Altegris Futures Evolution Fund Price History
EVOCX Fund | USD 6.70 0.18 2.62% |
Below is the normalized historical share price chart for Altegris Futures Evolution extending back to February 16, 2012. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Altegris Futures stands at 6.70, as last reported on the 16th of December 2024, with the highest price reaching 6.70 and the lowest price hitting 6.70 during the day.
If you're considering investing in Altegris Mutual Fund, it is important to understand the factors that can impact its price. Altegris Futures Evo secures Sharpe Ratio (or Efficiency) of -0.19, which signifies that the fund had a -0.19% return per unit of risk over the last 3 months. Altegris Futures Evolution exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Altegris Futures' Standard Deviation of 0.5992, risk adjusted performance of (0.09), and Mean Deviation of 0.4472 to double-check the risk estimate we provide.
Altegris Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Altegris |
Sharpe Ratio = -0.1856
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Estimated Market Risk
0.68 actual daily | 6 94% of assets are more volatile |
Expected Return
-0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
-0.19 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Altegris Futures is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Altegris Futures by adding Altegris Futures to a well-diversified portfolio.
Altegris Futures Mutual Fund Price History Chart
There are several ways to analyze Altegris Futures Evolution Fund price data. The simplest method is using a basic Altegris candlestick price chart, which shows Altegris Futures price history and the buying and selling dynamics of a specified period. Many traders also use subjective judgment to their trading calls, avoiding the need to trade based on technical analysis.
Highest Price | September 26, 2024 | 7.25 |
Lowest Price | December 16, 2024 | 6.7 |
Altegris Futures December 16, 2024 Mutual Fund Price Synopsis
Various analyses of Altegris Futures' daily price changes, such as its Balance Of Power or Price Action, are crucial when deciding whether to buy, hold, or sell Altegris Mutual Fund. It can be used to describe the percentage change in the price of Altegris Futures from one trading day to the next and could be a valuable metric for traders and investors to gauge the volatility and momentum of Altegris Mutual Fund.Altegris Futures Price Action Indicator | (0.09) | |
Altegris Futures Price Rate Of Daily Change | 0.97 |
Altegris Futures December 16, 2024 Mutual Fund Price Analysis
Altegris Mutual Fund Price History Data
The price series of Altegris Futures for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 has a statistical range of 0.53 with a coefficient of variation of 2.21. Under current investment horizon, the daily prices are spread out with arithmetic mean of 6.96. The median price for the last 90 days is 6.91. The company completed dividends distribution on 04/15/2020.Open | High | Low | Close | Volume | ||
12/16/2024 | 6.70 | 6.70 | 6.70 | 6.70 | 1.00 | |
12/13/2024 | 6.88 | 6.88 | 6.88 | 6.88 | 1.00 | |
12/12/2024 | 6.88 | 6.88 | 6.88 | 6.88 | 1.00 | |
12/11/2024 | 6.89 | 6.89 | 6.89 | 6.89 | 1.00 | |
12/10/2024 | 6.89 | 6.89 | 6.89 | 6.89 | 1.00 | |
12/09/2024 | 6.86 | 6.86 | 6.86 | 6.86 | 1.00 | |
12/06/2024 | 6.87 | 6.87 | 6.87 | 6.87 | 1.00 | |
12/05/2024 | 6.83 | 6.83 | 6.83 | 6.83 | 1.00 | |
12/04/2024 | 6.86 | 6.86 | 6.86 | 6.86 | 1.00 | |
12/03/2024 | 6.85 | 6.85 | 6.85 | 6.85 | 1.00 | |
12/02/2024 | 6.86 | 6.86 | 6.86 | 6.86 | 1.00 | |
11/29/2024 | 6.84 | 6.84 | 6.84 | 6.84 | 1.00 | |
11/27/2024 | 6.84 | 6.84 | 6.84 | 6.84 | 1.00 | |
11/26/2024 | 6.83 | 6.83 | 6.83 | 6.83 | 1.00 | |
11/25/2024 | 6.79 | 6.79 | 6.79 | 6.79 | 1.00 | |
11/22/2024 | 6.85 | 6.85 | 6.85 | 6.85 | 1.00 | |
11/21/2024 | 6.80 | 6.80 | 6.80 | 6.80 | 1.00 | |
