Document and Entity Information
Document and Entity Information | 12 Months Ended |
Dec. 31, 2015USD ($)shares | |
Document Information [Line Items] | |
Document Type | 10-K |
Amendment Flag | false |
Document Period End Date | Dec. 31, 2015 |
Document Fiscal Year Focus | 2,015 |
Document Fiscal Period Focus | FY |
Trading Symbol | FRFD |
Entity Registrant Name | Equinox Frontier Funds |
Entity Central Index Key | 1,261,379 |
Current Fiscal Year End Date | --12-31 |
Entity Well-known Seasoned Issuer | No |
Entity Current Reporting Status | No |
Entity Voluntary Filers | No |
Entity Filer Category | Non-accelerated Filer |
Entity Common Stock, Shares Outstanding | 0 |
Entity Public Float | $ | $ 0 |
Equinox Frontier Diversified Fund [Member] | |
Document Information [Line Items] | |
Entity Common Stock, Shares Outstanding | 446,825 |
Equinox Frontier Long/Short Commodity Fund [Member] | |
Document Information [Line Items] | |
Entity Common Stock, Shares Outstanding | 115,094 |
Equinox Frontier Masters Fund [Member] | |
Document Information [Line Items] | |
Entity Common Stock, Shares Outstanding | 192,324 |
Equinox Frontier Balanced Fund [Member] | |
Document Information [Line Items] | |
Entity Common Stock, Shares Outstanding | 639,721 |
Equinox Frontier Select Fund [Member] | |
Document Information [Line Items] | |
Entity Common Stock, Shares Outstanding | 140,811 |
Equinox Frontier Winton Fund [Member] | |
Document Information [Line Items] | |
Entity Common Stock, Shares Outstanding | 195,082 |
Equinox Frontier Heritage Fund [Member] | |
Document Information [Line Items] | |
Entity Common Stock, Shares Outstanding | 86,329 |
Statements of Financial Conditi
Statements of Financial Condition - USD ($) | Dec. 31, 2015 | Dec. 31, 2014 | |
ASSETS | |||
Cash and cash equivalents | $ 13,975,625 | $ 18,977,844 | |
U.S. Treasury securities, at fair value | 117,478,438 | 139,953,516 | |
Open trade equity, at fair value | 14,824,422 | ||
Options purchased, at fair value | 526,288 | 9,075,883 | |
Receivable from futures commission merchants | 72,731,570 | 65,911,348 | |
Swap contracts, at fair value | 40,136,065 | 35,990,887 | |
Interest receivable | 2,039,516 | 2,151,018 | |
Prepaid service fees | 24,251 | 16,042 | |
Receivable from related parties | 3,120 | 5,661 | |
Other assets | 17 | 500,010 | |
Total Assets | 246,914,890 | 287,406,631 | |
LIABILITIES | |||
Open trade deficit, at fair value | 4,348,870 | ||
Options written, at fair value | 165,760 | 8,963,838 | |
Pending owner additions | 36,462 | 41,954 | |
Owner redemptions payable | 612,170 | 159,066 | |
Incentive fees payable to Managing Owner | 382,136 | 6,665,328 | |
Management fees payable to Managing Owner | 402,943 | 468,154 | |
Interest payable | 162,121 | 203,086 | |
Service fees payable to Managing Owner | 273,856 | 336,115 | |
Trading fees payable to Managing Owner | 282,522 | 324,854 | |
Payables to related parties | 63,744 | 37,927 | |
Other liabilities | 7 | ||
Total Liabilities | 6,730,591 | 17,200,322 | |
Managing Owner Units | 5,798,155 | 5,672,261 | |
Limited Owner Units | 234,386,144 | 264,534,048 | |
Total Capital | 240,184,299 | 270,206,309 | |
Total Liabilities and Capital | 246,914,890 | 287,406,631 | |
Managing Owner [Member] | |||
LIABILITIES | |||
Total Capital | 5,798,155 | 5,672,261 | |
Limited Owners [Member] | |||
LIABILITIES | |||
Total Capital | 234,386,144 | 264,534,048 | |
Equinox Frontier Diversified Fund [Member] | |||
ASSETS | |||
Cash and cash equivalents | 3,283,973 | 4,210,638 | |
U.S. Treasury securities, at fair value | 27,604,916 | 31,051,659 | |
Open trade equity, at fair value | 3,215,206 | ||
Options purchased, at fair value | 288,413 | ||
Receivable from futures commission merchants | 22,731,129 | ||
Swap contracts, at fair value | 8,685,849 | 6,570,408 | |
Investments in unconsolidated trading companies, at fair value | 16,094,207 | 6,594,379 | |
Interest receivable | 479,142 | 477,250 | |
Other assets | 249,997 | ||
Total Assets | 56,164,247 | 75,398,613 | |
LIABILITIES | |||
Options written, at fair value | 253,018 | ||
Pending owner additions | 1,524 | 1,527 | |
Owner redemptions payable | 9,030 | 57,953 | |
Incentive fees payable to Managing Owner | 204,914 | 2,387,825 | |
Management fees payable to Managing Owner | 81,940 | 86,486 | |
Interest payable | 11,661 | 16,168 | |
Service fees payable to Managing Owner | 17,020 | 34,905 | |
Trading fees payable to Managing Owner | 121,065 | 132,984 | |
Payables to related parties | 2,126 | 2,371 | |
Other liabilities | 1 | ||
Total Liabilities | 449,281 | 2,973,237 | |
MEMBERS' EQUITY (Net Asset Value) | 55,714,966 | 60,007,609 | |
Non-Controlling Interests | 12,417,767 | ||
Total Capital | 55,714,966 | 72,425,376 | |
Total Liabilities and Capital | $ 56,164,247 | $ 75,398,613 | |
Equinox Frontier Diversified Fund [Member] | Total Owner Class 1 [Member] | |||
Units Outstanding | 102,269 | 169,725 | |
Net Asset Value per Unit | $ 115.52 | $ 113.09 | |
ASSETS | |||
Prepaid service fees | $ 16,160 | $ 9,534 | |
Equinox Frontier Diversified Fund [Member] | Total Owner Class 2 [Member] | |||
Units Outstanding | 267,240 | 282,534 | |
Net Asset Value per Unit | $ 129.60 | $ 124.67 | |
Equinox Frontier Diversified Fund [Member] | Total Owner Class 3 [Member] | |||
Units Outstanding | 77,316 | 48,583 | |
Net Asset Value per Unit | $ 119.87 | $ 115.03 | |
Equinox Frontier Diversified Fund [Member] | Managing Owner [Member] | Class 2 [Member] | |||
Units Outstanding | 20,188 | 20,188 | |
LIABILITIES | |||
Managing Owner Units | $ 2,616,258 | $ 2,516,879 | |
Total Capital | $ 2,616,258 | $ 2,516,879 | |
Equinox Frontier Diversified Fund [Member] | Managing Owner [Member] | Class 3 [Member] | |||
Units Outstanding | 275 | 275 | |
LIABILITIES | |||
Managing Owner Units | $ 32,964 | $ 31,632 | |
Total Capital | $ 32,964 | $ 31,632 | |
Equinox Frontier Diversified Fund [Member] | Limited Owners [Member] | Class 1 [Member] | |||
Units Outstanding | 102,269 | 169,725 | |
LIABILITIES | |||
Limited Owner Units | $ 11,814,234 | $ 19,195,036 | |
Total Capital | $ 11,814,234 | $ 19,195,036 | |
Equinox Frontier Diversified Fund [Member] | Limited Owners [Member] | Class 2 [Member] | |||
Units Outstanding | 247,052 | 262,346 | |
LIABILITIES | |||
Limited Owner Units | $ 32,016,842 | $ 32,707,413 | |
Total Capital | $ 32,016,842 | $ 32,707,413 | |
Equinox Frontier Diversified Fund [Member] | Limited Owners [Member] | Class 3 [Member] | |||
Units Outstanding | 77,041 | 48,308 | |
LIABILITIES | |||
Limited Owner Units | $ 9,234,668 | $ 5,556,649 | |
Total Capital | 9,234,668 | 5,556,649 | |
Equinox Frontier Masters Fund [Member] | |||
ASSETS | |||
Cash and cash equivalents | 1,421,994 | 2,199,066 | |
U.S. Treasury securities, at fair value | 11,953,206 | 16,217,173 | |
Investments in unconsolidated trading companies, at fair value | 9,409,930 | 7,901,978 | |
Interest receivable | 207,473 | 249,250 | |
Receivable from related parties | 1,670 | 3,050 | |
Total Assets | 23,001,628 | 26,576,520 | |
LIABILITIES | |||
Pending owner additions | 1,290 | 2,056 | |
Owner redemptions payable | 9,558 | ||
Incentive fees payable to Managing Owner | 42,251 | 722,043 | |
Management fees payable to Managing Owner | 54,674 | 64,497 | |
Interest payable | 4,957 | 6,898 | |
Service fees payable to Managing Owner | 12,098 | 17,260 | |
Trading fees payable to Managing Owner | 48,501 | 55,912 | |
Total Liabilities | 173,329 | 868,666 | |
MEMBERS' EQUITY (Net Asset Value) | 22,828,299 | 25,707,854 | |
Total Capital | 22,828,299 | 25,707,854 | |
Total Liabilities and Capital | $ 23,001,628 | $ 26,576,520 | |
Equinox Frontier Masters Fund [Member] | Total Owner Class 1 [Member] | |||
Units Outstanding | 73,747 | 101,632 | |
Net Asset Value per Unit | $ 112.87 | $ 116.61 | |
ASSETS | |||
Prepaid service fees | $ 7,355 | $ 6,003 | |
Equinox Frontier Masters Fund [Member] | Total Owner Class 2 [Member] | |||
Units Outstanding | 62,347 | 69,003 | |
Net Asset Value per Unit | $ 126.60 | $ 128.53 | |
Equinox Frontier Masters Fund [Member] | Total Owner Class 3 [Member] | |||
Units Outstanding | 56,230 | 41,897 | |
Net Asset Value per Unit | $ 117.57 | $ 119.06 | |
Equinox Frontier Masters Fund [Member] | Managing Owner [Member] | Class 1 [Member] | |||
Units Outstanding | 73,747 | 101,632 | |
Equinox Frontier Masters Fund [Member] | Managing Owner [Member] | Class 2 [Member] | |||
Units Outstanding | 56,720 | 63,376 | |
LIABILITIES | |||
Managing Owner Units | $ 712,391 | $ 723,207 | |
Total Capital | $ 712,391 | $ 723,207 | |
Equinox Frontier Masters Fund [Member] | Managing Owner [Member] | Class 3 [Member] | |||
Units Outstanding | 55,955 | 41,622 | |
LIABILITIES | |||
Managing Owner Units | $ 32,332 | $ 32,741 | |
Total Capital | $ 32,332 | $ 32,741 | |
Equinox Frontier Masters Fund [Member] | Limited Owners [Member] | Class 1 [Member] | |||
Units Outstanding | 5,627 | 5,627 | |
LIABILITIES | |||
Limited Owner Units | $ 8,323,800 | $ 11,850,911 | |
Total Capital | $ 8,323,800 | $ 11,850,911 | |
Equinox Frontier Masters Fund [Member] | Limited Owners [Member] | Class 2 [Member] | |||
Units Outstanding | 275 | 275 | |
LIABILITIES | |||
Limited Owner Units | $ 7,180,967 | $ 8,145,536 | |
Total Capital | 7,180,967 | 8,145,536 | |
Equinox Frontier Masters Fund [Member] | Limited Owners [Member] | Class 3 [Member] | |||
LIABILITIES | |||
Limited Owner Units | 6,578,809 | 4,955,459 | |
Total Capital | 6,578,809 | 4,955,459 | |
Equinox Frontier Long/Short Commodity Fund [Member] | |||
ASSETS | |||
Cash and cash equivalents | 570,169 | 1,110,779 | |
U.S. Treasury securities, at fair value | 4,792,817 | 8,191,519 | |
Swap contracts, at fair value | 4,332,428 | 3,633,060 | |
Investments in unconsolidated trading companies, at fair value | 3,414,663 | 3,814,854 | |
Interest receivable | 83,190 | 125,900 | |
Receivable from related parties | 1,606 | 2,612 | |
Total Assets | 13,195,609 | 16,879,229 | |
LIABILITIES | |||
Owner redemptions payable | 796 | 19,578 | |
Incentive fees payable to Managing Owner | 28,408 | 158,660 | |
Management fees payable to Managing Owner | 48,210 | 45,361 | |
Interest payable | 1,368 | 3,713 | |
Service fees payable to Managing Owner | 6,841 | 10,562 | |
Trading fees payable to Managing Owner | 17,129 | 24,436 | |
Other liabilities | 6 | ||
Total Liabilities | 102,758 | 262,310 | |
MEMBERS' EQUITY (Net Asset Value) | 13,092,851 | 16,616,919 | |
Total Capital | 13,092,851 | 16,616,919 | |
Total Liabilities and Capital | 13,195,609 | 16,879,229 | |
Equinox Frontier Long/Short Commodity Fund [Member] | Total Owner Class 1 [Member] | |||
ASSETS | |||
Prepaid service fees | $ 736 | $ 505 | |
Equinox Frontier Long/Short Commodity Fund [Member] | Total Owner Class 1a [Member] | |||
Units Outstanding | 42,778 | 57,130 | |
Net Asset Value per Unit | $ 94.76 | $ 101.12 | |
Equinox Frontier Long/Short Commodity Fund [Member] | Total Owner Class 2 [Member] | |||
Units Outstanding | 7,522 | 9,013 | |
Net Asset Value per Unit | $ 132.10 | $ 138.30 | |
Equinox Frontier Long/Short Commodity Fund [Member] | Total Owner Class 2a [Member] | |||
Units Outstanding | 12,127 | 15,291 | |
Net Asset Value per Unit | $ 106.19 | $ 111.35 | |
Equinox Frontier Long/Short Commodity Fund [Member] | Total Owner Class 3 [Member] | |||
Units Outstanding | 44,702 | 52,285 | |
Net Asset Value per Unit | $ 132.14 | $ 138.34 | |
Equinox Frontier Long/Short Commodity Fund [Member] | Total Owner Class 3a [Member] | |||
Units Outstanding | 7,965 | 5,886 | |
Net Asset Value per Unit | $ 106.86 | $ 111.77 | |
Equinox Frontier Long/Short Commodity Fund [Member] | Managing Owner [Member] | Class 2 [Member] | |||
Units Outstanding | 3,083 | 3,083 | |
LIABILITIES | |||
Managing Owner Units | $ 407,255 | $ 426,377 | |
Total Capital | $ 407,255 | $ 426,377 | |
Equinox Frontier Long/Short Commodity Fund [Member] | Managing Owner [Member] | Class 2a [Member] | |||
Units Outstanding | 2,222 | 2,222 | |
LIABILITIES | |||
Managing Owner Units | $ 235,971 | $ 247,434 | |
Total Capital | $ 235,971 | $ 247,434 | |
Equinox Frontier Long/Short Commodity Fund [Member] | Managing Owner [Member] | Class 3a [Member] | |||
Units Outstanding | 109 | 109 | |
LIABILITIES | |||
Managing Owner Units | $ 11,690 | $ 12,228 | |
Total Capital | $ 11,690 | $ 12,228 | |
Equinox Frontier Long/Short Commodity Fund [Member] | Limited Owners [Member] | Class 2 [Member] | |||
Units Outstanding | 4,439 | 5,930 | |
LIABILITIES | |||
Limited Owner Units | $ 586,345 | $ 820,104 | |
Total Capital | $ 586,345 | $ 820,104 | |
Equinox Frontier Long/Short Commodity Fund [Member] | Limited Owners [Member] | Class 2a [Member] | |||
Units Outstanding | 9,905 | 13,069 | |
LIABILITIES | |||
Limited Owner Units | $ 1,051,694 | $ 1,455,117 | |
Total Capital | $ 1,051,694 | $ 1,455,117 | |
Equinox Frontier Long/Short Commodity Fund [Member] | Limited Owners [Member] | Class 3 [Member] | |||
Units Outstanding | 44,702 | 52,285 | |
LIABILITIES | |||
Limited Owner Units | $ 5,906,669 | $ 7,233,099 | |
Total Capital | $ 5,906,669 | $ 7,233,099 | |
Equinox Frontier Long/Short Commodity Fund [Member] | Limited Owners [Member] | Class 3a [Member] | |||
Units Outstanding | 7,856 | 5,777 | |
LIABILITIES | |||
Limited Owner Units | $ 839,473 | $ 645,654 | |
Total Capital | $ 839,473 | $ 645,654 | |
Equinox Frontier Long/Short Commodity Fund [Member] | Limited Owners [Member] | Class 1a [Member] | |||
Units Outstanding | 42,778 | 57,130 | |
LIABILITIES | |||
Limited Owner Units | $ 4,053,754 | $ 5,776,906 | |
Total Capital | 4,053,754 | 5,776,906 | |
Equinox Frontier Balanced Fund [Member] | |||
ASSETS | |||
Cash and cash equivalents | 4,895,183 | 5,644,510 | |
U.S. Treasury securities, at fair value | 41,148,676 | 41,625,860 | |
Open trade equity, at fair value | 11,530 | 3,297,549 | |
Receivable from futures commission merchants | 7,517,903 | 22,689,948 | |
Swap contracts, at fair value | 19,157,520 | 18,246,954 | |
Investments in unconsolidated trading companies, at fair value | 17,623,968 | 18,343,927 | |
Interest receivable | 714,434 | 639,769 | |
Other assets | 12 | 250,013 | |
Total Assets | 91,069,226 | 110,738,530 | |
LIABILITIES | |||
Pending owner additions | 15,538 | 18,002 | |
Owner redemptions payable | 440,090 | 22,793 | |
Incentive fees payable to Managing Owner | 106,563 | 1,793,318 | |
Management fees payable to Managing Owner | 80,574 | 101,208 | |
Interest payable | 77,642 | 84,976 | |
Service fees payable to Managing Owner | 145,576 | 167,151 | |
Trading fees payable to Managing Owner | 57,450 | 66,037 | |
Payables to related parties | 24,069 | 14,934 | |
Total Liabilities | 947,502 | 2,268,419 | |
MEMBERS' EQUITY (Net Asset Value) | 88,969,983 | 99,525,837 | |
Non-Controlling Interests | 1,151,741 | 8,944,274 | |
Total Capital | 90,121,724 | 108,470,111 | |
Total Liabilities and Capital | $ 91,069,226 | $ 110,738,530 | |
Equinox Frontier Balanced Fund [Member] | Total Owner Class 1 [Member] | |||
Units Outstanding | 488,680 | 548,117 | |
Net Asset Value per Unit | $ 128.03 | $ 131.54 | |
Equinox Frontier Balanced Fund [Member] | Total Owner Class 2 [Member] | |||
Units Outstanding | 126,375 | 131,447 | |
Net Asset Value per Unit | $ 179.69 | $ 179.16 | |
Equinox Frontier Balanced Fund [Member] | Total Owner Class 2a [Member] | |||
Units Outstanding | 3,539 | 3,923 | |
Net Asset Value per Unit | $ 154.88 | $ 153.02 | |
Equinox Frontier Balanced Fund [Member] | Total Owner Class 3a [Member] | |||
Units Outstanding | 15,776 | 16,577 | |
Net Asset Value per Unit | $ 154.37 | $ 152.52 | |
Equinox Frontier Balanced Fund [Member] | Total Owner Class 1AP [Member] | |||
Units Outstanding | [1] | 5,351 | 5,618 |
Net Asset Value per Unit | [1] | $ 133.59 | $ 133.20 |
Equinox Frontier Balanced Fund [Member] | Managing Owner [Member] | Class 2 [Member] | |||
Units Outstanding | 7,956 | 7,956 | |
LIABILITIES | |||
Managing Owner Units | $ 1,429,544 | $ 1,425,355 | |
Total Capital | $ 1,429,544 | $ 1,425,355 | |
Equinox Frontier Balanced Fund [Member] | Managing Owner [Member] | Class 2a [Member] | |||
Units Outstanding | 1,237 | 1,237 | |
LIABILITIES | |||
Managing Owner Units | $ 191,645 | $ 189,344 | |
Total Capital | $ 191,645 | $ 189,344 | |
Equinox Frontier Balanced Fund [Member] | Limited Owners [Member] | Class 1 [Member] | |||
Units Outstanding | 488,680 | 548,117 | |
LIABILITIES | |||
Limited Owner Units | $ 62,563,337 | $ 72,098,275 | |
Total Capital | $ 62,563,337 | $ 72,098,275 | |
Equinox Frontier Balanced Fund [Member] | Limited Owners [Member] | Class 2 [Member] | |||
Units Outstanding | 118,419 | 123,491 | |
LIABILITIES | |||
Limited Owner Units | $ 21,278,864 | $ 22,125,342 | |
Total Capital | $ 21,278,864 | $ 22,125,342 | |
Equinox Frontier Balanced Fund [Member] | Limited Owners [Member] | Class 2a [Member] | |||
Units Outstanding | 2,302 | 2,686 | |
LIABILITIES | |||
Limited Owner Units | $ 356,425 | $ 410,943 | |
Total Capital | $ 356,425 | $ 410,943 | |
Equinox Frontier Balanced Fund [Member] | Limited Owners [Member] | Class 3a [Member] | |||
Units Outstanding | 15,776 | 16,577 | |
LIABILITIES | |||
Limited Owner Units | $ 2,435,421 | $ 2,528,303 | |
Total Capital | $ 2,435,421 | $ 2,528,303 | |
Equinox Frontier Balanced Fund [Member] | Limited Owners [Member] | Class 1AP [Member] | |||
Units Outstanding | 5,351 | 5,618 | |
LIABILITIES | |||
Limited Owner Units | $ 714,747 | $ 748,275 | |
Total Capital | 714,747 | 748,275 | |
Equinox Frontier Select Fund [Member] | |||
ASSETS | |||
Cash and cash equivalents | 220,371 | 878,280 | |
U.S. Treasury securities, at fair value | 1,852,429 | 6,476,939 | |
Open trade equity, at fair value | 462,339 | ||
Receivable from futures commission merchants | 13,281,151 | ||
Investments in unconsolidated trading companies, at fair value | 4,147,840 | 8,102,141 | |
Interest receivable | 32,153 | 99,547 | |
Other assets | 3 | ||
Total Assets | 19,996,286 | 15,556,907 | |
LIABILITIES | |||
Pending owner additions | 1,335 | 1,485 | |
Owner redemptions payable | 16,670 | 15,432 | |
Incentive fees payable to Managing Owner | 185,791 | ||
Management fees payable to Managing Owner | 22,884 | 27,835 | |
Interest payable | 3,549 | 13,263 | |
Service fees payable to Managing Owner | 29,092 | 32,520 | |
Trading fees payable to Managing Owner | 8,515 | 10,119 | |
Payables to related parties | 1,495 | 984 | |
Other liabilities | 156 | ||
Total Liabilities | 83,696 | 287,429 | |
MEMBERS' EQUITY (Net Asset Value) | 13,096,055 | 15,269,478 | |
Non-Controlling Interests | 6,816,535 | ||
Total Capital | 19,912,590 | 15,269,478 | |
Total Liabilities and Capital | $ 19,996,286 | $ 15,556,907 | |
Equinox Frontier Select Fund [Member] | Total Owner Class 1 [Member] | |||
Units Outstanding | 129,612 | 142,913 | |
Net Asset Value per Unit | $ 90.35 | $ 95.61 | |
Equinox Frontier Select Fund [Member] | Total Owner Class 2 [Member] | |||
Units Outstanding | 10,696 | 12,128 | |
Net Asset Value per Unit | $ 125.11 | $ 128.48 | |
Equinox Frontier Select Fund [Member] | Total Owner Class 1AP [Member] | |||
Units Outstanding | [1] | 503 | 494 |
Net Asset Value per Unit | [1] | $ 94.28 | $ 96.82 |
Equinox Frontier Select Fund [Member] | Managing Owner [Member] | Class 2 [Member] | |||
Units Outstanding | 70 | 70 | |
LIABILITIES | |||
Managing Owner Units | $ 8,814 | $ 9,052 | |
Total Capital | $ 8,814 | $ 9,052 | |
Equinox Frontier Select Fund [Member] | Limited Owners [Member] | Class 1 [Member] | |||
Units Outstanding | 129,612 | 142,913 | |
LIABILITIES | |||
Limited Owner Units | $ 11,710,517 | $ 13,663,563 | |
Total Capital | $ 11,710,517 | $ 13,663,563 | |
Equinox Frontier Select Fund [Member] | Limited Owners [Member] | Class 2 [Member] | |||
Units Outstanding | 10,626 | 12,058 | |
LIABILITIES | |||
Limited Owner Units | $ 1,329,359 | $ 1,549,078 | |
Total Capital | $ 1,329,359 | $ 1,549,078 | |
Equinox Frontier Select Fund [Member] | Limited Owners [Member] | Class 1AP [Member] | |||
Units Outstanding | 503 | 494 | |
LIABILITIES | |||
Limited Owner Units | $ 47,365 | $ 47,785 | |
Total Capital | 47,365 | 47,785 | |
Equinox Frontier Winton Fund [Member] | |||
ASSETS | |||
Cash and cash equivalents | 2,928,616 | 4,012,974 | |
U.S. Treasury securities, at fair value | 24,617,817 | 29,593,974 | |
Open trade equity, at fair value | 599,579 | ||
Receivable from futures commission merchants | 12,744,570 | ||
Investments in unconsolidated trading companies, at fair value | 297,554 | 7,479,658 | |
Interest receivable | 427,511 | 454,845 | |
Other assets | 2 | ||
Total Assets | 41,615,649 | 41,541,451 | |
LIABILITIES | |||
Pending owner additions | 13,524 | 15,503 | |
Owner redemptions payable | 51,671 | 21,902 | |
Incentive fees payable to Managing Owner | 1,178,364 | ||
Management fees payable to Managing Owner | 93,171 | 114,823 | |
Interest payable | 49,624 | 63,722 | |
Service fees payable to Managing Owner | 44,422 | 52,753 | |
Trading fees payable to Managing Owner | 22,405 | 26,690 | |
Payables to related parties | 31,638 | 16,461 | |
Total Liabilities | 306,455 | 1,490,218 | |
MEMBERS' EQUITY (Net Asset Value) | 34,941,543 | 40,051,233 | |
Non-Controlling Interests | 6,367,651 | ||
Total Capital | 41,309,194 | 40,051,233 | |
Total Liabilities and Capital | $ 41,615,649 | $ 41,541,451 | |
Equinox Frontier Winton Fund [Member] | Total Owner Class 1 [Member] | |||
Units Outstanding | 140,239 | 152,717 | |
Net Asset Value per Unit | $ 164.17 | $ 175.95 | |
Equinox Frontier Winton Fund [Member] | Total Owner Class 2 [Member] | |||
Units Outstanding | 54,629 | 58,093 | |
Net Asset Value per Unit | $ 217.51 | $ 226.23 | |
Equinox Frontier Winton Fund [Member] | Total Owner Class 1AP [Member] | |||
Units Outstanding | 214 | 214 | |
Net Asset Value per Unit | $ 171.31 | $ 178.18 | |
Equinox Frontier Winton Fund [Member] | Managing Owner [Member] | Class 2 [Member] | |||
Units Outstanding | 207 | 207 | |
LIABILITIES | |||
Managing Owner Units | $ 44,962 | $ 46,764 | |
Total Capital | $ 44,962 | $ 46,764 | |
Equinox Frontier Winton Fund [Member] | Limited Owners [Member] | Class 1 [Member] | |||
Units Outstanding | 140,239 | 152,717 | |
LIABILITIES | |||
Limited Owner Units | $ 23,022,800 | $ 26,870,878 | |
Total Capital | $ 23,022,800 | $ 26,870,878 | |
Equinox Frontier Winton Fund [Member] | Limited Owners [Member] | Class 2 [Member] | |||
Units Outstanding | 54,422 | 57,886 | |
LIABILITIES | |||
Limited Owner Units | $ 11,837,205 | $ 13,095,549 | |
Total Capital | $ 11,837,205 | $ 13,095,549 | |
Equinox Frontier Winton Fund [Member] | Limited Owners [Member] | Class 1AP [Member] | |||
Units Outstanding | 214 | 214 | |
LIABILITIES | |||
Limited Owner Units | $ 36,576 | $ 38,042 | |
Total Capital | 36,576 | 38,042 | |
Equinox Frontier Heritage Fund [Member] | |||
ASSETS | |||
Cash and cash equivalents | 655,319 | 921,598 | |
U.S. Treasury securities, at fair value | 5,508,577 | 6,796,392 | |
Swap contracts, at fair value | 7,960,268 | 7,540,465 | |
Investments in unconsolidated trading companies, at fair value | 1,405,586 | 1,543,386 | |
Interest receivable | 95,612 | 104,457 | |
Other assets | 2 | ||
Total Assets | 15,625,364 | 16,906,298 | |
LIABILITIES | |||
Pending owner additions | 3,251 | 3,381 | |
Owner redemptions payable | 84,355 | 21,408 | |
Incentive fees payable to Managing Owner | 239,327 | ||
Management fees payable to Managing Owner | 21,490 | 27,944 | |
Interest payable | 11,066 | 14,543 | |
Service fees payable to Managing Owner | 18,807 | 20,964 | |
Trading fees payable to Managing Owner | 7,457 | 8,676 | |
Payables to related parties | 4,416 | 3,178 | |
Total Liabilities | 150,842 | 339,421 | |
MEMBERS' EQUITY (Net Asset Value) | 11,540,602 | 13,027,379 | |
Non-Controlling Interests | 3,933,920 | 3,539,498 | |
Total Capital | 15,474,522 | 16,566,877 | |
Total Liabilities and Capital | $ 15,625,364 | $ 16,906,298 | |
Equinox Frontier Heritage Fund [Member] | Total Owner Class 1 [Member] | |||
Units Outstanding | 69,436 | 74,927 | |
Net Asset Value per Unit | $ 124.27 | $ 130.28 | |
Equinox Frontier Heritage Fund [Member] | Total Owner Class 2 [Member] | |||
Units Outstanding | 16,441 | 18,164 | |
Net Asset Value per Unit | $ 173.54 | $ 176.56 | |
Equinox Frontier Heritage Fund [Member] | Total Owner Class 1AP [Member] | |||
Units Outstanding | 452 | 443 | |
Net Asset Value per Unit | $ 129.67 | $ 131.93 | |
Equinox Frontier Heritage Fund [Member] | Managing Owner [Member] | Class 2 [Member] | |||
Units Outstanding | 428 | 428 | |
LIABILITIES | |||
Managing Owner Units | $ 74,329 | $ 75,621 | |
Total Capital | $ 74,329 | $ 75,621 | |
Equinox Frontier Heritage Fund [Member] | Limited Owners [Member] | Class 1 [Member] | |||
Units Outstanding | 69,436 | 74,927 | |
LIABILITIES | |||
Limited Owner Units | $ 8,628,726 | $ 9,761,819 | |
Total Capital | $ 8,628,726 | $ 9,761,819 | |
Equinox Frontier Heritage Fund [Member] | Limited Owners [Member] | Class 2 [Member] | |||
Units Outstanding | 16,013 | 17,736 | |
LIABILITIES | |||
Limited Owner Units | $ 2,779,024 | $ 3,131,561 | |
Total Capital | $ 2,779,024 | $ 3,131,561 | |
Equinox Frontier Heritage Fund [Member] | Limited Owners [Member] | Class 1AP [Member] | |||
Units Outstanding | 452 | 443 | |
LIABILITIES | |||
Limited Owner Units | $ 58,523 | $ 58,378 | |
Total Capital | 58,523 | 58,378 | |
Frontier Trading Company I LLC [Member] | |||
ASSETS | |||
Open trade equity, at fair value | 755,452 | 3,215,205 | |
Options purchased, at fair value | 371,758 | 288,143 | |
Receivable from futures commission merchants | 22,187,113 | 22,731,131 | |
Total Assets | 23,314,323 | 26,234,479 | |
LIABILITIES | |||
Options written, at fair value | 165,760 | 253,017 | |
Interest payable | 1,816 | 2,027 | |
Total Liabilities | 167,576 | 255,044 | |
MEMBERS' EQUITY (Net Asset Value) | 23,146,747 | 25,979,705 | |
Managing Owner Units | 23,146,747 | 25,979,705 | |
Total Liabilities and Capital | 23,314,323 | 26,234,479 | |
Frontier Trading Company II LLC [Member] | |||
ASSETS | |||
Open trade equity, at fair value | 599,579 | 3,473,284 | |
Receivable from futures commission merchants | 12,744,570 | 10,851,264 | |
Interest receivable | 217 | 421 | |
Total Assets | 13,344,366 | 14,324,969 | |
LIABILITIES | |||
MEMBERS' EQUITY (Net Asset Value) | 13,344,366 | 14,324,969 | |
Managing Owner Units | 13,344,366 | 14,324,969 | |
Total Liabilities and Capital | 13,344,366 | 14,324,969 | |
Frontier Trading Company VII, LLC [Member] | |||
ASSETS | |||
Open trade equity, at fair value | 3,469,339 | ||
Options purchased, at fair value | 154,380 | 8,787,472 | |
Receivable from futures commission merchants | 14,330,819 | 6,694,318 | |
Total Assets | 14,485,199 | 18,951,129 | |
LIABILITIES | |||
Open trade deficit, at fair value | 6,482,499 | ||
Options written, at fair value | 8,710,817 | ||
Interest payable | 238 | 170 | |
Total Liabilities | 6,482,737 | 8,710,987 | |
MEMBERS' EQUITY (Net Asset Value) | 8,002,462 | 10,240,142 | |
Managing Owner Units | 8,002,462 | 10,240,142 | |
Total Liabilities and Capital | 14,485,199 | 18,951,129 | |
Frontier Trading Company XIV, LLC [Member] | |||
ASSETS | |||
Open trade equity, at fair value | 34,484 | 1,024,868 | |
Receivable from futures commission merchants | 3,409,216 | 3,682,543 | |
Interest receivable | 211 | ||
Total Assets | 3,443,911 | 4,707,411 | |
LIABILITIES | |||
Interest payable | 389 | ||
Total Liabilities | 389 | ||
MEMBERS' EQUITY (Net Asset Value) | 3,443,911 | 4,707,022 | |
Managing Owner Units | 3,443,911 | 4,707,022 | |
Total Liabilities and Capital | 3,443,911 | 4,707,411 | |
Frontier Trading Company XV, LLC [Member] | |||
ASSETS | |||
Open trade equity, at fair value | 462,340 | 1,658,917 | |
Receivable from futures commission merchants | 13,281,153 | 13,741,985 | |
Interest receivable | 68 | ||
Total Assets | 13,743,493 | 15,400,970 | |
LIABILITIES | |||
Interest payable | 156 | ||
Total Liabilities | 156 | ||
MEMBERS' EQUITY (Net Asset Value) | 13,743,337 | 15,400,970 | |
Managing Owner Units | 13,743,337 | 15,400,970 | |
Total Liabilities and Capital | 13,743,493 | 15,400,970 | |
Frontier Trading Company XXIII, LLC [Member] | |||
ASSETS | |||
Open trade equity, at fair value | 893,605 | ||
Receivable from futures commission merchants | 3,093,791 | 2,631,364 | |
Total Assets | 3,093,791 | 3,524,969 | |
LIABILITIES | |||
Open trade deficit, at fair value | 27,706 | ||
Total Liabilities | 27,706 | ||
MEMBERS' EQUITY (Net Asset Value) | 3,066,085 | 3,524,969 | |
Managing Owner Units | 3,066,085 | 3,524,969 | |
Total Liabilities and Capital | 3,093,791 | 3,524,969 | |
Frontier Trading Company XXIX, LLC [Member] | |||
ASSETS | |||
Open trade equity, at fair value | 4,750 | ||
Receivable from futures commission merchants | 1,014,896 | 1,946,362 | |
Interest receivable | 23 | ||
Total Assets | 1,019,646 | 1,946,385 | |
LIABILITIES | |||
Open trade deficit, at fair value | 279,840 | ||
Total Liabilities | 279,840 | ||
MEMBERS' EQUITY (Net Asset Value) | 1,019,646 | 1,666,545 | |
Managing Owner Units | 1,019,646 | 1,666,545 | |
Total Liabilities and Capital | 1,019,646 | 1,946,385 | |
Frontier Trading Company XXXIV, LLC [Member] | |||
ASSETS | |||
Receivable from futures commission merchants | 687,693 | ||
Swap contracts, at fair value | 19,157,522 | 18,246,955 | |
Total Assets | 19,157,522 | 18,934,648 | |
LIABILITIES | |||
Interest payable | 601 | ||
Total Liabilities | 601 | ||
MEMBERS' EQUITY (Net Asset Value) | 19,157,522 | 18,934,047 | |
Managing Owner Units | 19,157,522 | 18,934,047 | |
Total Liabilities and Capital | 19,157,522 | 18,934,648 | |
Frontier Trading Company XXXV, LLC [Member] | |||
ASSETS | |||
Swap contracts, at fair value | 8,685,850 | 6,570,409 | |
Total Assets | 8,685,850 | 6,570,409 | |
LIABILITIES | |||
MEMBERS' EQUITY (Net Asset Value) | 8,685,850 | 6,570,409 | |
Managing Owner Units | 8,685,850 | 6,570,409 | |
Total Liabilities and Capital | 8,685,850 | 6,570,409 | |
Frontier Trading Company XXXVII, LLC [Member] | |||
ASSETS | |||
Swap contracts, at fair value | 4,332,427 | 3,633,060 | |
Total Assets | 4,332,427 | 3,633,060 | |
LIABILITIES | |||
MEMBERS' EQUITY (Net Asset Value) | 4,332,427 | 3,633,060 | |
Managing Owner Units | 4,332,427 | 3,633,060 | |
Total Liabilities and Capital | 4,332,427 | 3,633,060 | |
Frontier Trading Company XXXVIII, LLC [Member] | |||
ASSETS | |||
Open trade equity, at fair value | 304,878 | 1,369,043 | |
Receivable from futures commission merchants | 2,670,015 | 2,944,692 | |
Total Assets | 2,974,893 | 4,313,735 | |
LIABILITIES | |||
Interest payable | 198 | 52 | |
Total Liabilities | 198 | 52 | |
MEMBERS' EQUITY (Net Asset Value) | 2,974,695 | 4,313,683 | |
Managing Owner Units | 2,974,695 | 4,313,683 | |
Total Liabilities and Capital | 2,974,893 | 4,313,735 | |
Frontier Trading Company XXXIX, LLC [Member] | |||
ASSETS | |||
Swap contracts, at fair value | 7,960,269 | 7,540,466 | |
Total Assets | 7,960,269 | 7,540,466 | |
LIABILITIES | |||
MEMBERS' EQUITY (Net Asset Value) | 7,960,269 | 7,540,466 | |
Managing Owner Units | 7,960,269 | 7,540,466 | |
Total Liabilities and Capital | $ 7,960,269 | $ 7,540,466 | |
[1] | See Note 4 to the Financial Statements. |
Consolidated Schedules of Inves
Consolidated Schedules of Investments - USD ($) | Dec. 31, 2015 | Dec. 31, 2014 | |||
Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (1.81%) | 5.49% | ||
Investment Owned, Fair Value | [1] | $ (4,348,872) | $ 14,824,422 | ||
U.S. TREASURY SECURITIES [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 48.91% | 51.79% | |||
Investment Owned, Fair Value | $ 117,478,438 | $ 139,953,516 | |||
U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 37.25% | 35.51% | |||
Investment Owned, Fair Value | $ 89,465,938 | $ 95,954,688 | |||
Investment Owned, Underlying Face Amount, at Market Value | 67,000,000 | 75,000,000 | |||
Investment Owned, at Cost | $ 99,934,764 | $ 99,579,227 | |||
U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 11.66% | 10.69% | |||
Investment Owned, Fair Value | $ 28,012,500 | $ 28,896,875 | |||
Investment Owned, Underlying Face Amount, at Market Value | 20,000,000 | 20,000,000 | |||
Investment Owned, at Cost | $ 28,322,622 | $ 28,322,622 | |||
U.S. TREASURY SECURITIES [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 5.59% | ||||
Investment Owned, Fair Value | $ 15,101,953 | ||||
Investment Owned, Underlying Face Amount, at Market Value | 15,000,000 | ||||
Investment Owned, at Cost | $ 14,966,695 | ||||
LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (9.41%) | (8.68%) | ||
Investment Owned, Fair Value | [1] | $ (22,606,527) | $ (23,469,714) | ||
LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.04%) | (1.56%) | ||
Investment Owned, Fair Value | [1] | $ (96,596) | $ (4,211,885) | ||
LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.52%) | (0.02%) | ||
Investment Owned, Fair Value | [1] | $ (1,250,449) | $ (61,850) | ||
LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.02% | 0.11% | ||
Investment Owned, Fair Value | [1] | $ 54,431 | $ 300,870 | ||
LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (1.08%) | (9.00%) | ||
Investment Owned, Fair Value | [1] | $ (2,605,923) | $ (24,310,145) | ||
LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.05% | 0.07% | ||
Investment Owned, Fair Value | [1] | $ 111,674 | $ 184,352 | ||
LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.29%) | 1.36% | ||
Investment Owned, Fair Value | [1] | $ (686,234) | $ 3,676,039 | ||
LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.13% | 0.22% | ||
Investment Owned, Fair Value | [1] | $ 304,974 | $ 585,956 | ||
LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.01%) | 0.21% | ||
Investment Owned, Fair Value | [1] | $ (19,910) | $ 558,353 | ||
LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.24%) | 0.10% | ||
Investment Owned, Fair Value | [1] | $ (568,406) | $ 278,768 | ||
LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (1.15%) | (0.04%) | ||
Investment Owned, Fair Value | [1] | $ (2,773,754) | $ (113,453) | ||
LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.03% | 0.01% | ||
Investment Owned, Fair Value | [1] | $ 73,103 | $ 33,841 | ||
LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.15% | (0.92%) | ||
Investment Owned, Fair Value | [1] | $ 349,981 | $ (2,494,615) | ||
LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.02%) | 0.02% | ||
Investment Owned, Fair Value | [1] | $ (43,551) | $ 63,167 | ||
LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.04% | 0.21% | ||
Investment Owned, Fair Value | [1] | $ 100,955 | $ 569,188 | ||
LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.08%) | 0.01% | ||
Investment Owned, Fair Value | [1] | $ (184,632) | $ 26,010 | ||
LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.02% | ||
Investment Owned, Fair Value | [1] | $ (2,642) | $ 44,530 | ||
LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.06% | 0.52% | ||
Investment Owned, Fair Value | [1] | $ 135,830 | $ 1,412,847 | ||
LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Investment Owned, Fair Value | [1] | $ 6,195 | |||
LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [1] | $ 513 | $ (1,360) | ||
LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Investment Owned, Fair Value | [1] | $ 6,824 | |||
LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.01% | 0.00% | ||
Investment Owned, Fair Value | [1] | $ 13,493 | $ (12,920) | ||
LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [1] | $ 605 | $ (2,738) | ||
LONG FUTURES CONTRACTS [Member] | Various Soft Futures Contracts Oceanic [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [1] | $ 5,505 | $ (864) | ||
LONG FUTURES CONTRACTS [Member] | Brent Crude Oil Settling 1/29/2016 (Number of Contracts: 546) | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (1.54%) | ||||
Investment Owned, Fair Value | [1] | $ (3,709,735) | |||
LONG FUTURES CONTRACTS [Member] | WTI Crude Oil Settling 5/31/2016 (Number of Contracts: 925) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (3.20%) | ||||
Investment Owned, Fair Value | [1] | $ (7,677,427) | |||
LONG FUTURES CONTRACTS [Member] | Heating Oil Settling 6/29/2016 (Number of Contracts: 314) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (1.73%) | ||||
Investment Owned, Fair Value | [1] | $ (4,145,156) | |||
SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 7.57% | 14.52% | ||
Investment Owned, Fair Value | [1] | $ 18,182,237 | $ 39,226,510 | ||
SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.17% | 1.39% | ||
Investment Owned, Fair Value | [1] | $ 402,411 | $ 3,745,111 | ||
SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.05% | 0.04% | ||
Investment Owned, Fair Value | [1] | $ 113,542 | $ 101,600 | ||
SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.54% | 1.01% | ||
Investment Owned, Fair Value | [1] | $ 1,304,853 | $ 2,737,797 | ||
SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 1.65% | 4.58% | ||
Investment Owned, Fair Value | [1] | $ 3,963,547 | $ 12,381,217 | ||
SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [1] | $ 912 | $ 6,583 | ||
SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.05% | (0.13%) | ||
Investment Owned, Fair Value | [1] | $ 130,658 | $ (351,916) | ||
SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.01%) | (0.01%) | ||
Investment Owned, Fair Value | [1] | $ (18,300) | $ (28,461) | ||
SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.07%) | 0.00% | ||
Investment Owned, Fair Value | [1] | $ (171,001) | $ (6,445) | ||
SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.06% | (0.22%) | ||
Investment Owned, Fair Value | [1] | $ 148,445 | $ (602,696) | ||
SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.55% | 0.10% | ||
Investment Owned, Fair Value | [1] | $ 1,320,899 | $ 275,350 | ||
SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.02% | 0.04% | ||
Investment Owned, Fair Value | [1] | $ 49,202 | $ 117,563 | ||
SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.15%) | 1.04% | ||
Investment Owned, Fair Value | [1] | $ (364,588) | $ 2,823,283 | ||
SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.01%) | |||
Investment Owned, Fair Value | [1] | $ (23,117) | |||
SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.01%) | (0.01%) | ||
Investment Owned, Fair Value | [1] | $ (23,385) | $ (37,839) | ||
SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.04% | 0.00% | ||
Investment Owned, Fair Value | [1] | $ 87,447 | $ 6,134 | ||
SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.01%) | 0.00% | ||
Investment Owned, Fair Value | [1] | $ (12,679) | $ (9,866) | ||
SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.02%) | |||
Investment Owned, Fair Value | [1] | $ (39,052) | $ (138,941) | ||
SHORT FUTURES CONTRACTS [Member] | Brent Crude Oil Last Day Settling 2/12/2015 (Number of Contracts: 229) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 1.06% | |||
Investment Owned, Fair Value | [1] | $ 2,871,660 | |||
SHORT FUTURES CONTRACTS [Member] | NYH RBOB Unleaded Gas Settling 12/30/2015 (Number of Contracts: 388) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 1.58% | |||
Investment Owned, Fair Value | [1] | $ 4,267,957 | |||
SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [1] | $ 4,492 | $ (1,052) | ||
SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [1] | $ (1,321) | $ (194) | ||
SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [1] | $ (1,348) | $ (4,709) | ||
SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Africa) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [1] | $ (10,962) | $ (8,891) | ||
SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.01% | 0.02% | ||
Investment Owned, Fair Value | [1] | $ 29,608 | $ 49,517 | ||
SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [1] | $ 1,430 | $ 5,389 | ||
SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Investment Owned, Fair Value | [1] | $ (2,639) | |||
SHORT FUTURES CONTRACTS [Member] | Various Soft Futures Contract Europe [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Investment Owned, Fair Value | [1] | $ (10,130) | |||
SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Investment Owned, Fair Value | [1] | $ 930 | |||
SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Mexico) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [1] | $ 790 | $ (4,380) | ||
SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Warsaw) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Investment Owned, Fair Value | [1] | $ (3,926) | |||
SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Investment Owned, Fair Value | [1] | $ (3,383) | |||
SHORT FUTURES CONTRACTS [Member] | Wti Crude Oil Settling April Thirtieth Two Thousand and Sixteenth Number of Contracts Eight Hundred and Forty Five [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 1.68% | |||
Investment Owned, Fair Value | [1] | $ 4,039,571 | |||
SHORT FUTURES CONTRACTS [Member] | Wti Crude Oil Settling June Twenty Ninth Two Thousand And Sixteenth Number Of Contracts Seven Hundred And Fifty Six [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 1.63% | |||
Investment Owned, Fair Value | [1] | $ 3,923,021 | |||
SHORT FUTURES CONTRACTS [Member] | Heat Oil Settling August First Two Thousand And Sixteen Number Of Contracts Two Hundred and Ten [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 1.39% | |||
Investment Owned, Fair Value | [1] | $ 3,342,927 | |||
SHORT FUTURES CONTRACTS [Member] | Crude Oil Settling 12/1/2015 (Number of Contracts: 718) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 4.08% | |||
Investment Owned, Fair Value | [1] | $ 11,036,122 | |||
CURRENCY FORWARDS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.03% | (0.35%) | ||
Investment Owned, Fair Value | [1] | $ 75,418 | $ (932,374) | ||
CURRENCY FORWARDS [Member] | Various Currency Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.03% | (0.35%) | ||
Investment Owned, Fair Value | [1] | $ 75,418 | $ (932,374) | ||
Options Purchased [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.21% | 3.36% | ||
Investment Owned, Fair Value | [1] | $ 526,288 | $ 9,075,883 | ||
Options Purchased [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.06% | 3.11% | ||
Investment Owned, Fair Value | [1] | $ 154,530 | $ 8,407,670 | ||
Options Purchased [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.14% | |||
Investment Owned, Fair Value | [1] | $ 379,800 | |||
Options Purchased [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.15% | 0.11% | ||
Investment Owned, Fair Value | [1] | $ 371,758 | $ 288,413 | ||
Options Written [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.07%) | (3.32%) | ||
Investment Owned, Fair Value | [1] | $ (165,760) | $ (8,963,838) | ||
Options Written [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.07%) | (3.05%) | ||
Investment Owned, Fair Value | [1] | $ (165,760) | $ (8,234,010) | ||
Options Written [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.18%) | |||
Investment Owned, Fair Value | [1] | $ (476,810) | |||
Options Written [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.09%) | |||
Investment Owned, Fair Value | [1] | $ (253,018) | |||
Swap [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [2] | 16.71% | 13.31% | ||
Investment Owned, Fair Value | [2] | $ 40,136,065 | $ 35,990,887 | ||
Swap [Member] | Frontier XXXIV Balanced select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [2] | 7.98% | 2.79% | ||
Investment Owned, Fair Value | [2] | $ 19,157,519 | $ 7,540,466 | ||
Swap [Member] | Frontier Brevan Howard swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [2] | 3.31% | 6.75% | ||
Investment Owned, Fair Value | [2] | $ 7,960,269 | $ 18,246,952 | ||
Swap [Member] | Frontier XXXV Diversified select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [2] | 3.62% | 2.43% | ||
Investment Owned, Fair Value | [2] | $ 8,685,849 | $ 6,570,409 | ||
Swap [Member] | Frontier XXXVII L/S select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [2] | 1.80% | 1.34% | ||
Investment Owned, Fair Value | [2] | $ 4,332,428 | $ 3,633,060 | ||
Frontier Trading Company I LLC [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 3.24% | 12.39% | [3] | ||
Investment Owned, Fair Value | [3] | $ 755,452 | $ 3,215,205 | ||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.11% | 7.80% | ||
Investment Owned, Fair Value | [3] | $ 25,788 | $ 2,026,528 | ||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.39%) | (1.20%) | ||
Investment Owned, Fair Value | [3] | $ (91,615) | $ (312,320) | ||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | (0.19%) | ||
Investment Owned, Fair Value | [3] | $ (48,075) | |||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.45% | 2.16% | ||
Investment Owned, Fair Value | [3] | $ 104,988 | $ 560,666 | ||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.09%) | 0.04% | ||
Investment Owned, Fair Value | [3] | $ (20,148) | $ 10,206 | ||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.15% | 0.31% | ||
Investment Owned, Fair Value | [3] | $ 33,854 | $ 79,701 | ||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.20%) | 2.60% | ||
Investment Owned, Fair Value | [3] | $ (46,509) | $ 676,493 | ||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.51% | 0.80% | ||
Investment Owned, Fair Value | [3] | $ 119,681 | $ 208,691 | ||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.13%) | 1.15% | ||
Investment Owned, Fair Value | [3] | $ (29,899) | $ 299,804 | ||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.09%) | 1.11% | ||
Investment Owned, Fair Value | [3] | $ (20,922) | $ 289,361 | ||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | (0.23%) | ||
Investment Owned, Fair Value | [3] | $ (60,655) | |||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.31% | 0.01% | ||
Investment Owned, Fair Value | [3] | $ 72,472 | $ 2,809 | ||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.11%) | (0.34%) | ||
Investment Owned, Fair Value | [3] | $ (25,856) | $ (89,038) | ||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.18%) | 0.13% | ||
Investment Owned, Fair Value | [3] | $ (41,549) | $ 33,439 | ||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.07% | (0.17%) | ||
Investment Owned, Fair Value | [3] | $ 16,565 | $ (44,720) | ||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.12%) | 0.06% | ||
Investment Owned, Fair Value | [3] | $ (28,958) | $ 14,786 | ||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.04%) | 0.13% | ||
Investment Owned, Fair Value | [3] | $ (8,890) | $ 35,072 | ||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.03%) | 1.43% | ||
