Altegris Futures Evolution Fund Technical Analysis
| EVOAX Fund | USD 6.48 0.01 0.15% |
As of the 19th of February, Altegris Futures shows the Mean Deviation of 0.5697, downside deviation of 1.0, and Risk Adjusted Performance of 0.1045. Altegris Futures Evo technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Altegris Futures Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Altegris, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AltegrisAltegris |
Altegris Futures 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Altegris Futures' mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Altegris Futures.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in Altegris Futures on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding Altegris Futures Evolution or generate 0.0% return on investment in Altegris Futures over 90 days. Altegris Futures is related to or competes with The Hartford, Janus Enterprise, Alphacentric Income, Growth Fund, Thrivent Mid, and Franklin New. The fund seeks to achieve its investment objective by pursuing a managed futures strategy developed and implemented by t... More
Altegris Futures Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Altegris Futures' mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Altegris Futures Evolution upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.0 | |||
| Information Ratio | 0.0718 | |||
| Maximum Drawdown | 4.01 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.23 |
Altegris Futures Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Altegris Futures' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Altegris Futures' standard deviation. In reality, there are many statistical measures that can use Altegris Futures historical prices to predict the future Altegris Futures' volatility.| Risk Adjusted Performance | 0.1045 | |||
| Jensen Alpha | 0.0959 | |||
| Total Risk Alpha | 0.0563 | |||
| Sortino Ratio | 0.0553 | |||
| Treynor Ratio | (0.86) |
Altegris Futures February 19, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1045 | |||
| Market Risk Adjusted Performance | (0.85) | |||
| Mean Deviation | 0.5697 | |||
| Semi Deviation | 0.7644 | |||
| Downside Deviation | 1.0 | |||
| Coefficient Of Variation | 755.45 | |||
| Standard Deviation | 0.7707 | |||
| Variance | 0.594 | |||
| Information Ratio | 0.0718 | |||
| Jensen Alpha | 0.0959 | |||
| Total Risk Alpha | 0.0563 | |||
| Sortino Ratio | 0.0553 | |||
| Treynor Ratio | (0.86) | |||
| Maximum Drawdown | 4.01 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.23 | |||
| Downside Variance | 1.0 | |||
| Semi Variance | 0.5844 | |||
| Expected Short fall | (0.62) | |||
| Skewness | (0.90) | |||
| Kurtosis | 1.51 |
Altegris Futures Evo Backtested Returns
At this stage we consider Altegris Mutual Fund to be not too volatile. Altegris Futures Evo secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Altegris Futures Evolution, which you can use to evaluate the volatility of the entity. Please confirm Altegris Futures' Mean Deviation of 0.5697, downside deviation of 1.0, and Risk Adjusted Performance of 0.1045 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. The fund shows a Beta (market volatility) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Altegris Futures are expected to decrease at a much lower rate. During the bear market, Altegris Futures is likely to outperform the market.
Auto-correlation | 0.43 |
Average predictability
Altegris Futures Evolution has average predictability. Overlapping area represents the amount of predictability between Altegris Futures time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Altegris Futures Evo price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Altegris Futures price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Altegris Futures technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Altegris Futures Evo Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Altegris Futures Evo volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Altegris Futures Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Altegris Futures Evolution on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Altegris Futures Evolution based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Altegris Futures Evo price pattern first instead of the macroeconomic environment surrounding Altegris Futures Evo. By analyzing Altegris Futures's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Altegris Futures's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Altegris Futures specific price patterns or momentum indicators. Please read more on our technical analysis page.
Altegris Futures February 19, 2026 Technical Indicators
Most technical analysis of Altegris help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Altegris from various momentum indicators to cycle indicators. When you analyze Altegris charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1045 | |||
| Market Risk Adjusted Performance | (0.85) | |||
| Mean Deviation | 0.5697 | |||
| Semi Deviation | 0.7644 | |||
| Downside Deviation | 1.0 | |||
| Coefficient Of Variation | 755.45 | |||
| Standard Deviation | 0.7707 | |||
| Variance | 0.594 | |||
| Information Ratio | 0.0718 | |||
| Jensen Alpha | 0.0959 | |||
| Total Risk Alpha | 0.0563 | |||
| Sortino Ratio | 0.0553 | |||
| Treynor Ratio | (0.86) | |||
| Maximum Drawdown | 4.01 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.23 | |||
| Downside Variance | 1.0 | |||
| Semi Variance | 0.5844 | |||
| Expected Short fall | (0.62) | |||
| Skewness | (0.90) | |||
| Kurtosis | 1.51 |
Altegris Futures Evo One Year Return
Based on the recorded statements, Altegris Futures Evolution has an One Year Return of 8.5178%. This is 241.02% lower than that of the Altegris family and significantly higher than that of the Systematic Trend category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Altegris Futures February 19, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Altegris stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 6.48 | ||
| Day Typical Price | 6.48 | ||
| Price Action Indicator | 0.00 |
Other Information on Investing in Altegris Mutual Fund
Altegris Futures financial ratios help investors to determine whether Altegris Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Altegris with respect to the benefits of owning Altegris Futures security.
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