MFTIX Performance — Altegris Managed Futures Strategy Fund, Class I

Data updated: 2020-02-20

In the 12 months to Dec 2019 the fund took in a net $22.1M, and assets reached $61.37M.

MFTIX Growth of $100

What $100 invested in Altegris Managed Futures Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.

Period	MFTIX	Category average
Since data start (Jul 2019 – Dec 2019)	$103	$105

MFTIX Annual Returns

Calendar-year total returns of Altegris Managed Futures Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.

Year	Total return
2019 (Jul–Dec)	+3.15%

MFTIX 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
2019	—	—	—	—	—	—	+2.9%	+5.8%	−2.7%	−2.6%	+1.6%	−1.5%

MFTIX Risk

Risk measures from monthly returns over Jul 2019 – Dec 2019.

Best month: +5.78% (Aug 2019)
Worst month: −2.73% (Sep 2019)

MFTIX Fund Flows

Monthly money in and out of Altegris Managed Futures Strategy Fund, from SEC Form N-PORT.

12-month net flow: $22.1M
12-month gross sales (incl. reinvestments): $9.1M
Sales ÷ redemptions: -0.70×

Month	Sales	Redemptions	Net flow
Dec 2019	$6.5M	−$4.5M	$11.0M
Nov 2019	$520K	−$1.8M	$2.4M
Oct 2019	$623K	−$1.7M	$2.3M
Sep 2019	$518K	−$1.4M	$2.0M
Aug 2019	$424K	−$1.5M	$1.9M
Jul 2019	$515K	−$2.0M	$2.5M

MFTIX Assets Under Management

Net assets of Altegris Managed Futures Strategy Fund by report date, from SEC N-PORT filings.

Report date	Net assets
2019-12-31	$61.37M
2019-09-30	$67.36M

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 Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date.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.