Investment Owned, Fair Value | [3] | $ (7,871) | $ 370,308 | ||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Investment Owned, Fair Value | [3] | $ 445 | |||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | WTI Crude Oil Settling 5/31/2016 (Number of Contracts: 925) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Heating Oil Settling 6/29/2016 (Number of Contracts: 314) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Copper Settling December 12/30/2016 Number Of Contracts 93 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Brent Crude Oil Settling 01/26/2016 Number Of Contracts 546 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | WTI Crude Oil Settling 06/292016 Number Of Contracts 158 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Gas Oil settling 04/30/2016 Number Of Contracts 71 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Silver Settling 07/29/2016 Number Of Contracts 142 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Silver Settling 05/31/2016 Number of Contract 175 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Live Cattle Settling 7/15/2016 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | LONG FUTURES CONTRACTS [Member] | Corn Settling 07/18/2016 Number Of Contracts 733 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 2.06% | 4.42% | ||
Investment Owned, Fair Value | [3] | $ 479,912 | $ 1,145,440 | ||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.70% | 0.97% | ||
Investment Owned, Fair Value | [3] | $ 163,241 | $ 251,789 | ||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.14%) | 0.20% | ||
Investment Owned, Fair Value | [3] | $ (32,430) | $ 50,963 | ||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 1.13% | 1.39% | ||
Investment Owned, Fair Value | [3] | $ 262,509 | $ 360,124 | ||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.43%) | 1.37% | ||
Investment Owned, Fair Value | [3] | $ (100,304) | $ 356,351 | ||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.05% | |||
Investment Owned, Fair Value | [3] | $ 12,112 | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.16% | (0.06%) | ||
Investment Owned, Fair Value | [3] | $ 36,447 | $ (14,958) | ||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (250) | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.09%) | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (20,207) | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.05%) | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (11,364) | $ (128) | ||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.32% | 0.03% | ||
Investment Owned, Fair Value | [3] | $ 75,381 | $ 7,685 | ||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.16% | 0.36% | ||
Investment Owned, Fair Value | [3] | $ 36,938 | $ 92,535 | ||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.18% | 0.30% | ||
Investment Owned, Fair Value | [3] | $ 42,680 | $ 78,930 | ||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.09%) | |||
Investment Owned, Fair Value | [3] | $ (20,773) | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.11%) | (0.09%) | ||
Investment Owned, Fair Value | [3] | $ (25,518) | $ (24,501) | ||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.13% | (0.11%) | ||
Investment Owned, Fair Value | [3] | $ 29,546 | $ (28,299) | ||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.05%) | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (12,679) | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.31% | 0.01% | ||
Investment Owned, Fair Value | [3] | $ 71,361 | $ 2,837 | ||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Brent Crude Settling 3/1/2015 (number of contracts: -661) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Crude Oil Settling 12/1/2015 (number of contracts: -714) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Heat Oil Settling 5/28/2015 (number of contracts: -372) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Brent Crude Oil Last Day Settling 2/12/2015 (Number of Contracts: 229) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Brent Crude Settling 7/1/2015 (number of contracts: -74) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | NYH RBOB Unleaded Gas Settling 12/30/2015 (Number of Contracts: 388) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | NYH RBOB Unleaded Gas Settling 7/30/2015 (number of contracts:-130) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Gas Oil Settling 3/31/2015 (number of contracts: -54) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Brent Crude Settling 2/1/2015 (number of contracts: -77) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Crude Oil Settling 2/1/2015 (number of contracts: -54) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.02%) | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (4,138) | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Coffee Settling 5/29/2015 (number of contracts: -370) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Africa) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.01%) | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (1,238) | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Soft Futures Contract Europe [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.04%) | |||
Investment Owned, Fair Value | [3] | $ (9,290) | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Gas Oil Settling 2/29/2016 (number of contracts -73) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Crude Oil Settling 4/30/2016 (number of contracts: -837) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Crude Oil Settling 3/31/2016 (number of contracts: -223) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | WTI Crude Settling 2/19/2016 (number of contracts: -505) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Heat Oil Settling 9/29/2016 (number of contracts -104) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Heat Oil Settling 8/1/2016 (number of contracts -210) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Silver Settling 3/31/2016 (number of contracts: -373) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Corn Settling 5/17/2016 (number of contracts: -210) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | CURRENCY FORWARDS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 1.07% | 0.17% | [3] | ||
Investment Owned, Fair Value | [3] | $ 249,752 | $ 43,237 | ||
Frontier Trading Company I LLC [Member] | CURRENCY FORWARDS [Member] | Various Currency Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 1.07% | 0.17% | [3] | ||
Investment Owned, Fair Value | [3] | $ 249,752 | $ 43,237 | ||
Frontier Trading Company I LLC [Member] | Options Purchased [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 1.59% | 1.11% | [3] | ||
Investment Owned, Fair Value | [3] | $ 371,758 | $ 288,413 | ||
Frontier Trading Company I LLC [Member] | Options Purchased [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [3] | ||
Frontier Trading Company I LLC [Member] | Options Purchased [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | Options Purchased [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 1.59% | 1.11% | [3] | ||
Investment Owned, Fair Value | [3] | $ 371,758 | $ 288,413 | ||
Frontier Trading Company I LLC [Member] | Options Purchased [Member] | Crude Oil Settling 1/16/2015 (number of contracts: 1438) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | Options Purchased [Member] | Crude Oil Settling 5/18/2015 (number of contracts: 1044) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | Options Purchased [Member] | Crude Oil Settling 6/19/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | Options Purchased [Member] | Crude Oil Settling 3/19/2015 (number of contracts: 1044) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | Options Purchased [Member] | Crude Oil Settling 2/19/2015 (number of contracts: 1438) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | Options Purchased [Member] | Crude Oil Settling 9/21/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | Options Purchased [Member] | Crude Oil Settling 10/19/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | Options Purchased [Member] | Crude Oil Settling 11/19/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | Options Purchased [Member] | Crude Oil Settling 8/19/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | Options Purchased [Member] | Crude Oil Settling 4/20/2015 (number of contracts: 1044) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | Options Purchased [Member] | Crude Oil Settling 7/20/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | Options Written [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.71%) | (0.97%) | [3] | ||
Investment Owned, Fair Value | [3] | $ (165,760) | $ (253,017) | ||
Frontier Trading Company I LLC [Member] | Options Written [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | Options Written [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company I LLC [Member] | Options Written [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.71%) | (0.97%) | [3] | ||
Investment Owned, Fair Value | [3] | $ (165,760) | $ (253,017) | ||
Frontier Trading Company II LLC [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 4.51% | 24.26% | [3] | ||
Investment Owned, Fair Value | [3] | $ 599,579 | $ 3,473,284 | ||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (2.16%) | 11.90% | ||
Investment Owned, Fair Value | [3] | $ (288,813) | $ 1,702,342 | ||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.01%) | (2.73%) | ||
Investment Owned, Fair Value | [3] | $ (1,294) | $ (391,586) | ||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.20%) | 0.08% | ||
Investment Owned, Fair Value | [3] | $ (26,609) | $ 11,440 | ||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | (2.65%) | ||
Investment Owned, Fair Value | [3] | $ (379,300) | |||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.08% | 0.14% | ||
Investment Owned, Fair Value | [3] | $ 10,868 | $ 20,360 | ||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.95%) | 11.09% | ||
Investment Owned, Fair Value | [3] | $ (126,797) | $ 1,587,953 | ||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.52% | 1.11% | ||
Investment Owned, Fair Value | [3] | $ 68,874 | $ 159,563 | ||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.02%) | 0.66% | ||
Investment Owned, Fair Value | [3] | $ (3,134) | $ 94,126 | ||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (2.38%) | (1.16%) | ||
Investment Owned, Fair Value | [3] | $ (317,169) | $ (166,778) | ||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.16% | ||
Investment Owned, Fair Value | [3] | $ 23,018 | |||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.03% | (0.85%) | ||
Investment Owned, Fair Value | [3] | $ 4,274 | $ (122,345) | ||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.08% | ||
Investment Owned, Fair Value | [3] | $ 11,810 | |||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.28% | 1.95% | ||
Investment Owned, Fair Value | [3] | $ 36,783 | $ 278,820 | ||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.62%) | (0.57%) | ||
Investment Owned, Fair Value | [3] | $ (83,141) | $ (82,139) | ||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.08% | ||
Investment Owned, Fair Value | [3] | $ 10,846 | |||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 1.11% | 4.51% | ||
Investment Owned, Fair Value | [3] | $ 148,532 | $ 646,554 | ||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | WTI Crude Oil Settling 5/31/2016 (Number of Contracts: 925) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Heating Oil Settling 6/29/2016 (Number of Contracts: 314) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Copper Settling December 12/30/2016 Number Of Contracts 93 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Brent Crude Oil Settling 01/26/2016 Number Of Contracts 546 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | WTI Crude Oil Settling 06/292016 Number Of Contracts 158 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Gas Oil settling 04/30/2016 Number Of Contracts 71 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Silver Settling 07/29/2016 Number Of Contracts 142 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Silver Settling 05/31/2016 Number of Contract 175 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company II LLC [Member] | LONG FUTURES CONTRACTS [Member] | Live Cattle Settling 7/15/2016 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 7.93% | 16.24% | ||
Investment Owned, Fair Value | [3] | $ 1,056,931 | $ 2,326,814 | ||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 1.01% | 2.11% | ||
Investment Owned, Fair Value | [3] | $ 134,930 | $ 302,951 | ||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.09%) | 0.14% | ||
Investment Owned, Fair Value | [3] | $ (11,450) | $ 20,375 | ||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 3.50% | 6.23% | ||
Investment Owned, Fair Value | [3] | $ 466,490 | $ 893,008 | ||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 1.07% | 6.22% | ||
Investment Owned, Fair Value | [3] | $ 142,483 | $ 891,223 | ||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Investment Owned, Fair Value | [3] | $ 215 | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (342) | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.02%) | (0.03%) | ||
Investment Owned, Fair Value | [3] | $ (3,043) | $ (4,773) | ||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (266) | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 1.83% | 0.65% | ||
Investment Owned, Fair Value | [3] | $ 244,230 | $ 92,540 | ||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.03% | 0.04% | ||
Investment Owned, Fair Value | [3] | $ 3,608 | $ 5,215 | ||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 1.03% | 1.30% | ||
Investment Owned, Fair Value | [3] | $ 137,220 | $ 186,922 | ||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.02%) | |||
Investment Owned, Fair Value | [3] | $ (2,344) | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.01%) | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (1,191) | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.17% | 0.24% | ||
Investment Owned, Fair Value | [3] | $ 22,625 | $ 34,304 | ||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.51%) | (0.63%) | ||
Investment Owned, Fair Value | [3] | $ (68,081) | $ (89,920) | ||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Brent Crude Settling 3/1/2015 (number of contracts: -661) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Crude Oil Settling 12/1/2015 (number of contracts: -714) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Heat Oil Settling 5/28/2015 (number of contracts: -372) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Brent Crude Oil Last Day Settling 2/12/2015 (Number of Contracts: 229) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Brent Crude Settling 7/1/2015 (number of contracts: -74) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | NYH RBOB Unleaded Gas Settling 12/30/2015 (Number of Contracts: 388) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | NYH RBOB Unleaded Gas Settling 7/30/2015 (number of contracts:-130) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Gas Oil Settling 3/31/2015 (number of contracts: -54) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Brent Crude Settling 2/1/2015 (number of contracts: -77) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Crude Oil Settling 2/1/2015 (number of contracts: -54) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (16) | $ (194) | ||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Coffee Settling 5/29/2015 (number of contracts: -370) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Africa) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.05%) | (0.03%) | ||
Investment Owned, Fair Value | [3] | $ (7,124) | $ (4,710) | ||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Soft Futures Contract Europe [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.01%) | |||
Investment Owned, Fair Value | [3] | $ (1,140) | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Gas Oil Settling 2/29/2016 (number of contracts -73) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Crude Oil Settling 4/30/2016 (number of contracts: -837) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Crude Oil Settling 3/31/2016 (number of contracts: -223) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | WTI Crude Settling 2/19/2016 (number of contracts: -505) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Heat Oil Settling 9/29/2016 (number of contracts -104) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Heat Oil Settling 8/1/2016 (number of contracts -210) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Silver Settling 3/31/2016 (number of contracts: -373) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Corn Settling 5/17/2016 (number of contracts: -210) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | CURRENCY FORWARDS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (1.26%) | (3.88%) | [3] | ||
Investment Owned, Fair Value | [3] | $ (168,539) | $ (555,872) | ||
Frontier Trading Company II LLC [Member] | CURRENCY FORWARDS [Member] | Various Currency Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (1.26%) | (3.88%) | [3] | ||
Investment Owned, Fair Value | [3] | $ (168,539) | $ (555,872) | ||
Frontier Trading Company II LLC [Member] | Options Purchased [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [3] | ||
Frontier Trading Company II LLC [Member] | Options Purchased [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [3] | ||
Frontier Trading Company II LLC [Member] | Options Purchased [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | Options Purchased [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [3] | ||
Frontier Trading Company II LLC [Member] | Options Purchased [Member] | Crude Oil Settling 1/16/2015 (number of contracts: 1438) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | Options Purchased [Member] | Crude Oil Settling 5/18/2015 (number of contracts: 1044) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | Options Purchased [Member] | Crude Oil Settling 6/19/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | Options Purchased [Member] | Crude Oil Settling 3/19/2015 (number of contracts: 1044) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | Options Purchased [Member] | Crude Oil Settling 2/19/2015 (number of contracts: 1438) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | Options Purchased [Member] | Crude Oil Settling 9/21/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | Options Purchased [Member] | Crude Oil Settling 10/19/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | Options Purchased [Member] | Crude Oil Settling 11/19/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | Options Purchased [Member] | Crude Oil Settling 8/19/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | Options Purchased [Member] | Crude Oil Settling 4/20/2015 (number of contracts: 1044) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | Options Purchased [Member] | Crude Oil Settling 7/20/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | Options Written [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [3] | ||
Frontier Trading Company II LLC [Member] | Options Written [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | Options Written [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company II LLC [Member] | Options Written [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [3] | ||
Frontier Trading Company VII, LLC [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (81.02%) | 33.88% | [3] | ||
Investment Owned, Fair Value | [3] | $ (6,482,649) | $ 3,469,339 | ||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (268.49%) | (240.43%) | ||
Investment Owned, Fair Value | [3] | $ (21,486,342) | $ (24,620,778) | ||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | (0.14%) | ||
Investment Owned, Fair Value | [3] | $ (14,354) | |||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 1.43% | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (114,553) | |||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.08% | 0.42% | ||
Investment Owned, Fair Value | [3] | $ 6,605 | $ 42,799 | ||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (4.87%) | (220.06%) | ||
Investment Owned, Fair Value | [3] | $ (389,699) | $ (22,534,214) | ||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.55% | ||
Investment Owned, Fair Value | [3] | $ 56,709 | |||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.39%) | (1.39%) | ||
Investment Owned, Fair Value | [3] | $ (30,915) | $ (142,799) | ||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (6.96%) | 0.04% | ||
Investment Owned, Fair Value | [3] | $ (557,610) | $ 4,582 | ||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 9.65% | (19.94%) | ||
Investment Owned, Fair Value | [3] | $ 772,345 | $ (2,042,234) | ||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.09% | ||
Investment Owned, Fair Value | [3] | $ 8,733 | |||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | WTI Crude Oil Settling 5/31/2016 (Number of Contracts: 925) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (95.94%) | ||||
Investment Owned, Fair Value | $ (7,677,427) | ||||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Heating Oil Settling 6/29/2016 (Number of Contracts: 314) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (51.80%) | ||||
Investment Owned, Fair Value | $ (4,145,156) | ||||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Copper Settling December 12/30/2016 Number Of Contracts 93 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 14.26% | ||||
Investment Owned, Fair Value | $ 1,141,221 | ||||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Brent Crude Oil Settling 01/26/2016 Number Of Contracts 546 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (46.36%) | ||||
Investment Owned, Fair Value | $ (3,709,735) | ||||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | WTI Crude Oil Settling 06/292016 Number Of Contracts 158 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (12.06%) | ||||
Investment Owned, Fair Value | $ (965,247) | ||||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Gas Oil settling 04/30/2016 Number Of Contracts 71 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (12.42%) | ||||
Investment Owned, Fair Value | $ (993,661) | ||||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Silver Settling 07/29/2016 Number Of Contracts 142 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (11.79%) | ||||
Investment Owned, Fair Value | $ (943,552) | ||||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Silver Settling 05/31/2016 Number of Contract 175 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (15.83%) | ||||
Investment Owned, Fair Value | $ (1,266,412) | ||||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Live Cattle Settling 7/15/2016 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 5.22% | |||
Investment Owned, Fair Value | [3] | $ 417,732 | |||
Frontier Trading Company VII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Corn Settling 07/18/2016 Number Of Contracts 733 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (9.35%) | ||||
Investment Owned, Fair Value | $ (747,836) | ||||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 187.47% | 274.31% | ||
Investment Owned, Fair Value | [3] | $ 15,003,693 | $ 28,090,117 | ||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.25% | ||
Investment Owned, Fair Value | [3] | $ 25,336 | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 2.16% | 0.10% | ||
Investment Owned, Fair Value | [3] | $ 173,147 | $ 10,300 | ||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.35% | 1.54% | ||
Investment Owned, Fair Value | [3] | $ 28,025 | $ 158,136 | ||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 8.34% | 27.52% | ||
Investment Owned, Fair Value | [3] | $ 667,184 | $ 2,818,105 | ||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.69% | (0.73%) | ||
Investment Owned, Fair Value | [3] | $ 55,138 | $ (75,159) | ||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.23%) | (0.28%) | ||
Investment Owned, Fair Value | [3] | $ (18,050) | $ (28,461) | ||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.05%) | (5.36%) | ||
Investment Owned, Fair Value | [3] | $ (3,900) | $ (548,940) | ||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.10% | ||
Investment Owned, Fair Value | [3] | $ 10,480 | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (13.47%) | 8.32% | ||
Investment Owned, Fair Value | [3] | $ (1,077,773) | $ 851,899 | ||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.53%) | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (42,048) | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Brent Crude Settling 3/1/2015 (number of contracts: -661) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 19.10% | |||
Investment Owned, Fair Value | [3] | $ 1,956,120 | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Crude Oil Settling 12/1/2015 (number of contracts: -714) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 107.30% | |||
Investment Owned, Fair Value | [3] | $ 10,987,452 | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Heat Oil Settling 5/28/2015 (number of contracts: -372) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 9.92% | |||
Investment Owned, Fair Value | [3] | $ 1,015,720 | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Brent Crude Oil Last Day Settling 2/12/2015 (Number of Contracts: 229) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 28.04% | |||
Investment Owned, Fair Value | [3] | $ 2,871,660 | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Brent Crude Settling 7/1/2015 (number of contracts: -74) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 5.77% | |||
Investment Owned, Fair Value | [3] | $ 590,890 | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | NYH RBOB Unleaded Gas Settling 12/30/2015 (Number of Contracts: 388) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 41.68% | |||
Investment Owned, Fair Value | [3] | $ 4,267,957 | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | NYH RBOB Unleaded Gas Settling 7/30/2015 (number of contracts:-130) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 20.49% | |||
Investment Owned, Fair Value | [3] | $ 2,097,900 | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Gas Oil Settling 3/31/2015 (number of contracts: -54) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Brent Crude Settling 2/1/2015 (number of contracts: -77) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Crude Oil Settling 2/1/2015 (number of contracts: -54) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Coffee Settling 5/29/2015 (number of contracts: -370) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 10.55% | |||
Investment Owned, Fair Value | [3] | $ 1,080,723 | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Africa) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Soft Futures Contract Europe [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Gas Oil Settling 2/29/2016 (number of contracts -73) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Crude Oil Settling 4/30/2016 (number of contracts: -837) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 50.43% | |||
Investment Owned, Fair Value | [3] | $ 4,035,371 | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Crude Oil Settling 3/31/2016 (number of contracts: -223) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 9.24% | |||
Investment Owned, Fair Value | [3] | $ 739,030 | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | WTI Crude Settling 2/19/2016 (number of contracts: -505) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 49.02% | |||
Investment Owned, Fair Value | [3] | $ 3,923,021 | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Heat Oil Settling 9/29/2016 (number of contracts -104) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 22.98% | |||
Investment Owned, Fair Value | [3] | $ 1,838,928 | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Heat Oil Settling 8/1/2016 (number of contracts -210) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 41.77% | |||
Investment Owned, Fair Value | [3] | $ 3,342,927 | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Silver Settling 3/31/2016 (number of contracts: -373) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 10.64% | |||
Investment Owned, Fair Value | [3] | $ 851,818 | |||
Frontier Trading Company VII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Corn Settling 5/17/2016 (number of contracts: -210) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 6.13% | |||
Investment Owned, Fair Value | [3] | $ 490,875 | |||
Frontier Trading Company VII, LLC [Member] | CURRENCY FORWARDS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [3] | ||
Frontier Trading Company VII, LLC [Member] | CURRENCY FORWARDS [Member] | Various Currency Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [3] | ||
Frontier Trading Company VII, LLC [Member] | Options Purchased [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 1.93% | 85.82% | [3] | ||
Investment Owned, Fair Value | [3] | $ 154,530 | $ 8,787,472 | ||
Frontier Trading Company VII, LLC [Member] | Options Purchased [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 1.93% | 4.64% | [3] | ||
Investment Owned, Fair Value | [3] | $ 154,530 | $ 474,932 | ||
Frontier Trading Company VII, LLC [Member] | Options Purchased [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 3.71% | |||
Investment Owned, Fair Value | [3] | $ 379,800 | |||
Frontier Trading Company VII, LLC [Member] | Options Purchased [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [3] | ||
Frontier Trading Company VII, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 1/16/2015 (number of contracts: 1438) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 5.37% | |||
Investment Owned, Fair Value | [3] | $ 549,890 | |||
Frontier Trading Company VII, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 5/18/2015 (number of contracts: 1044) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 7.34% | |||
Investment Owned, Fair Value | [3] | $ 751,680 | |||
Frontier Trading Company VII, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 6/19/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 6.53% | |||
Investment Owned, Fair Value | [3] | $ 668,760 | |||
Frontier Trading Company VII, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 3/19/2015 (number of contracts: 1044) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 7.65% | |||
Investment Owned, Fair Value | [3] | $ 783,000 | |||
Frontier Trading Company VII, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 2/19/2015 (number of contracts: 1438) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 7.16% | |||
Investment Owned, Fair Value | [3] | $ 732,870 | |||
Frontier Trading Company VII, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 9/21/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 7.59% | |||
Investment Owned, Fair Value | [3] | $ 777,380 | |||
Frontier Trading Company VII, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 10/19/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 7.56% | |||
Investment Owned, Fair Value | [3] | $ 774,350 | |||
Frontier Trading Company VII, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 11/19/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 6.55% | |||
Investment Owned, Fair Value | [3] | $ 670,780 | |||
Frontier Trading Company VII, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 8/19/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 7.13% | |||
Investment Owned, Fair Value | [3] | $ 730,140 | |||
Frontier Trading Company VII, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 4/20/2015 (number of contracts: 1044) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 7.80% | |||
Investment Owned, Fair Value | [3] | $ 798,660 | |||
Frontier Trading Company VII, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 7/20/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 6.79% | |||
Investment Owned, Fair Value | [3] | $ 695,230 | |||
Frontier Trading Company VII, LLC [Member] | Options Written [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | (85.07%) | [3] | ||
Investment Owned, Fair Value | [3] | $ (8,710,817) | |||
Frontier Trading Company VII, LLC [Member] | Options Written [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (80.41%) | |||
Investment Owned, Fair Value | [3] | $ (8,234,007) | |||
Frontier Trading Company VII, LLC [Member] | Options Written [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (4.66%) | |||
Investment Owned, Fair Value | [3] | $ (476,810) | |||
Frontier Trading Company VII, LLC [Member] | Options Written [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [3] | ||
Frontier Trading Company XIV, LLC [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.98% | 21.77% | [3] | ||
Investment Owned, Fair Value | [3] | $ 34,484 | $ 1,024,868 | ||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (7.30%) | (19.59%) | ||
Investment Owned, Fair Value | [3] | $ (251,130) | $ (922,430) | ||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 1.36% | (9.43%) | ||
Investment Owned, Fair Value | [3] | $ 46,701 | $ (443,923) | ||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.13% | 0.34% | ||
Investment Owned, Fair Value | [3] | $ 4,514 | $ 15,844 | ||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (6.91%) | (20.67%) | ||
Investment Owned, Fair Value | [3] | $ (247,935) | $ (972,835) | ||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.95% | 0.17% | ||
Investment Owned, Fair Value | [3] | $ 32,546 | $ 8,018 | ||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (1.57%) | 6.18% | ||
Investment Owned, Fair Value | [3] | $ (54,219) | $ 290,958 | ||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.49% | 0.80% | ||
Investment Owned, Fair Value | [3] | $ 16,803 | $ 37,736 | ||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.01% | 0.66% | ||
Investment Owned, Fair Value | [3] | $ 377 | $ 30,873 | ||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (2.06%) | 0.56% | ||
Investment Owned, Fair Value | [3] | $ (70,806) | $ 26,385 | ||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.02% | ||
Investment Owned, Fair Value | [3] | $ 1,115 | |||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.07% | ||
Investment Owned, Fair Value | [3] | $ 3,085 | |||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (1.30%) | (1.57%) | ||
Investment Owned, Fair Value | [3] | $ (44,679) | $ (73,935) | ||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.13%) | 0.40% | ||
Investment Owned, Fair Value | [3] | $ (4,336) | $ 18,623 | ||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.12%) | 0.73% | ||
Investment Owned, Fair Value | [3] | $ (3,962) | $ 34,226 | ||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.23%) | (0.24%) | ||
Investment Owned, Fair Value | [3] | $ (7,766) | $ (11,078) | ||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.02%) | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (747) | |||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 2.39% | 2.39% | ||
Investment Owned, Fair Value | [3] | $ 82,379 | $ 112,478 | ||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | WTI Crude Oil Settling 5/31/2016 (Number of Contracts: 925) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Heating Oil Settling 6/29/2016 (Number of Contracts: 314) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Copper Settling December 12/30/2016 Number Of Contracts 93 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Brent Crude Oil Settling 01/26/2016 Number Of Contracts 546 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | WTI Crude Oil Settling 06/292016 Number Of Contracts 158 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Gas Oil settling 04/30/2016 Number Of Contracts 71 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Silver Settling 07/29/2016 Number Of Contracts 142 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Silver Settling 05/31/2016 Number of Contract 175 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Live Cattle Settling 7/15/2016 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Corn Settling 07/18/2016 Number Of Contracts 733 [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 7.50% | 48.08% | ||
Investment Owned, Fair Value | [3] | $ 258,733 | $ 2,263,481 | ||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.16%) | 6.50% | ||
Investment Owned, Fair Value | [3] | $ (5,389) | $ 305,976 | ||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.25%) | 0.20% | ||
Investment Owned, Fair Value | [3] | $ (8,500) | $ 9,325 | ||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 1.08% | 0.73% | ||
Investment Owned, Fair Value | [3] | $ 37,249 | $ 34,431 | ||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (1.66%) | 7.05% | ||
Investment Owned, Fair Value | [3] | $ (57,330) | $ 332,080 | ||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.01%) | (0.28%) | ||
Investment Owned, Fair Value | [3] | $ (220) | $ (13,206) | ||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.02%) | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (551) | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.59% | 0.03% | ||
Investment Owned, Fair Value | [3] | $ 20,302 | $ 1,353 | ||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.04% | 0.58% | ||
Investment Owned, Fair Value | [3] | $ 1,530 | $ 27,230 | ||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.13% | ||
Investment Owned, Fair Value | [3] | $ 6,020 | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 1.38% | 1.53% | ||
Investment Owned, Fair Value | [3] | $ 47,438 | $ 72,236 | ||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.14%) | (0.15%) | ||
Investment Owned, Fair Value | [3] | $ (4,712) | $ (7,126) | ||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.02% | 0.00% | ||
Investment Owned, Fair Value | [3] | $ 626 | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | (0.03%) | ||
Investment Owned, Fair Value | [3] | $ (1,348) | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.31% | (0.15%) | ||
Investment Owned, Fair Value | [3] | $ 10,790 | $ (6,875) | ||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Brent Crude Settling 3/1/2015 (number of contracts: -661) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Crude Oil Settling 12/1/2015 (number of contracts: -714) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Heat Oil Settling 5/28/2015 (number of contracts: -372) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Brent Crude Oil Last Day Settling 2/12/2015 (Number of Contracts: 229) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Brent Crude Settling 7/1/2015 (number of contracts: -74) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | NYH RBOB Unleaded Gas Settling 12/30/2015 (Number of Contracts: 388) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | NYH RBOB Unleaded Gas Settling 7/30/2015 (number of contracts:-130) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Gas Oil Settling 3/31/2015 (number of contracts: -54) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 8.39% | |||
Investment Owned, Fair Value | [3] | $ 394,875 | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Brent Crude Settling 2/1/2015 (number of contracts: -77) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 13.93% | |||
Investment Owned, Fair Value | [3] | $ 655,530 | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Crude Oil Settling 2/1/2015 (number of contracts: -54) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 9.62% | |||
Investment Owned, Fair Value | [3] | $ 452,980 | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Coffee Settling 5/29/2015 (number of contracts: -370) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Africa) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Soft Futures Contract Europe [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Gas Oil Settling 2/29/2016 (number of contracts -73) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 6.32% | |||
Investment Owned, Fair Value | [3] | $ 217,500 | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Crude Oil Settling 4/30/2016 (number of contracts: -837) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Crude Oil Settling 3/31/2016 (number of contracts: -223) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | WTI Crude Settling 2/19/2016 (number of contracts: -505) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Heat Oil Settling 9/29/2016 (number of contracts -104) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Heat Oil Settling 8/1/2016 (number of contracts -210) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Silver Settling 3/31/2016 (number of contracts: -373) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Corn Settling 5/17/2016 (number of contracts: -210) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | CURRENCY FORWARDS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.78% | (6.72%) | [3] | ||
Investment Owned, Fair Value | [3] | $ 26,881 | $ (316,183) | ||
Frontier Trading Company XIV, LLC [Member] | CURRENCY FORWARDS [Member] | Various Currency Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.78% | (6.72%) | [3] | ||
Investment Owned, Fair Value | [3] | $ 26,881 | $ (316,183) | ||
Frontier Trading Company XIV, LLC [Member] | Options Purchased [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [3] | ||
Frontier Trading Company XIV, LLC [Member] | Options Purchased [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [3] | ||
Frontier Trading Company XIV, LLC [Member] | Options Purchased [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | Options Purchased [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [3] | ||
Frontier Trading Company XIV, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 1/16/2015 (number of contracts: 1438) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 5/18/2015 (number of contracts: 1044) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 6/19/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 3/19/2015 (number of contracts: 1044) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 2/19/2015 (number of contracts: 1438) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 9/21/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 10/19/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 11/19/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 8/19/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 4/20/2015 (number of contracts: 1044) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | Options Purchased [Member] | Crude Oil Settling 7/20/2015 (number of contracts: 2034) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | Options Written [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [3] | ||
Frontier Trading Company XIV, LLC [Member] | Options Written [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | Options Written [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XIV, LLC [Member] | Options Written [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [3] | ||
Equinox Frontier Diversified Fund [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 4.50% | |||
Investment Owned, Fair Value | [1] | $ 3,215,206 | |||
Equinox Frontier Diversified Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 49.54% | 42.88% | ||
Investment Owned, Fair Value | [4] | $ 27,604,916 | $ 31,051,659 | ||
Equinox Frontier Diversified Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 37.73% | 8.85% | ||
Investment Owned, Fair Value | [4] | $ 21,022,579 | $ 6,411,385 | ||
Investment Owned, Underlying Face Amount, at Market Value | [4] | $ 67,000,000 | $ 75,000,000 | ||
Equinox Frontier Diversified Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 11.81% | 4.63% | ||
Investment Owned, Fair Value | [4] | $ 6,582,337 | $ 3,350,689 | ||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 20,000,000 | $ 20,000,000 | ||
Equinox Frontier Diversified Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 29.40% | |||
Investment Owned, Fair Value | [4] | $ 21,289,585 | |||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 15,000,000 | |||
Equinox Frontier Diversified Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 20,443,138 | 24,405,836 | ||
Investment Owned, at Cost | [4] | 27,582,023 | 31,698,420 | ||
Equinox Frontier Diversified Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 15,743,566 | 4,437,425 | ||
Investment Owned, at Cost | [4] | 20,999,686 | 6,283,975 | ||
Equinox Frontier Diversified Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 4,699,572 | 3,328,068 | ||
Investment Owned, at Cost | [4] | $ 6,582,337 | 3,320,679 | ||
Equinox Frontier Diversified Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 16,640,343 | |||
Investment Owned, at Cost | [4] | $ 22,093,766 | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 2.85% | |||
Investment Owned, Fair Value | [1] | $ 2,026,528 | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.43%) | |||
Investment Owned, Fair Value | [1] | $ (312,320) | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.07%) | |||
Investment Owned, Fair Value | [1] | $ (48,075) | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.77% | |||
Investment Owned, Fair Value | [1] | $ 560,666 | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.01% | |||
Investment Owned, Fair Value | [1] | $ 10,206 | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.11% | |||
Investment Owned, Fair Value | [1] | $ 79,701 | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.93% | |||
Investment Owned, Fair Value | [1] | $ 676,493 | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.29% | |||
Investment Owned, Fair Value | [1] | $ 208,691 | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.41% | |||
Investment Owned, Fair Value | [1] | $ 299,804 | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.40% | |||
Investment Owned, Fair Value | [1] | $ 289,361 | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.08%) | |||
Investment Owned, Fair Value | [1] | $ (60,655) | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Investment Owned, Fair Value | [1] | $ 2,809 | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.12%) | |||
Investment Owned, Fair Value | [1] | $ (89,038) | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.08% | |||
Investment Owned, Fair Value | [1] | $ 33,439 | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.06%) | |||
Investment Owned, Fair Value | [1] | $ (44,720) | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.02% | |||
Investment Owned, Fair Value | [1] | $ 14,786 | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.08% | |||
Investment Owned, Fair Value | [1] | $ 35,072 | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.51% | |||
Investment Owned, Fair Value | [1] | $ 370,308 | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Soft Futures Contracts Oceanic [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 1.59% | |||
Investment Owned, Fair Value | [1] | $ 1,145,440 | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.35% | |||
Investment Owned, Fair Value | [1] | $ 251,789 | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.07% | |||
Investment Owned, Fair Value | [1] | $ 50,963 | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.50% | |||
Investment Owned, Fair Value | [1] | $ 360,124 | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.49% | |||
Investment Owned, Fair Value | [1] | $ 356,351 | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.02% | |||
Investment Owned, Fair Value | [1] | $ 12,112 | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.02%) | |||
Investment Owned, Fair Value | [1] | $ (14,958) | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Investment Owned, Fair Value | [1] | $ (128) | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.01% | |||
Investment Owned, Fair Value | [1] | $ 7,685 | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.13% | |||
Investment Owned, Fair Value | [1] | $ 92,535 | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.11% | |||
Investment Owned, Fair Value | [1] | $ 78,930 | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.03%) | |||
Investment Owned, Fair Value | [1] | $ (24,501) | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.04%) | |||
Investment Owned, Fair Value | [1] | $ (28,299) | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Investment Owned, Fair Value | [1] | $ 2,837 | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Africa) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Mexico) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | CURRENCY FORWARDS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.06% | |||
Investment Owned, Fair Value | [1] | $ 43,238 | |||
Equinox Frontier Diversified Fund [Member] | CURRENCY FORWARDS [Member] | Various Currency Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.06% | |||
Investment Owned, Fair Value | [1] | $ 43,238 | |||
Equinox Frontier Diversified Fund [Member] | Options Purchased [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.40% | |||
Investment Owned, Fair Value | [1] | $ 288,413 | |||
Equinox Frontier Diversified Fund [Member] | Options Purchased [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | Options Purchased [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | Options Purchased [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.40% | |||
Investment Owned, Fair Value | [1] | $ 288,413 | |||
Equinox Frontier Diversified Fund [Member] | Options Written [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.35%) | |||
Investment Owned, Fair Value | [1] | $ (253,018) | |||
Equinox Frontier Diversified Fund [Member] | Options Written [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | Options Written [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | Options Written [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.35%) | |||
Investment Owned, Fair Value | [1] | $ (253,018) | |||
Equinox Frontier Diversified Fund [Member] | Swap [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [5] | 15.59% | 9.07% | ||
Investment Owned, Fair Value | [5] | $ 8,685,849 | $ 6,570,408 | ||
Equinox Frontier Diversified Fund [Member] | Swap [Member] | Frontier XXXIV Balanced select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [5] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | Swap [Member] | Frontier Brevan Howard swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [5] | 0.00% | |||
Equinox Frontier Diversified Fund [Member] | Swap [Member] | Frontier XXXV Diversified select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [5] | 15.59% | 9.07% | ||
Investment Owned, Fair Value | [5] | $ 8,685,849 | $ 6,570,408 | ||
Equinox Frontier Diversified Fund [Member] | Swap [Member] | Frontier XXXVII L/S select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [5] | 0.00% | 0.00% | ||
Equinox Frontier Masters Fund [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 52.37% | 63.08% | ||
Investment Owned, Fair Value | [4] | $ 11,953,206 | $ 16,217,173 | ||
Equinox Frontier Masters Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 39.88% | 13.02% | ||
Investment Owned, Fair Value | [4] | $ 9,102,988 | $ 3,348,438 | ||
Investment Owned, Underlying Face Amount, at Market Value | [4] | $ 67,000,000 | $ 75,000,000 | ||
Equinox Frontier Masters Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 12.49% | 6.81% | ||
Investment Owned, Fair Value | [4] | $ 2,850,218 | $ 1,749,945 | ||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 20,000,000 | $ 20,000,000 | ||
Equinox Frontier Masters Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 43.25% | |||
Investment Owned, Fair Value | [4] | $ 11,118,790 | |||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 15,000,000 | |||
Equinox Frontier Masters Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 8,852,084 | 12,746,296 | ||
Investment Owned, at Cost | [4] | 11,943,293 | 16,554,953 | ||
Equinox Frontier Masters Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 6,817,122 | 2,317,508 | ||
Investment Owned, at Cost | [4] | 9,093,075 | 3,281,896 | ||
Equinox Frontier Masters Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 2,034,962 | 1,738,131 | ||
Investment Owned, at Cost | [4] | $ 2,850,218 | 1,734,272 | ||
Equinox Frontier Masters Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 8,690,657 | |||
Investment Owned, at Cost | [4] | $ 11,538,785 | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Soft Futures Contracts Oceanic [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Africa) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Mexico) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | CURRENCY FORWARDS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | CURRENCY FORWARDS [Member] | Various Currency Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | Options Purchased [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | Options Purchased [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | Options Purchased [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | Options Purchased [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | Options Written [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | Options Written [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | Options Written [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | Options Written [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | Swap [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [5] | 0.00% | 0.00% | ||
Equinox Frontier Masters Fund [Member] | Swap [Member] | Frontier XXXIV Balanced select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [5] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | Swap [Member] | Frontier Brevan Howard swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [5] | 0.00% | |||
Equinox Frontier Masters Fund [Member] | Swap [Member] | Frontier XXXV Diversified select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [5] | 0.00% | 0.00% | ||
Equinox Frontier Masters Fund [Member] | Swap [Member] | Frontier XXXVII L/S select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [5] | 0.00% | 0.00% | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 36.61% | 49.30% | ||
Investment Owned, Fair Value | [4] | $ 4,792,817 | $ 8,191,519 | ||
Equinox Frontier Long/Short Commodity Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 27.88% | 10.18% | ||
Investment Owned, Fair Value | [4] | $ 3,649,979 | $ 1,691,342 | ||
Investment Owned, Underlying Face Amount, at Market Value | [4] | $ 67,000,000 | $ 75,000,000 | ||
Equinox Frontier Long/Short Commodity Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 8.73% | 5.32% | ||
Investment Owned, Fair Value | [4] | $ 1,142,838 | $ 883,922 | ||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 20,000,000 | $ 20,000,000 | ||
Equinox Frontier Long/Short Commodity Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 33.80% | |||
Investment Owned, Fair Value | [4] | $ 5,616,255 | |||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 15,000,000 | |||
Equinox Frontier Long/Short Commodity Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 3,549,375 | 6,438,332 | ||
Investment Owned, at Cost | [4] | 4,788,842 | 8,362,136 | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 2,733,427 | 1,170,606 | ||
Investment Owned, at Cost | [4] | 3,646,004 | 1,657,731 | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 815,948 | 877,954 | ||
Investment Owned, at Cost | [4] | $ 1,142,838 | 876,005 | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 4,389,772 | |||
Investment Owned, at Cost | [4] | $ 5,828,400 | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Soft Futures Contracts Oceanic [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Africa) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Mexico) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | CURRENCY FORWARDS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | CURRENCY FORWARDS [Member] | Various Currency Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | Options Purchased [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | Options Purchased [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | Options Purchased [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | Options Purchased [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | Options Written [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | Options Written [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | Options Written [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | Options Written [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | Swap [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [5] | 33.09% | 21.86% | ||
Investment Owned, Fair Value | [5] | $ 4,332,428 | $ 3,633,060 | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Swap [Member] | Frontier XXXIV Balanced select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [5] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | Swap [Member] | Frontier Brevan Howard swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [5] | 0.00% | |||
Equinox Frontier Long/Short Commodity Fund [Member] | Swap [Member] | Frontier XXXV Diversified select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [5] | 0.00% | 0.00% | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Swap [Member] | Frontier XXXVII L/S select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [5] | 33.09% | 21.86% | ||
Investment Owned, Fair Value | [5] | $ 4,332,428 | $ 3,633,060 | ||
Equinox Frontier Balanced Fund [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 3.08% | [1] | ||
Investment Owned, Fair Value | $ 11,530 | $ 3,297,549 | [1] | ||
Equinox Frontier Balanced Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 45.66% | 38.37% | ||
Investment Owned, Fair Value | [4] | $ 41,148,676 | $ 41,625,860 | ||
Investment Owned, at Cost | [4] | $ 41,114,551 | |||
Equinox Frontier Balanced Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 34.77% | 7.92% | ||
Investment Owned, Fair Value | [4] | $ 31,336,857 | $ 8,594,691 | ||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 67,000,000 | $ 75,000,000 | ||
Investment Owned, at Cost | [4] | $ 31,302,731 | |||
Equinox Frontier Balanced Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 10.89% | 4.14% | ||
Investment Owned, Fair Value | [4] | $ 9,811,819 | $ 4,491,718 | ||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 20,000,000 | $ 20,000,000 | ||
Investment Owned, at Cost | [4] | 9,811,820 | |||
Equinox Frontier Balanced Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 26.31% | |||
Investment Owned, Fair Value | [4] | $ 28,539,451 | |||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 15,000,000 | |||
Equinox Frontier Balanced Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 30,473,122 | 32,716,895 | ||
Investment Owned, at Cost | [4] | 42,492,864 | |||
Equinox Frontier Balanced Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 23,467,807 | 5,948,526 | ||
Investment Owned, at Cost | [4] | 8,423,893 | |||
Equinox Frontier Balanced Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | $ 7,005,315 | 4,461,395 | ||
Investment Owned, at Cost | [4] | 4,451,489 | |||
Equinox Frontier Balanced Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 22,306,974 | |||
Investment Owned, at Cost | [4] | $ 29,617,482 | |||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.42%) | (2.54%) | [1] | ||
Investment Owned, Fair Value | $ (381,528) | $ (2,781,855) | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.05% | (3.22%) | [1] | ||
Investment Owned, Fair Value | $ 46,701 | $ (3,493,625) | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | (0.01%) | [1] | ||
Investment Owned, Fair Value | $ 650 | $ (13,775) | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.03%) | (0.23%) | [1] | ||
Investment Owned, Fair Value | $ (30,157) | $ (254,409) | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.27%) | (1.30%) | [1] | ||
Investment Owned, Fair Value | $ (237,837) | $ (1,406,837) | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.07% | 0.08% | [1] | ||
Investment Owned, Fair Value | $ 58,668 | $ 84,291 | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.15%) | 1.21% | [1] | ||
Investment Owned, Fair Value | $ (132,159) | $ 1,312,057 | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.11% | 0.20% | [1] | ||
Investment Owned, Fair Value | $ 93,495 | $ 217,701 | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.02% | 0.15% | [1] | ||
Investment Owned, Fair Value | $ 14,834 | $ 164,422 | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.18%) | 0.28% | [1] | ||
Investment Owned, Fair Value | $ (163,570) | $ 298,985 | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.01%) | (0.05%) | [1] | ||
Investment Owned, Fair Value | $ (6,180) | $ (57,380) | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.01% | [1] | ||
Investment Owned, Fair Value | $ 394 | $ 8,013 | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.10%) | (0.19%) | [1] | ||
Investment Owned, Fair Value | $ (87,878) | $ (208,634) | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.02% | [1] | ||
Investment Owned, Fair Value | $ (2,002) | $ 17,918 | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.04% | 0.21% | [1] | ||
Investment Owned, Fair Value | $ 38,507 | $ 231,293 | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.02%) | (0.01%) | [1] | ||
Investment Owned, Fair Value | $ (14,865) | $ (6,494) | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.02% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 13,845 | $ (1,389) | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.03% | 0.31% | [1] | ||
Investment Owned, Fair Value | $ 25,421 | $ 337,695 | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.01% | |||
Investment Owned, Fair Value | [1] | $ 6,195 | |||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Investment Owned, Fair Value | [1] | $ (1,360) | |||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | (0.01%) | [1] | ||
Investment Owned, Fair Value | [1] | $ (12,920) | |||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 605 | $ (2,738) | [1] | ||
Equinox Frontier Balanced Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Soft Futures Contracts Oceanic [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Investment Owned, Fair Value | [1] | $ (864) | |||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.41% | 6.01% | [1] | ||
Investment Owned, Fair Value | $ 366,177 | $ 6,499,146 | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.01%) | 2.92% | [1] | ||
Investment Owned, Fair Value | $ (5,389) | $ 3,165,035 | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.01%) | 0.02% | [1] | ||
Investment Owned, Fair Value | $ (11,475) | $ 19,963 | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.21% | 0.43% | [1] | ||
Investment Owned, Fair Value | $ 188,615 | $ 462,616 | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.11% | 2.40% | [1] | ||
Investment Owned, Fair Value | $ 97,810 | $ 2,602,685 | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Investment Owned, Fair Value | [1] | $ 11 | |||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | (0.24%) | [1] | ||
Investment Owned, Fair Value | $ 2,481 | $ (261,457) | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (3,367) | $ (1,673) | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.03% | (0.02%) | [1] | ||
Investment Owned, Fair Value | $ 28,086 | $ (20,699) | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.10% | [1] | ||
Investment Owned, Fair Value | $ 3,105 | $ 112,155 | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.02% | [1] | ||
Investment Owned, Fair Value | $ 1,832 | $ 19,813 | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.05% | 0.40% | [1] | ||
Investment Owned, Fair Value | $ 48,192 | $ 438,427 | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.01%) | (0.01%) | [1] | ||
Investment Owned, Fair Value | $ (5,629) | $ (13,338) | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 3,179 | $ 129 | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | (0.01%) | [1] | ||
Investment Owned, Fair Value | [1] | $ (9,866) | |||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.02% | (0.05%) | [1] | ||
Investment Owned, Fair Value | $ 17,499 | $ (51,856) | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 466 | $ (1,052) | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (1,305) | ||||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 2,791 | $ (4,709) | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Africa) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (751) | $ (4,181) | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.05% | [1] | ||
Investment Owned, Fair Value | [1] | $ 49,517 | |||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 1,020 | $ 5,389 | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Soft Futures Contract Europe [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Investment Owned, Fair Value | $ (1,700) | ||||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Mexico) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 717 | $ (4,380) | [1] | ||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Soft Futures Contracts Warsaw [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Balanced Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Investment Owned, Fair Value | [1] | $ (3,383) | |||
Equinox Frontier Balanced Fund [Member] | CURRENCY FORWARDS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.03% | (0.39%) | [1] | ||
Investment Owned, Fair Value | $ 26,881 | $ (419,742) | [1] | ||
Equinox Frontier Balanced Fund [Member] | CURRENCY FORWARDS [Member] | Various Currency Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.03% | (0.39%) | [1] | ||
Investment Owned, Fair Value | $ 26,881 | $ (419,742) | [1] | ||
Equinox Frontier Balanced Fund [Member] | Options Purchased [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Balanced Fund [Member] | Options Purchased [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Balanced Fund [Member] | Options Purchased [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Balanced Fund [Member] | Options Purchased [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Balanced Fund [Member] | Options Written [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Equinox Frontier Balanced Fund [Member] | Options Written [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Balanced Fund [Member] | Options Written [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Balanced Fund [Member] | Options Written [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Balanced Fund [Member] | Swap [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 21.26% | [5] | 16.82% | ||
Investment Owned, Fair Value | $ 19,157,520 | [5] | $ 18,246,954 | ||
Equinox Frontier Balanced Fund [Member] | Swap [Member] | Frontier XXXIV Balanced select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 21.26% | [5] | 16.82% | ||
Investment Owned, Fair Value | $ 19,157,520 | [5] | $ 18,246,954 | ||
Equinox Frontier Select Fund [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 2.32% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 462,339 | ||||
Equinox Frontier Select Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 9.30% | 42.42% | ||
Investment Owned, Fair Value | [4] | $ 1,852,429 | $ 6,476,939 | ||
Investment Owned, at Cost | [4] | $ 1,850,893 | |||
Equinox Frontier Select Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 7.08% | 8.76% | ||
Investment Owned, Fair Value | [4] | $ 1,410,721 | $ 1,337,325 | ||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 67,000,000 | $ 75,000,000 | ||
Investment Owned, at Cost | [4] | $ 1,409,185 | |||
Equinox Frontier Select Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 2.22% | 4.58% | ||
Investment Owned, Fair Value | [4] | $ 441,708 | $ 698,906 | ||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 20,000,000 | $ 20,000,000 | ||
Investment Owned, at Cost | [4] | 441,708 | |||
Equinox Frontier Select Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 29.08% | |||
Investment Owned, Fair Value | [4] | $ 4,440,708 | |||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 15,000,000 | |||
Equinox Frontier Select Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 1,371,838 | 5,090,714 | ||
Investment Owned, at Cost | [4] | 6,611,844 | |||
Equinox Frontier Select Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 1,056,473 | 925,584 | ||
Investment Owned, at Cost | [4] | 1,310,749 | |||
Equinox Frontier Select Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | $ 315,365 | 694,188 | ||
Investment Owned, at Cost | [4] | 692,647 | |||
Equinox Frontier Select Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 3,470,942 | |||
Investment Owned, at Cost | [4] | $ 4,608,448 | |||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (2.16%) | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (430,431) | ||||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.25%) | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (50,387) | ||||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.06%) | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (11,664) | ||||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.04% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 8,285 | ||||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (1.91%) | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (380,769) | ||||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.12% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 22,925 | ||||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.01%) | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (1,711) | ||||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.18%) | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (35,830) | ||||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 238 | ||||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.09% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 17,813 | ||||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.07% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 14,580 | ||||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.17%) | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (33,510) | ||||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.01%) | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (1,931) | ||||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.02%) | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (4,360) | ||||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 68 | ||||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.03% | ||||
Investment Owned, Fair Value | $ 6,824 | ||||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.07% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 13,493 | ||||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Equinox Frontier Select Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Soft Futures Contracts Oceanic [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.03% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 5,505 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 4.65% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 925,452 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.55% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 109,629 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.02%) | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (4,250) | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.16% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 32,835 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 2.95% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 586,716 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (63) | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.02% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 3,113 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.06%) | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (12,330) | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.25% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 50,113 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.47% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 93,125 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.03% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 6,824 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.17% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 34,651 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.04% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 8,952 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.03% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 5,289 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.09%) | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (17,786) | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.02% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 4,026 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Africa) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.01%) | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (1,849) | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.15% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 29,608 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 410 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.01%) | ||||
Investment Owned, Fair Value | $ (2,639) | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Soft Futures Contract Europe [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.01% | ||||
Investment Owned, Fair Value | $ 2,000 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Investment Owned, Fair Value | $ 930 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Mexico) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Investment Owned, Fair Value | $ 74 | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Soft Futures Contracts Warsaw [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.02%) | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Warsaw) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Fair Value | $ (3,926) | ||||
Equinox Frontier Select Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Equinox Frontier Select Fund [Member] | CURRENCY FORWARDS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.16%) | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (32,682) | ||||
Equinox Frontier Select Fund [Member] | CURRENCY FORWARDS [Member] | Various Currency Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.16%) | 0.00% | [1] | ||
Investment Owned, Fair Value | $ (32,682) | ||||
Equinox Frontier Select Fund [Member] | Options Purchased [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Select Fund [Member] | Options Purchased [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Select Fund [Member] | Options Purchased [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Select Fund [Member] | Options Purchased [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Select Fund [Member] | Options Written [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | 0.00% | [1] | ||
Equinox Frontier Select Fund [Member] | Options Written [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Select Fund [Member] | Options Written [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Select Fund [Member] | Options Written [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Select Fund [Member] | Swap [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | [5] | 0.00% | ||
Equinox Frontier Select Fund [Member] | Swap [Member] | Frontier XXXIV Balanced select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | [5] | 0.00% | ||
Equinox Frontier Winton Fund [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Fair Value | [4] | $ 24,617,817 | |||
Equinox Frontier Winton Fund [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 1.45% | ||||
Investment Owned, Fair Value | $ 599,579 | ||||
Equinox Frontier Winton Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 59.59% | 73.89% | ||
Investment Owned, Fair Value | [4] | $ 29,593,974 | |||
Equinox Frontier Winton Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 45.38% | 15.26% | ||
Investment Owned, Fair Value | [4] | $ 18,747,748 | $ 6,110,410 | ||
Investment Owned, Underlying Face Amount, at Market Value | [4] | $ 67,000,000 | $ 75,000,000 | ||
Equinox Frontier Winton Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 14.21% | 7.97% | ||
Investment Owned, Fair Value | [4] | $ 5,870,069 | $ 3,193,395 | ||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 20,000,000 | $ 20,000,000 | ||
Equinox Frontier Winton Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 50.66% | |||
Investment Owned, Fair Value | [4] | $ 20,290,169 | |||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 15,000,000 | |||
Equinox Frontier Winton Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 18,231,006 | 23,260,132 | ||
Investment Owned, at Cost | [4] | 24,597,401 | 30,210,374 | ||
Equinox Frontier Winton Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 14,039,970 | 4,229,115 | ||
Investment Owned, at Cost | [4] | 18,727,332 | 5,988,981 | ||
Equinox Frontier Winton Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 4,191,036 | 3,171,836 | ||
Investment Owned, at Cost | [4] | $ 5,870,069 | 3,164,794 | ||
Equinox Frontier Winton Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 15,859,181 | |||
Investment Owned, at Cost | [4] | $ 21,056,599 | |||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.70%) | ||||
Investment Owned, Fair Value | $ (288,813) | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Investment Owned, Fair Value | $ (1,294) | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.06%) | ||||
Investment Owned, Fair Value | $ (26,609) | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.03% | ||||
Investment Owned, Fair Value | $ 10,868 | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.31%) | ||||
Investment Owned, Fair Value | $ (126,797) | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.17% | ||||
Investment Owned, Fair Value | $ 68,874 | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.01%) | ||||
Investment Owned, Fair Value | $ (3,134) | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.77%) | ||||
Investment Owned, Fair Value | $ (317,169) | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.01% | ||||
Investment Owned, Fair Value | $ 4,274 | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.09% | ||||
Investment Owned, Fair Value | $ 36,783 | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.20%) | ||||
Investment Owned, Fair Value | $ (83,141) | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.36% | ||||
Investment Owned, Fair Value | $ 148,532 | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Soft Futures Contracts Oceanic [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 2.56% | ||||
Investment Owned, Fair Value | $ 1,056,931 | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.33% | ||||
Investment Owned, Fair Value | $ 134,930 | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.03%) | ||||
Investment Owned, Fair Value | $ (11,450) | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 1.13% | ||||
Investment Owned, Fair Value | $ 466,490 | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.34% | ||||
Investment Owned, Fair Value | $ 142,483 | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.01%) | ||||
Investment Owned, Fair Value | $ (3,043) | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Investment Owned, Fair Value | $ (266) | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.59% | ||||
Investment Owned, Fair Value | $ 244,230 | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.01% | ||||
Investment Owned, Fair Value | $ 3,608 | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.33% | ||||
Investment Owned, Fair Value | $ 137,220 | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.01%) | ||||
Investment Owned, Fair Value | $ (2,344) | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Investment Owned, Fair Value | $ (1,191) | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.05% | ||||
Investment Owned, Fair Value | $ 22,625 | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.16%) | ||||
Investment Owned, Fair Value | $ (68,081) | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Investment Owned, Fair Value | $ (16) | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Africa) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.02%) | ||||
Investment Owned, Fair Value | $ (7,124) | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Soft Futures Contract Europe [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Investment Owned, Fair Value | $ (1,140) | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Mexico) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Warsaw) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | CURRENCY FORWARDS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.41%) | ||||
Investment Owned, Fair Value | $ (168,539) | ||||
Equinox Frontier Winton Fund [Member] | CURRENCY FORWARDS [Member] | Various Currency Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (0.41%) | ||||
Investment Owned, Fair Value | $ (168,539) | ||||
Equinox Frontier Winton Fund [Member] | Options Purchased [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | Options Purchased [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | Options Purchased [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | Options Purchased [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | Options Written [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | Options Written [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | Options Written [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | Options Written [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Winton Fund [Member] | Swap [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | [5] | 0.00% | ||
Equinox Frontier Winton Fund [Member] | Swap [Member] | Frontier Brevan Howard swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [5] | 0.00% | |||
Equinox Frontier Heritage Fund [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Fair Value | [4] | $ 5,508,577 | |||
Equinox Frontier Heritage Fund [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 35.60% | 41.03% | ||
Investment Owned, Fair Value | [4] | $ 6,796,392 | |||
Equinox Frontier Heritage Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 27.11% | 8.47% | ||
Investment Owned, Fair Value | [4] | $ 4,195,068 | $ 1,403,284 | ||
Investment Owned, Underlying Face Amount, at Market Value | [4] | $ 67,000,000 | $ 75,000,000 | ||
Equinox Frontier Heritage Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 8.49% | 4.43% | ||
Investment Owned, Fair Value | [4] | $ 1,313,509 | $ 733,378 | ||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 20,000,000 | $ 20,000,000 | ||
Equinox Frontier Heritage Fund [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [4] | 28.13% | |||
Investment Owned, Fair Value | [4] | $ 4,659,730 | |||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 15,000,000 | |||
Equinox Frontier Heritage Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 4,079,439 | 5,341,797 | ||
Investment Owned, at Cost | [4] | 5,504,010 | 6,937,952 | ||
Equinox Frontier Heritage Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 3,141,637 | 971,236 | ||
Investment Owned, at Cost | [4] | 4,190,501 | 1,375,397 | ||
Equinox Frontier Heritage Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 937,802 | 728,427 | ||
Investment Owned, at Cost | [4] | $ 1,313,509 | 726,809 | ||
Equinox Frontier Heritage Fund [Member] | Assets allocated to each Series based upon ownership in the cash management pool [Member] | U.S. TREASURY SECURITIES [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, Underlying Face Amount, at Market Value | [4] | 3,642,134 | |||
Investment Owned, at Cost | [4] | $ 4,835,746 | |||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | LONG FUTURES CONTRACTS [Member] | Various Soft Futures Contracts Oceanic [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Africa) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various Soft Futures Contract Europe [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Mexico) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Warsaw) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | CURRENCY FORWARDS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | CURRENCY FORWARDS [Member] | Various Currency Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | Options Purchased [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | Options Purchased [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | Options Purchased [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | Options Purchased [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | Options Written [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | Options Written [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | Options Written [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | Options Written [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Equinox Frontier Heritage Fund [Member] | Swap [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 51.44% | [5] | 45.52% | ||
Investment Owned, Fair Value | $ 7,960,268 | [5] | $ 7,540,465 | ||
Equinox Frontier Heritage Fund [Member] | Swap [Member] | Frontier Brevan Howard swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [5] | 51.44% | |||
Investment Owned, Fair Value | [5] | $ 7,960,268 | |||
Frontier Trading Company XV, LLC [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 3.39% | 10.79% | ||
Investment Owned, Fair Value | [3] | $ 462,340 | $ 1,658,917 | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (3.11%) | (13.56%) | ||
Investment Owned, Fair Value | [3] | $ (430,431) | $ (2,091,166) | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.37%) | (19.80%) | ||
Investment Owned, Fair Value | [3] | $ (50,387) | $ (3,049,702) | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | (0.09%) | ||
Investment Owned, Fair Value | [3] | $ (13,775) | |||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.08%) | (0.10%) | ||
Investment Owned, Fair Value | [3] | $ (11,664) | $ (15,506) | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.01% | ||
Investment Owned, Fair Value | [3] | $ 1,561 | |||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.06% | 0.26% | ||
Investment Owned, Fair Value | [3] | $ 8,285 | $ 40,078 | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (2.77%) | 2.78% | ||
Investment Owned, Fair Value | [3] | $ (380,769) | $ 427,782 | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.17% | 0.10% | ||
Investment Owned, Fair Value | [3] | $ 22,925 | $ 15,988 | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.01%) | 0.37% | ||
Investment Owned, Fair Value | [3] | $ (1,711) | $ 56,954 | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.26%) | 1.04% | ||
Investment Owned, Fair Value | [3] | $ (35,830) | $ 159,627 | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | (0.02%) | ||
Investment Owned, Fair Value | [3] | $ (2,840) | |||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.02% | ||
Investment Owned, Fair Value | [3] | $ 238 | $ 2,476 | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.13% | (0.13%) | ||
Investment Owned, Fair Value | [3] | $ 17,813 | $ (19,677) | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (706) | |||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.11% | 1.03% | ||
Investment Owned, Fair Value | [3] | $ 14,580 | $ 157,864 | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.24%) | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (33,510) | $ 261 | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.01%) | (0.01%) | ||
Investment Owned, Fair Value | [3] | $ (1,931) | $ (1,389) | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.03%) | 1.05% | ||
Investment Owned, Fair Value | [3] | $ (4,360) | $ 161,383 | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.02% | |||
Investment Owned, Fair Value | [3] | $ 2,521 | |||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [3] | $ 68 | $ (282) | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.05% | |||
Investment Owned, Fair Value | [3] | $ 6,824 | |||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.10% | (0.08%) | ||
Investment Owned, Fair Value | [3] | $ 13,493 | $ (12,920) | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various Soft Futures Contracts Oceanic [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.04% | (0.01%) | ||
Investment Owned, Fair Value | [3] | $ 5,505 | $ (864) | ||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Lean Hogs Settlement Date 04/18/2016 Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company XV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Long GILT Bond Settling 3/31/2015 (number of contracts: 63) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 6.74% | 25.02% | ||
Investment Owned, Fair Value | [3] | $ 925,452 | $ 3,853,644 | ||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.80% | 18.56% | ||
Investment Owned, Fair Value | [3] | $ 109,629 | $ 2,859,059 | ||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.03%) | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (4,250) | |||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.24% | 0.30% | ||
Investment Owned, Fair Value | [3] | $ 32,835 | $ 45,753 | ||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 4.27% | 4.41% | ||
Investment Owned, Fair Value | [3] | $ 586,716 | $ 679,539 | ||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (63) | $ 11 | ||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.02% | 0.00% | ||
Investment Owned, Fair Value | [3] | $ 3,113 | $ (318) | ||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.09%) | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (12,330) | |||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.36% | (0.10%) | ||
Investment Owned, Fair Value | [3] | $ 50,113 | $ (15,224) | ||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.68% | 0.08% | ||
Investment Owned, Fair Value | [3] | $ 93,125 | $ 12,770 | ||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.01% | 0.02% | ||
Investment Owned, Fair Value | [3] | $ 2,000 | $ 2,800 | ||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.25% | 1.80% | ||
Investment Owned, Fair Value | [3] | $ 34,651 | $ 276,836 | ||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.07% | 0.00% | ||
Investment Owned, Fair Value | [3] | $ 8,952 | |||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.04% | 0.00% | ||
Investment Owned, Fair Value | [3] | $ 5,289 | |||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.13%) | (0.33%) | ||
Investment Owned, Fair Value | [3] | $ (17,786) | $ (50,353) | ||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.03% | 0.00% | ||
Investment Owned, Fair Value | [3] | $ 4,026 | |||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Africa) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.01%) | (0.01%) | ||
Investment Owned, Fair Value | [3] | $ (1,849) | $ (2,270) | ||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.22% | 0.32% | ||
Investment Owned, Fair Value | [3] | $ 29,608 | $ 49,517 | ||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [3] | $ 410 | |||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.02%) | |||
Investment Owned, Fair Value | [3] | $ (2,639) | |||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.01% | |||
Investment Owned, Fair Value | [3] | $ 930 | |||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Mexico) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | (0.01%) | ||
Investment Owned, Fair Value | [3] | $ 74 | $ (1,093) | ||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Warsaw) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.03%) | |||
Investment Owned, Fair Value | [3] | $ (3,926) | |||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.02%) | |||
Investment Owned, Fair Value | [3] | $ (3,383) | |||
Frontier Trading Company XV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Gbp Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.05% | |||
Investment Owned, Fair Value | [3] | $ 6,824 | |||
Frontier Trading Company XV, LLC [Member] | CURRENCY FORWARDS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.24%) | (0.67%) | ||
Investment Owned, Fair Value | [3] | $ (32,681) | $ (103,561) | ||
Frontier Trading Company XV, LLC [Member] | CURRENCY FORWARDS [Member] | Various Currency Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.24%) | (0.67%) | ||
Investment Owned, Fair Value | [3] | $ (32,681) | $ (103,561) | ||
Frontier Trading Company XV, LLC [Member] | Options Purchased [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XV, LLC [Member] | Options Purchased [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XV, LLC [Member] | Swap [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XV, LLC [Member] | Swap [Member] | Frontier XXXIV Balanced select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIII, LLC [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.90%) | 25.32% | ||
Investment Owned, Fair Value | [3] | $ (27,706) | $ 893,605 | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (3.16%) | 23.54% | ||
Investment Owned, Fair Value | [3] | $ (97,023) | $ 830,692 | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.02% | 0.00% | ||
Investment Owned, Fair Value | [3] | $ 650 | |||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (1.27%) | (2.47%) | ||
Investment Owned, Fair Value | [3] | $ (38,894) | $ (86,913) | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | (1.87%) | ||
Investment Owned, Fair Value | [3] | $ (65,774) | |||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.85% | 1.01% | ||
Investment Owned, Fair Value | [3] | $ 26,122 | $ 35,722 | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (2.39%) | 10.59% | ||
Investment Owned, Fair Value | [3] | $ (73,358) | $ 373,410 | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 2.43% | 4.44% | ||
Investment Owned, Fair Value | [3] | $ 74,364 | $ 156,631 | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.47% | 1.99% | ||
Investment Owned, Fair Value | [3] | $ 14,457 | $ 70,277 | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (2.97%) | 2.68% | ||
Investment Owned, Fair Value | [3] | $ (91,109) | $ 94,395 | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.04%) | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (1,110) | |||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.08% | 0.00% | ||
Investment Owned, Fair Value | [3] | $ 2,334 | |||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 1.28% | 0.61% | ||
Investment Owned, Fair Value | [3] | $ 39,310 | $ 21,484 | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.24%) | (0.27%) | ||
Investment Owned, Fair Value | [3] | $ (7,258) | $ (9,451) | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.48% | 0.00% | ||
Investment Owned, Fair Value | [3] | $ 14,592 | |||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (1.86%) | 1.66% | ||
Investment Owned, Fair Value | [3] | $ (57,123) | $ 58,582 | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various Soft Futures Contracts Oceanic [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Lean Hogs Settlement Date 04/18/2016 Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company XXIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Long GILT Bond Settling 3/31/2015 (number of contracts: 63) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 5.17% | |||
Investment Owned, Fair Value | [3] | $ 182,329 | |||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 2.26% | 1.78% | ||
Investment Owned, Fair Value | [3] | $ 69,317 | $ 62,913 | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.06% | ||
Investment Owned, Fair Value | [3] | $ 2,113 | |||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 3.81% | 5.81% | ||
Investment Owned, Fair Value | [3] | $ 116,714 | $ 204,629 | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (2.00%) | 1.21% | ||
Investment Owned, Fair Value | [3] | $ (61,323) | $ 42,725 | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.09% | (7.03%) | ||
Investment Owned, Fair Value | [3] | $ 2,700 | $ (247,934) | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | (0.05%) | ||
Investment Owned, Fair Value | [3] | $ (1,673) | |||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.21% | 0.05% | ||
Investment Owned, Fair Value | [3] | $ 6,488 | $ 1,900 | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.15% | 1.96% | ||
Investment Owned, Fair Value | [3] | $ 4,738 | $ 69,055 | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.01% | ||
Investment Owned, Fair Value | [3] | $ 472 | |||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | (0.24%) | ||
Investment Owned, Fair Value | [3] | $ (8,374) | |||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Africa) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Mexico) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Warsaw) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Gbp Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIII, LLC [Member] | CURRENCY FORWARDS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | CURRENCY FORWARDS [Member] | Various Currency Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIII, LLC [Member] | Options Purchased [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIII, LLC [Member] | Options Purchased [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIII, LLC [Member] | Swap [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIII, LLC [Member] | Swap [Member] | Frontier XXXIV Balanced select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIX, LLC [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.47% | (16.77%) | ||
Investment Owned, Fair Value | [3] | $ 4,750 | $ (279,840) | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (3.27%) | (35.93%) | ||
Investment Owned, Fair Value | [3] | $ (33,372) | $ (598,948) | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.41% | (10.07%) | ||
Investment Owned, Fair Value | [3] | $ 4,224 | $ (167,835) | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.99% | (22.19%) | ||
Investment Owned, Fair Value | [3] | $ 10,098 | $ (369,788) | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.03% | ||
Investment Owned, Fair Value | [3] | $ 473 | |||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.45%) | 2.25% | ||
Investment Owned, Fair Value | [3] | $ (4,581) | $ 37,578 | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.23% | 0.44% | ||
Investment Owned, Fair Value | [3] | $ 2,329 | $ 7,347 | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.38% | ||
Investment Owned, Fair Value | [3] | $ 6,318 | |||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.16%) | 1.11% | ||
Investment Owned, Fair Value | [3] | $ (1,655) | $ 18,578 | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.50%) | (3.34%) | ||
Investment Owned, Fair Value | [3] | $ (5,070) | $ (55,655) | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.04% | 0.15% | ||
Investment Owned, Fair Value | [3] | $ 394 | $ 2,453 | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 1.02% | (6.90%) | ||
Investment Owned, Fair Value | [3] | $ 10,410 | $ (115,022) | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.31% | 1.06% | ||
Investment Owned, Fair Value | [3] | $ 3,160 | $ 17,720 | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.02% | 0.83% | ||
Investment Owned, Fair Value | [3] | $ 159 | $ 13,774 | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.02% | 0.32% | ||
Investment Owned, Fair Value | [3] | $ 165 | $ 5,253 | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.22% | |||
Investment Owned, Fair Value | [3] | $ 3,673 | |||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | (0.06%) | ||
Investment Owned, Fair Value | [3] | $ (1,077) | |||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.06% | (0.16%) | ||
Investment Owned, Fair Value | [3] | $ 605 | $ (2,738) | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various Soft Futures Contracts Oceanic [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Lean Hogs Settlement Date 04/18/2016 Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | (5.26%) | ||||
Investment Owned, Fair Value | $ (53,610) | ||||
Frontier Trading Company XXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Long GILT Bond Settling 3/31/2015 (number of contracts: 63) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 3.74% | 19.16% | ||
Investment Owned, Fair Value | [3] | $ 38,122 | $ 319,108 | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.29%) | 0.51% | ||
Investment Owned, Fair Value | [3] | $ (2,975) | $ 8,525 | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 3.40% | 10.67% | ||
Investment Owned, Fair Value | [3] | $ 34,653 | $ 177,804 | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.10%) | 2.70% | ||
Investment Owned, Fair Value | [3] | $ (1,037) | $ 44,955 | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.28%) | 0.00% | ||
Investment Owned, Fair Value | [3] | $ (2,816) | |||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.13% | (0.52%) | ||
Investment Owned, Fair Value | [3] | $ 1,297 | $ (8,728) | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.31%) | 0.19% | ||
Investment Owned, Fair Value | [3] | $ (3,165) | $ 3,100 | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.17%) | 0.66% | ||
Investment Owned, Fair Value | [3] | $ (1,700) | $ 10,993 | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.07% | 5.36% | ||
Investment Owned, Fair Value | [3] | $ 753 | $ 89,356 | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.09%) | (0.40%) | ||
Investment Owned, Fair Value | [3] | $ (918) | $ (6,684) | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.25% | 0.01% | ||
Investment Owned, Fair Value | [3] | $ 2,553 | $ 129 | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | (0.01%) | ||
Investment Owned, Fair Value | [3] | $ (143) | |||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.66% | 0.32% | ||
Investment Owned, Fair Value | [3] | $ 6,707 | $ 5,370 | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.05% | (0.06%) | ||
Investment Owned, Fair Value | [3] | $ 466 | $ (1,052) | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.13%) | |||
Investment Owned, Fair Value | [3] | $ (1,305) | |||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.27% | (0.28%) | ||
Investment Owned, Fair Value | [3] | $ 2,791 | $ (4,709) | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Africa) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | (0.07%) | (0.11%) | ||
Investment Owned, Fair Value | [3] | $ (751) | $ (1,911) | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.10% | 0.32% | ||
Investment Owned, Fair Value | [3] | $ 1,020 | $ 5,389 | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Mexico) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.07% | (0.20%) | ||
Investment Owned, Fair Value | [3] | $ 717 | $ (3,286) | ||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Warsaw) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Gbp Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.18% | |||
Investment Owned, Fair Value | [3] | $ 1,832 | |||
Frontier Trading Company XXIX, LLC [Member] | CURRENCY FORWARDS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIX, LLC [Member] | CURRENCY FORWARDS [Member] | Various Currency Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXIX, LLC [Member] | Options Purchased [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIX, LLC [Member] | Options Purchased [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIX, LLC [Member] | Swap [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXIX, LLC [Member] | Swap [Member] | Frontier XXXIV Balanced select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXXIV, LLC [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various Soft Futures Contracts Oceanic [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Lean Hogs Settlement Date 04/18/2016 Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | 0.00% | ||||
Frontier Trading Company XXXIV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Long GILT Bond Settling 3/31/2015 (number of contracts: 63) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Africa) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts Far East [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (Singapore) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Mexico) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Warsaw) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXXIV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Gbp Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | |||
Frontier Trading Company XXXIV, LLC [Member] | CURRENCY FORWARDS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | CURRENCY FORWARDS [Member] | Various Currency Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIV, LLC [Member] | Options Purchased [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 96.37% | |||
Investment Owned, Fair Value | [3] | $ 18,246,955 | |||
Frontier Trading Company XXXIV, LLC [Member] | Options Purchased [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 96.37% | |||
Investment Owned, Fair Value | [3] | $ 18,246,955 | |||
Frontier Trading Company XXXIV, LLC [Member] | Swap [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 100.00% | |||
Investment Owned, Fair Value | [3] | $ 19,157,522 | |||
Frontier Trading Company XXXIV, LLC [Member] | Swap [Member] | Frontier XXXIV Balanced select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [3] | 100.00% | |||
Investment Owned, Fair Value | [3] | $ 19,157,522 | |||
Frontier Trading Company XXXV, LLC [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXV, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Gbp Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Euro FX Settling 3/1/2015 (number of contracts: -54) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXV, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | CHF Settling 3/18/2015 (number of contracts: -72) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXV, LLC [Member] | Swap [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [1] | $ 8,685,850 | $ 6,570,409 | ||
Frontier Trading Company XXXV, LLC [Member] | Swap [Member] | Frontier Brevan Howard swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXV, LLC [Member] | Swap [Member] | Frontier XXXV Diversified select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 100.00% | 100.00% | ||
Investment Owned, Fair Value | [1] | $ 8,685,850 | $ 6,570,409 | ||
Frontier Trading Company XXXV, LLC [Member] | Swap [Member] | Frontier XXXVII L/S select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVII, LLC [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXVII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXVII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXVII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXVII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXVII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXVII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXVII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXVII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXVII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXVII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Gbp Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXVII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Euro FX Settling 3/1/2015 (number of contracts: -54) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXVII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | CHF Settling 3/18/2015 (number of contracts: -72) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXVII, LLC [Member] | Swap [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [1] | $ 4,332,427 | $ 3,633,060 | ||
Frontier Trading Company XXXVII, LLC [Member] | Swap [Member] | Frontier Brevan Howard swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVII, LLC [Member] | Swap [Member] | Frontier XXXV Diversified select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVII, LLC [Member] | Swap [Member] | Frontier XXXVII L/S select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 100.00% | 100.00% | ||
Investment Owned, Fair Value | [1] | $ 4,332,427 | $ 3,633,060 | ||
Frontier Trading Company XXXVIII, LLC [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 10.25% | 31.74% | ||
Investment Owned, Fair Value | [1] | $ 304,878 | $ 1,369,043 | ||
Frontier Trading Company XXXVIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (1.51%) | 4.73% | ||
Investment Owned, Fair Value | [1] | $ (45,194) | $ 204,047 | ||
Frontier Trading Company XXXVIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXVIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.16% | |||
Investment Owned, Fair Value | [1] | $ 4,675 | |||
Frontier Trading Company XXXVIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.38% | (1.38%) | ||
Investment Owned, Fair Value | [1] | $ 11,269 | $ (59,625) | ||
Frontier Trading Company XXXVIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.02% | |||
Investment Owned, Fair Value | [1] | $ 670 | |||
Frontier Trading Company XXXVIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.99% | |||
Investment Owned, Fair Value | [1] | $ 42,827 | |||
Frontier Trading Company XXXVIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.02%) | (0.75%) | ||
Investment Owned, Fair Value | [1] | $ (612) | $ (32,365) | ||
Frontier Trading Company XXXVIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.18%) | 2.41% | ||
Investment Owned, Fair Value | [1] | $ (5,480) | $ 103,795 | ||
Frontier Trading Company XXXVIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.81%) | 2.31% | ||
Investment Owned, Fair Value | [1] | $ (24,157) | $ 99,857 | ||
Frontier Trading Company XXXVIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.19%) | |||
Investment Owned, Fair Value | [1] | $ (5,666) | |||
Frontier Trading Company XXXVIII, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.87%) | 1.15% | ||
Investment Owned, Fair Value | [1] | $ (25,893) | $ 49,558 | ||
Frontier Trading Company XXXVIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 11.76% | 27.01% | ||
Investment Owned, Fair Value | [1] | $ 350,072 | $ 1,164,996 | ||
Frontier Trading Company XXXVIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 8.81% | |||
Investment Owned, Fair Value | [1] | $ 380,145 | |||
Frontier Trading Company XXXVIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (0.14%) | 2.34% | ||
Investment Owned, Fair Value | [1] | $ (4,099) | $ 100,893 | ||
Frontier Trading Company XXXVIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.03% | (0.13%) | ||
Investment Owned, Fair Value | [1] | $ 976 | $ (5,755) | ||
Frontier Trading Company XXXVIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 1.13% | |||
Investment Owned, Fair Value | [1] | $ 33,479 | |||
Frontier Trading Company XXXVIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (4.44%) | |||
Investment Owned, Fair Value | [1] | $ (132,055) | |||
Frontier Trading Company XXXVIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 2.88% | (0.76%) | ||
Investment Owned, Fair Value | [1] | $ 85,776 | $ (32,928) | ||
Frontier Trading Company XXXVIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 1.79% | 1.22% | ||
Investment Owned, Fair Value | [1] | $ 53,240 | $ 52,490 | ||
Frontier Trading Company XXXVIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | (1.36%) | 4.32% | ||
Investment Owned, Fair Value | [1] | $ (40,433) | $ 186,382 | ||
Frontier Trading Company XXXVIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.90% | |||
Investment Owned, Fair Value | [1] | $ 26,809 | |||
Frontier Trading Company XXXVIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 4.92% | |||
Investment Owned, Fair Value | [1] | $ 146,317 | |||
Frontier Trading Company XXXVIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Gbp Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 6.05% | |||
Investment Owned, Fair Value | [1] | $ 180,063 | |||
Frontier Trading Company XXXVIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Euro FX Settling 3/1/2015 (number of contracts: -54) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 5.40% | |||
Investment Owned, Fair Value | [1] | $ 232,994 | |||
Frontier Trading Company XXXVIII, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | CHF Settling 3/18/2015 (number of contracts: -72) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 5.81% | |||
Investment Owned, Fair Value | [1] | $ 250,775 | |||
Frontier Trading Company XXXVIII, LLC [Member] | Swap [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVIII, LLC [Member] | Swap [Member] | Frontier Brevan Howard swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVIII, LLC [Member] | Swap [Member] | Frontier XXXV Diversified select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXVIII, LLC [Member] | Swap [Member] | Frontier XXXVII L/S select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIX, LLC [Member] | Total Open Trade Equity (Deficit) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various base metals futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXIX, LLC [Member] | LONG FUTURES CONTRACTS [Member] | Various stock index futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various energy futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Canada) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Europe) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (Oceanic) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various interest rates futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various Precious Metal Futures Contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various soft futures contracts (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various stock index futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Various currency futures contracts (Far East) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Gbp Forward Contracts [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | Euro FX Settling 3/1/2015 (number of contracts: -54) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXIX, LLC [Member] | SHORT FUTURES CONTRACTS [Member] | CHF Settling 3/18/2015 (number of contracts: -72) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | |||
Frontier Trading Company XXXIX, LLC [Member] | Swap [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Investment Owned, Fair Value | [1] | $ 7,960,269 | $ 7,540,466 | ||
Frontier Trading Company XXXIX, LLC [Member] | Swap [Member] | Frontier Brevan Howard swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 100.00% | 100.00% | ||
Investment Owned, Fair Value | [1] | $ 7,960,269 | $ 7,540,466 | ||
Frontier Trading Company XXXIX, LLC [Member] | Swap [Member] | Frontier XXXV Diversified select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
Frontier Trading Company XXXIX, LLC [Member] | Swap [Member] | Frontier XXXVII L/S select swap (U.S.) [Member] | |||||
Schedule of Investments [Line Items] | |||||
Investment Owned, % of Total Capital (Net Asset Value) | [1] | 0.00% | 0.00% | ||
[1] | Except for those items disclosed, no individual futures, forwards and option on futures contract position constituted greater than 1 percent of Net Asset Value. Accordingly, the number of contracts and expiration dates are not presented. | ||||
[2] | See Notes to Financial Statements, Note 4. | ||||
[3] | Except for those items disclosed, no individual futures, forwards and option on futures contract position constituted greater than 5 percent of Net Asset Value. Accordingly, the number of contracts and expiration dates are not presented. | ||||
[4] | Assets have been allocated to each Series based upon ownership in the cash management pool. See Note 2. | ||||
[5] | See Note 4 to the Financial Statements. |
Consolidated Schedules of Inve4
Consolidated Schedules of Investments (Parenthetical) | 12 Months Ended | ||
Dec. 31, 2015USD ($)ContractsContract | Dec. 31, 2014USD ($)ContractsContract | ||
Brent Crude Oil Last Day Settling 2/12/2015 (Number of Contracts: 229) [Member] | SHORT FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contract | [1] | 229 | |
Settling | [1] | Dec. 2, 2015 | |
NYH RBOB Unleaded Gas Settling 12/30/2015 (Number of Contracts: 388) [Member] | SHORT FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contract | [1] | 388 | |
Settling | [1] | Dec. 30, 2015 | |
US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | 6.00% | 6.00% | |
Debt Instrument, Maturity Date | Feb. 15, 2026 | Feb. 15, 2026 | |
Investment Owned, Underlying Face Amount, at Market Value | $ 67,000,000 | $ 75,000,000 | |
Investment Owned, at Cost | $ 99,934,764 | $ 99,579,227 | |
US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | 6.875% | 6.875% | |
Debt Instrument, Maturity Date | Aug. 15, 2025 | Aug. 15, 2025 | |
Investment Owned, Underlying Face Amount, at Market Value | $ 20,000,000 | $ 20,000,000 | |
Investment Owned, at Cost | $ 28,322,622 | $ 28,322,622 | |
US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | 2.25% | ||
Debt Instrument, Maturity Date | Nov. 15, 2024 | ||
Investment Owned, Underlying Face Amount, at Market Value | $ 15,000,000 | ||
Investment Owned, at Cost | $ 14,966,695 | ||
Crude Oil Settling 12/1/2015 (Number of Contracts: 718) [Member] | SHORT FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contract | [1] | 718 | |
Settling | [1] | Dec. 1, 2015 | |
Frontier Trading Company I LLC [Member] | Live Cattle Settling 7/15/2016 [Member] | LONG FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | 213 | ||
Settling | Jul. 15, 2016 | ||
Frontier Trading Company XIV, LLC [Member] | Brent Crude Settling 3/1/2015 (number of contracts: -661) [Member] | SHORT FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 661 | |
Settling | [2] | Mar. 1, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Crude Oil Settling 12/1/2015 (number of contracts: -714) [Member] | SHORT FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 714 | |
Settling | [2] | Mar. 1, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Heat Oil Settling 5/28/2015 (number of contracts: -372) [Member] | SHORT FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 372 | |
Settling | [2] | May 12, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Brent Crude Oil Last Day Settling 2/12/2015 (Number of Contracts: 229) [Member] | SHORT FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 229 | |
Settling | [2] | Feb. 12, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Brent Crude Settling 7/1/2015 (number of contracts: -74) [Member] | SHORT FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 74 | |
Settling | [2] | Jul. 1, 2015 | |
Frontier Trading Company XIV, LLC [Member] | NYH RBOB Unleaded Gas Settling 12/30/2015 (Number of Contracts: 388) [Member] | SHORT FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 388 | |
Settling | [2] | Dec. 30, 2015 | |
Frontier Trading Company XIV, LLC [Member] | NYH RBOB Unleaded Gas Settling 7/30/2015 (number of contracts:-130) [Member] | SHORT FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 130 | |
Settling | [2] | Jul. 30, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Gas Oil Settling 3/31/2015 (number of contracts: -54) [Member] | SHORT FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 54 | |
Settling | [2] | Mar. 31, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Brent Crude Settling 2/1/2015 (number of contracts: -77) [Member] | SHORT FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 77 | |
Settling | [2] | Feb. 1, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Crude Oil Settling 2/1/2015 (number of contracts: -54) [Member] | SHORT FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 54 | |
Settling | [2] | Feb. 1, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Coffee Settling 5/29/2015 (number of contracts: -370) [Member] | SHORT FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 370 | |
Settling | [2] | May 29, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Crude Oil Settling 1/16/2015 (number of contracts: 1438) [Member] | Options Purchased [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 1,438 | |
Settling | [2] | Jan. 16, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Crude Oil Settling 5/18/2015 (number of contracts: 1044) [Member] | Options Purchased [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 1,044 | |
Settling | [2] | May 18, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Crude Oil Settling 6/19/2015 (number of contracts: 2034) [Member] | Options Purchased [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 2,034 | |
Settling | [2] | Jun. 19, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Crude Oil Settling 3/19/2015 (number of contracts: 1044) [Member] | Options Purchased [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 1,044 | |
Settling | [2] | Jun. 19, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Crude Oil Settling 2/19/2015 (number of contracts: 1438) [Member] | Options Purchased [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 1,438 | |
Settling | [2] | Feb. 19, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Crude Oil Settling 9/21/2015 (number of contracts: 2034) [Member] | Options Purchased [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 2,034 | |
Settling | [2] | Nov. 19, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Crude Oil Settling 10/19/2015 (number of contracts: 2034) [Member] | Options Purchased [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 2,034 | |
Settling | [2] | Oct. 19, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Crude Oil Settling 11/19/2015 (number of contracts: 2034) [Member] | Options Purchased [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 2,034 | |
Settling | [2] | Nov. 19, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Crude Oil Settling 8/19/2015 (number of contracts: 2034) [Member] | Options Purchased [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 2,034 | |
Settling | [2] | Aug. 19, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Crude Oil Settling 4/20/2015 (number of contracts: 1044) [Member] | Options Purchased [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 1,044 | |
Settling | [2] | Apr. 20, 2015 | |
Frontier Trading Company XIV, LLC [Member] | Crude Oil Settling 7/20/2015 (number of contracts: 2034) [Member] | Options Purchased [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 2,034 | |
Settling | [2] | Jul. 20, 2015 | |
Equinox Frontier Diversified Fund [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 6.00% | 6.00% |
Debt Instrument, Maturity Date | [3] | Feb. 15, 2026 | Feb. 15, 2026 |
Cost | [3] | $ 99,934,764 | $ 99,579,227 |
Investment Owned, Underlying Face Amount, at Market Value | [3] | $ 67,000,000 | $ 75,000,000 |
Equinox Frontier Diversified Fund [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 6.875% | 6.875% |
Debt Instrument, Maturity Date | [3] | Aug. 15, 2025 | Aug. 15, 2025 |
Cost | [3] | $ 28,012,500 | $ 28,322,622 |
Investment Owned, Underlying Face Amount, at Market Value | [3] | $ 20,000,000 | $ 20,000,000 |
Equinox Frontier Diversified Fund [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 2.25% | |
Debt Instrument, Maturity Date | [3] | Nov. 15, 2024 | |
Cost | [3] | $ 14,966,695 | |
Investment Owned, Underlying Face Amount, at Market Value | [3] | $ 15,000,000 | |
Equinox Frontier Masters Fund [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 6.00% | 6.00% |
Debt Instrument, Maturity Date | [3] | Feb. 15, 2026 | Feb. 15, 2026 |
Cost | [3] | $ 99,934,764 | $ 99,579,227 |
Investment Owned, Underlying Face Amount, at Market Value | [3] | $ 67,000,000 | $ 75,000,000 |
Equinox Frontier Masters Fund [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 6.875% | 6.875% |
Debt Instrument, Maturity Date | [3] | Aug. 15, 2025 | Aug. 15, 2025 |
Cost | [3] | $ 28,012,500 | $ 28,322,622 |
Investment Owned, Underlying Face Amount, at Market Value | [3] | $ 20,000,000 | $ 20,000,000 |
Equinox Frontier Masters Fund [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 2.25% | |
Debt Instrument, Maturity Date | [3] | Nov. 15, 2024 | |
Cost | [3] | $ 14,966,695 | |
Investment Owned, Underlying Face Amount, at Market Value | [3] | $ 15,000,000 | |
Equinox Frontier Long/Short Commodity Fund [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 6.00% | 6.00% |
Debt Instrument, Maturity Date | [3] | Feb. 15, 2026 | Feb. 15, 2026 |
Cost | [3] | $ 99,934,764 | $ 99,579,227 |
Investment Owned, Underlying Face Amount, at Market Value | [3] | $ 67,000,000 | $ 75,000,000 |
Equinox Frontier Long/Short Commodity Fund [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 6.875% | 6.875% |
Debt Instrument, Maturity Date | [3] | Aug. 15, 2025 | Aug. 15, 2025 |
Cost | [3] | $ 28,012,500 | $ 28,322,622 |
Investment Owned, Underlying Face Amount, at Market Value | [3] | 20,000,000 | $ 20,000,000 |
Equinox Frontier Long/Short Commodity Fund [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 2.25% | |
Debt Instrument, Maturity Date | [3] | Nov. 15, 2024 | |
Cost | [3] | $ 14,966,695 | |
Investment Owned, Underlying Face Amount, at Market Value | [3] | $ 15,000,000 | |
Equinox Frontier Balanced Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Owned, at Cost | [3] | $ 41,114,551 | |
Equinox Frontier Balanced Fund [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 6.00% | 6.00% |
Debt Instrument, Maturity Date | [3] | Feb. 15, 2026 | Feb. 15, 2026 |
Cost | [3] | $ 99,934,764 | $ 99,579,227 |
Investment Owned, Underlying Face Amount, at Market Value | [3] | 67,000,000 | $ 75,000,000 |
Investment Owned, at Cost | [3] | $ 31,302,731 | |
Equinox Frontier Balanced Fund [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 6.875% | 6.875% |
Debt Instrument, Maturity Date | [3] | Aug. 15, 2025 | Aug. 15, 2025 |
Cost | [3] | $ 28,012,500 | $ 28,322,622 |
Investment Owned, Underlying Face Amount, at Market Value | [3] | 20,000,000 | $ 20,000,000 |
Investment Owned, at Cost | [3] | 9,811,820 | |
Equinox Frontier Balanced Fund [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 2.25% | |
Debt Instrument, Maturity Date | [3] | Nov. 15, 2024 | |
Cost | [3] | $ 14,966,695 | |
Investment Owned, Underlying Face Amount, at Market Value | [3] | $ 15,000,000 | |
Equinox Frontier Select Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Owned, at Cost | [3] | $ 1,850,893 | |
Equinox Frontier Select Fund [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 6.00% | 6.00% |
Debt Instrument, Maturity Date | [3] | Feb. 15, 2026 | Feb. 15, 2026 |
Cost | [3] | $ 99,934,764 | $ 99,579,227 |
Investment Owned, Underlying Face Amount, at Market Value | [3] | 67,000,000 | $ 75,000,000 |
Investment Owned, at Cost | [3] | $ 1,409,185 | |
Equinox Frontier Select Fund [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 6.875% | 6.875% |
Debt Instrument, Maturity Date | [3] | Aug. 15, 2025 | Aug. 15, 2025 |
Cost | [3] | $ 28,012,500 | $ 28,322,622 |
Investment Owned, Underlying Face Amount, at Market Value | [3] | 20,000,000 | $ 20,000,000 |
Investment Owned, at Cost | [3] | $ 441,708 | |
Equinox Frontier Select Fund [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 2.25% | |
Debt Instrument, Maturity Date | [3] | Nov. 15, 2024 | |
Cost | [3] | $ 14,966,695 | |
Investment Owned, Underlying Face Amount, at Market Value | [3] | $ 15,000,000 | |
Equinox Frontier Winton Fund [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 6.00% | 6.00% |
Debt Instrument, Maturity Date | [3] | Feb. 15, 2026 | Feb. 15, 2026 |
Cost | [3] | $ 99,934,764 | $ 99,579,227 |
Investment Owned, Underlying Face Amount, at Market Value | [3] | $ 67,000,000 | $ 75,000,000 |
Equinox Frontier Winton Fund [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 6.875% | 6.875% |
Debt Instrument, Maturity Date | [3] | Aug. 15, 2025 | Aug. 15, 2025 |
Cost | [3] | $ 28,012,500 | $ 28,322,622 |
Investment Owned, Underlying Face Amount, at Market Value | [3] | $ 20,000,000 | $ 20,000,000 |
Equinox Frontier Winton Fund [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 2.25% | |
Debt Instrument, Maturity Date | [3] | Nov. 15, 2024 | |
Cost | [3] | $ 14,966,695 | |
Investment Owned, Underlying Face Amount, at Market Value | [3] | $ 15,000,000 | |
Equinox Frontier Heritage Fund [Member] | US Treasury Note 6.000% due 02/15/2026 (Cost $99,934,764) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 6.00% | 6.00% |
Debt Instrument, Maturity Date | [3] | Feb. 15, 2026 | Feb. 15, 2026 |
Cost | [3] | $ 99,934,764 | $ 99,579,227 |
Investment Owned, Underlying Face Amount, at Market Value | [3] | $ 67,000,000 | $ 75,000,000 |
Equinox Frontier Heritage Fund [Member] | US Treasury Note 6.875% due 08/15/2025 (Cost $28,322,622) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 6.875% | 6.875% |
Debt Instrument, Maturity Date | [3] | Aug. 15, 2025 | Aug. 15, 2025 |
Cost | [3] | $ 28,012,500 | $ 28,322,622 |
Investment Owned, Underlying Face Amount, at Market Value | [3] | $ 20,000,000 | $ 20,000,000 |
Equinox Frontier Heritage Fund [Member] | US Treasury Note 2.250% due 11/15/2024 (Cost $14,966,695) [Member] | U.S. TREASURY SECURITIES [Member] | |||
Schedule of Investments [Line Items] | |||
Rate | [3] | 2.25% | |
Debt Instrument, Maturity Date | [3] | Nov. 15, 2024 | |
Cost | [3] | $ 14,966,695 | |
Investment Owned, Underlying Face Amount, at Market Value | [3] | $ 15,000,000 | |
Frontier Trading Company XXXIV, LLC [Member] | Long GILT Bond Settling 3/31/2015 (number of contracts: 63) [Member] | LONG FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [2] | 63 | |
Settling | [2] | Mar. 31, 2015 | |
Frontier Trading Company XXXVIII, LLC [Member] | Gbp Forward Contracts [Member] | SHORT FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contract | [1] | 67 | |
Settling | [1] | Mar. 16, 2016 | |
Frontier Trading Company XXXIX, LLC [Member] | Euro FX Settling 3/1/2015 (number of contracts: -54) [Member] | SHORT FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [1] | 54 | |
Settling | [1] | Mar. 1, 2015 | |
Frontier Trading Company XXXIX, LLC [Member] | CHF Settling 3/18/2015 (number of contracts: -72) [Member] | SHORT FUTURES CONTRACTS [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Contracts | Contracts | [1] | 72 | |
Settling | [1] | Mar. 18, 2015 | |
[1] | Except for those items disclosed, no individual futures, forwards and option on futures contract position constituted greater than 1 percent of Net Asset Value. Accordingly, the number of contracts and expiration dates are not presented. | ||
[2] | Except for those items disclosed, no individual futures, forwards and option on futures contract position constituted greater than 5 percent of Net Asset Value. Accordingly, the number of contracts and expiration dates are not presented. | ||
[3] | Assets have been allocated to each Series based upon ownership in the cash management pool. See Note 2. |
Statement of Operations
Statement of Operations - USD ($) | 12 Months Ended | ||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | |
Investment income/(loss): | |||
Interest - net | $ 1,034,549 | $ 1,121,287 | $ 4,195,527 |
Total Income | 1,034,549 | 1,121,287 | 4,195,527 |
Expenses: | |||
Incentive Fees | 5,723,374 | 11,993,289 | 2,300,285 |
Management Fees | 5,028,224 | 5,857,792 | 8,403,814 |
Trading Fees | 3,452,315 | 3,327,096 | 5,588,902 |
Total Expenses | 18,513,567 | 25,535,605 | 23,411,911 |
Investment (loss) - net | (17,479,018) | (24,414,318) | (19,216,384) |
Realized and unrealized gain (loss) on investments: | |||
Net change in open trade equity | (19,985,903) | (1,839,399) | 13,437,427 |
Trading commissions | (2,741,423) | (3,832,184) | (4,862,596) |
Net gain/(loss) on investments | 13,309,969 | 78,486,305 | (11,913,045) |
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS | (4,169,049) | 54,071,987 | (31,129,429) |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | (4,169,049) | 54,071,987 | (31,129,429) |
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS | (4,169,049) | 54,071,987 | (31,129,429) |
U.S. TREASURY SECURITIES [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 1,146,411 | (429,638) | 1,078,008 |
Net unrealized gain/(loss) on investments | (2,972,057) | 13,833,243 | (7,106,104) |
Futures, forwards and options [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 34,717,764 | 56,215,423 | (12,444,197) |
Swap [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | (3,555,134) | ||
Net unrealized gain/(loss) on investments | 3,145,177 | 14,538,860 | 1,539,551 |
Class 1 [Member] | |||
Expenses: | |||
Service Fees | 4,309,654 | 4,357,428 | 7,118,910 |
Equinox Frontier Diversified Fund [Member] | |||
Investment income/(loss): | |||
Interest - net | 603,350 | 579,067 | 1,544,382 |
Total Income | 603,350 | 579,067 | 1,544,382 |
Expenses: | |||
Incentive Fees | 2,068,435 | 4,461,365 | 760,048 |
Management Fees | 983,948 | 1,042,209 | 1,417,230 |
Service Fees | 412,335 | 499,021 | 1,000,514 |
Trading Fees | 1,394,350 | 1,287,161 | 2,113,117 |
Total Expenses | 4,859,068 | 7,289,756 | 5,290,909 |
Investment (loss) - net | (4,255,718) | (6,710,689) | (3,746,527) |
Realized and unrealized gain (loss) on investments: | |||
Net change in open trade equity | 450,401 | 1,421,570 | (566,777) |
Trading commissions | (443,692) | (543,102) | (5,417) |
Change in fair value of investments in unconsolidated trading companies | 841,908 | 5,136,823 | (4,524,387) |
Net gain/(loss) on investments | 11,317,997 | 27,814,644 | (5,520,937) |
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS | 7,062,279 | 21,103,955 | (9,267,464) |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | 7,062,279 | 21,103,995 | (9,267,464) |
Less: Operations attributable to non-controlling interests | 4,476,587 | 6,816,250 | |
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS | 2,585,692 | 14,287,705 | (9,267,464) |
Equinox Frontier Diversified Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 270,582 | (84,779) | 221,284 |
Net unrealized gain/(loss) on investments | (516,327) | 2,895,653 | (1,417,353) |
Equinox Frontier Diversified Fund [Member] | Futures, forwards and options [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 8,599,684 | 15,855,703 | 734,081 |
Equinox Frontier Diversified Fund [Member] | Swap [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net unrealized gain/(loss) on investments | 2,115,441 | 3,132,776 | 37,632 |
Equinox Frontier Diversified Fund [Member] | Class 1 [Member] | |||
Expenses: | |||
Service Fees | $ 412,335 | $ 499,021 | $ 1,000,514 |
Equinox Frontier Diversified Fund [Member] | Total Owner Class 1 [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | $ 2.43 | $ 25.99 | $ (7.30) |
Equinox Frontier Diversified Fund [Member] | Total Owner Class 2 [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | 4.93 | 30.32 | $ (6.13) |
Equinox Frontier Diversified Fund [Member] | Total Owner Class 3 [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | $ 4.84 | $ 30.82 | |
Equinox Frontier Masters Fund [Member] | |||
Investment income/(loss): | |||
Interest - net | $ 260,900 | $ 298,175 | $ 757,793 |
Total Income | 260,900 | 298,175 | 757,793 |
Expenses: | |||
Incentive Fees | 618,626 | 1,123,545 | |
Management Fees | 696,963 | 903,032 | 1,271,594 |
Service Fees | 226,790 | 309,234 | 639,244 |
Trading Fees | 579,677 | 603,389 | 1,045,459 |
Total Expenses | 2,122,056 | 2,939,200 | 2,956,297 |
Investment (loss) - net | (1,861,156) | (2,641,025) | (2,198,504) |
Realized and unrealized gain (loss) on investments: | |||
Change in fair value of investments in unconsolidated trading companies | 1,485,938 | 6,619,189 | (1,374,353) |
Net gain/(loss) on investments | 1,398,913 | 8,093,183 | (2,052,522) |
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS | (462,243) | 5,452,158 | (4,251,026) |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | (462,243) | 5,452,158 | (4,251,026) |
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS | (462,243) | 5,452,158 | (4,251,026) |
Equinox Frontier Masters Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 111,668 | (51,271) | 107,483 |
Net unrealized gain/(loss) on investments | (198,693) | 1,525,265 | (785,652) |
Equinox Frontier Masters Fund [Member] | Class 1 [Member] | |||
Expenses: | |||
Service Fees | $ 226,790 | $ 309,234 | $ 639,244 |
Equinox Frontier Masters Fund [Member] | Total Owner Class 1 [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | $ (3.74) | $ 24.78 | $ (9.28) |
Equinox Frontier Masters Fund [Member] | Total Owner Class 2 [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | (1.93) | 29.07 | $ (8.15) |
Equinox Frontier Masters Fund [Member] | Total Owner Class 3 [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | $ (1.49) | $ 27.15 | |
Equinox Frontier Long/Short Commodity Fund [Member] | |||
Investment income/(loss): | |||
Interest - net | $ 141,120 | $ 216,027 | $ 945,988 |
Total Income | 141,120 | 216,027 | 945,988 |
Expenses: | |||
Incentive Fees | 322,090 | 253,177 | |
Management Fees | 532,836 | 821,891 | 2,055,684 |
Service Fees | 109,284 | 132,136 | 307,350 |
Trading Fees | 243,193 | 280,737 | 658,060 |
Total Expenses | 1,207,403 | 1,487,941 | 3,021,094 |
Investment (loss) - net | (1,066,283) | (1,271,914) | (2,075,106) |
Realized and unrealized gain (loss) on investments: | |||
Net change in open trade equity | 961,346 | (332,329) | |
Trading commissions | (415,315) | (1,332,595) | |
Change in fair value of investments in unconsolidated trading companies | 66,041 | 1,357,919 | (676,035) |
Net gain/(loss) on investments | (391,811) | 1,582,778 | (7,300,417) |
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS | (1,458,094) | 310,864 | (9,375,523) |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | (1,458,094) | 310,864 | (9,375,523) |
Less: Operations attributable to non-controlling interests | (766,822) | (3,331,127) | |
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS | (1,458,094) | 1,077,686 | (6,044,396) |
Equinox Frontier Long/Short Commodity Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 46,795 | (36,613) | 138,776 |
Net unrealized gain/(loss) on investments | (204,014) | 1,119,787 | (731,749) |
Equinox Frontier Long/Short Commodity Fund [Member] | Futures, forwards and options [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | (2,580,860) | (3,943,031) | |
Equinox Frontier Long/Short Commodity Fund [Member] | Swap [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net unrealized gain/(loss) on investments | (300,633) | 1,176,514 | (423,454) |
Equinox Frontier Long/Short Commodity Fund [Member] | Class 1 [Member] | |||
Expenses: | |||
Service Fees | $ 109,284 | $ 132,136 | $ 307,350 |
Equinox Frontier Long/Short Commodity Fund [Member] | Total Owner Class 1a [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | $ (6.36) | $ 8.39 | $ (15.85) |
Equinox Frontier Long/Short Commodity Fund [Member] | Total Owner Class 2 [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | (6.20) | 13.04 | (20.39) |
Equinox Frontier Long/Short Commodity Fund [Member] | Total Owner Class 2a [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | (5.16) | 11.01 | (15.11) |
Equinox Frontier Long/Short Commodity Fund [Member] | Total Owner Class 3 [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | (6.20) | 13.04 | (20.39) |
Equinox Frontier Long/Short Commodity Fund [Member] | Total Owner Class 3a [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | $ (4.91) | $ 11.30 | $ (9.13) |
Equinox Frontier Balanced Fund [Member] | |||
Investment income/(loss): | |||
Interest - net | $ 29,151 | $ 27,454 | $ 280,359 |
Total Income | 29,151 | 27,454 | 280,359 |
Expenses: | |||
Incentive Fees | 1,707,167 | 3,620,437 | 1,348,994 |
Management Fees | 1,029,988 | 1,092,555 | 1,556,049 |
Service Fees | 2,113,776 | 2,027,439 | 3,292,195 |
Trading Fees | 740,451 | 694,288 | 1,153,606 |
Total Expenses | 5,591,382 | 7,434,719 | 7,350,844 |
Investment (loss) - net | (5,562,231) | (7,407,265) | (7,070,485) |
Realized and unrealized gain (loss) on investments: | |||
Net change in open trade equity | (1,623,264) | (375,319) | 2,917,532 |
Trading commissions | (461,386) | (1,140,403) | (1,768,376) |
Change in fair value of investments in unconsolidated trading companies | 6,607,271 | 6,355,205 | (10,333,444) |
Net gain/(loss) on investments | 4,329,355 | 31,862,514 | (6,490,128) |
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS | (1,232,876) | 24,455,249 | (13,560,613) |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | (1,232,876) | 24,455,247 | (13,560,613) |
Less: Operations attributable to non-controlling interests | 259,719 | 5,090,748 | 2,591,885 |
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS | (1,492,595) | 19,364,501 | (16,152,498) |
Equinox Frontier Balanced Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 411,406 | (152,688) | 362,137 |
Net unrealized gain/(loss) on investments | (1,350,252) | 4,748,522 | (2,496,948) |
Equinox Frontier Balanced Fund [Member] | Futures, forwards and options [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | (164,986) | 14,306,201 | 5,897,135 |
