Altegris Managed Futures Strategy Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 7.59
Mean -0.43
Sharpe Ratio -0.69
Bear Market Decile Rank 35

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
Barclays US Treasury Long TR USD
R-Squared 56.12 15.4
Beta 0.75 0.24
Alpha -2.62 -7.26