11/20/2024 | 6.79 | 6.79 | 6.79 | 6.79 | 1.00 | |
11/19/2024 | 6.79 | 6.79 | 6.79 | 6.79 | 1.00 | |
11/18/2024 | 6.80 | 6.80 | 6.80 | 6.80 | 1.00 | |
11/15/2024 | 6.85 | 6.85 | 6.85 | 6.85 | 1.00 | |
11/14/2024 | 6.96 | 6.96 | 6.96 | 6.96 | 1.00 | |
11/13/2024 | 6.92 | 6.92 | 6.92 | 6.92 | 1.00 | |
11/12/2024 | 6.91 | 6.91 | 6.91 | 6.91 | 1.00 | |
11/11/2024 | 6.91 | 6.91 | 6.91 | 6.91 | 1.00 | |
11/08/2024 | 6.92 | 6.92 | 6.92 | 6.92 | 1.00 | |
11/07/2024 | 6.93 | 6.93 | 6.93 | 6.93 | 1.00 | |
11/06/2024 | 6.89 | 6.89 | 6.89 | 6.89 | 1.00 | |
11/05/2024 | 6.89 | 6.89 | 6.89 | 6.89 | 1.00 | |
11/04/2024 | 6.87 | 6.87 | 6.87 | 6.87 | 1.00 | |
11/01/2024 | 6.92 | 6.92 | 6.92 | 6.92 | 1.00 | |
10/31/2024 | 6.91 | 6.91 | 6.91 | 6.91 | 1.00 | |
10/30/2024 | 6.97 | 6.97 | 6.97 | 6.97 | 1.00 | |
10/29/2024 | 7.02 | 7.02 | 7.02 | 7.02 | 1.00 | |
10/28/2024 | 6.99 | 6.99 | 6.99 | 6.99 | 1.00 | |
10/25/2024 | 6.91 | 6.91 | 6.91 | 6.91 | 1.00 | |
10/24/2024 | 6.92 | 6.92 | 6.92 | 6.92 | 1.00 | |
10/23/2024 | 6.92 | 6.92 | 6.92 | 6.92 | 1.00 | |
10/22/2024 | 6.94 | 6.94 | 6.94 | 6.94 | 1.00 | |
10/21/2024 | 6.96 | 6.96 | 6.96 | 6.96 | 1.00 | |
10/18/2024 | 7.01 | 7.01 | 7.01 | 7.01 | 1.00 | |
10/17/2024 | 6.94 | 6.94 | 6.94 | 6.94 | 1.00 | |
10/16/2024 | 6.94 | 6.94 | 6.94 | 6.94 | 1.00 | |
10/15/2024 | 6.93 | 6.93 | 6.93 | 6.93 | 1.00 | |
10/14/2024 | 6.88 | 6.88 | 6.88 | 6.88 | 1.00 | |
10/11/2024 | 6.85 | 6.85 | 6.85 | 6.85 | 1.00 | |
10/10/2024 | 6.80 | 6.80 | 6.80 | 6.80 | 1.00 | |
10/09/2024 | 6.80 | 6.80 | 6.80 | 6.80 | 1.00 | |
10/08/2024 | 6.81 | 6.81 | 6.81 | 6.81 | 1.00 | |
10/07/2024 | 6.78 | 6.78 | 6.78 | 6.78 | 1.00 | |
10/04/2024 | 6.89 | 6.89 | 6.89 | 6.89 | 1.00 | |
10/03/2024 | 6.95 | 6.95 | 6.95 | 6.95 | 1.00 | |
10/02/2024 | 7.06 | 7.06 | 7.06 | 7.06 | 1.00 | |
10/01/2024 | 7.13 | 7.13 | 7.13 | 7.13 | 1.00 | |
09/30/2024 | 7.14 | 7.14 | 7.14 | 7.14 | 1.00 | |
09/27/2024 | 7.23 | 7.23 | 7.23 | 7.23 | 1.00 | |
09/26/2024 | 7.25 | 7.25 | 7.25 | 7.25 | 1.00 | |
09/25/2024 | 7.19 | 7.19 | 7.19 | 7.19 | 1.00 | |
09/24/2024 | 7.24 | 7.24 | 7.24 | 7.24 | 1.00 | |
09/23/2024 | 7.21 | 7.21 | 7.21 | 7.21 | 1.00 | |
09/20/2024 | 7.22 | 7.22 | 7.22 | 7.22 | 1.00 |
About Altegris Futures Mutual Fund history
Altegris Futures investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Altegris is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Altegris Futures Evo will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Altegris Futures stock prices may prove useful in developing a viable investing in Altegris Futures
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 funds total net assets will be invested in andor used as collateral for, gaining exposure to Managed Futures strategies. The adviser expects that less than 100, typically 60-80, of the funds total net assets will be allocated to Fixed Income strategies.
Altegris Futures Mutual Fund Technical Analysis
Altegris Futures technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
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Altegris Futures Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Altegris Futures' price direction in advance. Along with the technical and fundamental analysis of Altegris Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Altegris to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | (0.09) | |||
Jensen Alpha | (0.09) | |||
Total Risk Alpha | (0.15) | |||
Treynor Ratio | (4.11) |
Cycle Indicators | ||
Math Operators | ||
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Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Other Information on Investing in Altegris Mutual Fund
Altegris Futures financial ratios help investors to determine whether Altegris Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Altegris with respect to the benefits of owning Altegris Futures security.
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