Equinox Frontier Balanced Fund [Member] | Swap [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | (3,554,723) | ||
Net unrealized gain/(loss) on investments | 910,566 | 8,120,996 | 2,486,559 |
Equinox Frontier Balanced Fund [Member] | Class 1 [Member] | |||
Expenses: | |||
Service Fees | $ 2,113,776 | $ 2,027,439 | $ 3,292,195 |
Equinox Frontier Balanced Fund [Member] | Total Owner Class 1 [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | $ (3.51) | $ 25.25 | $ (10.03) |
Equinox Frontier Balanced Fund [Member] | Total Owner Class 2 [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | 0.53 | 38.67 | (8.71) |
Equinox Frontier Balanced Fund [Member] | Total Owner Class 2a [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | 1.86 | 34.22 | (5.56) |
Equinox Frontier Balanced Fund [Member] | Total Owner Class 3a [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | 1.85 | 34.11 | $ (5.55) |
Equinox Frontier Balanced Fund [Member] | Total Owner Class 1AP [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | $ 0.39 | $ 30.58 | |
Equinox Frontier Select Fund [Member] | |||
Investment income/(loss): | |||
Interest - net | $ 261,102 | ||
Total Income | 261,102 | ||
Expenses: | |||
Incentive Fees | $ 158,971 | $ 363,142 | |
Management Fees | 304,539 | 496,959 | 626,553 |
Service Fees | 395,169 | 394,486 | 575,265 |
Trading Fees | 110,262 | 109,839 | 163,311 |
Total Expenses | 968,941 | 1,364,426 | 1,365,129 |
Investment (loss) - net | (968,941) | (1,364,426) | (1,104,027) |
Realized and unrealized gain (loss) on investments: | |||
Net change in open trade equity | (1,200,359) | ||
Trading commissions | (131,806) | ||
Change in fair value of investments in unconsolidated trading companies | 161,067 | 3,146,402 | 1,862,939 |
Net gain/(loss) on investments | 272,917 | 3,799,808 | 1,521,198 |
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS | (696,024) | 2,435,382 | 417,171 |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | (696,024) | 2,435,382 | 417,171 |
Less: Operations attributable to non-controlling interests | 34,600 | ||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS | (730,624) | 2,435,382 | 417,171 |
Equinox Frontier Select Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 22,783 | (25,780) | 78,233 |
Net unrealized gain/(loss) on investments | 35,623 | 679,186 | (419,974) |
Equinox Frontier Select Fund [Member] | Futures, forwards and options [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 1,385,609 | ||
Equinox Frontier Select Fund [Member] | Class 1 [Member] | |||
Expenses: | |||
Service Fees | $ 395,169 | $ 394,486 | $ 575,265 |
Equinox Frontier Select Fund [Member] | Total Owner Class 1 [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | $ (5.26) | $ 15.75 | $ 1.20 |
Equinox Frontier Select Fund [Member] | Total Owner Class 2 [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | (3.37) | 24.34 | $ 4.59 |
Equinox Frontier Select Fund [Member] | Total Owner Class 1AP [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | $ (2.54) | $ 21.29 | |
Equinox Frontier Winton Fund [Member] | |||
Investment income/(loss): | |||
Interest - net | $ 28 | $ 55 | $ 283,863 |
Total Income | 28 | 55 | 283,863 |
Expenses: | |||
Incentive Fees | 715,409 | 1,800,488 | 128,097 |
Management Fees | 1,199,380 | 1,172,990 | 1,062,550 |
Service Fees | 764,354 | 724,365 | 857,710 |
Trading Fees | 288,023 | 263,069 | 292,162 |
Total Expenses | 2,967,166 | 3,960,912 | 2,340,519 |
Investment (loss) - net | (2,967,138) | (3,960,857) | (2,056,656) |
Realized and unrealized gain (loss) on investments: | |||
Net change in open trade equity | (2,127,402) | ||
Trading commissions | (45,180) | ||
Change in fair value of investments in unconsolidated trading companies | 557,550 | 10,414,573 | 5,590,566 |
Net gain/(loss) on investments | 1,380,625 | 12,603,511 | 4,790,126 |
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS | (1,586,513) | 8,642,654 | 2,733,470 |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | (1,586,513) | 8,642,654 | 2,733,470 |
Less: Operations attributable to non-controlling interests | 574,125 | ||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS | (2,160,638) | 8,642,654 | 2,733,470 |
Equinox Frontier Winton Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 230,502 | (59,132) | 115,236 |
Net unrealized gain/(loss) on investments | (600,814) | 2,248,070 | (915,676) |
Equinox Frontier Winton Fund [Member] | Futures, forwards and options [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 3,365,969 | ||
Equinox Frontier Winton Fund [Member] | Class 1 [Member] | |||
Expenses: | |||
Service Fees | $ 764,354 | $ 724,365 | $ 857,710 |
Equinox Frontier Winton Fund [Member] | Total Owner Class 1 [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | $ (11.78) | $ 36.36 | $ 8.86 |
Equinox Frontier Winton Fund [Member] | Total Owner Class 2 [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | (8.72) | 52.06 | $ 15.87 |
Equinox Frontier Winton Fund [Member] | Total Owner Class 1AP [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | $ (6.87) | $ 39.25 | |
Equinox Frontier Heritage Fund [Member] | |||
Investment income/(loss): | |||
Interest - net | $ 1 | $ 1 | $ 109,122 |
Total Income | 1 | 1 | 109,122 |
Expenses: | |||
Incentive Fees | 132,676 | 370,450 | 15,411 |
Management Fees | 280,570 | 327,702 | 366,837 |
Service Fees | 287,946 | 270,399 | 423,800 |
Trading Fees | 96,359 | 88,113 | 132,205 |
Total Expenses | 797,551 | 1,056,664 | 938,253 |
Investment (loss) - net | (797,550) | (1,056,663) | (829,131) |
Realized and unrealized gain (loss) on investments: | |||
Change in fair value of investments in unconsolidated trading companies | 220,267 | 2,137,441 | 2,207,133 |
Net gain/(loss) on investments | 555,165 | 4,838,618 | 2,516,149 |
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS | (242,385) | 3,781,955 | 1,687,018 |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | (242,385) | 3,781,955 | 1,687,018 |
Less: Operations attributable to non-controlling interests | 208,163 | 969,107 | 264,017 |
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS | (450,548) | 2,812,848 | 1,423,001 |
Equinox Frontier Heritage Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 52,675 | (19,370) | 50,795 |
Net unrealized gain/(loss) on investments | (137,580) | 615,266 | (333,572) |
Equinox Frontier Heritage Fund [Member] | Swap [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net unrealized gain/(loss) on investments | 419,803 | 2,105,281 | 591,793 |
Equinox Frontier Heritage Fund [Member] | Class 1 [Member] | |||
Expenses: | |||
Service Fees | $ 287,946 | $ 270,399 | $ 423,800 |
Equinox Frontier Heritage Fund [Member] | Total Owner Class 1 [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | $ (6.01) | $ 28.23 | $ 7.50 |
Equinox Frontier Heritage Fund [Member] | Total Owner Class 2 [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | (3.02) | 42.35 | $ 13.54 |
Equinox Frontier Heritage Fund [Member] | Total Owner Class 1AP [Member] | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | |||
NET INCREASE/(DECREASE) IN CAPITAL RESULTING FROM OPERATIONS ATTRIBUTABLE TO CONTROLLING INTERESTS PER UNIT | $ (2.26) | $ 33.13 | |
Frontier Trading Company I LLC [Member] | |||
Investment income/(loss): | |||
Interest - net | $ (21,709) | $ (22,159) | $ (33,683) |
Total Income | (21,709) | (22,159) | (33,683) |
Realized and unrealized gain (loss) on investments: | |||
Net change in open trade equity | (1,192,808) | 52,362 | 2,385,268 |
Trading commissions | (816,237) | (661,478) | (944,447) |
Net gain/(loss) on investments | 9,648,212 | 18,188,067 | 1,849,381 |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | 9,626,503 | 18,165,908 | 1,815,698 |
Frontier Trading Company I LLC [Member] | Futures, forwards and options [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 11,657,257 | 18,797,183 | 1,556,190 |
Frontier Trading Company I LLC [Member] | Swap [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | (1,646,391) | ||
Net unrealized gain/(loss) on investments | 498,761 | ||
Frontier Trading Company II LLC [Member] | |||
Investment income/(loss): | |||
Interest - net | 2,691 | 5,359 | 13,793 |
Total Income | 2,691 | 5,359 | 13,793 |
Realized and unrealized gain (loss) on investments: | |||
Net change in open trade equity | (2,873,705) | (848,009) | 2,821,855 |
Trading commissions | (106,923) | (123,412) | (137,713) |
Net gain/(loss) on investments | 3,939,706 | 21,523,581 | 13,867,757 |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | 3,942,397 | 21,528,940 | 13,881,550 |
Frontier Trading Company II LLC [Member] | Futures, forwards and options [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 6,920,334 | 22,495,002 | 11,183,615 |
Frontier Trading Company V LLC [Member] | |||
Investment income/(loss): | |||
Interest - net | 3,653 | ||
Total Income | 3,653 | ||
Realized and unrealized gain (loss) on investments: | |||
Net change in open trade equity | (1,311,171) | ||
Trading commissions | (54,478) | ||
Net gain/(loss) on investments | 4,544,566 | ||
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | 4,548,219 | ||
Frontier Trading Company V LLC [Member] | Futures, forwards and options [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 5,910,215 | ||
Frontier Trading Company VII, LLC [Member] | |||
Investment income/(loss): | |||
Interest - net | (1,377) | (1,858) | (1,027) |
Total Income | (1,377) | (1,858) | (1,027) |
Realized and unrealized gain (loss) on investments: | |||
Net change in open trade equity | (12,031,602) | 3,660,410 | 3,615,447 |
Trading commissions | (1,081,917) | (1,264,512) | (1,299,787) |
Net gain/(loss) on investments | 4,222,090 | (556,160) | (4,746,848) |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | 4,220,713 | (558,018) | (4,747,875) |
Frontier Trading Company VII, LLC [Member] | Futures, forwards and options [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 17,335,609 | (2,952,058) | (7,062,508) |
Frontier Trading Company XIV, LLC [Member] | |||
Investment income/(loss): | |||
Interest - net | (257) | (16,316) | (28,719) |
Total Income | (257) | (16,316) | (28,719) |
Realized and unrealized gain (loss) on investments: | |||
Net change in open trade equity | (990,384) | 318,685 | 2,826,621 |
Trading commissions | (123,168) | (909,921) | (1,722,600) |
Net gain/(loss) on investments | (985,354) | 4,560,641 | (24,829,908) |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | (985,611) | 4,544,325 | (24,858,627) |
Frontier Trading Company XIV, LLC [Member] | Futures, forwards and options [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 128,198 | 5,151,877 | (25,933,929) |
Frontier Trading Company XV, LLC [Member] | |||
Investment income/(loss): | |||
Interest - net | 833 | (2,617) | 6,275 |
Total Income | 833 | (2,617) | 6,275 |
Realized and unrealized gain (loss) on investments: | |||
Net change in open trade equity | (1,196,577) | (2,428,123) | 3,884,007 |
Trading commissions | (131,746) | (351,072) | (490,081) |
Net gain/(loss) on investments | 56,934 | 2,879,673 | 2,748,962 |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | 57,767 | 2,877,056 | 2,755,237 |
Frontier Trading Company XV, LLC [Member] | Futures, forwards and options [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 1,385,257 | 4,680,757 | (166,464) |
Frontier Trading Company XV, LLC [Member] | Swap [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net unrealized gain/(loss) on investments | 978,111 | (478,500) | |
Frontier Trading Company XVII LLC [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net gain/(loss) on investments | (162,487) | ||
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | (162,487) | ||
Frontier Trading Company XVII LLC [Member] | Swap [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | (1,908,743) | ||
Net unrealized gain/(loss) on investments | 1,746,256 | ||
Frontier Trading Company XVIII, LLC [Member] | |||
Investment income/(loss): | |||
Interest - net | (2,700) | ||
Total Income | (2,700) | ||
Realized and unrealized gain (loss) on investments: | |||
Net change in open trade equity | (85,660) | ||
Trading commissions | (32,805) | ||
Net gain/(loss) on investments | (861,103) | ||
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | (863,803) | ||
Frontier Trading Company XVIII, LLC [Member] | Futures, forwards and options [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | (742,638) | ||
Frontier Trading Company XXIII, LLC [Member] | |||
Investment income/(loss): | |||
Interest - net | (17,219) | (12,365) | (12,167) |
Total Income | (17,219) | (12,365) | (12,167) |
Realized and unrealized gain (loss) on investments: | |||
Net change in open trade equity | (921,311) | 825,760 | (163,336) |
Trading commissions | (208,033) | (164,440) | (138,205) |
Net gain/(loss) on investments | 853,335 | 7,490,667 | (1,476,491) |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | 836,116 | 7,478,302 | (1,488,658) |
Frontier Trading Company XXIII, LLC [Member] | Futures, forwards and options [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | 1,982,679 | 6,829,347 | (1,174,950) |
Frontier Trading Company XXIX, LLC [Member] | |||
Investment income/(loss): | |||
Interest - net | (751) | 23 | |
Total Income | (751) | 23 | |
Realized and unrealized gain (loss) on investments: | |||
Net change in open trade equity | 284,591 | (279,840) | |
Trading commissions | (60,831) | (8,380) | |
Net gain/(loss) on investments | (1,588,148) | (598,478) | |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | (1,588,899) | (598,455) | |
Frontier Trading Company XXIX, LLC [Member] | Futures, forwards and options [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | (1,811,908) | (310,258) | |
Frontier Trading Company XXXIV, LLC [Member] | |||
Investment income/(loss): | |||
Interest - net | (3,610) | (6,498) | |
Total Income | (3,610) | (6,498) | |
Realized and unrealized gain (loss) on investments: | |||
Trading commissions | (69,341) | (141,075) | |
Net gain/(loss) on investments | 377,623 | 5,919,377 | 526,168 |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | 374,013 | 5,912,879 | 526,168 |
Frontier Trading Company XXXIV, LLC [Member] | Futures, forwards and options [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | (463,603) | (2,060,335) | |
Frontier Trading Company XXXIV, LLC [Member] | Swap [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net unrealized gain/(loss) on investments | 910,567 | 8,120,787 | 526,168 |
Frontier Trading Company XXXV, LLC [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net gain/(loss) on investments | 2,115,441 | 3,132,777 | 37,632 |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | 2,115,441 | 3,132,777 | 37,632 |
Frontier Trading Company XXXV, LLC [Member] | Swap [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net unrealized gain/(loss) on investments | 2,115,441 | 3,132,777 | 37,632 |
Frontier Trading Company XXXVII, LLC [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net gain/(loss) on investments | (300,633) | 1,176,515 | (423,455) |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | (300,633) | 1,176,515 | (423,455) |
Frontier Trading Company XXXVII, LLC [Member] | Swap [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net unrealized gain/(loss) on investments | (300,633) | 1,176,515 | (423,455) |
Frontier Trading Company XXXVIII, LLC [Member] | |||
Investment income/(loss): | |||
Interest - net | (1,607) | (2,576) | (430) |
Total Income | (1,607) | (2,576) | (430) |
Realized and unrealized gain (loss) on investments: | |||
Net change in open trade equity | (1,064,164) | (2,151,473) | 3,520,515 |
Trading commissions | (143,158) | (204,324) | (38,979) |
Net gain/(loss) on investments | (3,623,381) | (739,272) | 3,605,709 |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | (3,624,988) | (741,848) | 3,605,279 |
Frontier Trading Company XXXVIII, LLC [Member] | Futures, forwards and options [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net realized gain/(loss) on investments | (2,416,059) | 1,616,525 | 124,173 |
Frontier Trading Company XXXIX, LLC [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Trading commissions | (3,500) | (3,500) | |
Net gain/(loss) on investments | 419,803 | 2,105,282 | (564,816) |
NET INCREASE/(DECREASE) IN MEMBERS' EQUITY RESULTING FROM OPERATIONS | 419,803 | 2,105,282 | (564,816) |
Frontier Trading Company XXXIX, LLC [Member] | Swap [Member] | |||
Realized and unrealized gain (loss) on investments: | |||
Net unrealized gain/(loss) on investments | $ 419,803 | $ 2,108,782 | $ (561,316) |
Statements of Changes in Owners
Statements of Changes in Owners' Capital - USD ($) | 12 Months Ended | ||||||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | |||||
Owners' Capital, Beginning balance | $ 270,206,309 | $ 301,022,295 | $ 519,985,723 | ||||
Sale of Units | 19,606,202 | 15,680,418 | 12,759,056 | ||||
Redemption of Units | (46,670,773) | (100,568,391) | (200,593,055) | ||||
Payment made by the Managing Owner | 1,211,610 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | (4,169,049) | 54,071,987 | (31,129,429) | ||||
Owners' Capital, Ending balance | 240,184,299 | 270,206,309 | 301,022,295 | ||||
Managing Owner [Member] | |||||||
Owners' Capital, Beginning balance | 5,672,261 | 4,801,516 | 6,287,766 | ||||
Sale of Units | 23,159 | 586,202 | |||||
Redemption of Units | (317,674) | (1,586,194) | |||||
Net increase/(decrease) in Owners' Capital resulting from operations | 125,894 | 1,165,260 | (486,258) | ||||
Owners' Capital, Ending balance | 5,798,155 | 5,672,261 | 4,801,516 | ||||
Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | 264,534,048 | 296,220,779 | 513,697,957 | ||||
Sale of Units | 19,606,202 | 15,657,259 | 12,172,854 | ||||
Redemption of Units | (46,670,773) | (100,250,717) | (199,006,861) | ||||
Payment made by the Managing Owner | 1,211,610 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | (4,294,943) | 52,906,727 | (30,643,171) | ||||
Owners' Capital, Ending balance | 234,386,144 | 264,534,048 | 296,220,779 | ||||
Equinox Frontier Diversified Fund [Member] | |||||||
Owners' Capital, Beginning balance | 72,425,376 | 63,459,038 | 115,181,572 | ||||
Sale of Units | 12,533,210 | 7,283,926 | 7,171,899 | ||||
Redemption of Units | (19,555,894) | (25,023,064) | (49,626,969) | ||||
Change in control of ownership-Trading Companies | (16,894,354) | 5,601,517 | |||||
Payment made by the Managing Owner | 144,349 | ||||||
Operations attributable to non-controlling interests | 4,476,587 | 6,816,250 | |||||
Net increase/(decrease) in Owners' Capital resulting from operations | 2,585,692 | 14,287,705 | (9,267,464) | ||||
Owners' Capital, Ending balance | 55,714,966 | 72,425,376 | $ 63,459,038 | ||||
Owners' Capital - Units, Beginning balance | 275 | ||||||
Owners' Capital - Units, Redemption of Units | (275) | ||||||
Equinox Frontier Diversified Fund [Member] | Non-Controlling Interests [Member] | |||||||
Owners' Capital, Beginning balance | 12,417,767 | ||||||
Change in control of ownership-Trading Companies | (16,894,354) | 5,601,517 | |||||
Operations attributable to non-controlling interests | $ 4,476,587 | 6,816,250 | |||||
Owners' Capital, Ending balance | 12,417,767 | ||||||
Equinox Frontier Diversified Fund [Member] | Scenario, Adjustment [Member] | |||||||
Net increase/(decrease) in Owners' Capital resulting from operations | $ 14,287,709 | ||||||
Equinox Frontier Diversified Fund [Member] | Class 1 [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | $ 113.09 | [1] | $ 87.10 | [1] | $ 94.40 | |
Net asset value per unit, Ending balance | [2] | 115.52 | $ 113.09 | [1] | $ 87.10 | [1] | |
Equinox Frontier Diversified Fund [Member] | Class 1 [Member] | Managing Owner [Member] | |||||||
Owners' Capital, Beginning balance | $ 23,953 | $ 25,959 | |||||
Redemption of Units | (23,159) | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | $ (794) | (2,006) | |||||
Owners' Capital, Ending balance | $ 23,953 | ||||||
Owners' Capital - Units, Beginning balance | 275 | ||||||
Owners' Capital - Units, Sale of Units | (275) | ||||||
Net asset value per unit, Beginning balance | [3] | 113.09 | $ 87.10 | $ 94.40 | |||
Change in net asset value per unit for the period | [3] | 2.43 | 25.99 | (7.30) | |||
Net asset value per unit, Ending balance | [3] | $ 115.52 | $ 113.09 | $ 87.10 | |||
Equinox Frontier Diversified Fund [Member] | Class 1 [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 19,195,036 | $ 28,720,094 | $ 58,973,977 | ||||
Sale of Units | 1,849,550 | 954,684 | 1,513,497 | ||||
Redemption of Units | (10,085,317) | (14,916,417) | (26,569,016) | ||||
Payment made by the Managing Owner | 47,134 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | 807,831 | 4,436,675 | (5,198,364) | ||||
Owners' Capital, Ending balance | $ 11,814,234 | $ 19,195,036 | $ 28,720,094 | ||||
Owners' Capital - Units, Beginning balance | 169,725 | 329,730 | 624,740 | ||||
Owners' Capital - Units, Sale of Units | 15,495 | 10,369 | 16,810 | ||||
Owners' Capital - Units, Redemption of Units | (82,951) | (170,374) | (311,820) | ||||
Owners' Capital - Units, Ending balance | 102,269 | 169,725 | 329,730 | ||||
Net asset value per unit, Beginning balance | [3] | $ 113.09 | $ 87.10 | $ 94.40 | |||
Change in net asset value per unit for the period | [3] | 2.43 | 25.99 | (7.30) | |||
Net asset value per unit, Ending balance | [3] | 115.52 | 113.09 | 87.10 | |||
Equinox Frontier Diversified Fund [Member] | Class 2 [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | 124.67 | [1] | 94.35 | [1] | 100.48 | |
Net asset value per unit, Ending balance | [2] | $ 129.60 | $ 124.67 | [1] | $ 94.35 | [1] | |
Equinox Frontier Diversified Fund [Member] | Class 2 [Member] | Managing Owner [Member] | |||||||
Owners' Capital, Beginning balance | $ 2,516,879 | $ 1,904,782 | $ 1,436,973 | ||||
Sale of Units | 500,000 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | 99,379 | 612,097 | (32,191) | ||||
Owners' Capital, Ending balance | $ 2,616,258 | $ 2,516,879 | $ 1,904,782 | ||||
Owners' Capital - Units, Beginning balance | 20,188 | 20,188 | 14,301 | ||||
Owners' Capital - Units, Sale of Units | 5,887 | ||||||
Owners' Capital - Units, Ending balance | 20,188 | 20,188 | 20,188 | ||||
Net asset value per unit, Beginning balance | [3] | $ 124.67 | $ 94.35 | $ 100.48 | |||
Change in net asset value per unit for the period | [3] | 4.93 | 30.32 | (6.13) | |||
Net asset value per unit, Ending balance | [3] | $ 129.60 | $ 124.67 | $ 94.35 | |||
Equinox Frontier Diversified Fund [Member] | Class 2 [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 32,707,413 | $ 32,810,209 | $ 54,744,663 | ||||
Sale of Units | 4,193,326 | 695,759 | 5,158,402 | ||||
Redemption of Units | (6,595,532) | (8,646,009) | (23,057,953) | ||||
Payment made by the Managing Owner | 82,416 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | 1,629,219 | 7,847,454 | (4,034,903) | ||||
Owners' Capital, Ending balance | $ 32,016,842 | $ 32,707,413 | $ 32,810,209 | ||||
Owners' Capital - Units, Beginning balance | 262,346 | 347,739 | 544,826 | ||||
Owners' Capital - Units, Sale of Units | 31,914 | 6,902 | 55,925 | ||||
Owners' Capital - Units, Redemption of Units | (47,208) | (92,295) | (253,012) | ||||
Owners' Capital - Units, Ending balance | 247,052 | 262,346 | 347,739 | ||||
Net asset value per unit, Beginning balance | [3] | $ 124.67 | $ 94.35 | $ 100.48 | |||
Change in net asset value per unit for the period | [3] | 4.93 | 30.32 | (6.13) | |||
Net asset value per unit, Ending balance | [3] | 129.60 | 124.67 | 94.35 | |||
Equinox Frontier Diversified Fund [Member] | Class 3 [Member] | |||||||
Net asset value per unit, Beginning balance | [1],[2] | 115.03 | 84.21 | ||||
Net asset value per unit, Ending balance | [2] | $ 119.87 | $ 115.03 | [1] | 84.21 | [1] | |
Equinox Frontier Diversified Fund [Member] | Class 3 [Member] | Managing Owner [Member] | |||||||
Owners' Capital, Beginning balance | $ 31,632 | ||||||
Sale of Units | $ 23,159 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | 1,332 | 8,473 | |||||
Owners' Capital, Ending balance | $ 32,964 | $ 31,632 | |||||
Owners' Capital - Units, Beginning balance | 275 | ||||||
Owners' Capital - Units, Sale of Units | 275 | ||||||
Owners' Capital - Units, Ending balance | 275 | 275 | |||||
Net asset value per unit, Beginning balance | [3] | $ 115.03 | $ 84.21 | ||||
Change in net asset value per unit for the period | [3] | 4.84 | 30.82 | ||||
Net asset value per unit, Ending balance | [3] | $ 119.87 | $ 115.03 | 84.21 | |||
Equinox Frontier Diversified Fund [Member] | Class 3 [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 5,556,649 | ||||||
Sale of Units | 6,490,334 | $ 5,610,324 | |||||
Redemption of Units | (2,875,045) | (1,437,479) | |||||
Payment made by the Managing Owner | 14,799 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | 47,931 | 1,383,804 | |||||
Owners' Capital, Ending balance | $ 9,234,668 | $ 5,556,649 | |||||
Owners' Capital - Units, Beginning balance | 48,308 | ||||||
Owners' Capital - Units, Sale of Units | 51,978 | 62,999 | |||||
Owners' Capital - Units, Redemption of Units | (23,245) | (14,691) | |||||
Owners' Capital - Units, Ending balance | 77,041 | 48,308 | |||||
Net asset value per unit, Beginning balance | [3] | $ 115.03 | $ 84.21 | ||||
Change in net asset value per unit for the period | [3] | 4.84 | 30.82 | ||||
Net asset value per unit, Ending balance | [3] | $ 119.87 | $ 115.03 | $ 84.21 | |||
Equinox Frontier Masters Fund [Member] | |||||||
Owners' Capital, Beginning balance | $ 25,707,854 | $ 33,770,784 | $ 51,486,158 | ||||
Sale of Units | 6,086,949 | 5,659,806 | 3,724,651 | ||||
Redemption of Units | (8,504,261) | (19,174,894) | (17,188,999) | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | (462,243) | 5,452,158 | (4,251,026) | ||||
Owners' Capital, Ending balance | $ 22,828,299 | $ 25,707,854 | $ 33,770,784 | ||||
Equinox Frontier Masters Fund [Member] | Class 1 [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | $ 116.61 | $ 91.83 | $ 101.11 | |||
Net asset value per unit, Ending balance | [2] | $ 112.87 | $ 116.61 | $ 91.83 | |||
Equinox Frontier Masters Fund [Member] | Class 1 [Member] | Managing Owner [Member] | |||||||
Owners' Capital, Beginning balance | $ 27,804 | ||||||
Redemption of Units | (24,204) | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | $ (3,600) | ||||||
Owners' Capital - Units, Beginning balance | 101,632 | 251,718 | 341,974 | ||||
Owners' Capital - Units, Sale of Units | 17,886 | 5,990 | 29,925 | ||||
Owners' Capital - Units, Redemption of Units | (45,771) | (156,076) | (120,181) | ||||
Owners' Capital - Units, Ending balance | 73,747 | 101,632 | 251,718 | ||||
Net asset value per unit, Beginning balance | [3] | $ 116.61 | $ 91.83 | $ 101.11 | |||
Change in net asset value per unit for the period | [3] | (3.74) | 24.78 | (9.28) | |||
Net asset value per unit, Ending balance | [3] | $ 112.87 | $ 116.61 | $ 91.83 | |||
Equinox Frontier Masters Fund [Member] | Class 1 [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 11,850,911 | $ 23,115,495 | $ 34,575,695 | ||||
Sale of Units | 2,092,649 | 574,921 | 2,886,992 | ||||
Redemption of Units | (5,299,823) | (14,142,871) | (11,232,717) | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | (319,937) | 2,303,366 | (3,114,475) | ||||
Owners' Capital, Ending balance | $ 8,323,800 | $ 11,850,911 | $ 23,115,495 | ||||
Owners' Capital - Units, Beginning balance | 5,627 | 5,627 | 5,627 | ||||
Owners' Capital - Units, Ending balance | 5,627 | 5,627 | 5,627 | ||||
Net asset value per unit, Beginning balance | [3] | $ 116.61 | $ 91.83 | $ 101.11 | |||
Change in net asset value per unit for the period | [3] | (3.74) | 24.78 | (9.28) | |||
Net asset value per unit, Ending balance | [3] | 112.87 | 116.61 | 91.83 | |||
Equinox Frontier Masters Fund [Member] | Class 2 [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | 128.53 | 99.46 | 107.61 | |||
Net asset value per unit, Ending balance | [2] | $ 126.60 | $ 128.53 | $ 99.46 | |||
Equinox Frontier Masters Fund [Member] | Class 2 [Member] | Managing Owner [Member] | |||||||
Owners' Capital, Beginning balance | $ 723,207 | $ 559,668 | $ 605,508 | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | (10,816) | 163,539 | (45,840) | ||||
Owners' Capital, Ending balance | $ 712,391 | $ 723,207 | $ 559,668 | ||||
Owners' Capital - Units, Beginning balance | 63,376 | 98,997 | 151,262 | ||||
Owners' Capital - Units, Sale of Units | 1,377 | 364 | 5,701 | ||||
Owners' Capital - Units, Redemption of Units | (8,033) | (35,985) | (57,966) | ||||
Owners' Capital - Units, Ending balance | 56,720 | 63,376 | 98,997 | ||||
Net asset value per unit, Beginning balance | [3] | $ 128.53 | $ 99.46 | $ 107.61 | |||
Change in net asset value per unit for the period | [3] | (1.93) | 29.07 | (8.15) | |||
Net asset value per unit, Ending balance | [3] | $ 126.60 | $ 128.53 | $ 99.46 | |||
Equinox Frontier Masters Fund [Member] | Class 2 [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 8,145,536 | $ 9,846,494 | $ 16,277,151 | ||||
Sale of Units | 174,300 | 35,000 | 599,084 | ||||
Redemption of Units | (1,041,711) | (3,624,212) | (5,932,078) | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | (97,158) | 1,888,254 | (1,097,663) | ||||
Owners' Capital, Ending balance | $ 7,180,967 | $ 8,145,536 | $ 9,846,494 | ||||
Owners' Capital - Units, Beginning balance | 275 | 275 | |||||
Owners' Capital - Units, Sale of Units | 275 | ||||||
Owners' Capital - Units, Ending balance | 275 | 275 | 275 | ||||
Net asset value per unit, Beginning balance | [3] | $ 128.53 | $ 99.46 | $ 107.61 | |||
Change in net asset value per unit for the period | [3] | (1.93) | 29.07 | (8.15) | |||
Net asset value per unit, Ending balance | [3] | 126.60 | 128.53 | 99.46 | |||
Equinox Frontier Masters Fund [Member] | Class 3 [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | 119.06 | 91.91 | 88.01 | |||
Net asset value per unit, Ending balance | [2] | $ 117.57 | $ 119.06 | $ 91.91 | |||
Equinox Frontier Masters Fund [Member] | Class 3 [Member] | Managing Owner [Member] | |||||||
Owners' Capital, Beginning balance | $ 32,741 | $ 223,853 | |||||
Sale of Units | $ 214,371 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | (409) | (191,112) | 9,482 | ||||
Owners' Capital, Ending balance | $ 32,332 | $ 32,741 | $ 223,853 | ||||
Owners' Capital - Units, Beginning balance | 41,622 | 2,436 | |||||
Owners' Capital - Units, Sale of Units | 32,012 | 53,790 | 2,436 | ||||
Owners' Capital - Units, Redemption of Units | (17,679) | (14,604) | |||||
Owners' Capital - Units, Ending balance | 55,955 | 41,622 | 2,436 | ||||
Net asset value per unit, Beginning balance | [3] | $ 119.06 | $ 91.91 | $ 88.01 | |||
Change in net asset value per unit for the period | [3] | (1.49) | 27.15 | 3.90 | |||
Net asset value per unit, Ending balance | [3] | $ 117.57 | $ 119.06 | $ 91.91 | |||
Equinox Frontier Masters Fund [Member] | Class 3 [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 4,955,459 | $ 25,274 | |||||
Sale of Units | 3,820,000 | 5,049,885 | $ 24,204 | ||||
Redemption of Units | (2,162,727) | (1,407,811) | |||||
Net increase/(decrease) in Owners' Capital resulting from operations | (33,923) | 1,288,111 | 1,070 | ||||
Owners' Capital, Ending balance | $ 6,578,809 | $ 4,955,459 | $ 25,274 | ||||
Net asset value per unit, Beginning balance | [3] | $ 119.06 | $ 91.91 | $ 88.01 | |||
Change in net asset value per unit for the period | [3] | (1.49) | 27.15 | 3.90 | |||
Net asset value per unit, Ending balance | [3] | $ 117.57 | $ 119.06 | $ 91.91 | |||
Equinox Frontier Long/Short Commodity Fund [Member] | |||||||
Owners' Capital, Beginning balance | $ 16,616,919 | $ 28,334,138 | $ 61,352,164 | ||||
Sale of Units | 512,199 | 622,461 | 1,294,955 | ||||
Redemption of Units | (3,485,335) | (10,188,324) | (26,670,944) | ||||
Change in control of ownership-Trading Companies | (3,229,042) | 168,081 | |||||
Contributions | 6,938,123 | ||||||
Distributions | (5,372,718) | ||||||
Payment made by the Managing Owner | 907,162 | ||||||
Operations attributable to non-controlling interests | (766,822) | (3,331,127) | |||||
Net increase/(decrease) in Owners' Capital resulting from operations | (1,458,094) | 1,077,686 | (6,044,396) | ||||
Owners' Capital, Ending balance | $ 13,092,851 | 16,616,919 | 28,334,138 | ||||
Equinox Frontier Long/Short Commodity Fund [Member] | Non-Controlling Interests [Member] | |||||||
Owners' Capital, Beginning balance | 3,229,042 | 4,826,683 | |||||
Change in control of ownership-Trading Companies | (2,462,220) | 168,081 | |||||
Contributions | 6,938,123 | ||||||
Distributions | (5,372,718) | ||||||
Operations attributable to non-controlling interests | $ (766,822) | (3,331,127) | |||||
Owners' Capital, Ending balance | $ 3,229,042 | ||||||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 2 [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | $ 138.30 | $ 125.26 | [4] | $ 145.65 | [4] | |
Net asset value per unit, Ending balance | [2] | $ 132.10 | $ 138.30 | $ 125.26 | [4] | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 2 [Member] | Managing Owner [Member] | |||||||
Owners' Capital, Beginning balance | $ 426,377 | $ 386,171 | $ 449,011 | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | (19,122) | 40,206 | (62,840) | ||||
Owners' Capital, Ending balance | $ 407,255 | $ 426,377 | $ 386,171 | ||||
Owners' Capital - Units, Beginning balance | 3,083 | 3,083 | 3,083 | ||||
Owners' Capital - Units, Ending balance | 3,083 | 3,083 | 3,083 | ||||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 2 [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 820,104 | $ 2,985,627 | $ 6,449,774 | ||||
Redemption of Units | (226,318) | (2,130,879) | (2,799,533) | ||||
Payment made by the Managing Owner | 69,364 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | (76,805) | (34,644) | (664,614) | ||||
Owners' Capital, Ending balance | $ 586,345 | $ 820,104 | $ 2,985,627 | ||||
Owners' Capital - Units, Beginning balance | 5,930 | 23,835 | 44,284 | ||||
Owners' Capital - Units, Redemption of Units | (1,491) | (17,905) | (20,449) | ||||
Owners' Capital - Units, Ending balance | 4,439 | 5,930 | 23,835 | ||||
Net asset value per unit, Beginning balance | $ 138.30 | $ 125.26 | $ 145.65 | ||||
Change in net asset value per unit for the period | (6.20) | 13.04 | (20.39) | ||||
Net asset value per unit, Ending balance | 132.10 | 138.30 | 125.26 | ||||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 3 [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | 138.34 | 125.30 | [4] | 145.69 | [4] | |
Net asset value per unit, Ending balance | [2] | $ 132.14 | $ 138.34 | $ 125.30 | [4] | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 3 [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 7,233,099 | $ 9,619,596 | $ 19,761,047 | ||||
Redemption of Units | (1,101,195) | (2,978,679) | (8,155,026) | ||||
Payment made by the Managing Owner | 397,940 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | (623,175) | 592,182 | (1,986,425) | ||||
Owners' Capital, Ending balance | $ 5,906,669 | $ 7,233,099 | $ 9,619,596 | ||||
Owners' Capital - Units, Beginning balance | 52,285 | 76,774 | 135,642 | ||||
Owners' Capital - Units, Redemption of Units | (7,583) | (24,489) | (58,868) | ||||
Owners' Capital - Units, Ending balance | 44,702 | 52,285 | 76,774 | ||||
Net asset value per unit, Beginning balance | $ 138.34 | $ 125.30 | $ 145.69 | ||||
Change in net asset value per unit for the period | (6.20) | 13.04 | (20.39) | ||||
Net asset value per unit, Ending balance | 132.14 | 138.34 | 125.30 | ||||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 1a [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | 101.12 | 92.73 | [4] | 108.58 | [4] | |
Net asset value per unit, Ending balance | [2] | 94.76 | 101.12 | $ 92.73 | [4] | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 1a [Member] | Managing Owner [Member] | |||||||
Owners' Capital, Beginning balance | $ 12,732 | ||||||
Redemption of Units | (11,990) | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | $ (742) | ||||||
Owners' Capital - Units, Beginning balance | 117 | ||||||
Owners' Capital - Units, Redemption of Units | (117) | ||||||
Net asset value per unit, Beginning balance | [3] | 101.12 | 92.73 | $ 108.58 | |||
Change in net asset value per unit for the period | [3] | (6.36) | 8.39 | (15.85) | |||
Net asset value per unit, Ending balance | [3] | $ 94.76 | $ 101.12 | $ 92.73 | |||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 1a [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 5,776,906 | $ 8,752,826 | $ 18,970,806 | ||||
Sale of Units | 67,800 | 107,716 | 732,853 | ||||
Redemption of Units | (1,587,283) | (3,407,382) | (8,669,037) | ||||
Payment made by the Managing Owner | 312,393 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | (516,062) | 323,746 | (2,281,796) | ||||
Owners' Capital, Ending balance | $ 4,053,754 | $ 5,776,906 | $ 8,752,826 | ||||
Owners' Capital - Units, Beginning balance | 57,130 | 94,391 | 174,713 | ||||
Owners' Capital - Units, Sale of Units | 648 | 1,292 | 6,946 | ||||
Owners' Capital - Units, Redemption of Units | (15,000) | (38,553) | (87,268) | ||||
Owners' Capital - Units, Ending balance | 42,778 | 57,130 | 94,391 | ||||
Net asset value per unit, Beginning balance | [3] | $ 101.12 | $ 92.73 | $ 108.58 | |||
Change in net asset value per unit for the period | [3] | (6.36) | 8.39 | (15.85) | |||
Net asset value per unit, Ending balance | [3] | 94.76 | 101.12 | 92.73 | |||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 2a [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | 111.35 | 100.34 | [4] | 115.45 | [4] | |
Net asset value per unit, Ending balance | [2] | $ 106.19 | $ 111.35 | $ 100.34 | [4] | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 2a [Member] | Managing Owner [Member] | |||||||
Owners' Capital, Beginning balance | $ 247,434 | $ 222,971 | $ 256,560 | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | (11,463) | 24,463 | (33,589) | ||||
Owners' Capital, Ending balance | $ 235,971 | $ 247,434 | $ 222,971 | ||||
Owners' Capital - Units, Beginning balance | 2,222 | 2,222 | 2,222 | ||||
Owners' Capital - Units, Ending balance | 2,222 | 2,222 | 2,222 | ||||
Net asset value per unit, Beginning balance | [3] | $ 111.35 | $ 100.34 | $ 115.45 | |||
Change in net asset value per unit for the period | [3] | (5.16) | 11.01 | (15.11) | |||
Net asset value per unit, Ending balance | [3] | $ 106.19 | $ 111.35 | $ 100.34 | |||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 2a [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 1,455,117 | $ 2,880,434 | $ 10,625,551 | ||||
Sale of Units | 29,300 | 251,400 | |||||
Redemption of Units | (402,748) | (1,485,154) | (6,987,180) | ||||
Payment made by the Managing Owner | 90,860 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | (120,835) | 59,837 | (1,009,337) | ||||
Owners' Capital, Ending balance | $ 1,051,694 | $ 1,455,117 | $ 2,880,434 | ||||
Owners' Capital - Units, Beginning balance | 13,069 | 28,708 | 92,035 | ||||
Owners' Capital - Units, Sale of Units | 276 | 2,208 | |||||
Owners' Capital - Units, Redemption of Units | (3,440) | (15,639) | (65,535) | ||||
Owners' Capital - Units, Ending balance | 9,905 | 13,069 | 28,708 | ||||
Net asset value per unit, Beginning balance | [3] | $ 111.35 | $ 100.34 | $ 115.45 | |||
Change in net asset value per unit for the period | [3] | (5.16) | 11.01 | (15.11) | |||
Net asset value per unit, Ending balance | [3] | 106.19 | 111.35 | 100.34 | |||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 3a [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | 111.77 | 100.47 | [4] | 109.60 | [4] | |
Net asset value per unit, Ending balance | [2] | $ 106.86 | $ 111.77 | $ 100.47 | [4] | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 3a [Member] | Managing Owner [Member] | |||||||
Owners' Capital, Beginning balance | $ 12,228 | $ 10,991 | |||||
Sale of Units | $ 11,990 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | (538) | 1,237 | (999) | ||||
Owners' Capital, Ending balance | $ 11,690 | $ 12,228 | $ 10,991 | ||||
Owners' Capital - Units, Beginning balance | 109 | 109 | |||||
Owners' Capital - Units, Sale of Units | 109 | ||||||
Owners' Capital - Units, Ending balance | 109 | 109 | 109 | ||||
Net asset value per unit, Beginning balance | [3] | $ 111.77 | $ 100.47 | $ 109.60 | |||
Change in net asset value per unit for the period | [3] | (4.91) | 11.30 | (9.13) | |||
Net asset value per unit, Ending balance | [3] | $ 106.86 | $ 111.77 | $ 100.47 | |||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 3a [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 645,654 | $ 246,480 | |||||
Sale of Units | 415,099 | 514,745 | $ 298,712 | ||||
Redemption of Units | (167,791) | (186,230) | (48,178) | ||||
Payment made by the Managing Owner | 36,605 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | (90,094) | 70,659 | (4,054) | ||||
Owners' Capital, Ending balance | $ 839,473 | $ 645,654 | $ 246,480 | ||||
Owners' Capital - Units, Beginning balance | 5,777 | 2,454 | |||||
Owners' Capital - Units, Sale of Units | 3,511 | 5,229 | 2,936 | ||||
Owners' Capital - Units, Redemption of Units | (1,432) | (1,906) | (482) | ||||
Owners' Capital - Units, Ending balance | 7,856 | 5,777 | 2,454 | ||||
Net asset value per unit, Beginning balance | [3] | $ 111.77 | $ 100.47 | $ 109.60 | |||
Change in net asset value per unit for the period | [3] | (4.91) | 11.30 | (9.13) | |||
Net asset value per unit, Ending balance | [3] | $ 106.86 | $ 111.77 | $ 100.47 | |||
Equinox Frontier Select Fund [Member] | |||||||
Owners' Capital, Beginning balance | $ 15,269,478 | $ 17,611,848 | $ 25,344,641 | ||||
Sale of Units | 19,348 | 205,055 | 14,901 | ||||
Redemption of Units | (1,462,147) | (4,982,807) | (8,164,865) | ||||
Change in control of ownership-Trading Companies | 6,781,935 | ||||||
Operations attributable to non-controlling interests | 34,600 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | (730,624) | 2,435,382 | 417,171 | ||||
Owners' Capital, Ending balance | 19,912,590 | $ 15,269,478 | $ 17,611,848 | ||||
Equinox Frontier Select Fund [Member] | Non-Controlling Interests [Member] | |||||||
Change in control of ownership-Trading Companies | 6,781,935 | ||||||
Operations attributable to non-controlling interests | 34,600 | ||||||
Owners' Capital, Ending balance | $ 6,816,535 | ||||||
Equinox Frontier Select Fund [Member] | Class 1 [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | $ 95.61 | [5] | $ 79.86 | [5] | $ 78.66 | |
Net asset value per unit, Ending balance | [2] | $ 90.35 | $ 95.61 | [5] | $ 79.86 | [5] | |
Equinox Frontier Select Fund [Member] | Class 1 [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 13,663,563 | $ 15,852,947 | $ 22,266,758 | ||||
Sale of Units | 18,418 | 10,580 | 14,901 | ||||
Redemption of Units | (1,275,096) | (4,337,542) | (6,736,727) | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | (696,368) | 2,137,578 | 308,015 | ||||
Owners' Capital, Ending balance | $ 11,710,517 | $ 13,663,563 | $ 15,852,947 | ||||
Owners' Capital - Units, Beginning balance | 142,913 | 198,518 | 283,073 | ||||
Owners' Capital - Units, Sale of Units | 193 | 133 | 187 | ||||
Owners' Capital - Units, Redemption of Units | (13,494) | (55,738) | (84,742) | ||||
Owners' Capital - Units, Ending balance | 129,612 | 142,913 | 198,518 | ||||
Net asset value per unit, Beginning balance | $ 95.61 | $ 79.86 | $ 78.66 | ||||
Change in net asset value per unit for the period | (5.26) | 15.75 | 1.20 | ||||
Net asset value per unit, Ending balance | 90.35 | 95.61 | 79.86 | ||||
Equinox Frontier Select Fund [Member] | Class 2 [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | 128.48 | [5] | 104.14 | [5] | 99.55 | |
Net asset value per unit, Ending balance | [2] | $ 125.11 | $ 128.48 | [5] | $ 104.14 | [5] | |
Equinox Frontier Select Fund [Member] | Class 2 [Member] | Managing Owner [Member] | |||||||
Owners' Capital, Beginning balance | $ 9,052 | $ 7,336 | $ 7,013 | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | (238) | 1,716 | 323 | ||||
Owners' Capital, Ending balance | $ 8,814 | $ 9,052 | $ 7,336 | ||||
Owners' Capital - Units, Beginning balance | 70 | 70 | 70 | ||||
Owners' Capital - Units, Ending balance | 70 | 70 | 70 | ||||
Net asset value per unit, Beginning balance | [3] | $ 128.48 | $ 104.14 | $ 99.55 | |||
Change in net asset value per unit for the period | [3] | (3.37) | 24.34 | 4.59 | |||
Net asset value per unit, Ending balance | [3] | $ 125.11 | $ 128.48 | $ 104.14 | |||
Equinox Frontier Select Fund [Member] | Class 2 [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 1,549,078 | $ 1,751,565 | $ 3,070,870 | ||||
Redemption of Units | (187,051) | (488,584) | (1,428,138) | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | (32,668) | 286,097 | 108,833 | ||||
Owners' Capital, Ending balance | $ 1,329,359 | $ 1,549,078 | $ 1,751,565 | ||||
Owners' Capital - Units, Beginning balance | 12,058 | 16,820 | 30,848 | ||||
Owners' Capital - Units, Redemption of Units | (1,432) | (4,762) | (14,028) | ||||
Owners' Capital - Units, Ending balance | 10,626 | 12,058 | 16,820 | ||||
Net asset value per unit, Beginning balance | [3] | $ 128.48 | $ 104.14 | $ 99.55 | |||
Change in net asset value per unit for the period | [3] | (3.37) | 24.34 | 4.59 | |||
Net asset value per unit, Ending balance | [3] | 125.11 | 128.48 | 104.14 | |||
Equinox Frontier Select Fund [Member] | Class 1AP [Member] | |||||||
Net asset value per unit, Beginning balance | [2],[5] | 96.82 | 75.53 | ||||
Net asset value per unit, Ending balance | [2] | $ 94.28 | $ 96.82 | [5] | 75.53 | [5] | |
Equinox Frontier Select Fund [Member] | Class 1AP [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 47,785 | ||||||
Sale of Units | 930 | $ 194,475 | |||||
Redemption of Units | (156,681) | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | (1,350) | 9,991 | |||||
Owners' Capital, Ending balance | $ 47,365 | $ 47,785 | |||||
Owners' Capital - Units, Beginning balance | 494 | ||||||
Owners' Capital - Units, Sale of Units | 9 | 2,575 | |||||
Owners' Capital - Units, Redemption of Units | (2,081) | ||||||
Owners' Capital - Units, Ending balance | 503 | 494 | |||||
Net asset value per unit, Beginning balance | $ 96.82 | $ 75.53 | |||||
Change in net asset value per unit for the period | (2.54) | 21.29 | |||||
Net asset value per unit, Ending balance | $ 94.28 | $ 96.82 | $ 75.53 | ||||
Equinox Frontier Winton Fund [Member] | |||||||
Owners' Capital, Beginning balance | $ 40,051,233 | $ 36,624,837 | $ 40,959,534 | ||||
Sale of Units | 175,616 | 457,445 | 171,785 | ||||
Redemption of Units | (3,124,668) | (5,673,703) | (7,239,952) | ||||
Change in control of ownership-Trading Companies | 5,793,526 | ||||||
Operations attributable to non-controlling interests | 574,125 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | (2,160,638) | 8,642,654 | 2,733,470 | ||||
