Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MHFIX (EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND CLASS I) | NA | -16.06% | -12.71% | -6.03% | -2.65% | NA | NA | … | … |
Data as of 07/22/2022, Common starting date is 05/25/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MHFIX (EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND CLASS I) | 05/25/2011 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.19 | -16.06 | -12.71 | -6.03 | -2.65 | NA | NA | … | … | -7.79 | -12.29 | -15.51 | 9.32 | -0.37 | -4.11 | 4.46 | 3.06 | 9.97 | -2.83 | -3.71 | 1.26 |
| Sharpe Ratio | NA | -1.01 | -0.88 | -0.49 | -0.26 | NA | NA | … | … | -0.97 | -0.75 | -1.03 | 0.70 | -0.13 | -0.40 | 0.45 | 0.29 | 1.48 | -0.39 | -0.54 | 0.21 |
| Standard Deviation(%) | NA | 16.20 | 14.89 | 13.98 | 11.70 | NA | NA | … | … | 14.74 | 16.50 | 15.27 | 11.27 | 12.80 | 12.03 | 9.35 | 10.46 | 6.71 | 7.40 | 6.98 | 10.11 |
| Draw Down(%) | NA | 18.38 | 37.29 | 37.29 | 37.29 | NA | NA | … | … | 12.77 | 16.96 | 30.47 | 7.91 | 14.88 | 10.23 | 8.96 | 10.08 | 4.08 | 11.78 | 8.88 | 5.54 |
| Yield(%) | 0.00 | 0.00 | 4.02 | 2.65 | 3.40 | 2.54 | 1.90 | … | … | 0.00 | 0.00 | 0.00 | 13.29 | 0.00 | 0.00 | 3.66 | 12.27 | 10.11 | 0.19 | 0.00 | 3.81 |
Data as of 07/22/2022, Common starting date is 05/25/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MHFIX (EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND CLASS I) |
-10.85%
Jun 2019 – Jun 2022 |
-5.78%
Mar 2017 – Mar 2022 |
-1.87%
Jun 2012 – Jun 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MHFIX (EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND EQUINOX MUTUALHEDGE FUTURES STRATEGY FUND CLASS I) |
8.28%
Aug 2013 – Aug 2016 |
5.63%
Jul 2014 – Jul 2019 |
-0.37%
Jun 2011 – Jun 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart