EVONX Performance — Altegris Futures Evolution Strategy Fund, Class N
Data updated: 2026-08-28
EVONX returned +0.48% over one year to Jun 2023. The annualised 3-year return is +11.80%. Against its Managed Futures / Macro category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $140, against $121 for the category, and to $100 over one year, against $107. Volatility over the past three years was 11.23% a year. In the 12 months to Jun 2026 the fund lost a net $9.0M, and assets reached $22.03M.
EVONX 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 | EVONX | Category average |
|---|---|---|
| 1 year (Jul 2022 – Jun 2023) | $100 | $107 |
| 3 years (Jul 2020 – Jun 2023) | $140 | $121 |
| Since data start (Jul 2019 – Jun 2023) | $117 | $119 |
EVONX Trailing Returns
Total returns to Jun 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +0.48% |
| 3 years (annualised) | +11.80% |
EVONX 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 |
|---|---|
| 2023 (Jan–Jun) | +6.51% |
| 2022 | +12.61% |
| 2021 | +12.02% |
| 2020 | −13.15% |
| 2019 (Jul–Dec) | +0.67% |
EVONX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | −0.4% | +2.4% | −4.6% | +3.6% | +2.9% | +2.8% | — | — | — | — | — | — |
| 2022 | +2.2% | +3.0% | +9.3% | +4.9% | −0.4% | −0.7% | −4.3% | +3.4% | +2.7% | −0.6% | −6.5% | −0.1% |
| 2021 | +0.4% | +3.1% | +1.1% | +3.4% | +2.6% | −1.7% | +1.3% | +1.0% | +2.6% | +2.7% | −5.5% | +0.6% |
| 2020 | +1.2% | −2.9% | −10.1% | +0.2% | −3.0% | −2.8% | −0.4% | −2.9% | −0.9% | +0.4% | +0.9% | +7.1% |
| 2019 | — | — | — | — | — | — | +4.8% | +6.9% | −5.7% | −3.8% | −1.6% | +0.6% |
EVONX Risk
Risk measures from monthly returns over Jul 2020 – Jun 2023.
- 3-year volatility (annualised): 11.23%
- 3-year Sharpe ratio: 0.65 (vs 4.5% risk-free rate)
- Best month: +9.32% (Mar 2022)
- Worst month: −6.52% (Nov 2022)
EVONX 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 |
EVONX 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.