EVOCX Performance — Altegris Futures Evolution Strategy Fund, Class C
Data updated: 2026-08-28
EVOCX returned +7.15% year to date and +21.12% over one year to Jun 2026. Annualised returns are +3.95% over 3 years and +6.36% over 5 years. Against its Managed Futures / Macro category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $112, against $128 for the category, and to $121 over one year, against $117. Volatility over the past three years was 8.07% a year. In the 12 months to Jun 2026 the fund lost a net $9.0M, and assets reached $22.03M.
EVOCX Growth of $100
What $100 invested in Altegris Futures Evolution Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Managed Futures / Macro category average over the same months.
| Period | EVOCX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $121 | $117 |
| 3 years (Jul 2023 – Jun 2026) | $112 | $128 |
| 5 years (Jul 2021 – Jun 2026) | $136 | $141 |
| Since data start (Jul 2019 – Jun 2026) | $128 | $153 |
EVOCX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +7.15% |
| 1 year | +21.12% |
| 3 years (annualised) | +3.95% |
| 5 years (annualised) | +6.36% |
EVOCX Annual Returns
Calendar-year total returns of Altegris Futures Evolution Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +7.15% |
| 2025 | +3.78% |
| 2024 | +2.79% |
| 2023 | +4.22% |
| 2022 | +11.77% |
| 2021 | +11.15% |
| 2020 | −13.87% |
| 2019 (Jul–Dec) | +0.35% |
EVOCX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.2% | +2.6% | −1.2% | +2.4% | 0.0% | 0.0% | — | — | — | — | — | — |
| 2025 | −0.3% | −2.8% | 0.0% | −4.8% | −1.9% | +1.5% | −1.2% | +4.0% | +4.1% | +0.9% | +1.5% | +3.2% |
| 2024 | +2.5% | +4.7% | +4.2% | +1.0% | −1.4% | −1.6% | −2.3% | −2.0% | +0.1% | −3.3% | +0.3% | +0.8% |
| 2023 | −0.4% | +2.4% | −4.7% | +3.4% | +2.8% | +2.8% | −2.3% | −0.1% | +2.4% | −1.1% | −1.0% | +0.4% |
| 2022 | +2.2% | +3.0% | +9.2% | +4.8% | −0.4% | −0.8% | −4.3% | +3.3% | +2.6% | −0.8% | −6.5% | −0.2% |
| 2021 | +0.4% | +3.1% | +1.0% | +3.3% | +2.6% | −1.8% | +1.3% | +1.0% | +2.4% | +2.8% | −5.6% | +0.6% |
| 2020 | +1.1% | −2.9% | −10.2% | +0.2% | −3.2% | −2.7% | −0.3% | −3.1% | −0.9% | +0.4% | +0.9% | +6.9% |
| 2019 | — | — | — | — | — | — | +4.8% | +6.9% | −5.8% | −3.8% | −1.7% | +0.6% |
EVOCX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 8.07%
- 3-year Sharpe ratio: -0.07 (vs 4.5% risk-free rate)
- Best month: +4.71% (Feb 2024)
- Worst month: −4.82% (Apr 2025)
EVOCX Fund Flows
Monthly money in and out of Altegris Futures Evolution Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: −$9.0M
- 12-month gross sales (incl. reinvestments): $5.5M
- Sales ÷ redemptions: 0.38×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $83K | $227K | −$144K |
| May 2026 | $1.2M | $1.7M | −$439K |
| Apr 2026 | $54K | $346K | −$292K |
| Mar 2026 | $107K | $921K | −$814K |
| Feb 2026 | $164K | $1.6M | −$1.5M |
| Jan 2026 | $834K | $2.1M | −$1.3M |
| Dec 2025 | $2.0M | $1.3M | $749K |
| Nov 2025 | $105K | $1.4M | −$1.3M |
| Oct 2025 | $269K | $1.2M | −$887K |
| Sep 2025 | $282K | $1.4M | −$1.1M |
| Aug 2025 | $170K | $1.5M | −$1.3M |
| Jul 2025 | $250K | $960K | −$709K |
EVOCX Assets Under Management
Net assets of Altegris Futures Evolution Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $22.03M |
| 2026-03-31 | $22.76M |
| 2025-12-31 | $25.12M |
| 2025-09-30 | $27.29M |
| 2025-06-30 | $28.64M |
| 2025-03-31 | $34.40M |
| 2024-12-31 | $38.36M |
| 2024-09-30 | $43.78M |
| 2024-06-30 | $47.76M |
| 2024-03-31 | $51.05M |
| 2023-12-31 | $54.74M |
| 2023-09-30 | $72.20M |
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.