Owners' Capital, Ending balance | 41,309,194 | $ 40,051,233 | $ 36,624,837 | ||||
Equinox Frontier Winton Fund [Member] | Non-Controlling Interests [Member] | |||||||
Change in control of ownership-Trading Companies | 5,793,526 | ||||||
Operations attributable to non-controlling interests | 574,125 | ||||||
Owners' Capital, Ending balance | $ 6,367,651 | ||||||
Equinox Frontier Winton Fund [Member] | Class 1 [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | $ 175.95 | [5] | $ 139.59 | [5] | $ 130.73 | |
Net asset value per unit, Ending balance | [2] | $ 164.17 | $ 175.95 | [5] | $ 139.59 | [5] | |
Equinox Frontier Winton Fund [Member] | Class 1 [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 26,870,878 | $ 26,164,147 | $ 30,645,208 | ||||
Sale of Units | 175,616 | 169,066 | 171,785 | ||||
Redemption of Units | (2,337,287) | (5,054,720) | (6,407,920) | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | (1,686,407) | 5,592,385 | 1,755,074 | ||||
Owners' Capital, Ending balance | $ 23,022,800 | $ 26,870,878 | $ 26,164,147 | ||||
Owners' Capital - Units, Beginning balance | 152,717 | 187,438 | 234,414 | ||||
Owners' Capital - Units, Sale of Units | 1,010 | 1,155 | 1,279 | ||||
Owners' Capital - Units, Redemption of Units | (13,488) | (35,876) | (48,255) | ||||
Owners' Capital - Units, Ending balance | 140,239 | 152,717 | 187,438 | ||||
Net asset value per unit, Beginning balance | $ 175.95 | $ 139.59 | $ 130.73 | ||||
Change in net asset value per unit for the period | (11.78) | 36.36 | 8.86 | ||||
Net asset value per unit, Ending balance | 164.17 | 175.95 | 139.59 | ||||
Equinox Frontier Winton Fund [Member] | Class 2 [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | 226.23 | [5] | 174.17 | [5] | 158.30 | |
Net asset value per unit, Ending balance | [2] | $ 217.51 | $ 226.23 | [5] | $ 174.17 | [5] | |
Equinox Frontier Winton Fund [Member] | Class 2 [Member] | Managing Owner [Member] | |||||||
Owners' Capital, Beginning balance | $ 46,764 | $ 36,002 | $ 32,721 | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | (1,802) | 10,762 | 3,281 | ||||
Owners' Capital, Ending balance | $ 44,962 | $ 46,764 | $ 36,002 | ||||
Owners' Capital - Units, Beginning balance | 207 | 207 | 207 | ||||
Owners' Capital - Units, Ending balance | 207 | 207 | 207 | ||||
Net asset value per unit, Beginning balance | [3] | $ 226.23 | $ 174.17 | $ 158.30 | |||
Change in net asset value per unit for the period | [3] | (8.72) | 52.06 | 15.87 | |||
Net asset value per unit, Ending balance | [3] | $ 217.51 | $ 226.23 | $ 174.17 | |||
Equinox Frontier Winton Fund [Member] | Class 2 [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 13,095,549 | $ 10,424,688 | $ 10,281,605 | ||||
Redemption of Units | (787,381) | (352,627) | (832,032) | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | (470,963) | 3,023,488 | 975,115 | ||||
Owners' Capital, Ending balance | $ 11,837,205 | $ 13,095,549 | $ 10,424,688 | ||||
Owners' Capital - Units, Beginning balance | 57,886 | 59,854 | 64,952 | ||||
Owners' Capital - Units, Redemption of Units | (3,464) | (1,968) | (5,098) | ||||
Owners' Capital - Units, Ending balance | 54,422 | 57,886 | 59,854 | ||||
Net asset value per unit, Beginning balance | [3] | $ 226.23 | $ 174.17 | $ 158.30 | |||
Change in net asset value per unit for the period | [3] | (8.72) | 52.06 | 15.87 | |||
Net asset value per unit, Ending balance | [3] | 217.51 | 226.23 | 174.17 | |||
Equinox Frontier Winton Fund [Member] | Class 1AP [Member] | |||||||
Net asset value per unit, Beginning balance | [2],[5] | 178.18 | 138.93 | ||||
Net asset value per unit, Ending balance | [2] | $ 171.31 | $ 178.18 | [5] | 138.93 | [5] | |
Equinox Frontier Winton Fund [Member] | Class 1AP [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 38,042 | ||||||
Sale of Units | $ 288,379 | ||||||
Redemption of Units | (266,356) | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | (1,466) | 16,019 | |||||
Owners' Capital, Ending balance | $ 36,576 | $ 38,042 | |||||
Owners' Capital - Units, Beginning balance | 214 | ||||||
Owners' Capital - Units, Sale of Units | 2,076 | ||||||
Owners' Capital - Units, Redemption of Units | (1,862) | ||||||
Owners' Capital - Units, Ending balance | 214 | 214 | |||||
Net asset value per unit, Beginning balance | $ 178.18 | $ 138.93 | |||||
Change in net asset value per unit for the period | (6.87) | 39.25 | |||||
Net asset value per unit, Ending balance | $ 171.31 | $ 178.18 | $ 138.93 | ||||
Equinox Frontier Heritage Fund [Member] | |||||||
Owners' Capital, Beginning balance | $ 16,566,877 | $ 16,594,105 | $ 20,753,539 | ||||
Sale of Units | 43,000 | 271,191 | 40,552 | ||||
Redemption of Units | (1,079,229) | (4,235,128) | (8,038,624) | ||||
Change in control of ownership-Trading Companies | 186,259 | 154,754 | 2,151,620 | ||||
Operations attributable to non-controlling interests | 208,163 | 969,107 | 264,017 | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | (450,548) | 2,812,848 | 1,423,001 | ||||
Owners' Capital, Ending balance | 15,474,522 | 16,566,877 | 16,594,105 | ||||
Equinox Frontier Heritage Fund [Member] | Non-Controlling Interests [Member] | |||||||
Owners' Capital, Beginning balance | 3,539,498 | 2,415,637 | |||||
Change in control of ownership-Trading Companies | 186,259 | 154,754 | 2,151,620 | ||||
Operations attributable to non-controlling interests | 208,163 | 969,107 | 264,017 | ||||
Owners' Capital, Ending balance | $ 3,933,920 | $ 3,539,498 | $ 2,415,637 | ||||
Equinox Frontier Heritage Fund [Member] | Class 1 [Member] | |||||||
Net asset value per unit, Beginning balance | [2],[5] | $ 130.28 | $ 102.05 | $ 94.55 | |||
Net asset value per unit, Ending balance | [2] | $ 124.27 | $ 130.28 | [5] | $ 102.05 | [5] | |
Equinox Frontier Heritage Fund [Member] | Class 1 [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 9,761,819 | $ 11,328,406 | $ 16,680,498 | ||||
Sale of Units | 41,712 | 26,517 | 40,552 | ||||
Redemption of Units | (766,234) | (3,615,044) | (6,463,086) | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | (408,571) | 2,021,940 | 1,070,442 | ||||
Owners' Capital, Ending balance | $ 8,628,726 | $ 9,761,819 | $ 11,328,406 | ||||
Owners' Capital - Units, Beginning balance | 74,927 | 111,005 | 176,419 | ||||
Owners' Capital - Units, Sale of Units | 315 | 253 | 411 | ||||
Owners' Capital - Units, Redemption of Units | (5,806) | (36,331) | (65,825) | ||||
Owners' Capital - Units, Ending balance | 69,436 | 74,927 | 111,005 | ||||
Net asset value per unit, Beginning balance | $ 130.28 | $ 102.05 | $ 94.55 | ||||
Change in net asset value per unit for the period | (6.01) | 28.23 | 7.50 | ||||
Net asset value per unit, Ending balance | 124.27 | 130.28 | 102.05 | ||||
Equinox Frontier Heritage Fund [Member] | Class 2 [Member] | |||||||
Net asset value per unit, Beginning balance | [2],[5] | 176.56 | 134.21 | 120.67 | |||
Net asset value per unit, Ending balance | [2] | $ 173.54 | $ 176.56 | [5] | $ 134.21 | [5] | |
Equinox Frontier Heritage Fund [Member] | Class 2 [Member] | Managing Owner [Member] | |||||||
Owners' Capital, Beginning balance | $ 75,621 | $ 57,484 | $ 51,683 | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | (1,292) | 18,137 | 5,801 | ||||
Owners' Capital, Ending balance | $ 74,329 | $ 75,621 | $ 57,484 | ||||
Owners' Capital - Units, Beginning balance | 428 | 428 | 428 | ||||
Owners' Capital - Units, Ending balance | 428 | 428 | 428 | ||||
Net asset value per unit, Beginning balance | [3] | $ 176.56 | $ 134.21 | $ 120.67 | |||
Change in net asset value per unit for the period | [3] | (3.02) | 42.35 | 13.54 | |||
Net asset value per unit, Ending balance | [3] | $ 173.54 | $ 176.56 | $ 134.21 | |||
Equinox Frontier Heritage Fund [Member] | Class 2 [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 3,131,561 | $ 2,792,578 | $ 4,021,358 | ||||
Redemption of Units | (312,995) | (417,710) | (1,575,538) | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | (39,542) | 756,693 | 346,758 | ||||
Owners' Capital, Ending balance | $ 2,779,024 | $ 3,131,561 | $ 2,792,578 | ||||
Owners' Capital - Units, Beginning balance | 17,736 | 20,807 | 33,325 | ||||
Owners' Capital - Units, Redemption of Units | (1,723) | (3,071) | (12,518) | ||||
Owners' Capital - Units, Ending balance | 16,013 | 17,736 | 20,807 | ||||
Net asset value per unit, Beginning balance | [3] | $ 176.56 | $ 134.21 | $ 120.67 | |||
Change in net asset value per unit for the period | [3] | (3.02) | 42.35 | 13.54 | |||
Net asset value per unit, Ending balance | [3] | 173.54 | 176.56 | 134.21 | |||
Equinox Frontier Heritage Fund [Member] | Class 1AP [Member] | |||||||
Net asset value per unit, Beginning balance | [2],[5] | 131.93 | 98.80 | ||||
Net asset value per unit, Ending balance | [2] | $ 129.67 | $ 131.93 | [5] | 98.80 | [5] | |
Equinox Frontier Heritage Fund [Member] | Class 1AP [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 58,378 | ||||||
Sale of Units | 1,288 | $ 244,674 | |||||
Redemption of Units | (202,374) | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | (1,143) | 16,078 | |||||
Owners' Capital, Ending balance | $ 58,523 | $ 58,378 | |||||
Owners' Capital - Units, Beginning balance | 443 | ||||||
Owners' Capital - Units, Sale of Units | 9 | 2,477 | |||||
Owners' Capital - Units, Redemption of Units | (2,034) | ||||||
Owners' Capital - Units, Ending balance | 452 | 443 | |||||
Net asset value per unit, Beginning balance | $ 131.93 | $ 98.80 | |||||
Change in net asset value per unit for the period | (2.26) | 33.13 | |||||
Net asset value per unit, Ending balance | $ 129.67 | $ 131.93 | $ 98.80 | ||||
Equinox Frontier Balanced Fund [Member] | |||||||
Owners' Capital, Beginning balance | $ 108,470,111 | $ 121,826,227 | $ 244,969,683 | ||||
Sale of Units | 235,881 | 1,180,547 | 283,251 | ||||
Redemption of Units | (9,459,239) | (31,246,070) | (74,056,644) | ||||
Change in control of ownership-Trading Companies | (8,052,252) | (7,745,842) | (58,711,893) | ||||
Contributions | 78,053,072 | ||||||
Distributions | (55,150,629) | ||||||
Payment made by the Managing Owner | 16,099 | ||||||
Operations attributable to non-controlling interests | 259,719 | 5,090,748 | 2,591,885 | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | (1,492,595) | 19,364,501 | (16,152,498) | ||||
Owners' Capital, Ending balance | 90,121,724 | 108,470,111 | 121,826,227 | ||||
Equinox Frontier Balanced Fund [Member] | Non-Controlling Interests [Member] | |||||||
Owners' Capital, Beginning balance | 8,944,274 | 11,599,368 | 44,816,933 | ||||
Change in control of ownership-Trading Companies | (8,052,252) | (7,745,842) | (58,711,893) | ||||
Contributions | 78,053,072 | ||||||
Distributions | (55,150,629) | ||||||
Operations attributable to non-controlling interests | 259,719 | 5,090,748 | 2,591,885 | ||||
Owners' Capital, Ending balance | $ 1,151,741 | $ 8,944,274 | $ 11,599,368 | ||||
Equinox Frontier Balanced Fund [Member] | Class 1 [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | $ 131.54 | [5] | $ 106.29 | [5] | $ 116.32 | |
Net asset value per unit, Ending balance | [2] | $ 128.03 | $ 131.54 | [5] | $ 106.29 | [5] | |
Equinox Frontier Balanced Fund [Member] | Class 1 [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 72,098,275 | $ 80,801,534 | $ 143,906,872 | ||||
Sale of Units | 215,189 | 154,471 | 268,363 | ||||
Redemption of Units | (8,249,954) | (22,310,597) | (51,009,054) | ||||
Payment made by the Managing Owner | 115,486 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | (1,615,659) | 13,452,867 | (12,364,647) | ||||
Owners' Capital, Ending balance | $ 62,563,337 | $ 72,098,275 | $ 80,801,534 | ||||
Owners' Capital - Units, Beginning balance | 548,117 | 760,206 | 1,237,173 | ||||
Owners' Capital - Units, Sale of Units | 1,584 | 1,437 | 2,461 | ||||
Owners' Capital - Units, Redemption of Units | (61,021) | 213,526 | (479,428) | ||||
Owners' Capital - Units, Ending balance | 488,680 | 548,117 | 760,206 | ||||
Net asset value per unit, Beginning balance | $ 131.54 | $ 106.29 | $ 116.32 | ||||
Change in net asset value per unit for the period | (3.51) | 25.25 | (10.03) | ||||
Net asset value per unit, Ending balance | 128.03 | 131.54 | 106.29 | ||||
Equinox Frontier Balanced Fund [Member] | Class 2 [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | 179.16 | [5] | 140.49 | [5] | 149.20 | |
Net asset value per unit, Ending balance | [2] | $ 179.69 | $ 179.16 | [5] | $ 140.49 | [5] | |
Equinox Frontier Balanced Fund [Member] | Class 2 [Member] | Managing Owner [Member] | |||||||
Owners' Capital, Beginning balance | $ 1,425,355 | $ 1,374,533 | $ 3,225,784 | ||||
Redemption of Units | (250,000) | (1,547,933) | |||||
Net increase/(decrease) in Owners' Capital resulting from operations | 4,189 | 300,822 | (303,318) | ||||
Owners' Capital, Ending balance | $ 1,429,544 | $ 1,425,355 | $ 1,374,533 | ||||
Owners' Capital - Units, Beginning balance | 7,956 | 9,784 | 21,620 | ||||
Owners' Capital - Units, Redemption of Units | (1,828) | (11,836) | |||||
Owners' Capital - Units, Ending balance | 7,956 | 7,956 | 9,784 | ||||
Net asset value per unit, Beginning balance | [3] | $ 179.16 | $ 140.49 | $ 149.20 | |||
Change in net asset value per unit for the period | [3] | 0.53 | 38.67 | (8.71) | |||
Net asset value per unit, Ending balance | [3] | $ 179.69 | $ 179.16 | $ 140.49 | |||
Equinox Frontier Balanced Fund [Member] | Class 2 [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 22,125,342 | $ 25,236,584 | $ 48,233,784 | ||||
Sale of Units | 19,235 | 14,424 | 14,888 | ||||
Redemption of Units | (982,356) | (7,840,417) | (19,738,454) | ||||
Payment made by the Managing Owner | 38,375 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | 78,268 | 4,714,751 | (3,273,634) | ||||
Owners' Capital, Ending balance | $ 21,278,864 | $ 22,125,342 | $ 25,236,584 | ||||
Owners' Capital - Units, Beginning balance | 123,491 | 179,627 | 323,274 | ||||
Owners' Capital - Units, Sale of Units | 101 | 102 | 106 | ||||
Owners' Capital - Units, Redemption of Units | (5,173) | (56,238) | (143,753) | ||||
Owners' Capital - Units, Ending balance | 118,419 | 123,491 | 179,627 | ||||
Net asset value per unit, Beginning balance | [3] | $ 179.16 | $ 140.49 | $ 149.20 | |||
Change in net asset value per unit for the period | [3] | 0.53 | 38.67 | (8.71) | |||
Net asset value per unit, Ending balance | [3] | 179.69 | 179.16 | 140.49 | |||
Equinox Frontier Balanced Fund [Member] | Class 2a [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | 153.02 | [5] | 118.80 | [5] | 124.36 | |
Net asset value per unit, Ending balance | [2] | $ 154.88 | $ 153.02 | [5] | $ 118.80 | [5] | |
Equinox Frontier Balanced Fund [Member] | Class 2a [Member] | Managing Owner [Member] | |||||||
Owners' Capital, Beginning balance | $ 189,344 | $ 147,003 | $ 153,884 | ||||
Net increase/(decrease) in Owners' Capital resulting from operations | 2,301 | 42,341 | (6,881) | ||||
Owners' Capital, Ending balance | $ 191,645 | $ 189,344 | $ 147,003 | ||||
Owners' Capital - Units, Beginning balance | 1,237 | 1,237 | 1,237 | ||||
Owners' Capital - Units, Ending balance | 1,237 | 1,237 | 1,237 | ||||
Net asset value per unit, Beginning balance | [3] | $ 153.02 | $ 118.80 | $ 124.36 | |||
Change in net asset value per unit for the period | [3] | 1.86 | 34.22 | (5.56) | |||
Net asset value per unit, Ending balance | [3] | $ 154.88 | $ 153.02 | $ 118.80 | |||
Equinox Frontier Balanced Fund [Member] | Class 2a [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 410,943 | $ 344,576 | $ 855,636 | ||||
Redemption of Units | (60,850) | (30,794) | (458,658) | ||||
Payment made by the Managing Owner | 885 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | 5,447 | 97,161 | (52,402) | ||||
Owners' Capital, Ending balance | $ 356,425 | $ 410,943 | $ 344,576 | ||||
Owners' Capital - Units, Beginning balance | 2,686 | 2,901 | 6,880 | ||||
Owners' Capital - Units, Redemption of Units | (384) | (215) | (3,979) | ||||
Owners' Capital - Units, Ending balance | 2,302 | 2,686 | 2,901 | ||||
Net asset value per unit, Beginning balance | [3] | $ 153.02 | $ 118.80 | $ 124.36 | |||
Change in net asset value per unit for the period | [3] | 1.86 | 34.22 | (5.56) | |||
Net asset value per unit, Ending balance | [3] | 154.88 | 153.02 | 118.80 | |||
Equinox Frontier Balanced Fund [Member] | Class 3a [Member] | |||||||
Net asset value per unit, Beginning balance | [2] | 152.52 | [5] | 118.41 | [5] | 123.96 | |
Net asset value per unit, Ending balance | [2] | $ 154.37 | $ 152.52 | [5] | $ 118.41 | [5] | |
Equinox Frontier Balanced Fund [Member] | Class 3a [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 2,528,303 | $ 2,322,629 | $ 3,776,790 | ||||
Redemption of Units | (127,078) | (360,701) | (1,302,454) | ||||
Payment made by the Managing Owner | 4,131 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | 30,065 | 566,375 | (151,616) | ||||
Owners' Capital, Ending balance | $ 2,435,421 | $ 2,528,303 | $ 2,322,629 | ||||
Owners' Capital - Units, Beginning balance | 16,577 | 19,615 | 30,469 | ||||
Owners' Capital - Units, Redemption of Units | (801) | (3,038) | (10,854) | ||||
Owners' Capital - Units, Ending balance | 15,776 | 16,577 | 19,615 | ||||
Net asset value per unit, Beginning balance | $ 152.52 | $ 118.41 | $ 123.96 | ||||
Change in net asset value per unit for the period | 1.85 | 34.11 | (5.55) | ||||
Net asset value per unit, Ending balance | 154.37 | 152.52 | 118.41 | ||||
Equinox Frontier Balanced Fund [Member] | Class 1AP [Member] | |||||||
Net asset value per unit, Beginning balance | [2],[5] | 133.20 | 102.62 | ||||
Net asset value per unit, Ending balance | [2] | $ 133.59 | $ 133.20 | [5] | $ 102.62 | [5] | |
Equinox Frontier Balanced Fund [Member] | Class 1AP [Member] | Limited Owners [Member] | |||||||
Owners' Capital, Beginning balance | $ 748,275 | ||||||
Sale of Units | 1,457 | $ 1,011,652 | |||||
Redemption of Units | (39,001) | (453,561) | |||||
Payment made by the Managing Owner | 1,222 | ||||||
Net increase/(decrease) in Owners' Capital resulting from operations | 2,794 | 190,184 | |||||
Owners' Capital, Ending balance | $ 714,747 | $ 748,275 | |||||
Owners' Capital - Units, Beginning balance | 5,618 | ||||||
Owners' Capital - Units, Sale of Units | 10 | 9,858 | |||||
Owners' Capital - Units, Redemption of Units | (277) | (4,240) | |||||
Owners' Capital - Units, Ending balance | 5,351 | 5,618 | |||||
Net asset value per unit, Beginning balance | $ 133.20 | ||||||
Change in net asset value per unit for the period | 0.39 | ||||||
Net asset value per unit, Ending balance | $ 133.59 | $ 133.20 | |||||
[1] | Class 3 began operations on February 24, 2014. | ||||||
[2] | Interest income and expenses per unit are calculated by dividing these amounts by the average number of units outstanding during the period. The net gain/(loss) on investments, net of non-controlling interests is a balancing amount necessary to reconcile the change in net asset value per unit with the other per unit information. | ||||||
[3] | Values are for both the Managing Owner and Limited Owners. | ||||||
[4] | Class 3a operations began June 17, 2013. | ||||||
[5] | Class 1AP began operations on July 31, 2014. |
Statements of Cash Flows
Statements of Cash Flows - USD ($) | 12 Months Ended | ||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | |
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | $ (4,169,049) | $ 54,071,987 | $ (31,129,429) |
Decrease (increase) in open trade equity, at fair value | 19,173,292 | 850,228 | (17,493,114) |
Net change in options purchased | 8,549,595 | (6,042,013) | 10,901,243 |
Decrease (increase) in written options, at fair value | (8,798,078) | 7,741,316 | (2,976,676) |
Sales of swap contracts | 20,698,367 | ||
(Purchases) of swap contracts | (1,000,000) | (21,880,000) | |
Sales of custom time deposits | 311,468,033 | ||
Decrease (increase) in receivable from futures commission merchants | (6,820,222) | (4,768,450) | 86,886,331 |
Prepaid service fees | (8,209) | 4,010 | 120,151 |
Receivable from related parties | 2,541 | 390 | (6,051) |
Decrease (increase) in interest receivable | 111,502 | 501,949 | (2,401,337) |
Other assets | 499,993 | (499,955) | 34,989 |
Incentive fees payable to Managing Owner | (6,283,192) | 5,254,068 | 679,141 |
Management fees payable to Managing Owner | (65,211) | (137,065) | (398,444) |
Trading fees payable to Managing Owner | (42,332) | (36,543) | (240,936) |
Service fees payable to Managing Owner | (62,259) | (68,919) | (247,466) |
(Decrease) increase in interest payable | (40,965) | (78,476) | (287,553) |
Payables to related parties | 25,817 | 18,978 | (19,976) |
Other liabilities | 6 | (51,485) | |
Net cash provided by (used in) operating activities | 20,403,130 | 96,000,991 | 179,994,333 |
Cash Flows from Financing Activities | |||
Proceeds from sale of capital | 19,606,202 | 15,680,430 | 12,759,044 |
Payment for redemption of capital | (46,670,773) | (100,568,391) | (200,593,055) |
Capital Contributed | 1,211,610 | ||
Pending owner additions | (5,492) | 7,842 | (126,560) |
Owner redemptions payable | 453,104 | (1,445,885) | 174,313 |
Net cash provided by (used in) financing activities | (25,405,349) | (86,326,004) | (187,786,258) |
Net change in cash and cash equivalents | (5,002,219) | 9,674,987 | (7,791,925) |
Cash and cash equivalents, beginning of period | 18,977,844 | 9,302,857 | 17,094,782 |
Cash and cash equivalents, end of period | 13,975,625 | 18,977,844 | 9,302,857 |
U.S. TREASURY SECURITIES [Member] | |||
Cash Flows from Operating Activities | |||
U.S. Treasury interest and premium paid/amortized | 2,486,916 | ||
Net unrealized (gain)/loss on swap contracts | (2,972,057) | 13,833,243 | (7,106,104) |
Net realized gain/(loss) on investments | (1,146,411) | 429,638 | (1,078,008) |
Sales of Treasury securities | 39,359,391 | 82,112,859 | 17,921,554 |
(Purchases) of U.S. Trasury securities | (21,196,875) | (14,984,410) | (199,626,688) |
Swap [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | 3,145,177 | 14,538,860 | 1,539,551 |
Net realized gain/(loss) on investments | 3,555,134 | ||
Swap [Member] | Scenario, Adjustment [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | (14,535,358) | ||
Equinox Frontier Diversified Fund [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | 7,062,279 | 21,103,995 | (9,267,464) |
Decrease (increase) in open trade equity, at fair value | 3,215,206 | (3,215,206) | |
Net change in options purchased | 288,413 | (288,413) | |
Decrease (increase) in written options, at fair value | (253,018) | 253,018 | |
Net change in ownership allocation of U.S. Treasury securities | (886,791) | (2,537,145) | 1,994,333 |
Net change in custom time deposits | 2,640,745 | ||
(Purchases) of swap contracts | (3,400,000) | ||
Investments in unconsolidated trading companies, at fair value | (9,499,828) | 14,242,893 | 21,989,154 |
Sales of custom time deposits | 64,234,395 | ||
Decrease (increase) in receivable from futures commission merchants | 22,731,129 | (22,731,129) | |
Change in control of ownership of trading companies | (16,894,354) | 5,601,517 | |
Prepaid service fees | (6,626) | (4,588) | 35,289 |
Receivable from other series | 1,035 | ||
Receivable from related parties | 113,446 | ||
Decrease (increase) in interest receivable | (1,892) | 44,025 | (467,269) |
Other assets | 249,997 | (249,997) | |
Incentive fees payable to Managing Owner | (2,182,911) | 1,812,275 | 385,647 |
Management fees payable to Managing Owner | (4,546) | (15,018) | (48,684) |
Trading fees payable to Managing Owner | (11,919) | (3,182) | (92,003) |
Service fees payable to Managing Owner | (17,885) | (11,358) | (42,914) |
(Decrease) increase in interest payable | (4,507) | (52) | (25,174) |
Payables to related parties | (245) | 2,332 | (19,435) |
Other liabilities | 1 | ||
Net cash provided by (used in) operating activities | 6,000,596 | 20,413,128 | 41,795,684 |
Cash Flows from Financing Activities | |||
Proceeds from sale of capital | 12,533,210 | 7,283,926 | 7,171,899 |
Payment for redemption of capital | (19,555,894) | (25,023,060) | (49,626,969) |
Capital Contributed | 144,349 | ||
Pending owner additions | (3) | (765) | (21,608) |
Owner redemptions payable | (48,923) | (290,488) | (172,998) |
Net cash provided by (used in) financing activities | (6,927,261) | (18,030,387) | (42,649,676) |
Net change in cash and cash equivalents | (926,665) | 2,382,741 | (853,992) |
Cash and cash equivalents, beginning of period | 4,210,638 | 1,827,897 | 2,681,889 |
Cash and cash equivalents, end of period | 3,283,973 | 4,210,638 | 1,827,897 |
Equinox Frontier Diversified Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | (516,327) | 2,895,653 | (1,417,353) |
Net realized gain/(loss) on investments | (270,582) | 84,779 | (221,284) |
Sales of Treasury securities | 8,875,032 | 15,921,359 | 3,683,233 |
(Purchases) of U.S. Trasury securities | (4,787,243) | (3,569,582) | (41,076,052) |
Equinox Frontier Diversified Fund [Member] | Swap [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | 2,115,441 | 3,132,776 | 37,632 |
Equinox Frontier Masters Fund [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | (462,243) | 5,452,158 | (4,251,026) |
Net change in ownership allocation of U.S. Treasury securities | 2,661,543 | 1,670,108 | (2,345,194) |
Net change in custom time deposits | 7,088,729 | ||
Investments in unconsolidated trading companies, at fair value | (1,507,952) | 1,264,732 | 605,087 |
Sales of custom time deposits | 31,200,148 | ||
Prepaid service fees | (1,352) | 5,162 | 46,111 |
Receivable from related parties | 1,380 | (990) | 36,675 |
Decrease (increase) in interest receivable | 41,777 | 71,847 | (290,080) |
Incentive fees payable to Managing Owner | (679,792) | 722,043 | |
Management fees payable to Managing Owner | (9,823) | (42,530) | (11,247) |
Trading fees payable to Managing Owner | (7,411) | (16,775) | (32,165) |
Service fees payable to Managing Owner | (5,162) | (18,598) | (11,565) |
(Decrease) increase in interest payable | (1,941) | (2,689) | (10,441) |
Payables to related parties | (9,635) | ||
Other liabilities | (1) | ||
Net cash provided by (used in) operating activities | 1,631,448 | 14,658,683 | 13,132,003 |
Cash Flows from Financing Activities | |||
Proceeds from sale of capital | 6,086,949 | 5,659,806 | 3,724,651 |
Payment for redemption of capital | (8,504,261) | (19,174,893) | (17,188,999) |
Pending owner additions | (766) | 704 | (14,097) |
Owner redemptions payable | 9,558 | (71,188) | (70,265) |
Net cash provided by (used in) financing activities | (2,408,520) | (13,585,571) | (13,548,710) |
Net change in cash and cash equivalents | (777,072) | 1,073,112 | (416,707) |
Cash and cash equivalents, beginning of period | 2,199,066 | 1,125,954 | 1,542,661 |
Cash and cash equivalents, end of period | 1,421,994 | 2,199,066 | 1,125,954 |
Equinox Frontier Masters Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | (198,693) | 1,525,265 | (785,652) |
Net realized gain/(loss) on investments | (111,668) | 51,271 | (107,483) |
Sales of Treasury securities | 3,807,003 | 8,685,478 | 1,789,033 |
(Purchases) of U.S. Trasury securities | (2,291,604) | (1,657,268) | (21,350,596) |
Equinox Frontier Long/Short Commodity Fund [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | (1,458,094) | 310,864 | (9,375,523) |
Decrease (increase) in open trade equity, at fair value | (191,069) | (3,529,786) | |
Net change in options purchased | 98,740 | 2,802,590 | |
Decrease (increase) in written options, at fair value | (172,650) | (756,040) | |
Net change in ownership allocation of U.S. Treasury securities | 2,673,304 | 4,101,132 | 5,740,545 |
Net change in custom time deposits | 1,073,843 | ||
(Purchases) of swap contracts | (1,000,000) | (2,880,000) | |
Investments in unconsolidated trading companies, at fair value | 400,191 | (3,159,085) | 3,019,469 |
Sales of custom time deposits | 40,253,896 | ||
Decrease (increase) in receivable from futures commission merchants | 7,836,808 | 6,934,165 | |
Change in control of ownership of trading companies | (2,462,220) | 168,081 | |
Contributions to trading companies | 6,938,123 | ||
Distributions from trading companies | (5,372,718) | ||
Prepaid service fees | (231) | 3,202 | 38,297 |
Receivable from related parties | 1,006 | 346 | (2,406) |
Decrease (increase) in interest receivable | 42,710 | 105,214 | (197,635) |
Incentive fees payable to Managing Owner | (130,252) | 158,660 | |
Management fees payable to Managing Owner | 2,849 | (59,522) | (172,496) |
Trading fees payable to Managing Owner | (7,307) | (10,352) | (44,612) |
Service fees payable to Managing Owner | (3,721) | (4,403) | (9,109) |
(Decrease) increase in interest payable | (2,345) | (4,252) | (18,354) |
Payables to related parties | (34,036) | ||
Other liabilities | 5 | ||
Net cash provided by (used in) operating activities | 1,544,146 | 9,954,537 | 24,775,443 |
Cash Flows from Financing Activities | |||
Proceeds from sale of capital | 512,199 | 622,461 | 1,294,955 |
Payment for redemption of capital | (3,485,335) | (10,188,324) | (26,670,944) |
Capital Contributed | 907,162 | ||
Pending owner additions | (2) | (62,537) | |
Owner redemptions payable | (18,782) | (88,311) | (236,650) |
Net cash provided by (used in) financing activities | (2,084,756) | (9,654,176) | (25,675,176) |
Net change in cash and cash equivalents | (540,610) | 300,361 | (899,733) |
Cash and cash equivalents, beginning of period | 1,110,779 | 810,418 | 1,710,151 |
Cash and cash equivalents, end of period | 570,169 | 1,110,779 | 810,418 |
Equinox Frontier Long/Short Commodity Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | (204,014) | 1,119,787 | (731,749) |
Net realized gain/(loss) on investments | (46,795) | 36,613 | (138,776) |
Sales of Treasury securities | 1,963,944 | 6,563,688 | 2,309,889 |
(Purchases) of U.S. Trasury securities | (1,395,765) | (900,875) | (23,127,167) |
Equinox Frontier Long/Short Commodity Fund [Member] | Swap [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | (300,633) | 1,176,514 | (423,454) |
Equinox Frontier Balanced Fund [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | (1,232,876) | 24,455,247 | (13,560,613) |
Decrease (increase) in open trade equity, at fair value | 3,286,019 | 637,703 | (5,046,933) |
Net change in options purchased | 165,915 | 273,255 | |
Decrease (increase) in written options, at fair value | (183,856) | 18,493 | |
Net change in ownership allocation of U.S. Treasury securities | (8,151,611) | 7,558,953 | (1,354,013) |
Net change in custom time deposits | (2,142,989) | ||
Sales of swap contracts | 20,699,311 | ||
(Purchases) of swap contracts | (9,600,000) | ||
Investments in unconsolidated trading companies, at fair value | 719,959 | (4,630,612) | 6,479,813 |
Sales of custom time deposits | 105,121,180 | ||
Decrease (increase) in receivable from futures commission merchants | 15,172,045 | 776,104 | 68,577,541 |
Change in control of ownership of trading companies | (8,052,252) | (7,745,842) | (58,711,893) |
Contributions to trading companies | 78,053,072 | ||
Distributions from trading companies | (55,150,629) | ||
Prepaid service fees | 234 | (234) | |
Receivable from related parties | 17,313 | ||
Decrease (increase) in interest receivable | (74,665) | 299,585 | (855,932) |
Other assets | 250,001 | (249,960) | 34,248 |
Incentive fees payable to Managing Owner | (1,686,755) | 1,101,401 | 164,611 |
Management fees payable to Managing Owner | (20,634) | (11,877) | (80,070) |
Trading fees payable to Managing Owner | (8,587) | (7,088) | (59,750) |
Service fees payable to Managing Owner | (21,575) | (23,135) | (142,656) |
(Decrease) increase in interest payable | (7,334) | (61,306) | (184,059) |
Payables to related parties | 9,135 | 2,801 | 10,645 |
Net cash provided by (used in) operating activities | 7,899,099 | 33,322,898 | 72,385,126 |
Cash Flows from Financing Activities | |||
Proceeds from sale of capital | 235,881 | 1,180,547 | 283,251 |
Payment for redemption of capital | (9,459,239) | (31,246,070) | (74,056,644) |
Capital Contributed | 160,099 | ||
Pending owner additions | (2,464) | 3,325 | (20,154) |
Owner redemptions payable | 417,297 | (908,760) | 589,136 |
Net cash provided by (used in) financing activities | (8,648,426) | (30,970,958) | (73,204,411) |
Net change in cash and cash equivalents | (749,327) | 2,351,940 | (819,285) |
Cash and cash equivalents, beginning of period | 5,644,510 | 3,292,570 | 4,111,855 |
Cash and cash equivalents, end of period | 4,895,183 | 5,644,510 | 3,292,570 |
Equinox Frontier Balanced Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | (1,350,252) | 4,748,522 | (2,496,948) |
Net realized gain/(loss) on investments | (411,406) | 152,688 | (362,137) |
Sales of Treasury securities | 14,050,672 | 28,506,883 | 6,027,702 |
(Purchases) of U.S. Trasury securities | (6,360,723) | (4,547,467) | (69,405,262) |
Equinox Frontier Balanced Fund [Member] | Swap [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | 910,566 | 8,120,996 | 2,486,559 |
Net realized gain/(loss) on investments | 3,554,723 | ||
Equinox Frontier Balanced Fund [Member] | Swap [Member] | Scenario, Adjustment [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | 8,124,951 | ||
Equinox Frontier Select Fund [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | (696,024) | 2,435,382 | 417,171 |
Decrease (increase) in open trade equity, at fair value | (462,339) | ||
Net change in ownership allocation of U.S. Treasury securities | 4,797,257 | 862,967 | 2,451,156 |
Net change in ownership allocation of total return swaps | (6,070,806) | ||
Investments in unconsolidated trading companies, at fair value | 3,954,301 | (1,237,597) | 508,965 |
Sales of custom time deposits | 22,708,344 | ||
Decrease (increase) in receivable from futures commission merchants | (13,281,151) | ||
Change in control of ownership of trading companies | 6,781,935 | ||
Decrease (increase) in interest receivable | 67,394 | 41,596 | (127,665) |
Other assets | (3) | ||
Incentive fees payable to Managing Owner | (185,791) | 185,791 | |
Management fees payable to Managing Owner | (4,951) | (21,963) | (53,291) |
Trading fees payable to Managing Owner | (1,604) | (1,426) | (4,512) |
Service fees payable to Managing Owner | (3,428) | (6,525) | (15,657) |
(Decrease) increase in interest payable | (9,714) | (9,135) | (20,366) |
Payables to related parties | 511 | 511 | (47,058) |
Other liabilities | 156 | ||
Net cash provided by (used in) operating activities | 783,802 | 5,213,780 | 7,952,608 |
Cash Flows from Financing Activities | |||
Proceeds from sale of capital | 19,348 | 205,055 | 14,901 |
Payment for redemption of capital | (1,462,147) | (4,982,811) | (8,164,865) |
Pending owner additions | (150) | 491 | (528) |
Owner redemptions payable | 1,238 | (53,166) | 28,505 |
Net cash provided by (used in) financing activities | (1,441,711) | (4,830,431) | (8,121,987) |
Net change in cash and cash equivalents | (657,909) | 383,349 | (169,379) |
Cash and cash equivalents, beginning of period | 878,280 | 494,931 | 664,310 |
Cash and cash equivalents, end of period | 220,371 | 878,280 | 494,931 |
Equinox Frontier Select Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | 35,623 | 679,186 | (419,974) |
Net realized gain/(loss) on investments | (22,783) | 25,780 | (78,233) |
Sales of Treasury securities | 797,588 | 4,254,841 | 1,302,165 |
(Purchases) of U.S. Trasury securities | (911,929) | (637,256) | (13,437,579) |
Equinox Frontier Winton Fund [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | (1,586,513) | 8,642,654 | 2,733,470 |
Decrease (increase) in open trade equity, at fair value | (599,579) | ||
Net change in ownership allocation of U.S. Treasury securities | 1,003,454 | (9,377,294) | (4,943,695) |
Net change in custom time deposits | (2,158,448) | ||
Investments in unconsolidated trading companies, at fair value | 7,182,104 | 299,665 | (913,358) |
Sales of custom time deposits | 33,450,843 | ||
Decrease (increase) in receivable from futures commission merchants | (12,744,570) | ||
Change in control of ownership of trading companies | 5,793,526 | ||
Decrease (increase) in interest receivable | 27,334 | (76,776) | (352,719) |
Other assets | (2) | ||
Incentive fees payable to Managing Owner | (1,178,364) | 1,078,104 | 128,097 |
Management fees payable to Managing Owner | (21,652) | (13,274) | 14,122 |
Trading fees payable to Managing Owner | (4,285) | 2,846 | (2,197) |
Service fees payable to Managing Owner | (8,331) | (301) | (9,502) |
(Decrease) increase in interest payable | (14,098) | 3,857 | (9,504) |
Payables to related parties | 15,177 | 11,402 | 4,494 |
Net cash provided by (used in) operating activities | 1,836,904 | 7,954,908 | 7,093,140 |
Cash Flows from Financing Activities | |||
Proceeds from sale of capital | 175,616 | 457,445 | 171,785 |
Payment for redemption of capital | (3,124,668) | (5,673,701) | (7,239,952) |
Pending owner additions | (1,979) | 3,589 | (3,130) |
Owner redemptions payable | 29,769 | (54,998) | 54,433 |
Net cash provided by (used in) financing activities | (2,921,262) | (5,267,665) | (7,016,864) |
Net change in cash and cash equivalents | (1,084,358) | 2,687,243 | 76,276 |
Cash and cash equivalents, beginning of period | 4,012,974 | 1,325,731 | 1,249,455 |
Cash and cash equivalents, end of period | 2,928,616 | 4,012,974 | 1,325,731 |
Equinox Frontier Winton Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | (600,814) | 2,248,070 | (915,676) |
Net realized gain/(loss) on investments | (230,502) | 59,132 | (115,236) |
Sales of Treasury securities | 8,047,027 | 12,579,837 | 1,918,089 |
(Purchases) of U.S. Trasury securities | (4,444,636) | (3,006,874) | (23,566,992) |
Equinox Frontier Heritage Fund [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | (242,385) | 3,781,955 | 1,687,018 |
Net change in ownership allocation of U.S. Treasury securities | 389,760 | (329,908) | 595,184 |
Net change in ownership allocation of total return swaps | (4,843,391) | ||
Net change in custom time deposits | 263,127 | ||
Investments in unconsolidated trading companies, at fair value | 137,800 | 345,880 | 4,285,589 |
Sales of custom time deposits | 13,164,888 | ||
Change in control of ownership of trading companies | 186,259 | 154,754 | 2,151,620 |
Decrease (increase) in interest receivable | 8,845 | 16,459 | (110,038) |
Other assets | (2) | ||
Incentive fees payable to Managing Owner | (239,327) | 223,916 | 15,411 |
Management fees payable to Managing Owner | (6,454) | (671) | (35,027) |
Trading fees payable to Managing Owner | (1,219) | (536) | (3,936) |
Service fees payable to Managing Owner | (2,157) | (4,521) | (12,631) |
(Decrease) increase in interest payable | (3,477) | (5,224) | (15,244) |
Payables to related parties | 1,238 | 1,903 | 958 |
Net cash provided by (used in) operating activities | 707,133 | 4,439,622 | 7,905,244 |
Cash Flows from Financing Activities | |||
Proceeds from sale of capital | 43,000 | 271,191 | 40,552 |
Payment for redemption of capital | (1,079,229) | (4,235,128) | (8,038,624) |
Pending owner additions | (130) | 504 | (1,099) |
Owner redemptions payable | 62,947 | 21,408 | (18,231) |
Net cash provided by (used in) financing activities | (973,412) | (3,942,025) | (8,017,402) |
Net change in cash and cash equivalents | (266,279) | 497,597 | (112,158) |
Cash and cash equivalents, beginning of period | 921,598 | 424,001 | 536,159 |
Cash and cash equivalents, end of period | 655,319 | 921,598 | 424,001 |
Equinox Frontier Heritage Fund [Member] | U.S. TREASURY SECURITIES [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | (137,580) | 615,266 | (333,572) |
Net realized gain/(loss) on investments | (52,675) | 19,370 | (50,795) |
Sales of Treasury securities | 1,818,125 | 3,621,880 | 845,472 |
(Purchases) of U.S. Trasury securities | (1,004,975) | (665,088) | (9,774,740) |
Equinox Frontier Heritage Fund [Member] | Swap [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | 419,803 | 2,105,281 | 591,793 |
Frontier Trading Company I LLC [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | 9,626,503 | 18,165,908 | 1,815,698 |
Decrease (increase) in open trade equity, at fair value | 2,459,753 | (174,792) | (2,112,081) |
Decrease (increase) in written options, at fair value | (170,602) | 69,085 | (195,696) |
Net realized (gain) loss on swap contracts | 1,646,391 | ||
Sales of swap contracts | 16,353,608 | ||
Decrease (increase) in receivable from futures commission merchants | 544,018 | (6,262,089) | 26,970,385 |
(Decrease) increase in interest payable | (211) | (334) | (4,118) |
Net cash provided by (used in) operating activities | 12,459,461 | 11,797,778 | 44,474,187 |
Cash Flows from Financing Activities | |||
Capital Contributed | 152,936,600 | 157,856,619 | 117,509,825 |
Capital Distributed | (165,396,061) | (169,654,397) | (161,984,012) |
Net cash provided by (used in) financing activities | (12,459,461) | (11,797,778) | (44,474,187) |
Frontier Trading Company I LLC [Member] | Swap [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | 498,761 | ||
Net realized gain/(loss) on investments | 1,646,391 | ||
Frontier Trading Company II LLC [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | 3,942,397 | 21,528,940 | 13,881,550 |
Decrease (increase) in open trade equity, at fair value | 2,873,705 | 848,009 | (2,821,855) |
Decrease (increase) in receivable from futures commission merchants | (1,893,306) | 2,361,317 | 7,312,578 |
Decrease (increase) in interest receivable | 204 | 155 | 2,727 |
(Decrease) increase in interest payable | (421) | ||
Net cash provided by (used in) operating activities | 4,923,000 | 24,738,000 | 18,375,000 |
Cash Flows from Financing Activities | |||
Capital Contributed | 32,277,000 | 12,312,000 | 10,125,000 |
Capital Distributed | (37,200,000) | (37,050,000) | (28,500,000) |
Net cash provided by (used in) financing activities | (4,923,000) | (24,738,000) | (18,375,000) |
Frontier Trading Company V LLC [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | 4,548,219 | ||
Decrease (increase) in open trade equity, at fair value | 1,311,171 | ||
Decrease (increase) in receivable from futures commission merchants | 14,732,606 | ||
(Decrease) increase in interest payable | 2,181 | ||
Net cash provided by (used in) operating activities | 20,594,177 | ||
Cash Flows from Financing Activities | |||
Capital Contributed | 16,155,594 | ||
Capital Distributed | (36,749,771) | ||
Net cash provided by (used in) financing activities | (20,594,177) | ||
Frontier Trading Company VII, LLC [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | 4,220,713 | (558,018) | (4,747,875) |
Decrease (increase) in open trade equity, at fair value | 9,951,838 | (12,349,140) | (836,361) |
Decrease (increase) in written options, at fair value | (77,725) | 8,538,167 | (732,546) |
Decrease (increase) in receivable from futures commission merchants | (7,636,501) | 574,114 | 5,416,124 |
(Decrease) increase in interest payable | 68 | 6 | 64 |
Net cash provided by (used in) operating activities | 6,458,393 | (3,794,871) | (900,594) |
Cash Flows from Financing Activities | |||
Capital Contributed | 54,479,000 | 37,505,000 | 31,750,000 |
Capital Distributed | (60,937,393) | (33,710,129) | (30,849,406) |
Net cash provided by (used in) financing activities | (6,458,393) | 3,794,871 | 900,594 |
Frontier Trading Company XIV, LLC [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | (985,611) | 4,544,325 | (24,858,627) |
Decrease (increase) in open trade equity, at fair value | 990,384 | (318,684) | (2,826,621) |
Decrease (increase) in receivable from futures commission merchants | 273,327 | (859,653) | 42,452,595 |
Decrease (increase) in interest receivable | (211) | ||
(Decrease) increase in interest payable | (389) | (988) | (7,347) |
Net cash provided by (used in) operating activities | 277,500 | 3,365,000 | 14,760,000 |
Cash Flows from Financing Activities | |||
Capital Contributed | 7,272,500 | 21,580,000 | 85,030,000 |
Capital Distributed | (7,550,000) | (24,945,000) | (99,790,000) |
Net cash provided by (used in) financing activities | (277,500) | (3,365,000) | (14,760,000) |
Frontier Trading Company XV, LLC [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | 57,767 | 2,877,056 | 2,755,237 |
Decrease (increase) in open trade equity, at fair value | 1,196,577 | 5,197,268 | 3,941,901 |
Decrease (increase) in written options, at fair value | (865,940) | (2,239,204) | |
Decrease (increase) in receivable from futures commission merchants | 460,832 | (484,173) | (7,303,863) |
Decrease (increase) in interest receivable | 68 | 657 | (657) |
(Decrease) increase in interest payable | 156 | (68) | (2,114) |
Net cash provided by (used in) operating activities | 1,715,400 | 6,724,800 | (2,848,700) |
Cash Flows from Financing Activities | |||
Capital Contributed | 975,100 | 23,175,200 | 28,730,000 |
Capital Distributed | (2,690,500) | (29,900,000) | (25,881,300) |
Net cash provided by (used in) financing activities | (1,715,400) | (6,724,800) | 2,848,700 |
Frontier Trading Company XV, LLC [Member] | Swap [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | 978,111 | (478,500) | |
Frontier Trading Company XVII LLC [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | (162,487) | ||
Net realized (gain) loss on swap contracts | 4,503,744 | ||
Net cash provided by (used in) operating activities | 4,341,257 | ||
Cash Flows from Financing Activities | |||
Capital Contributed | 1,922,241 | ||
Capital Distributed | (6,263,498) | ||
Net cash provided by (used in) financing activities | (4,341,257) | ||
Frontier Trading Company XVII LLC [Member] | Swap [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | 1,746,256 | ||
Net realized gain/(loss) on investments | 1,908,743 | ||
Frontier Trading Company XVIII, LLC [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | (863,803) | ||
Decrease (increase) in open trade equity, at fair value | 85,660 | ||
Decrease (increase) in receivable from futures commission merchants | 568,376 | 1,518,650 | |
(Decrease) increase in interest payable | (507) | ||
Net cash provided by (used in) operating activities | 568,376 | 740,000 | |
Cash Flows from Financing Activities | |||
Capital Contributed | 1,060,000 | ||
Capital Distributed | (568,376) | (1,800,000) | |
Net cash provided by (used in) financing activities | (568,376) | (740,000) | |
Frontier Trading Company XXIII, LLC [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | 836,116 | 7,478,302 | (1,488,658) |
Decrease (increase) in open trade equity, at fair value | 921,311 | (825,760) | 163,336 |
Decrease (increase) in receivable from futures commission merchants | (462,427) | 1,552,458 | (839,932) |
(Decrease) increase in interest payable | (7) | ||
Net cash provided by (used in) operating activities | 1,295,000 | 8,205,000 | (2,165,261) |
Cash Flows from Financing Activities | |||
Capital Contributed | 17,805,000 | 3,895,000 | 15,389,995 |
Capital Distributed | (19,100,000) | (12,100,000) | (13,224,734) |
