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CUSIP: 35907Y758
INCEPTION DATE: Aug 23, 2006
CUSIP: 29446G402
INCEPTION DATE: Jul 31, 2014
CUSIP: 35907Y741
INCEPTION DATE: Aug 23, 2006

WEEKLY PRICING (as of Dec 1, 2017)

NAV: Change: Change: Change YTD:
$151.16 +$0.40 +0.26% -1.89%

DAILY PRICING (as of Oct 11, 2016)

NAV: Change: Change: Change YTD:
$169.14 -$0.67 -0.39% -1.27%

WEEKLY PRICING (as of Dec 1, 2017)

NAV: Change: Change: Change YTD:
$212.14 +$0.58 +0.27% +0.83%

Fund Performance

As of Dec 1, 2017 As of Sep 30, 2017
Fund Name 1 month ytd quarter 1 year 3 years 1 5 years 1 since
inception 1
Equinox Frontier Winton Fund
Class 1 (inception: Aug 23, 2006)
-1.52% -1.89% -1.23% -12.81% -1.56% 1.56% 3.22%
As of Oct 11, 2016 As of Sep 30, 2016
Fund Name 1 month ytd quarter 1 year 3 years 1 5 years 1 since
inception 1
Equinox Frontier Winton Fund
Class 1AP (inception: Jul 31, 2014)
-1.77% -1.27% -4.11% -0.66% -0.96%
As of Dec 1, 2017 As of Sep 30, 2017
Fund Name 1 month ytd quarter 1 year 3 years 1 5 years 1 since
inception 1
Equinox Frontier Winton Fund
Class 2 (inception: Aug 23, 2006)
-1.28% 0.83% -0.48% -10.17% 1.44% 4.65% 6.36%

Performance is net of fees and expenses. The Equinox Frontier Winton Fund was previously named the Winton Series from Aug 2006 to Nov 2013.

1 Annualized rate of return  

Performance and risk versus benchmarks — as of Jun 30, 2017

Fund/index 1 month ytd 2014 2015 2016 Cumulative Return Annualized ROR Maximum Drawdown standard deviation Correlation
Vs. Indices
Equinox Frontier Winton Fund
Class 1
-3.19% -6.49% 26.05% -6.69% -6.13% 44.08% 3.40% -24.90% 12.86% 1.00
Long Only Commodities 1
-1.92% -10.24% -33.06% -32.86% 11.37% -69.51% -10.31% -80.90% 23.11% -0.15

Performance and risk versus benchmarks — as of Jan 31, 2017

Fund/index 1 month ytd 2014 2015 2016 Cumulative Return Annualized ROR Maximum Drawdown standard deviation Correlation
Vs. Indices
Equinox Frontier Winton Fund
Class 2
-2.93% -2.93% 29.89% -3.86% -3.26% 104.26% 7.04% -17.83% 13.04% 1.00
Long Only Commodities 1
-1.41% -1.41% -33.06% -32.86% 11.37% -66.51% -9.89% -80.90% 23.54% -0.15
Equities 2
1.90% 1.90% 13.69% 1.38% 11.96% 123.47% 7.95% -50.95% 14.96% -0.02
Managed Futures 3
-1.46% -1.46% 12.33% -0.92% -4.44% 28.72% 2.43% -11.09% 6.44% 0.85
Fixed Income 4
0.20% 0.20% 5.97% 0.55% 2.65% 58.96% 4.51% -3.83% 3.28% 0.33

INVESTORS CANNOT DIRECTLY INVEST IN AN INDEX AND UNMANAGED INDEX RETURNS DO NOT REFLECT ANY FEES, EXPENSES OR SALES CHARGES. The referenced indices are shown for general market comparisons and are not meant to represent the Fund.

1S&P GSCI® Index

2S&P 500® Total Return Index

3Barclay BTOP50 Index®† - The Barclay BTOP50 Index® does not encompass the whole universe of CTAs. The CTAs that comprise the index have submitted their information voluntarily.

4Barclays Capital Aggregate Bond Index®†

 

 

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