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MHFIX: EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND CLASS I (MUTUAL FUND)
Basic Info
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 05/25/2011 |
| Last Dividend Date: | 12/19/2019 |
| 12-Mo. Yield | 0.00% |
| Expenses | 2.72% |
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Performance Analytics (As of 07/22/2022)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 05/25/2011 |
2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.2 | -16.1 | -12.7 | -6.1 | -2.6 | -2.0 | -7.8 | -12.3 | -15.5 | 9.3 | -0.4 | -4.1 | 4.5 | 3.1 | 10.0 | -2.8 | -3.7 | 1.3 |
| Sharpe Ratio | NA | -1.01 | -0.88 | -0.49 | -0.26 | -0.21 | -0.97 | -0.75 | -1.03 | 0.7 | -0.13 | -0.4 | 0.45 | 0.29 | 1.48 | -0.39 | -0.54 | 0.21 |
| Draw Down(%) | NA | 18.4 | 37.3 | 37.3 | 37.3 | 37.3 | 12.8 | 17.0 | 30.5 | 7.9 | 14.9 | 10.2 | 9.0 | 10.1 | 4.1 | 11.8 | 8.9 | 5.5 |
| Standard Deviation(%) | NA | 16.2 | 14.9 | 14.0 | 11.7 | 11.5 | 14.7 | 16.5 | 15.3 | 11.3 | 12.8 | 12.0 | 9.4 | 10.5 | 6.7 | 7.4 | 7.0 | 10.1 |
| Treynor Ratio | NA | -5.6 | -1.44 | -0.7 | -0.35 | -0.41 | 6.68 | -0.38 | -1.76 | -2.78 | -0.11 | -0.05 | -0.22 | 1.24 | 0.9 | -0.13 | 0.73 | -0.23 |
| Alpha | NA | -0.06 | -0.06 | -0.03 | -0.01 | -0.01 | -0.06 | -0.08 | -0.07 | 0.04 | 0.0 | -0.08 | 0.03 | 0.01 | 0.03 | -0.04 | -0.01 | 0.01 |
| Beta | NA | 0.03 | 0.09 | 0.1 | 0.09 | 0.06 | -0.02 | 0.33 | 0.09 | -0.03 | 0.16 | 0.88 | -0.19 | 0.02 | 0.11 | 0.23 | -0.05 | -0.09 |
| RSquared | NA | 0.0 | 0.02 | 0.02 | 0.02 | 0.01 | 0.0 | 0.07 | 0.04 | 0.0 | 0.05 | 0.24 | 0.07 | 0.0 | 0.04 | 0.12 | 0.01 | 0.06 |
| Yield(%) | N/A | 0.0 | 4.0 | 2.7 | 3.4 | N/A | 0.0 | 0.0 | 0.0 | 13.3 | 0.0 | 0.0 | 3.7 | 12.3 | 10.1 | 0.2 | 0.0 | 3.8 |
| Dividend Growth(%) | N/A | N/A | 254.8 | -54.2 | N/A | N/A | N/A | N/A | -100.0 | N/A | N/A | -100.0 | -73.0 | 23.5 | 5061.1 | N/A | -100.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/25/2011
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