Altegris Managed Futures Strategy Fund

Scorecard
3 / 5 Stars
Lipper
3 4 5 2 4
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
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TheStreet.com
D+ (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 6.77
Mean -0.19
Sharpe Ratio -0.35
Bear Market Decile Rank 41

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
Barclays US Treasury Long TR USD
R-Squared 46.22 20.89
Beta 0.7 0.25
Alpha -1.48 -4.62