% | 20.3% | 94.0% | 88.89% |
Top 10 Holdings
- DoubleLine Low Duration Bond I 71.78%
- Option on NOMURA Co Ltd 15.98%
- Option on NOMURA Co Ltd 15.98%
- Option on NOMURA Co Ltd 15.98%
- Option on NOMURA Co Ltd 15.98%
- Option on NOMURA Co Ltd 15.98%
- Option on NOMURA Co Ltd 15.98%
- Option on NOMURA Co Ltd 15.98%
- Option on NOMURA Co Ltd 15.98%
- Option on NOMURA Co Ltd 15.98%
Asset Allocation
Weighting | Return Low | Return High | EVONX % Rank | |
---|---|---|---|---|
Bonds | 68.59% | -50.36% | 717.59% | 34.04% |
Stocks | 20.16% | -1.78% | 72.26% | 28.72% |
Cash | 10.12% | -687.11% | 117.03% | 57.45% |
Convertible Bonds | 1.13% | 0.00% | 2.27% | 18.09% |
Preferred Stocks | 0.00% | 0.00% | 0.13% | 41.49% |
Other | 0.00% | 0.00% | 58.63% | 92.55% |
Bond Sector Breakdown
Weighting | Return Low | Return High | EVONX % Rank | |
---|---|---|---|---|
Securitized | 52.80% | 0.00% | 64.73% | 1.06% |
Corporate | 18.44% | 0.00% | 31.20% | 7.45% |
Government | 15.00% | 0.00% | 82.10% | 69.15% |
Cash & Equivalents | 13.75% | 1.07% | 100.00% | 69.15% |
Derivative | 0.00% | 0.00% | 63.99% | 85.11% |
Municipal | 0.00% | 0.00% | 6.83% | 44.68% |
Bond Geographic Breakdown
Weighting | Return Low | Return High | EVONX % Rank | |
---|---|---|---|---|
US | 54.42% | -169.44% | 233.08% | 27.66% |
Non US | 14.17% | -77.11% | 655.95% | 31.91% |
EVONX - Expenses
Operational Fees
EVONX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 1.89% | 0.75% | 12.88% | 38.71% |
Management Fee | 1.15% | 0.65% | 2.99% | 70.21% |
12b-1 Fee | 0.25% | 0.00% | 1.00% | 39.34% |
Administrative Fee | N/A | 0.09% | 0.45% | 11.11% |
Sales Fees
EVONX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 3.50% | 5.75% | N/A |
Deferred Load | N/A | 1.00% | 5.00% | N/A |
Trading Fees
EVONX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | 1.00% | 1.00% | 1.00% | 25.00% |
Related Fees
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
EVONX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | 146.00% | 0.00% | 198.00% | 70.00% |
EVONX - Distributions
Dividend Yield Analysis
EVONX | Category Low | Category High | EVONX % Rank | |
---|---|---|---|---|
Dividend Yield | 0.00% | 0.00% | 0.00% | 36.17% |
Dividend Distribution Analysis
EVONX | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | Monthly | Annually | Quarterly | Annually |
Net Income Ratio Analysis
EVONX | Category Low | Category High | EVONX % Rank | |
---|---|---|---|---|
Net Income Ratio | 0.66% | -3.14% | 1.55% | 3.23% |
Capital Gain Distribution Analysis
EVONX | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Annually | Annually | Annually | Annually |
Dividend Payout History
Date | Amount | Type |
---|---|---|
Dec 16, 2021 | $0.605 | OrdinaryDividend |
Nov 15, 2021 | $0.038 | OrdinaryDividend |
Oct 15, 2021 | $0.038 | OrdinaryDividend |
Sep 15, 2021 | $0.038 | OrdinaryDividend |
May 17, 2021 | $0.001 | OrdinaryDividend |
Apr 15, 2021 | $0.001 | OrdinaryDividend |
Mar 15, 2021 | $0.001 | OrdinaryDividend |
Jan 15, 2021 | $0.005 | OrdinaryDividend |
Dec 17, 2020 | $0.040 | OrdinaryDividend |
Nov 16, 2020 | $0.018 | OrdinaryDividend |
Oct 15, 2020 | $0.018 | OrdinaryDividend |
Sep 15, 2020 | $0.016 | OrdinaryDividend |
Aug 17, 2020 | $0.014 | OrdinaryDividend |
Jul 15, 2020 | $0.008 | OrdinaryDividend |
Jun 15, 2020 | $0.008 | OrdinaryDividend |
May 15, 2020 | $0.004 | OrdinaryDividend |
Apr 15, 2020 | $0.009 | OrdinaryDividend |
Mar 16, 2020 | $0.009 | OrdinaryDividend |
Feb 14, 2020 | $0.007 | OrdinaryDividend |
Jan 15, 2020 | $0.002 | OrdinaryDividend |
Dec 17, 2019 | $0.016 | OrdinaryDividend |
Nov 15, 2019 | $0.009 | OrdinaryDividend |
Oct 15, 2019 | $0.011 | OrdinaryDividend |
Sep 16, 2019 | $0.009 | OrdinaryDividend |
Aug 15, 2019 | $0.009 | OrdinaryDividend |
Jul 15, 2019 | $0.009 | OrdinaryDividend |
Jun 17, 2019 | $0.017 | OrdinaryDividend |
May 15, 2019 | $0.020 | OrdinaryDividend |
Apr 15, 2019 | $0.009 | OrdinaryDividend |
Mar 15, 2019 | $0.011 | OrdinaryDividend |
Feb 15, 2019 | $0.009 | OrdinaryDividend |
Dec 19, 2018 | $0.355 | OrdinaryDividend |
Nov 15, 2018 | $0.008 | OrdinaryDividend |
Oct 15, 2018 | $0.005 | OrdinaryDividend |
Sep 17, 2018 | $0.008 | OrdinaryDividend |
Aug 15, 2018 | $0.006 | OrdinaryDividend |
Jul 16, 2018 | $0.004 | OrdinaryDividend |
Jun 15, 2018 | $0.012 | OrdinaryDividend |
May 15, 2018 | $0.013 | OrdinaryDividend |
Apr 16, 2018 | $0.010 | OrdinaryDividend |
Mar 15, 2018 | $0.010 | OrdinaryDividend |
Feb 15, 2018 | $0.010 | OrdinaryDividend |
Jan 16, 2018 | $0.010 | OrdinaryDividend |
Dec 20, 2017 | $0.011 | OrdinaryDividend |
Nov 15, 2017 | $0.011 | OrdinaryDividend |
Oct 16, 2017 | $0.011 | OrdinaryDividend |
Sep 15, 2017 | $0.005 | OrdinaryDividend |
Aug 15, 2017 | $0.017 | OrdinaryDividend |
Jul 17, 2017 | $0.000 | OrdinaryDividend |
Jun 15, 2017 | $0.028 | OrdinaryDividend |
May 15, 2017 | $0.008 | OrdinaryDividend |
Apr 17, 2017 | $0.007 | OrdinaryDividend |
Mar 15, 2017 | $0.007 | OrdinaryDividend |
Feb 15, 2017 | $0.007 | OrdinaryDividend |
Jan 17, 2017 | $0.030 | OrdinaryDividend |
Dec 22, 2016 | $0.517 | OrdinaryDividend |
Nov 15, 2016 | $0.001 | OrdinaryDividend |
Oct 14, 2016 | $0.022 | OrdinaryDividend |
Sep 15, 2016 | $0.020 | OrdinaryDividend |
Aug 15, 2016 | $0.010 | OrdinaryDividend |
Jul 15, 2016 | $0.037 | OrdinaryDividend |
Jun 15, 2016 | $0.012 | OrdinaryDividend |
May 13, 2016 | $0.011 | OrdinaryDividend |
Apr 15, 2016 | $0.011 | OrdinaryDividend |
Mar 15, 2016 | $0.013 | OrdinaryDividend |
Jan 15, 2016 | $0.002 | OrdinaryDividend |
Dec 15, 2015 | $0.698 | OrdinaryDividend |
Nov 13, 2015 | $0.011 | OrdinaryDividend |
Oct 15, 2015 | $0.017 | OrdinaryDividend |
Sep 15, 2015 | $0.017 | OrdinaryDividend |
Aug 14, 2015 | $0.013 | OrdinaryDividend |
Jul 15, 2015 | $0.025 | OrdinaryDividend |
