About EVOCX
Altegris Futures Evolution Strategy Fund Class C is an alternative mutual fund that seeks to deliver a combination of interest income and capital appreciation by blending two primary sub-strategies: managed futures and fixed income. This fund allocates assets dynamically between a systematic trend-following managed futures strategy—utilizing liquid global futures, options, swaps, and foreign exchange contracts—and a core fixed income strategy, which invests in actively managed mutual funds focused on government and corporate bonds. Typically, 60%–80% of the fund’s assets reside in fixed income holdings managed by established third-party managers, while the remaining exposure is gained through notional funding mechanisms, allowing for leverage in its managed futures investments.
Targeting systematic diversification, the fund is designed to provide returns with low correlation to traditional equity and bond markets, aiming to serve as a portfolio diversifier, particularly during periods of market stress. With a unique overlay of alternative and fixed income components and active use of derivatives, the fund occupies a niche within the systematic trend category. It appeals to investors seeking access to professional managed futures strategies alongside fixed income exposure, offering potential risk-adjusted returns that are driven by global macroeconomic trends.
Fund Family Winton Capital Management Ltd.
Category Systematic Trend
Performance Rating Average
Risk Rating Above Average
Stock Exchange NASDAQ
Ticker Symbol EVOCX
Share Class Class C Funds
Index ICE BofA US 3-Month T Bill TR IX
EVOCX had a total return of 22.61% in the past year, including dividends. Since the fund's
inception, the average annual return has been 3.14%.
