Altegris Futures Evolution Fund Market Value
| EVOIX Fund | USD 6.55 0.05 0.77% |
| Symbol | Altegris |
Altegris Futures 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Altegris Futures' mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Altegris Futures.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in Altegris Futures on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Altegris Futures Evolution or generate 0.0% return on investment in Altegris Futures over 90 days. Altegris Futures is related to or competes with Access Flex, Blackrock Lifepath, Simt Real, Vanguard High, Blckrk Lc, Calvert Developed, and Matthews Asia. The fund seeks to achieve its investment objective by pursuing a managed futures strategy developed and implemented by t... More
Altegris Futures Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Altegris Futures' mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Altegris Futures Evolution upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | 0.1134 | |||
| Maximum Drawdown | 4.04 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.12 |
Altegris Futures Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Altegris Futures' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Altegris Futures' standard deviation. In reality, there are many statistical measures that can use Altegris Futures historical prices to predict the future Altegris Futures' volatility.| Risk Adjusted Performance | 0.1288 | |||
| Jensen Alpha | 0.1064 | |||
| Total Risk Alpha | 0.0861 | |||
| Sortino Ratio | 0.0804 | |||
| Treynor Ratio | 0.2862 |
Altegris Futures March 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1288 | |||
| Market Risk Adjusted Performance | 0.2962 | |||
| Mean Deviation | 0.5595 | |||
| Semi Deviation | 0.7388 | |||
| Downside Deviation | 1.08 | |||
| Coefficient Of Variation | 584.41 | |||
| Standard Deviation | 0.7645 | |||
| Variance | 0.5845 | |||
| Information Ratio | 0.1134 | |||
| Jensen Alpha | 0.1064 | |||
| Total Risk Alpha | 0.0861 | |||
| Sortino Ratio | 0.0804 | |||
| Treynor Ratio | 0.2862 | |||
| Maximum Drawdown | 4.04 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.12 | |||
| Downside Variance | 1.16 | |||
| Semi Variance | 0.5458 | |||
| Expected Short fall | (0.64) | |||
| Skewness | (1.12) | |||
| Kurtosis | 2.04 |
Altegris Futures Evo Backtested Returns
At this stage we consider Altegris Mutual Fund to be not too volatile. Altegris Futures Evo secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the fund had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Altegris Futures Evolution, which you can use to evaluate the volatility of the entity. Please confirm Altegris Futures' Risk Adjusted Performance of 0.1288, mean deviation of 0.5595, and Downside Deviation of 1.08 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. The fund shows a Beta (market volatility) of 0.42, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Altegris Futures' returns are expected to increase less than the market. However, during the bear market, the loss of holding Altegris Futures is expected to be smaller as well.
Auto-correlation | 0.21 |
Weak predictability
Altegris Futures Evolution has weak predictability. Overlapping area represents the amount of predictability between Altegris Futures time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Altegris Futures Evo price movement. The serial correlation of 0.21 indicates that over 21.0% of current Altegris Futures price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Altegris Mutual Fund
Altegris Futures financial ratios help investors to determine whether Altegris Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Altegris with respect to the benefits of owning Altegris Futures security.
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