Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EQIPX (Equinox IPM Systematic Macro Fund Class) | NA | -3.48% | 0.38% | NA | NA | NA | NA | … | … |
Data as of 01/28/2020, Common starting date is 07/07/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EQIPX (Equinox IPM Systematic Macro Fund Class) | 07/07/2015 | 01/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.48 | 0.38 | NA | NA | NA | NA | … | … | -1.72 | -1.20 | 1.36 | 0.91 | 5.64 | -1.10 |
| Sharpe Ratio | NA | -0.74 | -0.11 | NA | NA | NA | NA | … | … | -3.17 | -0.41 | 0.00 | 0.04 | 0.61 | -0.27 |
| Standard Deviation(%) | NA | 6.56 | 6.37 | NA | NA | NA | NA | … | … | 7.13 | 6.40 | 6.71 | 6.22 | 8.84 | 8.36 |
| Draw Down(%) | NA | 8.43 | 10.69 | NA | NA | NA | NA | … | … | 1.92 | 8.43 | 6.70 | 5.67 | 7.82 | 5.69 |
| Yield(%) | 0.00 | 0.00 | 0.47 | 1.38 | 0.69 | 0.46 | 0.34 | … | … | 0.00 | 0.00 | 1.36 | 0.00 | 5.54 | 0.00 |
Data as of 01/28/2020, Common starting date is 07/07/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EQIPX (Equinox IPM Systematic Macro Fund Class) |
-1.57%
Oct 2016 – Oct 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EQIPX (Equinox IPM Systematic Macro Fund Class) |
2.62%
Dec 2015 – Dec 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart