Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MHFCX (EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND CLASS C) | NA | -16.75% | -13.58% | -6.85% | -3.56% | NA | NA | … | … |
Data as of 07/22/2022, Common starting date is 01/25/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MHFCX (EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND CLASS C) | 01/25/2010 | 07/22/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.20 | -16.75 | -13.58 | -6.85 | -3.56 | NA | NA | … | … | -8.29 | -13.09 | -16.42 | 8.86 | -1.29 | -5.13 | 3.40 | 2.04 | 8.91 | -3.74 | -4.67 | 0.81 | 5.72 |
| Sharpe Ratio | NA | -1.04 | -0.93 | -0.54 | -0.34 | NA | NA | … | … | -1.02 | -0.79 | -1.07 | 0.66 | -0.20 | -0.48 | 0.34 | 0.19 | 1.32 | -0.52 | -0.68 | 0.08 | 0.70 |
| Standard Deviation(%) | NA | 16.35 | 14.99 | 14.06 | 11.74 | NA | NA | … | … | 14.80 | 16.60 | 15.43 | 11.27 | 12.82 | 12.03 | 9.38 | 10.42 | 6.76 | 7.33 | 6.98 | 9.93 | 8.61 |
| Draw Down(%) | NA | 19.10 | 38.82 | 38.82 | 38.82 | NA | NA | … | … | 12.88 | 17.82 | 31.03 | 8.21 | 15.52 | 10.57 | 9.77 | 10.44 | 4.43 | 12.07 | 9.30 | 6.78 | 5.16 |
| Yield(%) | 0.00 | 0.00 | 3.90 | 2.64 | 3.12 | 2.59 | 1.94 | … | … | 0.00 | 0.00 | 0.00 | 13.42 | 0.00 | 0.00 | 2.69 | 11.67 | 9.27 | 0.19 | 0.00 | 3.36 | 3.38 |
Data as of 07/22/2022, Common starting date is 01/25/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MHFCX (EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND CLASS C) |
-11.74%
Jun 2019 – Jun 2022 |
-6.59%
Mar 2017 – Mar 2022 |
-2.78%
Jun 2012 – Jun 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MHFCX (EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND CLASS C) |
7.22%
Aug 2013 – Aug 2016 |
4.70%
Jul 2014 – Jul 2019 |
1.49%
Feb 2010 – Feb 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart