Performance
Trailing returns
| 1 day |
| -0.29% | |||
| 1 week |
| -0.29% | |||
| 4 week |
| -2.21% | |||
| 3 month | +1.80% |
| |||
| YTD | +1.80% |
| |||
| 1 year | +1.80% |
| |||
| 3 years* | - | ||||
| 5 years* | - | ||||
| *annualized | |||||
| Best 3 month return | +2.30% | |
| Worst 3 month return | 0.00% |
Morningstar statistics
Morningstar category: Managed Futures
Key statistics
| Total assets | 10,226.00 | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 1.17% | |
| Management fee | - | |
| Fund family | Equinox Funds Trust |
Asset allocation
| Cash | 100.00% | |
| Stocks | 0.00% | |
| Bonds | 0.00% | |
| Other | 0.00% |
Purchase information
| Initial | US$25,000 |
10.14-0.02(-0.20%)
May 22, 4:00PM EDT
Description
The investment seeks to achieve long-term capital appreciation. The fund pursues its investment objective by making a combination of investments either (i) directly in an actively managed fixed-income portfolio or (ii) indirectly through its wholly-owned subsidiary (the "Subsidiary") investing in (i) trading companies that employ the managed futures program of Crabel Capital Management, LLC, a commodity trading adviser ("CTA") registered with the U.S. Commodity Futures Trading Commission and/or derivative instruments such as swap agreements that provide exposure to the managed futures program of Crabel. It is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Richard Bornhoft (Started: Apr 19, 2012)
Ajay Dravid (Started: Apr 19, 2012)
Rufus Rankin (Started: Apr 19, 2012)
Afroz Qadeer (Started: Apr 1, 2013)
Sue Osborne (Started: Apr 1, 2013)
Richard Bornhoft (Started: Apr 19, 2012)
Ajay Dravid (Started: Apr 19, 2012)
Rufus Rankin (Started: Apr 19, 2012)
Afroz Qadeer (Started: Apr 1, 2013)
Sue Osborne (Started: Apr 1, 2013)
Equinox Funds Trust, 1175 Sherman Street, Suite 2500, Denver CO 80203
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | 1.42 | - | - | - | |
| Beta* | 0.05 | - | - | - | |
| Mean annual return | 0.19 | - | - | - | |
| R-squared* | 7.28 | - | - | - | |
| Standard deviation | 1.82 | - | - | - | |
| Sharpe ratio | 1.21 | - | - | - | |
| * Against standard index | |||||