Jun 15, 2015 | $0.021 | OrdinaryDividend |
May 15, 2015 | $0.026 | OrdinaryDividend |
Apr 15, 2015 | $0.017 | OrdinaryDividend |
Mar 13, 2015 | $0.018 | OrdinaryDividend |
Feb 17, 2015 | $0.012 | OrdinaryDividend |
Jan 15, 2015 | $0.008 | OrdinaryDividend |
Dec 15, 2014 | $1.103 | OrdinaryDividend |
Nov 17, 2014 | $0.008 | OrdinaryDividend |
Oct 15, 2014 | $0.011 | OrdinaryDividend |
Sep 15, 2014 | $0.009 | OrdinaryDividend |
Aug 15, 2014 | $0.012 | OrdinaryDividend |
Jul 15, 2014 | $0.009 | OrdinaryDividend |
Jun 13, 2014 | $0.011 | OrdinaryDividend |
May 15, 2014 | $0.005 | OrdinaryDividend |
Apr 15, 2014 | $0.013 | OrdinaryDividend |
Mar 17, 2014 | $0.003 | OrdinaryDividend |
Feb 18, 2014 | $0.006 | OrdinaryDividend |
Jan 15, 2014 | $0.004 | OrdinaryDividend |
Dec 16, 2013 | $0.071 | OrdinaryDividend |
Nov 15, 2013 | $0.009 | OrdinaryDividend |
Sep 16, 2013 | $0.007 | OrdinaryDividend |
Aug 15, 2013 | $0.003 | OrdinaryDividend |
Jul 15, 2013 | $0.004 | OrdinaryDividend |
Dec 14, 2012 | $0.005 | OrdinaryDividend |
Nov 15, 2012 | $0.002 | OrdinaryDividend |
Oct 15, 2012 | $0.002 | OrdinaryDividend |
Sep 17, 2012 | $0.002 | OrdinaryDividend |
Aug 15, 2012 | $0.002 | OrdinaryDividend |
Jul 16, 2012 | $0.002 | OrdinaryDividend |
Jun 15, 2012 | $0.002 | OrdinaryDividend |
May 15, 2012 | $0.005 | OrdinaryDividend |
Apr 16, 2012 | $0.004 | OrdinaryDividend |
Mar 15, 2012 | $0.003 | OrdinaryDividend |
Feb 15, 2012 | $0.009 | OrdinaryDividend |
Jan 17, 2012 | $0.001 | OrdinaryDividend |
Dec 15, 2011 | $0.015 | OrdinaryDividend |
EVONX - Fund Manager Analysis
Managers
Matthew Osborne
Start Date
Tenure
Tenure Rank
Oct 31, 2011
10.59
10.6%
Mr. Osborne is a Founder of Altegris Advisors, and has served as its Chief Investment Officer since January 2016, and was previously its Executive Vice President from February 2010 to June 2015, and Co-President from June 2015, to January 2016. From July 2002 to December 2014, he also served as Director and Vice President of Altegris Funds. He also serves as a manager and Executive Vice President of Altegris Clearing Solutions and, until December 2014, of Altegris Futures. Mr. Osborne brings more than 20 years of international business and financial market experience to his role in directing the managed futures strategies and related strategic initiatives for Altegris Advisors. Mr. Osborne was Director of Research for the Managed Investments Division of Man Financial. Previous to his role at Man Financial, Mr. Osborne served as Investment Manager for a family office in his native New Zealand where he was responsible for formulating investment policies and implementing a global asset allocation program that specialized in alternative investment strategies such as hedge funds and managed futures.
Tenure Analysis
Category Low | Category High | Category Average | Category Mode |
---|---|---|---|
0.16 | 14.09 | 5.41 | 5.06 |