Performance
Trailing returns
| 1 day | +0.10% |
| |||
| 1 week | +0.52% |
| |||
| 4 week |
| -7.56% | |||
| 3 month |
| -3.59% | |||
| YTD |
| -0.72% | |||
| 1 year |
| -1.97% | |||
| 3 years* | - | ||||
| 5 years* | - | ||||
| *annualized | |||||
| Best 3 month return | +4.96% | |
| Worst 3 month return | -6.02% |
Morningstar statistics
Morningstar category: Managed Futures
Key statistics
| Total assets | 321.47M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 2.25% | |
| Management fee | - | |
| Fund family | Altegris |
Asset allocation
| Cash | 4.74% | |
| Stocks | 21.49% | |
| Bonds | 72.70% | |
| Other | 1.06% |
Purchase information
| Initial | US$2,500 | |
| Additional | US$250 | |
| IRA Initial | US$2,500 | |
| AIP Initial | US$2,500 | |
| AIP Additional | US$500 |
9.58-0.08(-0.83%)
Jun 19, 4:00PM EDT
Description
The investment seeks long term capital appreciation. The fund seeks to achieve its investment objective by allocating its assets between a "Managed Futures" strategy and a "Fixed Income" strategy. The adviser expects that less than 100%, typically 15-25%, of the fund's total net assets will be invested in and used as collateral for Managed Futures strategies. The adviser expects that less than 100%, typically 70-80%, of the fund's total net assets will be invested in Fixed Income strategies. It is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Allen Cheng (Started: Oct 31, 2011)
Jon Sundt (Started: Oct 31, 2011)
Matthew Osborne (Started: Oct 31, 2011)
Jeffrey Gundlach (Started: Oct 31, 2011)
Allen Cheng (Started: Oct 31, 2011)
Jon Sundt (Started: Oct 31, 2011)
Matthew Osborne (Started: Oct 31, 2011)
Jeffrey Gundlach (Started: Oct 31, 2011)
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | -1.73 | - | - | - | |
| Beta* | 0.06 | - | - | - | |
| Mean annual return | -0.02 | - | - | - | |
| R-squared* | 0.13 | - | - | - | |
| Standard deviation | 9.76 | - | - | - | |
| Sharpe ratio | -0.04 | - | - | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| Afes Fund Limited Cfc | 21.49% | |
| FNMA 3.5% | 2.26% | |
| US Treasury Note 1.75% | 2.17% | |
| FNMA 3.5% | 1.73% | |
| US Treasury Note 2.375% | 1.55% | |
| US Treasury Bond 3.75% | 1.54% | |
| US Treasury Note 2.625% | 1.53% | |
| US Treasury Note 1% | 1.50% | |
| US Treasury Note 1.25% | 1.38% | |
| US Treasury Bond 4.25% | 1.21% |