Altegris Managed Futures Strategy Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 7.36
Mean -0.39
Sharpe Ratio -0.65
Bear Market Decile Rank 41

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
R-Squared 54.41
Beta 0.74
Alpha -2.76