Altegris Futures Evolution Strategy Fd Cl N
Financial ratios & Valuation

Historical Multiples (2016 – 2022)

2016 2017 2019 2020 2022 TTM Median
Valuation Ratios
Price/Earnings ratio
14.7945.5820.5443.0010.13N/A31.77
Price/Sales ratio
13.468.977.308.622.97N/A7.96
Price/Book Value ratio
4.644.523.943.444.28N/A3.69
Price/Cash Flow ratio
11.5718.7713.1320.596.17N/A16.86
Price/Free Cash Flow ratio
37.1549.1318.25191.38-134.222.14104.82
Price/Earnings Growth ratio
0.03-0.63-0.93-0.70-0.03N/A-0.78
Dividend Yield
2.04%2.80%N/AN/AN/A0.12%N/A
Profitability Indicator Ratios
Gross Profit Margin
65.33%68.57%66.99%54.37%55.33%N/A60.68%
Operating Profit Margin
24.14%37.44%40.79%12.46%38.20%N/A26.63%
Pretax Profit Margin
129.91%37.36%43.62%12.68%37.76%N/A28.15%
Net Profit Margin
91.03%19.69%35.57%20.05%29.33%N/A27.81%
Effective Tax Rate
27.95%37.56%18.46%58.06%20.69%N/A38.26%
Return on Assets
24.61%7.69%16.05%6.44%21.58%N/A11.25%
Return On Equity
31.42%9.91%19.19%8.00%42.31%N/A13.60%
Return on Capital Employed
7.15%15.09%18.96%4.19%35.34%N/A11.58%
Liquidity Ratios
Current Ratio
N/AN/AN/AN/AN/A1.68N/A
Quick Ratio
4.349.6112.775.911.201.529.34
Cash ratio
3.998.4611.464.590.270.718.02
Days of Sales Outstanding
36.5328.8126.7423.6680.56N/A25.20
Days of Inventory outstanding
0.00N/AN/AN/A0.00N/AN/A
Operating Cycle
36.5328.8126.7423.6680.56N/A25.20
Days of Payables Outstanding
232.1567.1753.3239.77113.52N/A46.54
Cash Conversion Cycle
-195.62-38.35-26.57-16.10-32.95N/A-32.46
Debt Ratios
Debt Ratio
N/AN/AN/AN/A0.14N/AN/A
Debt Equity Ratio
N/AN/AN/AN/A0.28N/AN/A
Long-term Debt to Capitalization
N/AN/AN/AN/A0.21N/AN/A
Total Debt to Capitalization
N/AN/AN/AN/A0.21N/AN/A
Interest Coverage Ratio
N/AN/AN/AN/AN/AN/AN/A
Cash Flow to Debt Ratio
N/AN/AN/AN/A2.46N/AN/A
Company Equity Multiplier
1.271.281.191.241.961.411.24
Cash Flow Ratios
Operating Cash Flow / Sales Ratio
1.160.470.550.410.48N/A0.48
Free Cash Flow / Operating Cash Flow Ratio
0.310.380.710.10-0.040.810.55
Cash Flow Coverage Ratio
N/AN/AN/AN/A2.46N/AN/A
Short Term Coverage Ratio
N/AN/AN/AN/AN/AN/AN/A
Dividend Payout Ratio
30.18%127.86%N/AN/AN/AN/AN/A