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Altegris Futures Evolution Strategy CEVOCX

Performance (before sales charge)

As of 09/30/2024

All information is historical and not indicative of future results. Current performance may be lower or higher than the quoted past performance, which cannot guarantee results. Share price, principal value, and return will vary, and you may have a gain or a loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. After-sales-charge returns reflect the maximum sales charge applicable to the fund. Performance may not reflect any expense limitation or subsidies currently in effect. Short-term trading fees may apply. To obtain the most recent month-end performance, visit Morningstar.com.

Asset allocation

As of 06/30/2024
Stock
0.00%
Non-U.S. Stock
0.00%
Bond
76.44%
Non-U.S. Bond
12.06%
Preferred
0.00%
Convertible
0.00%
Cash
11.51%
Other
0.00%

Due to rounding, percentages may not equal 100%.

Sectors

As of 06/30/2024

Basic materials

0.00%

Consumer cyclical

0.00%

Financial services

0.00%

Real estate

0.00%

Consumer defensive

0.00%

Health care

0.00%

Utilities

0.00%

Communication services

0.00%

Energy

0.00%

Industrials

0.00%

Technology

0.00%

Top holdings

As of 06/30/2024

DoubleLine Core Fixed Income I
36.76%
DoubleLine Low Duration Bond I
35.42%
Nomura Call Option 08/16/2025 Wntn Shares
13.75%
First American Government Obligs X
8.09%
Nomura Call Option 08/16/2025 Wntn Trnd Shares
5.90%
Us Dollars
3.70%
Cash
3.60%
Fund assets

$43.79 Million

Share class

C

Morningstar category

Systematic Trend

Expense ratio

2.64%

Investment objective

Growth

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