Altegris Managed Futures Strategy Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 6.74
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
R-Squared 46.83
Beta 0.7
Alpha -1.48