Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MHFAX (EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND CLASS A) | NA | -16.03% | -12.88% | -6.00% | -2.76% | NA | NA | -1.42% |
Data as of 07/22/2022, AR inception is 01/22/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MHFAX (EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND CLASS A) | 01/22/2010 | 07/22/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -16.03 | -12.88 | -6.00 | -2.76 | NA | NA | -1.42 | -7.75 | -12.48 | -15.71 | 10.25 | -0.50 | -4.38 | 4.22 | 2.82 | 9.59 | -3.05 | -3.92 | 1.62 | 6.19 |
| Sharpe Ratio | NA | -1.01 | -0.89 | -0.48 | -0.27 | NA | NA | -0.15 | -0.96 | -0.76 | -1.03 | 0.79 | -0.14 | -0.42 | 0.43 | 0.27 | 1.42 | -0.42 | -0.57 | 0.16 | 0.76 |
| Standard Deviation(%) | NA | 16.19 | 14.90 | 13.99 | 11.70 | NA | NA | 11.23 | 14.71 | 16.47 | 15.38 | 11.26 | 12.74 | 12.06 | 9.26 | 10.50 | 6.74 | 7.31 | 7.02 | 10.09 | 8.57 |
| Draw Down(%) | NA | 18.54 | 37.74 | 37.74 | 37.74 | NA | NA | 37.74 | 12.83 | 17.22 | 30.60 | 8.01 | 15.02 | 10.31 | 9.14 | 10.15 | 4.21 | 11.83 | 8.99 | 6.64 | 5.13 |
| Yield(%) | 0.00 | 0.00 | 3.98 | 2.84 | 3.40 | 2.84 | 2.13 | 3.55 | 0.00 | 0.00 | 0.00 | 14.27 | 0.00 | 0.00 | 3.41 | 12.08 | 9.85 | 0.19 | 0.00 | 3.68 | 3.56 |
Data as of 07/22/2022, AR inception is 01/22/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MHFAX (EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND CLASS A) |
-11.05%
Jun 2019 - Jun 2022 |
-5.79%
Mar 2017 - Mar 2022 |
-1.99%
Jun 2012 - Jun 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MHFAX (EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND CLASS A) |
7.98%
Aug 2013 - Aug 2016 |
5.59%
Jul 2014 - Jul 2019 |
2.31%
Feb 2010 - Feb 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart