Altegris Futures Evolution Fund Manager Performance Evaluation
| EVOIX Fund | USD 6.57 0.04 0.61% |
The fund shows a Beta (market volatility) of 0.39, 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.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Altegris Futures Evolution are ranked lower than 13 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak forward indicators, Altegris Futures may actually be approaching a critical reversion point that can send shares even higher in April 2026.
...more| Expense Ratio Date | 28th of October 2025 | |
| Expense Ratio | 1.3400 |
Altegris |
Altegris Futures Relative Risk vs. Return Landscape
If you would invest 607.00 in Altegris Futures Evolution on December 3, 2025 and sell it today you would earn a total of 50.00 from holding Altegris Futures Evolution or generate 8.24% return on investment over 90 days. Altegris Futures Evolution is currently producing 0.1328% returns and takes up 0.7742% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than Altegris, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Altegris Futures Current Valuation
Fairly Valued
Today
Please note that Altegris Futures' price fluctuation is not too volatile at this time. At this time, the entity appears to be fairly valued. Altegris Futures Evo shows a prevailing Real Value of $6.48 per share. The current price of the fund is $6.57. We determine the value of Altegris Futures Evo from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Altegris Futures is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Altegris Mutual Fund. However, Altegris Futures' intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 6.57 | Real 6.48 | Hype 6.57 | Naive 6.68 |
The intrinsic value of Altegris Futures' stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Altegris Futures' stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Altegris Futures Evolution helps investors to forecast how Altegris mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Altegris Futures more accurately as focusing exclusively on Altegris Futures' fundamentals will not take into account other important factors: Altegris Futures Target Price Odds to finish over Current Price
The tendency of Altegris Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 6.57 | 90 days | 6.57 | about 12.51 |
Based on a normal probability distribution, the odds of Altegris Futures to move above the current price in 90 days from now is about 12.51 (This Altegris Futures Evolution probability density function shows the probability of Altegris Mutual Fund to fall within a particular range of prices over 90 days) .
Altegris Futures Price Density |
| Price |
Predictive Modules for Altegris Futures
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Altegris Futures Evo. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Altegris Futures Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Altegris Futures is not an exception. The market had few large corrections towards the Altegris Futures' value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Altegris Futures Evolution, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Altegris Futures within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.12 | |
β | Beta against Dow Jones | 0.39 | |
σ | Overall volatility | 0.20 | |
Ir | Information ratio | 0.1 |
Altegris Futures Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Altegris Futures for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Altegris Futures Evo can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund retains about 11.86% of its assets under management (AUM) in cash |
Altegris Futures Fundamentals Growth
Altegris Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Altegris Futures, and Altegris Futures fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Altegris Mutual Fund performance.
| Total Asset | 19.88 M | ||||
About Altegris Futures Performance
Evaluating Altegris Futures' performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Altegris Futures has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Altegris Futures has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund seeks to achieve its investment objective by pursuing a managed futures strategy developed and implemented by the adviser. The strategy is systematic and is applied to a diverse investment universe. The adviser invests globally long and short, using leverage, in a diversified range of markets including equities, commodities, currencies and fixed income.Things to note about Altegris Futures Evo performance evaluation
Checking the ongoing alerts about Altegris Futures for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Altegris Futures Evo help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund retains about 11.86% of its assets under management (AUM) in cash |
- Analyzing Altegris Futures' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Altegris Futures' stock is overvalued or undervalued compared to its peers.
- Examining Altegris Futures' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Altegris Futures' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Altegris Futures' management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Altegris Futures' mutual fund. These opinions can provide insight into Altegris Futures' potential for growth and whether the stock is currently undervalued or overvalued.
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.
| Transaction History View history of all your transactions and understand their impact on performance | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
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