Altegris Futures Evolution Strategy Fund (EVOIX)
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/or used as collateral for, gaining exposure to Managed Futures strategies. The adviser expects that less than 100%, typically 60-80%, of the fund's total net assets will be allocated to Fixed Income strategies.
Fund Info
US66537Y5950
66537Y595
Oct 30, 2011
$1,000,000
Expense Ratio
EVOIX has a high expense ratio of 1.34%, indicating above-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Altegris Futures Evolution Strategy Fund (EVOIX) returned -9.14% year-to-date (YTD) and -16.01% over the past 12 months. Over the past 10 years, EVOIX returned 1.51% annually, underperforming the S&P 500 benchmark at 10.85%.
EVOIX
-9.14%
-1.95%
-8.41%
-16.01%
-2.36%
4.97%
1.51%
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of EVOIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.15% | -2.74% | 0.05% | -4.62% | -1.95% | -9.14% | |||||||
| 2024 | 2.71% | 4.84% | 4.20% | 1.07% | -1.19% | -1.68% | -2.13% | -1.90% | 0.16% | -3.18% | 0.43% | 0.81% | 3.86% |
| 2023 | -0.30% | 2.44% | -4.63% | 3.49% | 2.91% | 2.86% | -2.20% | 0.03% | 2.49% | -0.90% | -1.04% | 0.36% | 5.28% |
| 2022 | 2.35% | 2.91% | 9.41% | 4.84% | -0.31% | -0.72% | -4.25% | 3.46% | 2.64% | -0.65% | -6.59% | -0.01% | 12.84% |
| 2021 | 0.34% | 3.29% | 1.12% | 3.31% | 2.62% | -1.69% | 1.28% | 1.15% | 2.61% | 2.78% | -5.45% | 0.56% | 12.21% |
| 2020 | 1.11% | -2.79% | -10.11% | 0.25% | -2.99% | -2.65% | -0.38% | -2.93% | -0.97% | 0.53% | 0.94% | 7.09% | -12.95% |
| 2019 | -2.54% | 1.15% | 3.28% | 3.39% | -3.15% | 1.41% | 4.76% | 7.02% | -5.77% | -3.66% | -1.68% | 0.75% | 4.23% |
| 2018 | 4.86% | -9.42% | 0.12% | 1.87% | -2.47% | 1.49% | -0.04% | 3.45% | -1.27% | -5.24% | 2.01% | -2.33% | -7.56% |
| 2017 | -1.14% | 2.84% | -0.83% | -0.43% | 0.63% | -2.60% | -0.21% | 4.28% | -3.23% | 5.99% | 0.03% | 3.86% | 9.11% |
| 2016 | 4.94% | 2.44% | -3.79% | -2.86% | -2.18% | 6.44% | 1.75% | -2.54% | -0.54% | -3.74% | -1.54% | 1.05% | -1.18% |
| 2015 | 5.91% | -0.73% | 2.52% | -4.16% | -0.36% | -4.52% | 5.88% | -5.88% | 5.30% | -2.56% | 4.71% | -1.86% | 3.26% |
| 2014 | -1.39% | 2.78% | -0.33% | 2.40% | 2.86% | 1.19% | -1.42% | 5.22% | -0.18% | 3.10% | 7.06% | 2.59% | 26.24% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EVOIX is 0, meaning it’s performing worse than 100% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Altegris Futures Evolution Strategy Fund (EVOIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Altegris Futures Evolution Strategy Fund provided a 11.09% dividend yield over the last twelve months, with an annual payout of $0.66 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.66 | $0.67 | $0.14 | $2.37 | $0.79 | $0.18 | $0.15 | $0.50 | $0.16 | $0.70 | $0.94 | $1.22 |
Dividend yield | 11.09% | 10.09% | 1.95% | 34.87% | 9.74% | 2.22% | 1.64% | 5.54% | 1.59% | 7.28% | 9.04% | 11.07% |
Monthly Dividends
The table displays the monthly dividend distributions for Altegris Futures Evolution Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.02 | $0.01 | $0.01 | $0.01 | $0.06 | |||||||
| 2024 | $0.00 | $0.02 | $0.02 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.11 | $0.11 | $0.11 | $0.22 | $0.67 |
| 2023 | $0.00 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.02 | $0.02 | $0.02 | $0.03 | $0.14 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.46 | $0.47 | $0.99 | $2.37 |
| 2021 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.04 | $0.04 | $0.65 | $0.79 |
| 2020 | $0.00 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.04 | $0.18 |
| 2019 | $0.00 | $0.01 | $0.01 | $0.01 | $0.02 | $0.02 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.02 | $0.15 |
| 2018 | $0.01 | $0.01 | $0.01 | $0.01 | $0.02 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.38 | $0.50 |
| 2017 | $0.03 | $0.01 | $0.01 | $0.01 | $0.01 | $0.03 | $0.00 | $0.02 | $0.01 | $0.01 | $0.01 | $0.01 | $0.16 |
| 2016 | $0.02 | $0.01 | $0.02 | $0.01 | $0.01 | $0.02 | $0.04 | $0.01 | $0.02 | $0.02 | $0.00 | $0.52 | $0.70 |
| 2015 | $0.01 | $0.01 | $0.02 | $0.02 | $0.03 | $0.02 | $0.03 | $0.02 | $0.02 | $0.02 | $0.02 | $0.72 | $0.94 |
| 2014 | $0.01 | $0.01 | $0.01 | $0.02 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $1.11 | $1.22 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Altegris Futures Evolution Strategy Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Altegris Futures Evolution Strategy Fund was 29.56%, occurring on Sep 24, 2020. Recovery took 365 trading sessions.
The current Altegris Futures Evolution Strategy Fund drawdown is 17.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.56% | Sep 4, 2019 | 268 | Sep 24, 2020 | 365 | Mar 8, 2022 | 633 |
| -18.81% | Apr 12, 2024 | 273 | May 14, 2025 | — | — | — |
| -17.01% | Jan 29, 2018 | 239 | Jan 9, 2019 | 163 | Sep 3, 2019 | 402 |
| -13.75% | May 20, 2013 | 74 | Sep 3, 2013 | 185 | May 29, 2014 | 259 |
| -13.61% | Jun 14, 2022 | 191 | Mar 17, 2023 | 225 | Feb 8, 2024 | 416 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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