Performance
Trailing returns
| 1 day | +0.34% |
| |||
| 1 week |
| -0.67% | |||
| 4 week |
| -2.64% | |||
| 3 month |
| -8.29% | |||
| YTD |
| -6.94% | |||
| 1 year |
| -11.85% | |||
| 3 years* | - | ||||
| 5 years* | - | ||||
| *annualised | |||||
| Best 3-month return | +3.59% | |
| Worst 3-month return | -7.08% |
Morningstar statistics
Morningstar category: Managed Futures
Key statistics
| Total assets | 6.61M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 2.67% | |
| Management fee | - | |
| Fund family | Equinox Funds Trust |
Asset allocation
| Cash | 8.22% | |
| Stocks | 0.00% | |
| Bonds | 71.86% | |
| Preferred | 0.06% | |
| Other | 19.85% |
Purchase information
| Initial | $2,500 | |
| Additional | $500 | |
| AIP Initial | $2,500 | |
| AIP Additional | $25 |
8.87-0.01(-0.11%)
May 17, 4:00pm GMT-4
Description
The investment seeks to achieve capital appreciation in both rising and falling commodity markets with an annualized level of volatility that is generally lower than the historic level of volatility experienced by the S&P GSCI� Index. The fund primarily makes a combination of investments either (i) directly in an actively managed fixed-income portfolio or (ii) indirectly through its wholly owned subsidiary investing in Trading Companies that employ the "Managed Futures Program" of one or more commodity trading advisers. It is non-diversified.
Fund filings (PDF) »
Fund filings (PDF) »
Asset managers:
Richard Bornhoft (Started: Jan 25, 2011)
Ajay Dravid (Started: Mar 1, 2011)
Rufus Rankin (Started: Mar 1, 2011)
Afroz Qadeer (Started: Apr 1, 2013)
Sue Osborne (Started: Apr 1, 2013)
Richard Bornhoft (Started: Jan 25, 2011)
Ajay Dravid (Started: Mar 1, 2011)
Rufus Rankin (Started: Mar 1, 2011)
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* | -9.68 | - | - | - | |
| Beta* | -0.14 | - | - | - | |
| Mean annual return | -0.98 | - | - | - | |
| R-squared* | 4.36 | - | - | - | |
| Standard deviation | 6.61 | - | - | - | |
| Sharpe ratio | -1.79 | - | - | - | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| Vanguard Short-Term Corp Bd Idx ETF | 22.87% | |
| Vanguard Short-Term Bond ETF | 22.42% | |
| Equinox Mncs Fund Limited Cfc | 19.85% | |
| iShares Barclays 1-3 Year Credit Bond | 14.53% | |
| iShares Core Total US Bond Market ETF | 7.14% | |
| SPDR Barclays Capital Short Term Corp Bd | 7.06% |