Altegris Managed Futures Strategy Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 7.4
Mean -0.45
Sharpe Ratio -0.74
Bear Market Decile Rank 43

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
Barclays US Treasury Long TR USD
R-Squared 54.93 15.7
Beta 0.75 0.23
Alpha -3.44 -7.48