Altegris Managed Futures Strategy Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 7.57
Mean -0.46
Sharpe Ratio -0.73
Bear Market Decile Rank 37

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
R-Squared 56.71
Beta 0.76
Alpha -2.88