Net cash provided by (used in) financing activities | (1,295,000) | (8,205,000) | 2,165,261 |
Frontier Trading Company XXIX, LLC [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | (1,588,899) | (598,455) | |
Decrease (increase) in open trade equity, at fair value | (284,591) | 279,840 | |
Decrease (increase) in receivable from futures commission merchants | 931,466 | (1,946,362) | |
Decrease (increase) in interest receivable | 24 | ||
(Decrease) increase in interest payable | (23) | ||
Net cash provided by (used in) operating activities | (942,000) | (2,265,000) | |
Cash Flows from Financing Activities | |||
Capital Contributed | 4,042,000 | 2,265,000 | |
Capital Distributed | (3,100,000) | ||
Net cash provided by (used in) financing activities | 942,000 | 2,265,000 | |
Frontier Trading Company XXXIV, LLC [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | 374,013 | 5,912,879 | 526,168 |
Net unrealized (gain) loss on swap contracts | (910,567) | (8,120,787) | (526,168) |
(Purchases) of swap contracts | (9,600,000) | ||
Decrease (increase) in receivable from futures commission merchants | 687,693 | (687,693) | |
(Decrease) increase in interest payable | (602) | 601 | |
Net cash provided by (used in) operating activities | 150,537 | (2,895,000) | (9,600,000) |
Cash Flows from Financing Activities | |||
Capital Contributed | 11,282,015 | 25,645,000 | 9,600,000 |
Capital Distributed | (11,432,552) | (22,750,000) | |
Net cash provided by (used in) financing activities | (150,537) | 2,895,000 | 9,600,000 |
Frontier Trading Company XXXIV, LLC [Member] | Swap [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | 910,567 | 8,120,787 | 526,168 |
Frontier Trading Company XXXV, LLC [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | 2,115,441 | 3,132,777 | 37,632 |
Net unrealized (gain) loss on swap contracts | (2,115,441) | (3,132,777) | (37,632) |
(Purchases) of swap contracts | (3,400,000) | ||
Net cash provided by (used in) operating activities | (3,400,000) | ||
Cash Flows from Financing Activities | |||
Capital Contributed | 3,400,000 | ||
Net cash provided by (used in) financing activities | 3,400,000 | ||
Frontier Trading Company XXXV, LLC [Member] | Swap [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | 2,115,441 | 3,132,777 | 37,632 |
Frontier Trading Company XXXVII, LLC [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | (300,633) | 1,176,515 | (423,455) |
Net unrealized (gain) loss on swap contracts | (300,633) | (1,176,515) | 423,455 |
(Purchases) of swap contracts | 1,000,000 | (2,880,000) | |
Net cash provided by (used in) operating activities | (1,000,000) | (2,880,000) | |
Cash Flows from Financing Activities | |||
Capital Contributed | 1,000,000 | 2,880,000 | |
Net cash provided by (used in) financing activities | 1,000,000 | 2,880,000 | |
Frontier Trading Company XXXVII, LLC [Member] | Swap [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | (300,633) | 1,176,515 | (423,455) |
Frontier Trading Company XXXVIII, LLC [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | (3,624,988) | (741,848) | 3,605,279 |
Decrease (increase) in open trade equity, at fair value | 1,064,165 | 2,151,472 | (3,520,288) |
Decrease (increase) in receivable from futures commission merchants | 274,677 | 415,299 | (3,359,991) |
(Decrease) increase in interest payable | 146 | (175) | |
Net cash provided by (used in) operating activities | (2,286,000) | 1,824,748 | (3,275,000) |
Cash Flows from Financing Activities | |||
Capital Contributed | 14,336,000 | 14,825,252 | 9,475,000 |
Capital Distributed | (12,050,000) | (16,650,000) | (6,200,000) |
Net cash provided by (used in) financing activities | 2,286,000 | (1,824,748) | 3,275,000 |
Frontier Trading Company XXXIX, LLC [Member] | |||
Cash Flows from Operating Activities | |||
Net increase (decrease) in members' equity resulting from operations | 419,803 | 2,105,282 | (564,816) |
Net realized (gain) loss on swap contracts | (419,803) | (2,108,782) | 561,316 |
(Purchases) of swap contracts | (5,996,500) | ||
Decrease (increase) in receivable from futures commission merchants | 3,500 | ||
Net cash provided by (used in) operating activities | (6,000,000) | ||
Cash Flows from Financing Activities | |||
Capital Contributed | 6,000,000 | ||
Net cash provided by (used in) financing activities | 6,000,000 | ||
Frontier Trading Company XXXIX, LLC [Member] | Swap [Member] | |||
Cash Flows from Operating Activities | |||
Net unrealized (gain)/loss on swap contracts | $ 419,803 | $ 2,108,782 | $ (561,316) |
Statements of Changes in Member
Statements of Changes in Members Equity - USD ($) | Total | Frontier Trading Company I LLC [Member] | Frontier Trading Company II LLC [Member] | Frontier Trading Company V LLC [Member] | Frontier Trading Company VII, LLC [Member] | Frontier Trading Company XIV, LLC [Member] | Frontier Trading Company XV, LLC [Member] | Frontier Trading Company XVII LLC [Member] | Frontier Trading Company XVIII, LLC [Member] | Frontier Trading Company XXIII, LLC [Member] | Frontier Trading Company XXIX, LLC [Member] | Frontier Trading Company XXXIV, LLC [Member] | Frontier Trading Company XXXV, LLC [Member] | Frontier Trading Company XXXVII, LLC [Member] | Frontier Trading Company XXXVIII, LLC [Member] | Frontier Trading Company XXXIX, LLC [Member] |
Members' Equity, Beginning Balance at Dec. 31, 2012 | $ 62,270,064 | $ 22,027,479 | $ 16,045,958 | $ 10,850,570 | $ 43,146,324 | $ 13,644,777 | $ 4,503,744 | $ 2,172,178 | $ 3,575,064 | |||||||
Net Increase in Members' Equity Resulting From Operations | 1,815,698 | 13,881,550 | 4,548,219 | (4,747,875) | (24,858,627) | 2,755,237 | (162,487) | (863,803) | (1,488,658) | $ 526,168 | $ 37,632 | $ (423,455) | $ 3,605,279 | $ (564,816) | ||
Members' Equity, Ending Balance at Dec. 31, 2013 | 19,611,575 | 17,534,029 | 7,003,289 | 3,527,697 | 19,248,714 | 568,375 | 4,251,667 | 10,126,168 | 3,437,632 | 2,456,545 | 6,880,279 | 5,435,184 | ||||
Capital Contributed | 117,509,825 | 10,125,000 | 16,155,594 | 31,750,000 | 85,030,000 | 28,730,000 | 1,922,241 | 1,060,000 | 15,389,995 | 9,600,000 | 3,400,000 | 2,880,000 | 9,475,000 | 6,000,000 | ||
Capital Distributed | (161,984,012) | (28,500,000) | $ (36,749,771) | (30,849,406) | (99,790,000) | (25,881,300) | $ (6,263,498) | (1,800,000) | (13,224,734) | (6,200,000) | ||||||
Net Increase in Members' Equity Resulting From Operations | 18,165,908 | 21,528,940 | (558,018) | 4,544,325 | 2,877,056 | 7,478,302 | $ (598,455) | 5,912,879 | 3,132,777 | 1,176,515 | (741,848) | 2,105,282 | ||||
Members' Equity, Ending Balance at Dec. 31, 2014 | $ 5,672,261 | 25,979,705 | 14,324,969 | 10,240,142 | 4,707,022 | 15,400,970 | 3,524,969 | 1,666,545 | 18,934,047 | 6,570,409 | 3,633,060 | 4,313,683 | 7,540,466 | |||
Capital Contributed | 157,856,619 | 12,312,000 | 37,505,000 | 21,580,000 | 23,175,200 | 3,895,000 | 2,265,000 | 25,645,000 | 14,825,252 | |||||||
Capital Distributed | (169,654,397) | (37,050,000) | (33,710,129) | (24,945,000) | (29,900,000) | $ (568,375) | (12,100,000) | (22,750,000) | (16,650,000) | |||||||
Net Increase in Members' Equity Resulting From Operations | 9,626,503 | 3,942,397 | 4,220,713 | (985,611) | 57,767 | 836,116 | (1,588,899) | 374,013 | 2,115,441 | (300,633) | (3,624,988) | 419,803 | ||||
Members' Equity, Ending Balance at Dec. 31, 2015 | $ 5,798,155 | 23,146,747 | 13,344,366 | 8,002,462 | 3,443,911 | 13,743,337 | 3,066,085 | 1,019,646 | 19,157,522 | $ 8,685,850 | 4,332,427 | 2,974,695 | $ 7,960,269 | |||
Capital Contributed | 152,936,600 | 32,277,000 | 54,479,000 | 7,272,500 | 975,100 | 17,805,000 | 4,042,000 | 11,282,015 | $ 1,000,000 | 14,336,000 | ||||||
Capital Distributed | $ (165,396,061) | $ (37,200,000) | $ (60,937,393) | $ (7,550,000) | $ (2,690,500) | $ (19,100,000) | $ (3,100,000) | $ (11,432,553) | $ (12,050,000) |
Organization and Purpose
Organization and Purpose | 12 Months Ended |
Dec. 31, 2015 | |
The Series of Equinox Frontier Funds [Member] | |
Organization and Purpose | 1. Organization and Purpose Equinox Frontier Funds, which is referred to in this report as the “Trust”, was formed on August 8, 2003, as a Delaware statutory trust. Please refer to the consolidated financial statements of the Trust included within this periodic report. The Trust is a multi-advisor commodity pool, as described in Commodity Futures Trading Commission (the “CFTC”) Regulation § 4.10(d)(2). The Trust has authority to issue separate series, or each, a Series, of units of beneficial interest (the “Units”) pursuant to the requirements of the Delaware Statutory Trust Act, as amended (the “Trust Act”). The assets of each Series are valued and accounted for separately from the assets of other Series. The Trust is not registered as an investment company under the Investment Company Act of 1940, as amended (the “Investment Company Act”). It is managed by its managing owner, Equinox Fund Management, LLC (the “Managing Owner”). Purchasers of Units are limited owners of the Trust (“Limited Owners”) with respect to beneficial interests of the Series’ Units purchased. The Trust Act provides that, except as otherwise provided in the second amended and restated declaration of trust and trust agreement dated December 9, 2013, by and among the Managing Owner, Wilmington Trust Company as trustee and the unitholders, as may be amended from time to time (the “Trust Agreement”), unitholders in a Delaware statutory trust will have the same limitation of liability as do stockholders of private corporations organized under the General Corporation Law of the State of Delaware. The Trust Agreement confers substantially the same limited liability, and contains the same limited exceptions thereto, as would a limited partnership agreement for a Delaware limited partnership engaged in like transactions as the Trust. In addition, pursuant to the Trust Agreement, the Managing Owner of the Trust is liable for obligations of a Series in excess of that Series’ assets. Limited Owners do not have any such liability. The Managing Owner will make contributions to the Series of the Trust necessary to maintain at least a 1% interest in the aggregate capital, profits and losses of the combined Series of the Trust. The Trust, in relation to the Series, has been organized to pool assets of investor funds for the purpose of trading in the United States (“U.S.”) and international markets for currencies, interest rates, stock indices, agricultural and energy products, precious and base metals and other commodities. The Trust, in relation to the Series, may also engage in futures contracts, forwards, option contracts and other interest in derivative instruments, including swap contracts (“Swaps”). The Trust has seven (7) separate and distinct Series of Units issued and outstanding: Equinox Frontier Diversified Fund, Equinox Frontier Masters Fund, Equinox Frontier Long/Short Commodity Fund, Equinox Frontier Balanced Fund, Equinox Frontier Select Fund, Equinox Frontier Winton Fund, and Equinox Frontier Heritage Fund, (each a “Series” and collectively, the “Series”). The Trust, with respect to the Series, may issue additional Series of Units. The Trust, with respect to each Series: • engages in the speculative trading of a diversified portfolio of futures, forwards (including interbank foreign currencies), options contracts and other derivative instruments (including swap contracts), and may, from time to time, engage in cash and spot transactions; • allocates funds to a limited liability trading company or companies (“Trading Company”). Except as otherwise described in these notes, each Trading Company has one-year renewable contracts with its own independent commodity trading advisor(s), or each, a Trading Advisor, that will manage all or a portion of such Trading Company’s assets and make the trading decisions for the assets of each Series vested in such Trading Company. Each Trading Company will segregate its assets from any other Trading Company; • maintains separate, distinct records for each Series, and accounts for the assets of each Series separately from the other Series; • calculates the Net Asset Value (“NAV”) of its Units for each Series separately from the other Series; • has an investment objective of increasing the value of each Series’ Units over the long term (capital appreciation), while managing risk and volatility; further, to offer exposure to the investment programs of individual Trading Advisors and to specific instruments; • maintains each Series of Units with between three to five sub-classes—Class 1, Class 1a, Class 2, Class 2a, Class 3, and Class 3a. Investors who have purchased Class 1, or Class 1a Units of any Series are charged a service fee of up to three percent (3.0%) annually of the NAV of each Unit purchased, for the benefit of selling agents selling such Class 1 or Class 1a Units. The initial service fee, which is amortized monthly at an annual rate of up to three percent (3.0%) of the average daily NAV of Class 1 or Class 1a of such Series, is prepaid to the Managing Owner by each Series, and paid to the selling agents by the Managing Owner in the month following sale; provided, however, that investors who redeem all or a portion of their Class 1 and Class 1a Units of any Series during the first twelve (12) months following the effective date of their purchase are subject to a redemption fee of up to three percent (3.0%) of the NAV at which such investor redeemed to reimburse the Managing Owner for the then-unamortized balance of the prepaid initial service fee. With respect to Class 2 and Class 2a Units of any Series, the Managing Owner pays an ongoing service fee to selling agents of up to one half percent (0.5%) annually of the NAV of each Class 2 or Class 2a Unit (of which 0.25% will be charged to Limited Owners holding Class 2 Units of the Equinox Frontier Diversified Fund, and Equinox Frontier Masters Fund or Class 2a Units of the Equinox Frontier Long/Short Commodity Fund sold) until such Class 2 or Class 2a Units which are subject to the fee limitation are reclassified as Class 3 or Class 3a Units of the applicable Series. Class 1AP was created as a sub-class of Class 1 and it has been presented separately because the fees applicable to it are different from those applicable to Class 1. Currently the service fee is not charged to Class 1AP investors. The Managing Owner may also pay selling agents certain additional fees and expenses for administrative and other services rendered and expenses incurred by such selling agents; and • all payments made to selling agents who are members of the Financial Industry Regulatory Authority, Inc. (“FINRA”) and their associated persons that constitute underwriting compensation will be subject to the limitations set forth in Rule 2310(b)(4)(B)(ii) (formerly Rule 2810(b)(4)(B)(ii)) of the Conduct Rules of FINRA (“Rule 2310”). An investor’s Class 1 Units or Class 2 Units of any Series, or Class 1a Units or Class 2a Units of the Equinox Frontier Long/Short Commodity Fund or Equinox Frontier Balanced Fund will be classified as Class 3 or Class 3a Units of such Series, as applicable, when the Managing Owner determines that the fee limitation set forth in Rule 2310 with respect to such Units has been reached or will be reached. No service fees are paid with respect to Class 3 or Class 3a Units. Units of any Class in a Series may be redeemed, in whole or in part, on a daily basis, at the then current NAV per Unit for such Series on the day of the week after the date the Managing Owner is in receipt of a redemption request for at least one (1) Business Day to be received by the Managing Owner prior to 4:00 PM in New York. The assets of any particular Series include only those funds and other assets that are paid to, held by or distributed to the Trust, with respect to the Series, on account of and for the benefit of that Series. Under the “Inter-Series Limitation on Liability” expressly provided for under Section 3804(a) of the Trust Act, separate and distinct records of the cash and equivalents, although pooled for maximizing returns, are maintained in the books and records of each Series. As of December 31, 2015, the Trust, with respect to the Equinox Frontier Diversified Fund, Equinox Frontier Masters Fund, Equinox Frontier Select Fund, Equinox Frontier Winton Fund and Equinox Frontier Heritage Fund separates Units into three separate Classes—Class 1, Class 2, and Class 3. The Trust, with respect to the Equinox Frontier Balanced Fund and the Equinox Frontier Long/Short Commodity Fund separates Units into a maximum of six separate Classes—Class 1, Class 2, Class 3, Class 1a, Class 2a and Class 3a. It is expected that between 10% and 30% of each Series’ assets normally will be invested in one or more Trading Companies to be committed as margin for trading positions, but from time to time these percentages may be substantially more or less. The remainder of each Series’ assets is maintained at the Trust level for cash management. Each of the respective Series has invested monies into pooled cash management assets which have included purchases of U.S. Treasury Securities Each Series’ ownership in these investments is based on its percentage ownership in the pooled cash management assets on the reporting date. As of December 31, 2015, Equinox Frontier Winton Fund has invested a portion of its assets in a single Trading Company, and a single Trading Advisor manages 100% of the assets invested in such Trading Company. Each of the remaining Series has invested a portion of its assets in several different Trading Companies and one or more Trading Advisors may manage the assets invested in such Trading Companies. The Trust has entered into agreements, which provide for the indemnification of futures clearing brokers, currency trading companies, and commodity trading advisers, among others, against losses, costs, claims and liabilities arising from the performance of their individual obligations under such agreements, except for gross negligence or bad faith. On November 26, 2014, the Trust’s portfolio management team approved an allocation change in an Emil Van Essen trading program that was not fully implemented as intended. As a result, certain series who invested in Emil Van Essen were not allocated sufficient gains and certain other series who invested in Emil Van Essen suffered greater losses. In January 2015, the Managing Owner determined to make a payment to the affected investors within the Equinox Frontier Balanced Fund, Equinox Frontier Diversified Fund and Equinox Frontier Long/Short Commodity Fund, in the aggregate amount of $1,211,610 to reimburse the effect of the missed gain or higher loss on such investors in the series, and such amount was recorded in the Statements of Changes in Owners’ Capital as Payment Made by the Managing Owner. |
Equinox Frontier Funds [Member] | |
Organization and Purpose | 1. Organization and Purpose Equinox Frontier Funds, which is referred to in this report as the “Trust”, was formed on August 8, 2003, as a Delaware statutory trust. The Trust is a multi-advisor commodity pool, as described in CFTC Regulation § 4.10(d)(2). The Trust has authority to issue separate Series of Units pursuant to the requirements of the Trust Act. The assets of each Series are valued and accounted for separately from the assets of other Series. The Trust is not registered as an investment company under the Investment Company Act. It is managed by the Managing Owner. Purchasers of Units are Limited Owners of the Trust with respect to beneficial interests of the Series’ Units purchased. The Trust Act provides that, except as otherwise provided in the second amended and restated declaration of trust and trust agreement dated December 9, 2013, by and among the Managing Owner, Wilmington Trust Company as trustee and the unitholders, as amended from time to time (the “Trust Agreement”), unitholders in a Delaware statutory trust will have the same limitation of liability as do stockholders of private corporations organized under the General Corporation Law of the State of Delaware. The Trust Agreement confers substantially the same limited liability, and contains the same limited exceptions thereto, as would a limited partnership agreement for a Delaware limited partnership engaged in like transactions as the Trust. In addition, pursuant to the Trust Agreement, the Managing Owner of the Trust is liable for obligations of a Series in excess of that Series’ assets. Limited Owners do not have any such liability. The Managing Owner will make contributions to the Series of the Trust necessary to maintain at least a 1% interest in the aggregate capital, profits and losses of all Series. The Trust has been organized to pool investor funds for the purpose of trading in the U.S. and international markets for currencies, interest rates, stock indices, agricultural and energy products, precious and base metals and other commodities. The Trust may also engage in futures contracts, forwards, option contracts and other interest in derivative instruments, including swap contracts (“Swaps”). The Trust has seven (7) separate and distinct Series of Units issued and outstanding: Equinox Frontier Diversified Fund, Equinox Frontier Masters Fund, Equinox Frontier Long/Short Commodity Fund, Equinox Frontier Balanced Fund, Equinox Frontier Select Fund, Equinox Frontier Winton Fund, and Equinox Frontier Heritage Fund. The Trust financial statements are comprised of unitized Series which are consolidated into the Trust financial statements. However, the consolidated Trust does not issue units. The Trust, with respect to each Series: • engages in the speculative trading of a diversified portfolio of futures, forwards (including interbank foreign currencies), options contracts and other derivative instruments (including swap contracts), and may, from time to time, engage in cash and spot transactions; • allocates funds to a limited liability trading company or companies (“Trading Company” or “Trading Companies”). Except as otherwise described in these notes, each Trading Company has one-year renewable contracts with its own independent commodity trading advisor(s), or each, a Trading Advisor, that will manage all or a portion of such Trading Company’s assets and make the trading decisions for the assets of each Series vested in such Trading Company. Each Trading Company will segregate its assets from any other Trading Company; • maintains separate, distinct records for each Series, and accounts for the assets of each Series separately from the other Series; • calculates the Net Asset Value (“NAV”) of its Units for each Series separately from the other Series; • has an investment objective of increasing the value of each Series’ Units over the long term (capital appreciation), while managing risk and volatility; further, to offer exposure to the investment programs of individual Trading Advisors and to specific instruments; • maintains each Series of Units in between two to seven sub-classes—Class 1, Class 1AP, Class 1a, Class 2, Class 2a, Class 3, and Class 3a. Investors who have purchased Class 1 or Class 1a Units of any Series are charged a service fee of up to three percent (3.0%) annually of the NAV of each Unit purchased, for the benefit of selling agents selling such Class 1 or Class 1a Units. The initial service fee, which is amortized monthly at an annual rate of up to three percent (3.0%) of the average daily NAV of Class 1 or Class 1a of such Series, is prepaid to the Managing Owner by each Series, and paid to the selling agents by the Managing Owner in the month following sale; provided, however, that investors who redeem all or a portion of their Class 1, Class 1a and Class 1AP Units of any Series during the first twelve (12) months following the effective date of their purchase are subject to a redemption fee of up to three percent (3.0%) of the NAV at which such investor redeemed to reimburse the Managing Owner for the then-unamortized balance of the prepaid initial service fee. With respect to Class 2 and Class 2a Units of any Series, the Managing Owner pays an ongoing service fee to selling agents of up to one half percent (0.5%) annually of the NAV of each Class 2 or Class 2a Unit (of which 0.25% will be charged to Limited Owners holding Class 2 Units of the Equinox Frontier Diversified Fund, and Equinox Frontier Masters Fund or Class 2a Units of the Equinox Frontier Long/Short Commodity Fund sold) until such Class 2 or Class 2a Units which are subject to the fee limitation are reclassified as Class 3 or Class 3a Units of the applicable Series. The Managing Owner may also pay selling agents certain additional fees and expenses for administrative and other services rendered and expenses incurred by such selling agents; and • all payments made to selling agents who are members of the Financial Industry Regulatory Authority, Inc. (“FINRA”) and their associated persons that constitute underwriting compensation will be subject to the limitations set forth in Rule 2310(b)(4)(B)(ii) (formerly Rule 2810(b)(4)(B)(ii)) of the Conduct Rules of FINRA (“Rule 2310”). An investor’s Class 1 Units or Class 2 Units of any Series, or Class 1a Units or Class 2a Units of the Equinox Frontier Long/Short Commodity Fund or Equinox Frontier Balanced Fund will be classified as Class 3 or Class 3a Units of such Series, as applicable, when the Managing Owner determines that the fee limitation set forth in Rule 2310 with respect to such Units has been reached or will be reached. No service fees are paid with respect to Class 3 or Class 3a Units. Units of any Class in a Series may be redeemed, in whole or in part, on a daily basis, at the then current NAV per Unit for such Series on the day of the week after the date the Managing Owner is in receipt of a redemption request for at least one (1) Business Day to be received by the Managing Owner prior to 4:00 PM in New York. The assets of any particular Series include only those funds and other assets that are paid to, held by or distributed to the Trust on account of and for the benefit of that Series. Under the “Inter-Series Limitation on Liability” expressly provided for under Section 3804(a) of the Trust Act, separate and distinct records of the cash and equivalents, although pooled for maximizing returns, are maintained in the books and records of each Series. As of December 31, 2015, the Trust, with respect to the Equinox Frontier Diversified Fund, Equinox Frontier Masters Fund, Equinox Frontier Select Fund, Equinox Frontier Winton Fund and Equinox Frontier Heritage Fund separates Units into three separate Classes—Class 1, Class 2, and Class 3. The Trust, with respect to the Equinox Frontier Balanced Fund and the Equinox Frontier Long/Short Commodity Fund separates Units into a maximum of six separate Classes—Class 1, Class 2, Class 3, Class 1a, Class 2a and Class 3a. It is expected that between 10% and 30% of each Series’ assets normally will be invested in one or more Trading Companies to be committed as margin for trading positions, but from time to time these percentages may be substantially more or less. The remainders of each Series’ assets are maintained at the Trust level for cash management. Each of the respective Series has invested monies into pooled cash management assets which have included purchases of U.S. Treasury Securities. Each Series’ ownership in these investments is based on its percentage ownership in the pooled cash management assets on the reporting date. Each Series of the Trust may invest a portion of its assets in a single Trading Company or in several different Trading Companies and may have multiple Trading Advisors that manage the assets invested in such Trading Companies. On November 26, 2014, the Trust’s portfolio management team approved an allocation change in an Emil Van Essen trading program that was not fully implemented as intended. As a result, certain series who invested in Emil Van Essen were not allocated sufficient gains and certain other series who invested in Emil Van Essen suffered greater losses. In January 2015, the Managing Owner determined to make a payment to the affected investors within the Equinox Frontier Balanced Fund, Equinox Frontier Diversified Fund and Equinox Frontier Long/Short Commodity Fund, in the aggregate amount of $1,211,610 to reimburse the effect of the missed gain or higher loss on such investors in the series, and such amount was recorded in the Statement of Changes in Owners’ Capital as Payment Made by the Managing Owner. The Trust has entered into agreements, which provide for the indemnification of futures clearing brokers, currency trading companies, and commodity trading advisers, among others, against losses, costs, claims and liabilities arising from the performance of their individual obligations under such agreements, except for gross negligence or bad faith. |
The Trading Companies of the Equinox Frontier Funds [Member] | |
Organization and Purpose | 1. Organization and Purpose These financial statements and related notes pertain to the following companies: Frontier Trading Company I LLC, Frontier Trading Company II LLC, Frontier Trading Company V, LLC, Frontier Trading Company VII, LLC, Frontier Trading Company XIV, LLC, Frontier Trading Company XV, LLC, Frontier Trading Company XVII, LLC, Frontier Trading Company XVIII, LLC, Frontier Trading Company XXIII, LLC, , Frontier Trading Company XXIX, LLC Frontier Trading Company XXXIV, LLC, Frontier Trading Company XXXV LLC, Frontier Trading Company XXXVII, LLC, Frontier Trading Company XXXVIII, LLC, and Frontier Trading Company XXXIX, LLC (the “Trading Companies”). Equinox Frontier Funds (the “Trust”), was formed as a Delaware statutory trust on August 8, 2003, with separate Series of Units (the “Series”). Its term will expire on December 31, 2053 (unless terminated earlier in certain circumstances). The Trust is a multi-advisor commodity pool as described in Commodity Futures Trading Commission, or CFTC Regulation § 4.10(d)(2). All capital of the Trading Companies is provided by the Series and there are no other investors in the Trading Companies. Each Trading Company authorizes certain Trading Advisors to place trades and manage assets at pre-determined investment levels. The Trading Companies were organized for the purpose of investing in securities and derivative instruments, and have no operating income or expenses, except for trading income and expenses. Trading Companies engage in the speculative trading of a diversified portfolio of futures, forwards (including interbank foreign currencies) and options contracts and other derivative instruments (including swap contracts) and may, from time to time, engage in cash and spot transactions. A brief description of the Trading Company’s main types of investments is set forth below: • A futures contract is a standardized contract traded on an exchange that calls for the future delivery of a specified quantity of a commodity at a specified time and place. • A forward contract is an individually negotiated contract between principals, not traded on an exchange, to buy or sell a specified quantity of a commodity at or before a specified date at a specified price. • An option on a futures contract, forward contract or a commodity gives the buyer of the option the right, but not the obligation, to buy or sell a futures contract, forward contract or a commodity, as applicable, at a specified price on or before a specified date. Options on futures contracts are standardized contracts traded on an exchange, while options on forward contracts and commodities, referred to collectively as over-the-counter options, generally are individually negotiated, principal-to-principal contracts not traded on an exchange. • A swap contract generally involves an exchange of a stream of payments between the contracting parties. Swap contracts generally are not uniform and not exchange-traded. The Trust has entered into agreements, which provide for the indemnification of futures clearing brokers, currency trading companies, and commodity trading advisers, among others, against losses, costs, claims and liabilities arising from the performance of their individual obligations under such agreements, except for gross negligence or bad faith. |
Significant Accounting Policies
Significant Accounting Policies | 12 Months Ended |
Dec. 31, 2015 | |
The Series of Equinox Frontier Funds [Member] | |
Significant Accounting Policies | 2. Significant Accounting Policies The following are the significant accounting policies of the Series of the Trust. Basis of Presentation Consolidation As of December 31, 2015, the consolidated balance sheet of Equinox Frontier Balanced Fund included the assets and liabilities of its majority owned Trading Companies. These Trading Companies include Frontier Trading Company XIV, LLC, Frontier Trading Company XXIII, LLC, Frontier Trading Company XXIX, LLC and Frontier Trading Company XXXIV, LLC. For the year ended December 31, 2015, the consolidated statement of operations of Equinox Frontier Balanced Fund included the earnings of its majority owned Trading Companies listed above. The consolidated statement of operations of Equinox Frontier Balanced Fund also included the earnings of Frontier Trading Company XV LLC for January 1 and 2, 2015. As of December 31, 2015, the consolidated balance sheet of Equinox Frontier Long/Short Commodity Fund included the assets and liabilities of its majority owned Trading Company, Frontier Trading Company XXXVII, LLC. For the year ended December 31, 2015, the consolidated statement of operations of Equinox Frontier Long/Short Commodity Fund included the earnings of its majority owned Trading Company listed above. As of December 31, 2015, the consolidated balance sheet of Equinox Frontier Diversified Fund included the assets and liabilities of its majority owned Frontier Trading Company XXXV, LLC. For the year ended December 31, 2015, the consolidated statement of operations of Equinox Frontier Diversified Fund included the earnings of its majority owned Trading Company listed above and the earnings of Frontier Trading Company I, LLC from January 1, 2015 to August 10, 2015. As of and for the year ended December 31, 2015, the consolidated balance sheet and statement of operations of Equinox Frontier Heritage Fund included the assets and liabilities, and earnings, respectively, of its majority owned Trading Company, Frontier Trading Company XXXIX, LLC. As of and for the year ended December 31, 2015, the consolidated balance sheet and statement of operations of Equinox Frontier Select Fund included the assets and liabilities, and earnings, respectively, of its majority owned Trading Company, Frontier Trading Company XV, LLC except for the earnings from January 1, 2015 to January 2, 2015. As of and for the year ended December 31, 2015, the consolidated balance sheet and statement of operations of Equinox Frontier Winton Fund included the assets and liabilities, and earnings, respectively, of its majority owned Trading Company, Frontier Trading Company II, LLC. From January 1, 2015 to July 16, 2015, the consolidated balance sheet and statement of operations of Equinox Frontier Heritage Fund included the assets and liabilities, and earnings, respectively, of its majority owned Trading Company, Frontier Trading Company XXXIX, LLC. Each of the Series has invested in Frontier Trading Company XXXVIII, LLC on the same basis as its ownership in the cash pool. Frontier Trading Company XXXVIII, LLC’s assets, liabilities and earnings are allocated to all of the Series of the Trust based on their proportionate share of the cash pool. As of December 31, 2014, the consolidated balance sheet of Equinox Frontier Balanced Fund included the assets and liabilities of its majority owned Trading Companies. These Trading Companies include Frontier Trading Company XIV, LLC, Frontier Trading Company XV, LLC, Frontier Trading Company XXIII, LLC, Frontier Trading Company XXIX, LLC and Frontier Trading Company XXXIV, LLC. For the year ended December 31, 2014, the consolidated income statement of Equinox Frontier Balanced Fund included the earnings of its majority owned Trading Companies. These Trading Companies include Frontier Trading Company XIV, LLC (except for the earnings from January 14, 2014 to February 27, 2014), Frontier Trading Company XV, LLC (except from January 1, 2014 to October 1, 2014), Frontier Trading Company XXIX, LLC (except from January 1, 2014 to November 23, 2014), Frontier Trading Company XXIII, LLC (except for the earnings from January 1, 2014 to April 28, 2014), and Frontier Trading Company XXXIV, LLC. As of December 31, 2014, the consolidated balance sheet of Equinox Frontier Long/Short Commodity Fund included the assets and liabilities of its majority owned Trading Company, Frontier Trading Company XXXVII, LLC. For the year ended December 31, 2014, the consolidated income statement of Equinox Frontier Long/Short Commodity Fund included the earnings of its majority owned Trading Companies. These Trading Companies include Frontier Trading Company VII, LLC (except for the earnings from April 5, 2014 to December 31, 2014), Frontier Trading Company XVIII, LLC (except for the earnings from September 5, 2014 to December 31, 2014) and Frontier Trading Company XXXVII, LLC. As of December 31, 2014, the consolidated balance sheet of Equinox Frontier Diversified Fund included the assets and liabilities of its majority owned Frontier Trading Company I, LLC and, Frontier Trading Company XXXV, LLC. For the year ended December 31, 2014, the consolidated income statement of Equinox Frontier Diversified Fund included the earnings of its majority owned Trading Companies. These Trading Companies include Frontier Trading Company I, LLC (except for the earnings from February 1, 2014 to April 7, 2014) and Frontier Trading Company XXXV, LLC. As of and for the year ended December 31, 2014, the consolidated balance sheet and income statement of Equinox Frontier Heritage Fund included the assets, liabilities and earnings of its majority owned Trading Company, Frontier Trading Company XXXIX, LLC. Use of Estimates— Cash and Cash Equivalents— Interest Income— U.S. Treasury Securities— Fair Value Measurements and Disclosures (“ Receivable From Futures Commission Merchants Investment Transactions— Balance Sheet (“ASC 210” Balance Sheet (Topic 210 Any change in net unrealized gain or loss from the preceding period is reported in the statements of operations. Fair value of exchange-traded contracts is based upon exchange settlement prices. Fair value of non-exchange-traded contracts is based on third party quoted dealer values on the interbank market. For U.S. Treasury securities, interest is recognized in the period earned and the instruments are marked-to-market daily based on third party information. Transaction costs are recognized as incurred and reflected separately in the statements of operations. Foreign Currency Transactions— Allocation of Earnings— Each Series allocates funds to an affiliated Trading Company, or Companies, of the Trust. Each Trading Company allocates all of its daily trading gains or losses to the Series in proportion to each Series’ ownership trading level interest in the Trading Company, adjusted on a daily basis (except for Trading Advisors and other investments such as Swaps that are directly allocated to a specific series). The value of all open contracts and cash held at clearing brokers is similarly allocated to the Series in proportion to each Series’ funds allocated to the Trading Company, or Companies. Investments and Swaps Income Taxes Income Taxes In the opinion of the Managing Owner, (i) the Trust, with respect to the Series, is treated as a partnership for federal income tax purposes and, assuming that at least 90% of the gross income of the Trust constitutes “qualifying income” within the meaning of Section 7704(d) of the Code, the Trust is not a publicly traded partnership treated as a corporation, and (ii) the discussion set forth in the Prospectus under the heading “Federal Income Tax Consequences” correctly summarizes the material federal income tax consequences as of the date of the Prospectus to potential U.S. Limited Owners of the purchase, ownership and disposition of Units of the Trust. Fees and Expenses Service Fees These service fees are part of the offering costs of the Trust, with respect to the Series, which include registration and filing fees, legal and blue sky expenses, accounting and audit, printing, marketing support and other offering costs which are borne by the Managing Owner. With respect to the service fees, the initial service fee (for the first 12 months) relating to a purchase of Class 1 and Class 1a Units by an investor is prepaid by the Managing Owner to the relevant selling agent in the month following such purchase and is reimbursed for such payment by the Series monthly in arrears in an amount based upon a corresponding percentage of NAV, calculated daily. Consequently, the Managing Owner bears the risk of the downside and the benefit of the upside potential of any difference between the amount of the initial service fee prepaid by it and the amount of the reimbursement thereof, which may result from variations in NAV over the following 12 months. Pending Owner Additions— Recently Issued Accounting Pronouncements— In February, 2015, the FASB issued Accounting Standards Update (ASU) No. 2015-02, Consolidation (Topic 810): Amendments to the Consolidation Analysis. ASU 2015-02 provides guidance on the consolidation evaluation for reporting organizations that are required to evaluate whether they should consolidate certain legal entities such as limited partnerships, limited liability corporations, and securitization structures (collateralized debt obligations, collateralized loan obligations, and mortgage-backed security transactions). ASU 2015-02 is effective for periods beginning after December 15, 2015. The adoption of ASU 2015-02 is not expected to have a material effect on the Trust’s financial statements. Early adoption is permitted. In May 2014, the FASB issued ASU 2014-09, Revenue from Contracts with Customers (Topic 606) Reclassification – Subsequent Events Subsequent Events |
Equinox Frontier Funds [Member] | |
Significant Accounting Policies | 2. Significant Accounting Policies The following are the significant accounting policies of the Trust. Basis of Presentation Consolidation Use of Estimates Cash and Cash Equivalents Interest Income U.S. Treasury Securities Fair Value Measurements and Disclosures (“ Receivable From Futures Commission Merchants Investment Transactions Balance Sheet (“ASC 210” Balance Sheet (Topic 210 Any change in net unrealized gain or loss from the preceding period is reported in the consolidated statements of operations. Fair value of exchange-traded contracts is based upon exchange settlement prices. Fair value of non-exchange-traded contracts is based on third party quoted dealer values on the interbank market. For U.S. Treasury securities, interest was recognized in the period earned and the instruments were marked-to-market daily based on third party information. Transaction costs are recognized as incurred and reflected separately in the consolidated statements of operations. Foreign Currency Transactions Allocation of Earnings Investments and Swaps Income Taxes Income Taxes In the opinion of the Managing Owner, (i) the Trust is treated as a partnership for Federal income tax purposes and, assuming that at least 90% of the gross income of the Trust constitutes “qualifying income” within the meaning of Section 7704(d) of the Code, the Trust is not a publicly traded partnership treated as a corporation, and (ii) the discussion set forth in the Prospectus under the heading “Federal Income Tax Consequences” correctly summarizes the material Federal income tax consequences as of the date of the Prospectus to potential U.S. Limited Owners of the purchase, ownership and disposition of Series Units of the Trust. Fees and Expenses Service Fees These service fees are part of the offering costs of the Trust, which include registration and filing fees, legal and blue sky expenses, accounting and audit, printing, marketing support and other offering costs which are borne by the Managing Owner. With respect to the service fees, the initial service fee (for the first 12 months) relating to a purchase of Class 1 and Class 1a Units by an investor is prepaid by the Managing Owner to the relevant selling agent in the month following such purchase and is reimbursed for such payment by the Series monthly in arrears in an amount based upon a corresponding percentage of NAV, calculated daily. Consequently, the Managing Owner bears the risk of the downside and enjoys the benefit of the upside potential of any difference between the amount of the initial service fee prepaid by it and the amount of the reimbursement thereof, which may result from variations in NAV over the following 12 months. Pending Owner Additions Recently Issued Accounting Pronouncements In February, 2015, the FASB issued Accounting Standards Update (ASU) No. 2015-02, Consolidation (Topic 810): Amendments to the Consolidation Analysis. ASU 2015-02 provides guidance on the consolidation evaluation for reporting organizations that are required to evaluate whether they should consolidate certain legal entities such as limited partnerships, limited liability corporations, and securitization structures (collateralized debt obligations, collateralized loan obligations, and mortgage-backed security transactions). ASU 2015-02 is effective for periods beginning after December 15, 2015. The adoption of ASU 2015-02 is not expected to have a material effect on the Trust’s financial statements. Early adoption is permitted. In May 2014, the FASB issued ASU 2014-09, Revenue from Contracts with Customers (Topic 606) “ Subsequent Events Subsequent Events |
The Trading Companies of the Equinox Frontier Funds [Member] | |
Significant Accounting Policies | 2. Significant Accounting Policies The following are the significant accounting policies of the Trading Companies. Basis of Presentation Receivable from Futures Commission Merchants Use of Estimates— Investment Transactions— Foreign Currency Transaction Investments and Swaps Income Taxes Income Taxes Fees and Expenses Recently Issued Accounting Pronouncements— In May 2014, the FASB issued ASU 2014-09, Revenue from Contracts with Customers (Topic 606) Reclassification Subsequent Events Subsequent Events |
Fair Value Measurements
Fair Value Measurements | 12 Months Ended |
Dec. 31, 2015 | |
The Series of Equinox Frontier Funds [Member] | |
