Equinox Campbell Risk Adjusted Performance

EBSCX Fund  USD 9.18  0.06  0.66%   
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Equinox Campbell Strategy has current Risk Adjusted Performance of 0.0757.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0757
ER[a] = Expected return on investing in Equinox Campbell
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Equinox Campbell Risk Adjusted Performance Peers Comparison

Equinox Risk Adjusted Performance Relative To Other Indicators

Equinox Campbell Strategy is rated # 4 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  46.90  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Equinox Campbell Strategy is roughly  46.90 
Compare Equinox Campbell to Peers

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