Performance
Trailing returns
| 1 day | +1.66% |
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| 1 week | +4.36% |
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| 4 week | +3.70% |
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| 3 month | +7.44% |
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| YTD | +6.51% |
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| 1 year | +1.31% |
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| 3 years* | - | ||||
| 5 years* | - | ||||
| *annualized | |||||
| Best 3 month return | +5.21% | |
| Worst 3 month return | -8.88% |
Morningstar statistics
Morningstar category: Managed Futures
Key statistics
| Total assets | 2.88M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 1.10% | |
| Management fee | - | |
| Fund family | Equinox Funds Trust |
Asset allocation
| Cash | 15.47% | |
| Stocks | 0.00% | |
| Bonds | 59.18% | |
| Preferred | 0.01% | |
| Other | 25.34% |
Purchase information
| Initial | US$25,000 | |
| Additional | US$0 |
9.73-0.09(-0.92%)
May 20, 4:00PM EDT
Description
The investment seeks to achieve long-term capital appreciation. The fund makes 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 John Locke Investments ("John Locke"), 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 John Locke (the "John Locke Program"). It is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Richard Bornhoft (Started: Jan 25, 2012)
Ajay Dravid (Started: Jan 25, 2012)
Rufus Rankin (Started: Jan 25, 2012)
Afroz Qadeer (Started: Apr 1, 2013)
Sue Osborne (Started: Apr 1, 2013)
Richard Bornhoft (Started: Jan 25, 2012)
Ajay Dravid (Started: Jan 25, 2012)
Rufus Rankin (Started: Jan 25, 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* | 6.58 | - | - | - | |
| Beta* | -0.36 | - | - | - | |
| Mean annual return | 0.08 | - | - | - | |
| R-squared* | 8.28 | - | - | - | |
| Standard deviation | 12.70 | - | - | - | |
| Sharpe ratio | 0.06 | - | - | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| iShares Barclays 1-3 Year Credit Bond | 30.51% | |
| Vanguard Short-Term Bond ETF | 30.46% | |
| Equinox John Locke Strategy | 25.34% |