Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EBSPX (EQUINOX CAMPBELL STRATEGY FUND EQUINOX CAMPBELL STRATEGY FUND CLASS P) | NA | 1.35% | -0.10% | -1.22% | NA | NA | NA | … | … |
Data as of 01/15/2021, Common starting date is 03/04/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EBSPX (EQUINOX CAMPBELL STRATEGY FUND EQUINOX CAMPBELL STRATEGY FUND CLASS P) | 03/04/2013 | 01/15/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.12 | 1.35 | -0.10 | -1.22 | NA | NA | NA | … | … | 0.12 | 3.13 | 11.45 | -7.55 | 4.11 | -11.37 | -3.54 | 17.50 | 5.00 |
| Sharpe Ratio | NA | 0.15 | -0.06 | -0.16 | NA | NA | NA | … | … | 0.43 | 0.36 | 1.03 | -0.57 | 0.25 | -0.87 | -0.28 | 1.45 | 0.49 |
| Standard Deviation(%) | NA | 7.99 | 11.45 | 12.33 | NA | NA | NA | … | … | 7.10 | 8.05 | 9.71 | 15.54 | 13.74 | 13.33 | 12.62 | 12.04 | 12.18 |
| Draw Down(%) | NA | 11.49 | 21.47 | 24.78 | NA | NA | NA | … | … | 0.84 | 11.49 | 9.31 | 21.47 | 10.34 | 17.99 | 16.58 | 12.10 | 8.73 |
| Yield(%) | 0.00 | 0.00 | 7.27 | 4.11 | 3.29 | 2.19 | 1.64 | … | … | 0.00 | 0.00 | 16.73 | 9.24 | 0.00 | 0.00 | 1.95 | 6.77 | 0.00 |
Data as of 01/15/2021, Common starting date is 03/04/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EBSPX (EQUINOX CAMPBELL STRATEGY FUND EQUINOX CAMPBELL STRATEGY FUND CLASS P) |
-7.31%
Nov 2015 – Nov 2018 |
-1.99%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EBSPX (EQUINOX CAMPBELL STRATEGY FUND EQUINOX CAMPBELL STRATEGY FUND CLASS P) |
5.11%
Jan 2017 – Jan 2020 |
3.95%
Jul 2014 – Jul 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart