CMSIX Performance — Altegris/Crabel Multi-Strategy Fund, Class I
Data updated: 2024-11-25
CMSIX returned +4.21% over one year to Sep 2024. Over one year the fund trailed its Long-Short Equity category average: $100 grew to $104, against $111 for the category. Volatility over the past 12 months was 11.26% a year. In the 12 months to Sep 2024 the fund took in a net $279K, and assets reached $3.26M.
CMSIX Growth of $100
What $100 invested in Altegris/Crabel Multi-Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Long-Short Equity category average over the same months.
| Period | CMSIX | Category average |
|---|---|---|
| 1 year (Oct 2023 – Sep 2024) | $104 | $111 |
| Since data start (Jan 2023 – Sep 2024) | $104 | $114 |
CMSIX Trailing Returns
Total returns to Sep 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +4.21% |
CMSIX Annual Returns
Calendar-year total returns of Altegris/Crabel Multi-Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Sep) | +4.03% |
| 2023 | −0.23% |
CMSIX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +0.6% | +5.9% | +1.6% | +4.0% | −0.5% | −4.0% | −5.6% | −1.1% | +3.6% | — | — | — |
| 2023 | 0.0% | −0.1% | −0.1% | 0.0% | 0.0% | +0.1% | +1.8% | −2.3% | +0.2% | +1.5% | −0.1% | −1.2% |
CMSIX Risk
Risk measures from monthly returns over Oct 2023 – Sep 2024.
- 1-year volatility (annualised): 11.26%
- Best month: +5.85% (Feb 2024)
- Worst month: −5.57% (Jul 2024)
CMSIX Fund Flows
Monthly money in and out of Altegris/Crabel Multi-Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: $279K
- 12-month gross sales (incl. reinvestments): $767K
- Sales ÷ redemptions: 1.57×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2024 | $401 | $7K | −$7K |
| Aug 2024 | $3K | $344K | −$341K |
| Jul 2024 | $112K | $257 | $112K |
| Jun 2024 | $13K | $11K | $2K |
| May 2024 | $0 | $0 | $0 |
| Apr 2024 | $3K | $265 | $3K |
| Mar 2024 | $22K | $0 | $22K |
| Feb 2024 | $677 | $51K | −$50K |
| Jan 2024 | $12K | $102K | −$90K |
| Dec 2023 | $492K | −$27K | $519K |
| Nov 2023 | $10K | $0 | $10K |
| Oct 2023 | $100K | −$245 | $100K |
CMSIX Assets Under Management
Net assets of Altegris/Crabel Multi-Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-09-30 | $3.26M |
| 2024-06-30 | $3.62M |
| 2024-03-31 | $3.57M |
| 2023-12-31 | $3.48M |
| 2023-09-30 | $2.99M |
| 2023-06-30 | $2.45M |
| 2023-03-31 | $20 |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.