CMSAX — Altegris/Crabel Multi-Strategy Fund
Data updated: 2024-11-25
CMSAX — Altegris/Crabel Multi-Strategy Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Long-Short · $3.26M AUM · 2.00% expense ratio · 4.1% 1-yr return. From SEC regulatory filings.
CMSAX Fund Overview
CMSAX — Altegris/Crabel Multi-Strategy Fund is a US mutual fund managed by Northern Lights Fund Trust, categorised as Long-Short. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Northern Lights Fund Trust
- Category: Long-Short
- Assets under management: $3.26M
- 1-year return: 4.1%
- Ticker: CMSAX
- SEC CIK: 0001314414
- SEC series ID: S000079052
- Share class ID: C000239886
CMSAX Holdings
Top 10 holdings of Altegris/Crabel Multi-Strategy Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| First American Funds Inc. | 68.93% |
| Chicago Mercantile Exchange (floor) | 0.90% |
| Commodities Exchange Center | 0.51% |
| Ice Futures Europe - Agricultural Products Division | 0.47% |
| Eurex Deutschland | 0.20% |
| Hong Kong Futures Exchange Ltd. | 0.14% |
| Ice Futures U.s. | 0.14% |
| Osaka Exchange | 0.13% |
| New York Mercantile Exchange | 0.12% |
| Ice Futures Europe | 0.10% |
CMSAX Portfolio Allocation
Asset-class allocation of Altegris/Crabel Multi-Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Cash & Equivalents | 68.9% |
| Derivatives | 3.0% |
| Real Estate | 0.1% |
CMSAX Performance
Total returns for CMSAX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | 4.1% |
CMSAX Risk Information
Risk metrics for CMSAX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 11.3%
CMSAX Costs and Fees
CMSAX costs about $200 per $10,000 invested per year in fund expenses.
- Net expense ratio: 2.00%
- Gross expense ratio: 18.11%
- Portfolio turnover: 0%
- Brokerage commissions: 18.49 bps of average net assets (SEC N-CEN)
CMSAX Cashflows
Over the 12 months to 2024-09, Altegris/Crabel Multi-Strategy Fund had net inflows of $279.03K, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2024-09 | −$6.62K |
| 2024-08 | −$341.37K |
| 2024-07 | $111.80K |
| 2024-06 | $1.77K |
| 2024-05 | $0 |
| 2024-04 | $2.62K |
CMSAX Debt Constituents
No individual debt constituents are reported in Altegris/Crabel Multi-Strategy Fund's latest SEC N-PORT filing.
CMSAX Prospectus and SEC Filings
Official Altegris/Crabel Multi-Strategy Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Long-Short funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.