EVOIX — Altegris Futures Evolution Strategy Fund
Data updated: 2026-08-28
EVOIX — Altegris Futures Evolution Strategy Fund. Managed Futures / Global Macro · $22.03M AUM. Holdings, fees, performance and SEC filings.
EVOIX Fund Overview
EVOIX — Altegris Futures Evolution Strategy Fund is a US mutual fund managed by Northern Lights Fund Trust, categorised as Managed Futures / Global Macro. 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: Managed Futures / Global Macro
- Assets under management: $22.03M
- 1-year return: 19.6%
- Ticker: EVOIX
- SEC CIK: 0001314414
- SEC series ID: S000034148
- Share class ID: C000105243
EVOIX Holdings
Top 10 holdings of Altegris Futures Evolution Strategy Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| First American Funds, Inc. | 78.69% |
| Chicago Mercantile Exchange | 0.65% |
| Osaka Exchange | 0.15% |
| New York Mercantile Exchange | 0.04% |
| Hong Kong Futures Exchange Ltd. | 0.03% |
| Minneapolis Grain Exchange | 0.01% |
| NASDAQ Stockholm Ab - Swedish Eq Derivatives | 0.01% |
| Euronext Paris Matif | 0.00% |
| Jse Equity Derivatives Market | 0.00% |
| New Zealand Futures & Options | 0.00% |
EVOIX Portfolio Allocation
Asset-class allocation of Altegris Futures Evolution Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Cash & Equivalents | 78.7% |
| Derivatives | 0.4% |
EVOIX Performance
Total returns for EVOIX (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 5.5% |
| 1 year | 19.6% |
| 3 years (annualised) | 4.2% |
| 5 years (annualised) | 7.0% |
EVOIX Risk Information
Risk metrics for EVOIX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 7.4%
EVOIX Costs and Fees
EVOIX costs about $166 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.66%
- Gross expense ratio: 2.17%
- Portfolio turnover: 63%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
EVOIX Cashflows
Over the 12 months to 2026-06, Altegris Futures Evolution Strategy Fund had net outflows of $9.00M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$143.57K |
| 2026-05 | −$439.38K |
| 2026-04 | −$291.57K |
| 2026-03 | −$814.00K |
| 2026-02 | −$1.46M |
| 2026-01 | −$1.30M |
EVOIX Debt Constituents
No individual debt constituents are reported in Altegris Futures Evolution Strategy Fund's latest SEC N-PORT filing.
EVOIX Prospectus and SEC Filings
Official Altegris Futures Evolution Strategy Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2024-10-24
- Prospectus (485BPOS) — filed 2023-10-26
- Prospectus (485BPOS) — filed 2022-11-01
- Portfolio holdings (N-PORT) — filed 2026-08-28
- Portfolio holdings (N-PORT) — filed 2026-06-01
- Portfolio holdings (N-PORT) — filed 2026-02-27
- Annual census (N-CEN) — filed 2025-09-15
- Annual census (N-CEN) — filed 2024-09-13
Related Funds
Other Managed Futures / Global Macro 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.