Fair Value Measurements | 3. Fair Value Measurements In connection with the valuation of investments the Series apply ASC 820, Fair Value Measurement Level 1 Inputs Unadjusted quoted prices in active markets for identical financial assets that the reporting entity has the ability to access at the measurement date. Level 2 Inputs Inputs other than quoted prices included in Level 1 that are observable for the financial assets or liabilities, either directly or indirectly. These might include quoted prices for similar financial assets in active markets, quoted prices for identical or similar financial assets in markets that are not active, inputs other than quoted prices that are observable for the financial assets or inputs that are derived principally from or corroborated by market data by correlation or other means. Level 3 Inputs Unobservable inputs for determining the fair value of financial assets that reflect an entity’s own assumptions about the assumptions that market participants would use in pricing the financial asset. The Trust, with respect to the Series, uses the following methodologies to value instruments within its financial asset portfolio at fair value: Trading Securities. Swap Contracts The Managing Owner has chartered a valuation committee to provide oversight of the valuation process for the Series. The valuation committee meets at least monthly to discuss the valuation process and any valuation issues that may arise. The valuation committee is comprised of senior members of the Managing Owner’s management team with varying areas of expertise that add value to the committee. The valuation committee reports to both the Managing Owner’s Investment Oversight and Risk Committee and the Trust’s Executive Committee. The valuation committee further remains in communication with the Managing Owner’s Due Diligence Committee that provides ongoing counterparty risk monitoring of the swap counterparties. The valuation committee monitors daily pricing provided by the swap counterparty and daily valuation provided by the third party pricing service. The valuation committee may request a price challenge if the daily valuation provided by the counterparty differs significantly from the valuation obtained by the pricing service. The Managing Owner’s valuation committee monitors some additional input factors such as liquidity, volatility, and counterparty risk in order to further review the valuations provided by the pricing service. Investment in Unconsolidated Trading Companies. The following table summarizes the instruments that comprise the Trust, with respect to the Series, financial asset portfolio, by Series, measured at fair value on a recurring basis as of December 31, 2015 and December 31, 2014 segregated by the level of valuation inputs within the fair value hierarchy utilized to measure fair value: December 31, 2015 Level 1 Inputs Level 2 Inputs Level 3 Inputs Total Equinox Frontier Diversified Fund Investment in Unconsolidated Trading Companies $ 15,844,097 $ 250,110 $ — $ 16,094,207 Swap Contracts — — 8,685,849 8,685,849 U.S. Treasury Securities 27,604,916 — — 27,604,916 Equinox Frontier Masters Fund Investment in Unconsolidated Trading Companies 9,383,235 26,695 — 9,409,930 U.S. Treasury Securities 11,953,206 — — 11,953,206 Equinox Frontier Long/Short Commodity Fund Investment in Unconsolidated Trading Companies 3,355,174 59,489 — 3,414,663 Swap Contracts — — 4,332,428 4,332,428 U.S. Treasury Securities 4,792,817 — — 4,792,817 Equinox Frontier Balanced Fund Investment in Unconsolidated Trading Companies 17,357,475 266,493 — 17,623,968 Open Trade Equity (Deficit) 11,530 — — 11,530 Swap Contracts — — 19,157,520 19,157,520 U.S. Treasury Securities 41,148,676 — — 41,148,676 Equinox Frontier Select Fund Investment in Unconsolidated Trading Companies 213,921 — 3,933,919 4,147,840 Open Trade Equity (Deficit) 462,339 — — 462,339 U.S. Treasury Securities 1,852,429 — — 1,852,429 Equinox Frontier Winton Fund Investment in Unconsolidated Trading Companies 297,554 — — 297,554 Open Trade Equity (Deficit) 599,579 — — 599,579 U.S. Treasury Securities 24,617,817 — — 24,617,817 Equinox Frontier Heritage Fund Investment in Unconsolidated Trading Companies 1,403,461 2,125 — 1,405,586 Swap Contracts — — 7,960,268 7,960,268 U.S. Treasury Securities 5,508,577 — — 5,508,577 December 31, 2014 Level 1 Inputs Level 2 Inputs Level 3 Inputs Total Equinox Frontier Diversified Fund Investments in Unconsolidated Trading Companies $ 6,631,887 $ (37,508 ) $ — $ 6,594,379 Open Trade Equity (Deficit) 3,171,968 43,238 — 3,215,206 Options Purchased — 288,413 — 288,413 Options Written — (253,018 ) — (253,018 ) Swap Contracts — — 6,570,408 6,570,408 U.S. Treasury Securities 3,151,659 — — 3,151,659 Equinox Frontier Masters Fund Investments in Unconsolidated Trading Companies 7,942,166 (40,810 ) — 7,901,356 U.S. Treasury Securities 16,217,173 — — 16,217,173 Equinox Frontier Long/Short Commodity Fund Investments in Unconsolidated Trading Companies 3,789,466 25,388 — 3,814,854 Swap Contracts — — 3,633,060 3,633,060 U.S. Treasury Securities 8,191,519 — — 8,191,519 Equinox Frontier Balanced Fund Open Trade Equity (Deficit) 3,717,291 (419,742 ) - 3,297,549 Options Purchased — — — — Options Written — — — — Investments in Unconsolidated Trading Companies 18,354,685 (10,758 ) — 18,343,927 Swap Contracts — — 18,246,954 18,246,954 U.S. Treasury Securities 41,625,860 — — 41,625,860 Equinox Frontier Select Fund Investments in Unconsolidated Trading Companies 4,591,569 (28,926 ) 3,539,498 8,102,141 U.S. Treasury Securities 6,476,939 — — 6,476,939 Equinox Frontier Winton Fund Investments in Unconsolidated Trading Companies 7,656,170 (176,512 ) — 7,479,658 U.S. Treasury Securities 29,593,974 — — 29,593,974 Equinox Frontier Heritage Fund Investments in Unconsolidated Trading Companies 1,576,952 (33,566 ) — 1,543,386 Swap Contracts — — 7,540,465 7,540,465 U.S. Treasury Securities 6,796,392 — — 6,796,392 The changes in Level 3 assets measured at fair value on a recurring basis are summarized in the following tables. Swap contract asset gains and losses (realized/unrealized) included in earnings are classified in “realized and unrealized gain (loss) on investments – net unrealized gain/(loss) on swap contracts” on the statements of operations. Investment in unconsolidated trading company asset gains and losses (realized/unrealized) included in earnings are classified in “Change in fair value of investments in unconsolidated trading companies.” During the year ended December 31, 2015 and 2014, all identified Level 3 assets are components of the Equinox Frontier Diversified Fund, Equinox Frontier Long/Short Commodity Fund, Equinox Frontier Balanced Fund, Equinox Frontier Select Fund, and Equinox Frontier Heritage Fund. 2015: For the Year Ended December 31, 2015 Swaps: Equinox Frontier Equinox Frontier Equinox Frontier Balance of recurring Level 3 assets as of January 1, 2015 $ 6,570,408 $ 3,633,060 $ 18,246,954 Total gains or losses (realized/unrealized): Included in earnings-realized — — — Included in earnings-unrealized 2,115,441 (300,632 ) 910,566 Purchases of investments — 1,000,000 — Sales of investments — — — Change in ownership allocation of total return swaps — — — Transfers in and/or out of Level 3 — — — Balance of recurring Level 3 assets as of December 31, 2015 $ 8,685,849 $ 4,332,428 $ 19,157,520 Equinox Frontier Balance of recurring Level 3 assets as of January 1, 2015 $ 7,540,465 Total gains or losses (realized/unrealized): Included in earnings-realized — Included in earnings-unrealized 419,803 Purchases of investments — Sales of investments — Change in ownership allocation of total return swaps — Transfers in and/or out of Level 3 — Balance of recurring Level 3 assets as of December 31, 2015 $ 7,960,268 Investments in Unconsolidated Trading Companies: Equinox Frontier Balance of recurring Level 3 assets as of January 1, 2015 $ 3,539,498 Change in fair value of investments in unconsolidated trading companies 394,421 Proceeds from sales of investments of unconsolidated trading companies — Purchases of investments of unconsolidated trading companies — Change in ownership allocation — Transfers in and/or out of Level 3 — Balance of recurring Level 3 assets as of December 31, 2015 $ 3,933,919 2014: For the Year Ended December 31, 2014 Swaps: Equinox Frontier Diversified Fund Equinox Frontier Long/Short Commodity Fund Equinox Frontier Balanced Fund Balance of recurring Level 3 assets as of January 1, 2014 $ 3,437,632 $ 2,456,546 $ 10,122,003 Total gains or losses (realized/unrealized): Included in earnings-realized — — — Included in earnings-unrealized 3,132,776 1,176,514 8,124,951 Purchases of investments — — — Sales of investments — — Change in ownership allocation of total return swaps — — — Transfers in and/or out of Level 3 — — — Balance of recurring Level 3 assets as of December 31, 2014 $ 6,570,408 $ 3,633,060 $ 18,246,954 Equinox Frontier Balance of recurring Level 3 assets as of January 1, 2014 $ 5,435,184 Total gains or losses (realized/unrealized): Included in earnings-realized — Included in earnings-unrealized 2,105,281 Purchases of investments — Sales of investments — Change in ownership allocation of total return swaps — Transfers in and/or out of Level 3 — Balance of recurring Level 3 assets as of December 31, 2014 $ 7,540,465 Investments in Unconsolidated Trading Companies: Equinox Frontier Balance of recurring Level 3 assets as of January 1, 2014 $ 2,415,637 Change in fair value of investments in unconsolidated trading companies 1,123,861 Proceeds from sales of investments of unconsolidated trading companies — Purchases of investments of unconsolidated trading companies — Change in ownership allocation — Transfers in and/or out of Level 3 — Balance of recurring Level 3 assets as of December 31, 2014 $ 3,539,498 The Series of the Trust assess the levels of the investments at each measurement date, and transfers between levels are recognized on the actual date of the event or change in circumstances that caused the transfer in accordance with the Series’ accounting policy regarding the recognition of transfers between levels of the fair value hierarchy. During the year ended December 31, 2015, the Trust did not transfer any assets between Levels 1, 2 or 3. The amounts reflected in the change in ownership allocation result from changes in ownership in the underlying Trading Companies at the Series level, which have resulted in changes in consolidation or de-consolidation by the Series. The ownership in the Trading Companies is accounted for under the equity method, which approximates fair value. The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2015: Equinox Frontier Equinox Frontier Commodity Fund Equinox Frontier Equinox Frontier Swaps $ 2,115,441 $ (300,633 ) $ 910,566 $ 419,803 The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2014: Equinox Frontier Equinox Frontier Commodity Fund Equinox Frontier Equinox Frontier Swaps $ 3,132,776 $ 1,176,514 $ 8,120,996 $ 2,105,281 The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2013: Equinox Frontier Equinox Frontier Commodity Fund Equinox Frontier Equinox Frontier Swaps $ 37,632 $ (426,454 ) $ 2,486,559 $ 591,792 |
Equinox Frontier Funds [Member] | |
Fair Value Measurements | 3. Fair Value Measurements In connection with the valuation of investments the Trust applies ASC 820, Fair Value Measurement (“ASC 820”) Level 1 Inputs Unadjusted quoted prices in active markets for identical financial assets that the reporting entity has the ability to access at the measurement date. Level 2 Inputs Inputs other than quoted prices included in Level 1 that are observable for the financial assets or liabilities, either directly or indirectly. These might include quoted prices for similar financial assets in active markets, quoted prices for identical or similar financial assets in markets that are not active, inputs other than quoted prices that are observable for the financial assets or inputs that are derived principally from or corroborated by market data by correlation or other means. Level 3 Inputs Unobservable inputs for determining the fair value of financial assets that reflect an entity’s own assumptions about the assumptions that market participants would use in pricing the financial asset. The Trust uses the following methodologies to value instruments within its financial asset portfolio at fair value: Trading Securities. Swap Contracts The Managing Owner has chartered a valuation committee to provide oversight of the valuation process for the Series. The valuation committee meets at least monthly to discuss the valuation process and any valuation issues that may arise. The valuation committee is comprised of senior members of the Managing Owner’s management team with varying areas of expertise that add value to the committee. The valuation committee reports to both the Managing Owner’s Management Committee and the Trust’s Executive Committee. The valuation committee further remains in communication with the Managing Owner’s Due Diligence Committee that provides ongoing counterparty risk monitoring of the swap counterparties. The valuation committee’s designee monitors daily pricing valuation provided by the swap counterparty and daily valuation provided by the third party pricing service to ensure the change in fair value is reasonable and valuations are in accordance with current regulations and best practices. The valuation committee may request a price challenge if the daily valuation provided by the counterparty differs significantly from the valuation obtained by the pricing service. The Managing Owner’s valuation committee monitors some additional input factors such as liquidity, volatility, and counterparty risk in order to further review the valuations provide by the pricing service The following table summarizes the instruments that comprise the Trust’s financial asset portfolio, by Series, measured at fair value on a recurring basis as of December 31, 2015 and 2014, segregated by the level of valuation inputs within the fair value hierarchy utilized to measure fair value: December 31, 2015 Level 1 Inputs Level 2 Inputs Level 3 Inputs Total Open Trade Equity (Deficit) $ (4,424,290 ) $ 75,418 $ — $ (4,348,870 ) Swap Contracts — — 40,136,065 40,136,065 U.S. Treasury Securities 117,478,438 — — 117,478,438 Purchased Options — 526,288 — 526,288 Written Options — (165,760 ) — (165,760 ) December 31, 2014 Level 1 Inputs Level 2 Inputs Level 3 Inputs Total Open Trade Equity (Deficit) $ 15,756,796 $ (932,374 ) $ — $ 14,824,422 Swap Contracts — — 35,990,887 35,990,887 U.S. Treasury Securities 139,953,518 — — 139,953,518 Purchased Options — 9,075,883 — 9,075,883 Written Options — (8,963,838 ) — (8,963,838 ) The changes in Level 3 assets measured at fair value on a recurring basis are summarized in the following tables. Swap contract asset gains and losses (realized/unrealized) included in earnings are classified in “realized and unrealized gain (loss) on investments – net unrealized gain/(loss) on swap contracts” on the statements of operations. For the Year ended Balance of recurring Level 3 assets as of January 1, 2015 $ 35,990,887 Total gains or losses (realized/unrealized): Included in earnings-realized — Included in earnings-unrealized 3,145,178 Purchases of investments 1,000,000 Sales of investments — Transfers in and/or out of Level 3 — Balance of recurring Level 3 assets as of December 31, 2015 $ 40,136,065 For the Year ended Balance of recurring Level 3 assets as of January 1, 2014 $ 21,455,529 Total gains or losses (realized/unrealized): Included in earnings-realized — Included in earnings-unrealized 14,535,358 Purchases of investments — Sales of investments — Transfers in and/or out of Level 3 — Balance of recurring Level 3 assets as of December 31, 2014 $ 35,990,887 The Trust assesses the levels of the investments at each measurement date, and transfers between levels are recognized on the actual date of the event or change in circumstances that caused the transfer in accordance with the Trust’s accounting policy regarding the recognition of transfers between levels of the fair value hierarchy. During the years ended December 31, 2014 and 2013, the Trust did not transfer any assets between Levels 1, 2 and 3. The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2015: Swaps $ 3,145,177 The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2014: Swaps $ 14,535,358 The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2013: Swaps $ 1,539,551 |
The Trading Companies of the Equinox Frontier Funds [Member] | |
Fair Value Measurements | 3. Fair Value Measurements In connection with the valuation of investments, the Trading Companies apply ASC 820. ASC 820 provides clarification that when a quoted price in an active market for the identical asset or liability is not available, a reporting entity is required to measure fair value using certain techniques. ASC 820 also clarifies that when estimating the fair value of an asset or liability, a reporting entity is not required to include a separate input or adjustment to other inputs relating to the existence of a restriction that prevents the transfer of an asset or liability. ASC 820 also clarifies that both a quoted price in an active market for the identical asset or liability at the measurement date and the quoted price for the identical asset or liability when traded as an asset or liability in an active market when no adjustments to the quoted price of the asset are required are Level 1 fair value measurements. Level 1 Inputs Unadjusted quoted prices in active markets for identical financial assets that the reporting entity has the ability to access at the measurement date. Level 2 Inputs Inputs other than quoted prices included in Level 1 that are observable for the financial assets or liabilities, either directly or indirectly. These might include quoted prices for similar financial assets in active markets, quoted prices for identical or similar financial assets in markets that are not active, inputs other than quoted prices that are observable for the financial assets or inputs that are derived principally from or corroborated by market data by correlation or other means. Level 3 Inputs Unobservable inputs for determining the fair value of financial assets that reflect an entity’s own assumptions about the assumptions that market participants would use in pricing the financial asset. The Trading Companies uses the following methodologies to value instruments within its financial asset portfolio at fair value: Trading Securities. Swap Contracts The Managing Owner has chartered a valuation committee to provide oversight of the valuation process. The valuation committee meets at least monthly to discuss the valuation process and any valuation issues that may arise. The valuation committee is comprised of senior members of the Managing Owner’s management team with varying areas of expertise that add value to the committee. The valuation committee reports to both the Managing Owner’s Investment Oversight and Risk Committee and the Trust’s Executive Committee. The committee further remains in communication with the Managing Owner’s Due Diligence Committee that provides ongoing counterparty risk monitoring of the swap counterparties. The committee monitors daily pricing provided by the swap counterparty and daily valuation provided by the third party pricing service to ensure the change in fair value is reasonable and valuations are in accordance with current regulations and best practices. The committee may request a price challenge if the daily valuation provided by the counterparty valuations differs significantly from the valuation obtained by the pricing service. The Managing Owner’s valuation committee monitors some additional input factors such as liquidity, volatility, and counterparty risk in order to further review the valuations provide by the pricing service. The following table summarizes the instruments that comprise the Trading Companies financial asset portfolio measured at fair value on a recurring basis as of December 31, 2015 and 2014, segregated by the level of valuation inputs within the fair value hierarchy utilized to measure fair value: December 31, 2015 Level 1 Inputs Level 2 Inputs Level 3 Inputs Total Frontier Trading Company I LLC Open Trade Equity (Deficit) $ 755,452 $ — $ — $ 755,452 Options Purchased — 371,758 — 371,758 Options Written — (165,760 ) — (165,760 ) Frontier Trading Company II LLC Open Trade Equity (Deficit) 599,579 — — 599,579 Frontier Trading Company VII LLC Open Trade Equity (Deficit) (6,482,499 ) — — (6,482,499 ) Options Purchased — 154,380 — 154,380 Options Written — — — — Frontier Trading Company XIV, LLC Open Trade Equity (Deficit) 34,484 — — 34,484 Frontier Trading Company XV, LLC Open Trade Equity (Deficit) 462,340 — — 462,340 Frontier Trading Company XXIII, LLC Open Trade Equity (Deficit) (27,706 ) — — (27,706 ) Frontier Trading Company XXIX, LLC Open Trade Equity (Deficit) 4,750 — — 4,750 Frontier Trading Company XXXIV, LLC Swap Contracts — — 19,157,522 19,157,522 Frontier Trading Company XXXIX, LLC Swap Contracts — — 7,960,269 7,960,269 Frontier Trading Company XXXV, LLC Swap Contracts — — 8,685,850 8,685,850 Frontier Trading Company XXXVII, LLC Swap Contracts — — 4,332,427 4,332,427 Frontier Trading Company XXXVIII, LLC Open Trade Equity (Deficit) 304,878 — — 304,878 December 31, 2014 Level 1 Inputs Level 2 Inputs Level 3 Inputs Total Frontier Trading Company I LLC Open Trade Equity (Deficit) $ 3,171,968 $ 43,237 $ — $ 3,215,205 Options Purchased — 288,413 — 288,413 Options Written — (253,017 ) — (253,017 ) Frontier Trading Company II LLC Open Trade Equity (Deficit) 4,029,156 (555,872 ) — 3,473,284 Frontier Trading Company VII LLC Open Trade Equity (Deficit) 3,469,339 — — 3,469,339 Options Purchased — 8,787,472 — 8,787,472 Options Written — (8,710,817 ) — (8,710,817 ) Frontier Trading Company XIV, LLC Open Trade Equity (Deficit) 1,341,051 — — 1,341,051 Frontier Trading Company XV, LLC Open Trade Equity (Deficit) 1,658,917 — — 1,658,917 Frontier Trading Company XXIII, LLC Open Trade Equity (Deficit) 893,605 — — 893,605 Frontier Trading Company XXIX, LLC Open Trade Equity (Deficit) (279,840 ) — — (279,840 ) Frontier Trading Company XXXIV, LLC Swap Contracts — — 18,246,955 18,246,955 Frontier Trading Company XXXV, LLC Swap Contracts — — 6,570,409 6,570,409 Frontier Trading Company XXXVII, LLC Swap Contracts — — 3,633,060 3,633,060 Frontier Trading Company XXXVIII, LLC Open Trade Equity (Deficit) 1,369,043 — — 1,369,043 Frontier Trading Company XXXIX, LLC Swap Contracts — — 7,543,966 7,543,966 The changes in Level 3 assets measured at fair value on a recurring basis are summarized in the following tables. Swap Contract asset gains and losses (realized/unrealized) included in earnings are classified in “net realized and unrealized gain/(loss) on investments—net realized and unrealized gain/(loss) on swap contracts” on the statements of operations. During the year ended December 31, 2015, all identified level three assets are components of the Frontier Trading Company XXXIV, XXXV, XXXVII, and XXXIX LLC. During the year ended December 31, 2014, all identified level three assets are components of the Frontier Trading Company I, XVII, XXXIV, XXXV, XXXVII, and XXXIX LLC. Swap Contracts Frontier Trading Company For The Year Ending Frontier Trading Company For The Year Ending Balance of recurring Level 3 assets as of January 1, 2015 $ 18,246,955 $ 7,540,466 Total gains or losses (realized/unrealized): Included in earnings-realized — — Included in earnings-unrealized 910,567 419,803 Included in other comprehensive income — — Purchases, sales, issuances, and settlements, net — — Transfers in and/or out of Level 3 — — Balance of recurring Level 3 assets as of December 31, 2015 $ 19,157,522 $ 7,960,269 Frontier Trading Company For The Year Ending Frontier Trading Company For The Year Ending Balance of recurring Level 3 assets as of January 1, 2015 $ 6,570,409 $ 3,633,060 Total gains or losses (realized/unrealized): Included in earnings-realized — — Included in earnings-unrealized 2,115,441 (300,633 ) Included in other comprehensive income — — Purchases, sales, issuances, and settlements, net — 1,000,000 Transfers in and/or out of Level 3 — — Balance of recurring Level 3 assets as of December 31, 2015 $ 8,685,850 $ 4,332,427 Swap Contracts Frontier Trading Company For The Year Ending Frontier Trading Company For The Year Ending Balance of recurring Level 3 assets as of January 1, 2014 $ 10,126,168 $ 5,435,184 Total gains or losses (realized/unrealized): Included in earnings-realized — — Included in earnings-unrealized 8,120,787 2,108,782 Included in other comprehensive income — — Purchases, sales, issuances, and settlements, net — — Transfers in and/or out of Level 3 — — Balance of recurring Level 3 assets as of December 31, 2014 $ 18,246,955 $ 7,543,966 Frontier Trading Company For The Year Ending Frontier Trading Company For The Year Ending Balance of recurring Level 3 assets as of January 1, 2014 $ 3,437,632 $ 2,456,545 Total gains or losses (realized/unrealized): Included in earnings-realized — — Included in earnings-unrealized 3,132,777 1,176,515 Included in other comprehensive income — — Purchases, sales, issuances, and settlements, net — — Transfers in and/or out of Level 3 — — Balance of recurring Level 3 assets as of December 31, 2014 $ 6,570,409 $ 3,633,060 The Trading Companies assess the levels of the investments at each measurement date, and transfers between levels are recognized on the actual date of the event or change in circumstances that caused the transfer in accordance with the Trading Company’s accounting policy regarding the recognition of transfers between levels of the fair value hierarchy. During the year ended December 31, 2015 and 2014, the Trading Companies did not transfer any assets between Level 1 and Level 2. The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2015. Frontier Trading Frontier Trading Frontier Trading Frontier Trading Swaps $ 19,157,522 $ 8,685,850 $ 4,332,427 $ 7,960,269 The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2014. Frontier Trading Frontier Trading Frontier Trading Frontier Trading Swaps $ 8,120,787 $ 3,132,777 $ 1,176,514 $ 2,108,782 The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2013. Frontier Trading Frontier Trading Frontier Trading Frontier Trading Swaps $ 526,168 $ 37,632 $ (423,455 ) $ (561,316 ) |
Swaps
Swaps | 12 Months Ended |
Dec. 31, 2015 | |
The Series of Equinox Frontier Funds [Member] | |
Swaps | 4. Swaps In addition to authorizing Trading Advisors to manage pre-determined investment levels of futures, options on futures and forward contracts, certain Series of the Trust will strategically invest a portion or all of their assets in total return Swaps, selected at the direction of the Managing Owner. Total return Swaps are privately negotiated contracts designed to provide investment returns linked to those produced by one or more investment products or indices. In a typical total return Swap, two parties agree to exchange the returns (or differentials in rates of return) earned or realized on one or more particular predetermined investments or instruments. The gross returns to be exchanged or “swapped” between the parties are calculated with respect to a “notional amount” (i.e., the amount or value of the underlying asset used in computing the particular interest rate, return, or other amount to be exchanged) in a particular investment, or in a “basket” of securities. Each Series’ investment in Swaps will likely differ substantially over time due to cash flows, portfolio management decisions and market movements. The Swaps serve to diversify the investment holdings of each Series and to provide access to programs and advisors that would not be otherwise available to the Series, and are not used for hedging purposes. The Managing Owner follows a procedure in selecting well-established financial institutions which the Managing Owner, in its sole discretion, considers to be reputable, reliable, financially responsible and well established to act as swap counterparties. The procedure includes due diligence review of documentation on all new and existing financial institution counterparties prior to initiation of the relationship, and quarterly ongoing review during the relationship, to ensure that counterparties meet the Managing Owner’s minimum credit requirements, the counterparty average rating being no less than an investment grade rating as defined by the rating agencies. As of December 31, 2015 and December 31, 2014, approximately 9.3% and 7.0%, respectively, of the Trust’s assets were deposited with over-the-counter counterparties in order to initiate and maintain Swaps and is recorded as collateral within the swap fair value within the statement of financial condition. The cash held with the counterparty is not restricted. The Series may strategically invest assets in one or more Swaps linked to certain underlying investments or indices at the direction of the Managing Owner. The Trading Company in which the assets of these Series will be invested will not own any of the investments or indices referenced by any Swap entered into by these Series. In addition, neither the swap counterparty to the Trading Company of these Series nor any advisor referenced by any such Swap is a Trading Advisor to these Series. The Series have invested in the following Swaps as of and for the year ended December 31, 2015: Equinox Frontier Equinox Frontier Equinox Frontier Equinox Frontier Total Return Swap Total Return Swap Total Return Swap Total Return Swap Counterparty DeutscheBank AG DeutscheBank AG DeutscheBank AG DeutscheBank AG Notional Amount $ 22,580,043 $ 13,851,707 $ 1,877,692 $ 12,663,283 Termination Date 8/2/2018 8/2/2018 8/7/2018 3/26/2018 Cash Collateral $ 9,600,000 $ 3,400,000 $ 3,880,000 $ 5,993,000 Swap Value $ 9,557,520 $ 5,285,849 $ 452,428 $ 1,967,268 Investee Returns Total Returns Total Returns Total Returns Total Returns Realized Gain/(Loss) $ 0 $ 0 $ 0 $ 0 Change in Unrealized Gain/(Loss) $ 910,566 $ 2,115,441 $ (300,633 ) $ 419,803 Fair Value as of 12/31/2015 $ 19,157,520 $ 8,685,849 $ 4,332,428 $ 7,960,268 The Series have invested in the following Swaps as of and for the year ended December 31, 2014: Equinox Frontier Equinox Frontier Equinox Frontier Equinox Frontier Total Return Swap Total Return Swap Total Return Swap Total Return Swap Counterparty DeutscheBank AG DeutscheBank AG DeutscheBank AG DeutscheBank AG Notional Amount $ 67,610,098 $ 35,500,000 $ 13,590,513 $ 17,663,283 Termination Date 8/2/2018 8/2/2018 8/7/2018 3/26/2018 Cash Collateral $ 9,600,000 $ 3,400,000 $ 2,880,000 $ 5,993,000 Swap Value $ 8,646,954 $ 3,170,408 $ 753,060 $ 1,547,465 Investee Returns Total Returns Total Returns Total Returns Total Returns Realized Gain/(Loss) $ 0 $ 0 $ 0 $ 0 Change in Unrealized Gain/(Loss) $ 8,120,996 $ 3,132,777 $ 1,176,514 $ 2,105,281 Fair Value as of 12/31/2014 $ 18,246,954 $ 6,570,408 $ 3,633,060 $ 7,540,465 |
Equinox Frontier Funds [Member] | |
Swaps | 4. Swaps In addition to authorizing Trading Advisors to manage pre-determined investment levels of futures and forward contracts, certain Series of the Trust will strategically invest a portion or all of their assets in total return swaps, selected at the direction of the Managing Owner. Total return Swaps are privately negotiated contracts designed to provide investment returns linked to those produced by one or more investment products or indices. In a typical total return Swap, two parties agree to exchange the returns (or differentials in rates of return) earned or realized on one or more particular predetermined investments or instruments. The gross returns to be exchanged or “swapped” between the parties are calculated with respect to a “notional amount” (i.e., the amount or value of the underlying asset used in computing the particular interest rate, return, or other amount to be exchanged) in a particular investment, or in a “basket” of securities. The Trust’s investment in Swaps will likely differ substantially over time due to cash flows, portfolio management decisions and market movements. The Swaps serve to diversify the investment holdings of the Trust and to provide access to programs and advisors that would not be otherwise available to the Trust, and are not used for hedging purposes. The Managing Owner follows a procedure in selecting well-established financial institutions which the Managing Owner, in its sole discretion, considers to be reputable, reliable, financially responsible and well established to act as swap counterparties. The procedure includes due diligence review of documentation on all new and existing financial institution counterparties prior to initiation of the relationship, and quarterly ongoing review during the relationship, to ensure that counterparties meet the Managing Owner’s minimum credit requirements, the counterparty average rating being no less than an investment grade rating as defined by the rating agencies. As of December 31, 2015 and 2014, approximately 9.3% or $22,873,000 and 7.6% or $21,873,000, respectively, of the Trust’s assets were deposited with over-the-counter counterparties in order to initiate and maintain Swaps and is recorded as Swap Contracts, at fair value on the Statements of Financial Condition of the Trust. This cash held with the counterparty is not restricted. The Trust strategically invests assets in one or more swaps linked to certain underlying investments or indices at the direction of the Managing Owner. The Trading Company in which the assets of the Trust will be invested will not own any of the investments or indices referenced by any swap entered into by the Trust. In addition, neither the swap counterparty nor any advisor referenced by any such swap is a Trading Advisor to the Trust. The Trust had invested in the following swaps as of and for the year ended December 31, 2015: Brevan Howard XXXIV Balanced XXXV Diversified XXXVII L/S Select Counterparty DeutscheBank AG DeutscheBank AG DeutscheBank AG DeutscheBank AG Notional Amount $ 12,663,283 $ 22,580,043 $ 13,851,707 $ 1,877,592 Termination Date 3/26/2018 8/2/2018 8/2/2018 8/7/2018 Cash Collateral $ 5,993,000 $ 9,600,000 $ 3,400,000 $ 3,880,000 Swap Value $ 1,967,269 $ 9,557,519 $ 5,285,749 $ 452,428 Investee Returns Total Returns Total Returns Total Returns Total Returns Realized Gain/(Loss) $ 0 $ 0 $ 0 $ 0 Change in Unrealized Gain/(Loss) $ 419,803 $ 910,566 $ 2,115,441 ($ 300,633 ) Fair Value as of 12/31/2015 $ 7,960,269 $ 19,157,519 $ 8,685,849 $ 4,332,428 The Trust had invested in the following swaps as of and for the year ended December 31, 2014: Brevan Howard XXXIV Balanced XXXV Diversified XXXVII L/S Select Counterparty DeutscheBank AG DeutscheBank AG DeutscheBank AG DeutscheBank AG Notional Amount $ 17,663,283 $ 67,610,098 $ 35,500,000 $ 13,590,513 Termination Date 3/26/2018 8/2/2018 8/2/2018 8/7/2018 Cash Collateral $ 5,993,000 $ 9,600,000 $ 3,400,000 $ 2,880,000 Swap Value $ 1,547,465 $ 8,646,954 $ 3,170,408 $ 753,060 Investee Returns Total Returns Total Returns Total Returns Total Returns Realized Gain/(Loss) $ 0 $ 0 $ 0 $ 0 Unrealized Gain/(Loss) $ 2,105,282 $ 8,120,784 $ 3,132,777 $ 1,176,515 Fair Value as of 12/31/2014 $ 7,540,465 $ 18,246,954 $ 6,570,408 $ 3,633,060 |
The Trading Companies of the Equinox Frontier Funds [Member] | |
Swaps | 4. Swaps In addition to authorizing Trading Advisors to manage pre-determined investment levels of futures and forward contracts, certain Trading Companies of the Trust will strategically invest a portion or all of their assets in total return swaps, selected at the direction of management. Swaps are privately negotiated contracts designed to provide investment returns linked to those produced by one or more investment products or indices. In a typical swap, two parties agree to exchange the returns (or differentials in rates of return) earned or realized on one or more particular predetermined investments or instruments. The gross returns to be exchanged or “swapped” between the parties are calculated with respect to a “notional amount” (i.e., the amount or value of the underlying asset used in computing the particular interest rate, return, or other amount to be exchanged) in a particular investment, or in a “basket” of securities. Each Trading Companies’ investment in swaps will likely differ substantially over time due to cash flows, portfolio management decisions and market movements. The Swaps serve to diversify the investment holdings of each Trading Company and to provide access to programs and advisors that would not be otherwise available to the Trading Company, and are not used for hedging purposes. Management follows a procedure in selecting well-established financial institutions which management, in its sole discretion, considers to be reputable, reliable, financially responsible and well established, to act as swap counterparties. The procedure includes due diligence review of documentation on all new and existing financial institution counterparties prior to initiation of relationship, and quarterly ongoing review during the relationship, to ensure that counterparties meet the managements’ minimum credit requirements, the counterparty average rating being no less than an investment grade rating as defined by the rating agencies. The Trading Companies strategically invest assets in one or more swaps linked to certain underlying investments or indices, at the direction of management. The Trading Companies will not own any of the investments or indices referenced by any swap. In addition, the swap counterparty to the Trading Company is not a Trading Advisor to these Trading Companies. The Trading Companies have invested in the following Swaps as of December 31, 2015. Brevan Howard Total Return Swap XXXIV Balanced Select XXXV Diversified Select XXXVII L/S Select Swap Total Return Swap Counterparty DeutscheBank AG DeutscheBank AG DeutscheBank AG DeutscheBank AG Notional Amount $ 12,663,283 $ 22,580,043 $ 13,851,707 $ 1,877,592 Termination Date 3/26/2018 8/2/2018 8/2/2018 8/7/2018 Cash Collateral $ 5,993,000 $ 9,600,000 $ 3,400,000 $ 3,880,000 Swap Value $ 1,967,269 $ 9,557,519 $ 5,285,749 $ 452,428 Investee Returns Total Returns Total Returns Total Returns Total Returns Realized Gain/(Loss) $ 0 $ 0 $ 0 $ 0 Change in Unrealized Gain/(Loss) $ 419,803 $ 910,566 $ 2,115,441 $ (300,633 ) Fair Value as of 12/31/2015 $ 7,960,269 $ 19,157,519 $ 8,685,849 $ 4,332,428 The Trading Companies have invested in the following Swaps as of December 31, 2014. Brevan Howard XXXIV Balanced Select XXXV Diversified Select XXXVII L/S Select Counterparty DeutscheBank AG DeutscheBank AG DeutscheBank AG DeutscheBank AG Notional Amount $ 17,663,283 $ 67,610,098 $ 35,500,000 $ 13,590,513 Termination Date 3/26/2018 8/2/2018 8/2/2018 8/7/2018 Cash Collateral $ 5,993,000 $ 9,600,000 $ 3,400,000 $ 2,880,000 Swap Value $ 1,547,465 $ 8,646,954 $ 3,170,408 $ 753,060 Investee Returns Total Returns Total Returns Total Returns Total Returns Realized Gain/(Loss) $ 0 $ 0 $ 0 $ 0 Unrealized Gain/(Loss) $ 2,108,782 $ 8,120,784 $ 3,132,777 $ 1,176,515 Fair Value as of 12/31/2014 $ 7,543,966 $ 18,246,954 $ 6,570,408 $ 3,633,060 4. Swaps In addition to authorizing Trading Advisors to manage pre-determined investment levels of futures and forward contracts, certain Trading Companies of the Trust will strategically invest a portion or all of their assets in total return swaps, selected at the direction of management. Swaps are privately negotiated contracts designed to provide investment returns linked to those produced by one or more investment products or indices. In a typical swap, two parties agree to exchange the returns (or differentials in rates of return) earned or realized on one or more particular predetermined investments or instruments. The gross returns to be exchanged or “swapped” between the parties are calculated with respect to a “notional amount” (i.e., the amount or value of the underlying asset used in computing the particular interest rate, return, or other amount to be exchanged) in a particular investment, or in a “basket” of securities. Each Trading Companies’ investment in swaps will likely differ substantially over time due to cash flows, portfolio management decisions and market movements. The Swaps serve to diversify the investment holdings of each Trading Company and to provide access to programs and advisors that would not be otherwise available to the Trading Company, and are not used for hedging purposes. Management follows a procedure in selecting well-established financial institutions which management, in its sole discretion, considers to be reputable, reliable, financially responsible and well established, to act as swap counterparties. The procedure includes due diligence review of documentation on all new and existing financial institution counterparties prior to initiation of relationship, and quarterly ongoing review during the relationship, to ensure that counterparties meet the managements’ minimum credit requirements, the counterparty average rating being no less than an investment grade rating as defined by the rating agencies. The Trading Companies strategically invest assets in one or more swaps linked to certain underlying investments or indices, at the direction of management. The Trading Companies will not own any of the investments or indices referenced by any swap. In addition, the swap counterparty to the Trading Company is not a Trading Advisor to these Trading Companies. The Trading Companies have invested in the following Swaps as of December 31, 2015. Brevan Howard Total Return Swap XXXIV Balanced Select XXXV Diversified Select XXXVII L/S Select Swap Total Return Swap Counterparty DeutscheBank AG DeutscheBank AG DeutscheBank AG DeutscheBank AG Notional Amount $ 12,663,283 $ 22,580,043 $ 13,851,707 $ 1,877,592 Termination Date 3/26/2018 8/2/2018 8/2/2018 8/7/2018 Cash Collateral $ 5,993,000 $ 9,600,000 $ 3,400,000 $ 3,880,000 Swap Value $ 1,967,269 $ 9,557,519 $ 5,285,749 $ 452,428 Investee Returns Total Returns Total Returns Total Returns Total Returns Realized Gain/(Loss) $ 0 $ 0 $ 0 $ 0 Change in Unrealized Gain/(Loss) $ 419,803 $ 910,566 $ 2,115,441 $ (300,633 ) Fair Value as of 12/31/2015 $ 7,960,269 $ 19,157,519 $ 8,685,849 $ 4,332,428 The Trading Companies have invested in the following Swaps as of December 31, 2014. Brevan Howard XXXIV Balanced Select XXXV Diversified Select XXXVII L/S Select Counterparty DeutscheBank AG DeutscheBank AG DeutscheBank AG DeutscheBank AG Notional Amount $ 17,663,283 $ 67,610,098 $ 35,500,000 $ 13,590,513 Termination Date 3/26/2018 8/2/2018 8/2/2018 8/7/2018 Cash Collateral $ 5,993,000 $ 9,600,000 $ 3,400,000 $ 2,880,000 Swap Value $ 1,547,465 $ 8,646,954 $ 3,170,408 $ 753,060 Investee Returns Total Returns Total Returns Total Returns Total Returns Realized Gain/(Loss) $ 0 $ 0 $ 0 $ 0 Unrealized Gain/(Loss) $ 2,108,782 $ 8,120,784 $ 3,132,777 $ 1,176,515 Fair Value as of 12/31/2014 $ 7,543,966 $ 18,246,954 $ 6,570,408 $ 3,633,060 |
Investments in Unconsolidated T
Investments in Unconsolidated Trading Companies | 12 Months Ended |
Dec. 31, 2015 | |
The Series of Equinox Frontier Funds [Member] | |
Investments in Unconsolidated Trading Companies | 5. Investments in Unconsolidated Trading Companies Investments in unconsolidated trading companies represent cash and open trade equity invested in the Trading Companies by each Series and cumulative trading profits or losses allocated to each Series by the Trading Companies. Trading Companies allocate trading profits or losses on the basis of the proportion of each Series’ capital allocated for trading to each respective Trading Company, which bears no relationship to the amount of cash invested by a Series in the Trading Company. The Trading Companies are valued using the equity method of accounting, which approximates fair value. The following table summarizes each of the Series’ investments in unconsolidated Trading Companies as of December 31, 2015 and 2014: As of December 31, 2015 As of December 31, 2014 Percentage of Fair Value Percentage of Fair Value Series Equinox Frontier Diversified Fund — Frontier Trading Companies I, II, VII, XXIII and XXXVIII 28.89 % $ 16,094,207 9.11 % $ 6,594,379 Equinox Frontier Masters Fund — Frontier Trading Companies I, II, VII, XV and XXXVIII 41.22 % $ 9,409,930 30.74 % $ 7,901,978 Equinox Frontier Long/Short Commodity Fund — Frontier Trading Company I, VII and XXXVIII 26.08 % $ 3,414,663 22.96 % $ 3,814,854 Equinox Frontier Balanced Fund — Frontier Trading Companies I, II, VII, XV and XXXVIII 19.56 % $ 17,623,968 16.92 % $ 18,343,927 Equinox Frontier Select Fund — Frontier Trading Companies XXXVIII and XXXIX 20.83 % $ 4,147,840 53.06 % $ 8,102,141 Equinox Frontier Winton Fund — Frontier Trading Company XXXVIII 0.72 % $ 297,554 18.68 % $ 7,479,658 Equinox Frontier Heritage Fund — Frontier Trading Companies II and XXXVIII 9.08 % $ 1,405,586 11.85 % $ 1,543,386 The following table summarizes each of the Series’ equity in earnings from unconsolidated Trading Companies for the years ended December 31, 2015, 2014 and 2013: Year Ended December 31, 2015 Year Ended December 31, 2014 Year Ended December 31, 2013 Trading Realized Change in Net Income Trading Realized Change in Net Income Trading Realized Change in Net Income Equinox Frontier Diversified Fund Frontier Trading Company I LLC $ (174,766 ) $ 636,671 $ (1,288,141 ) $ (826,236 ) $ (56,592 ) $ 861,109 $ (449,346 ) $ 355,167 $ (383,335 ) $ 1,053,896 $ 1,169,622 $ 1,840,183 Frontier Trading Company II LLC (14,685 ) 1,025,202 (406,220 ) 604,297 (18,020 ) 3,293,893 (112,838 ) 3,163,035 (22,917 ) 1,744,610 380,208 2,101,901 Frontier Trading Company V LLC — — — — — — — — (390,604 ) (10,536,063 ) 735,737 (10,190,930 ) Frontier Trading Company VI LLC — — — — — — — — — — — — Frontier Trading Company VII, LLC (314,705 ) 4,741,557 (2,805,251 ) 1,621,601 (411,960 ) 202,844 (189,827 ) (398,943 ) (367,422 ) 333,216 (574,327 ) (608,533 ) Frontier Trading Company IX, LLC — — — — — — — — — — — — Frontier Trading Company XIV, LLC — — — — (176,563 ) 453,928 (194,219 ) 83,146 (188,229 ) 1,501,029 122,929 1,435,729 Frontier Trading Company XV, LLC — — — — (35,322 ) 226,177 (719,332 ) (528,477 ) (95,562 ) (231,534 ) 859,135 532,039 Frontier Trading Company XVIII, LLC — — — — — — — — — — Frontier Trading Company XXI, LLC — — — — — — — — — — — — Frontier Trading Company XXIII, LLC (74,373 ) 591,314 (260,757 ) 256,184 (56,661 ) 2,355,129 250,228 2,548,696 (28,812 ) (123,796 ) (53,712 ) (206,320 ) Frontier Trading Company XXXVIII, LLC (32,830 ) (469,048 ) (312,060 ) (813,938 ) (42,802 ) 491,468 (534,467 ) (85,801 ) (7,648 ) 24,276 688,890 705,518 Frontier Trading Company XXXIX, LLC — — — — — — — — — (133,974 ) (133,974 ) Total $ (611,359 ) $ 6,525,696 $ (5,072,429 ) $ 841,908 $ (797,920 ) $ 7,884,548 $ (1,949,801 ) $ 5,136,823 $ (1,484,529 ) $ (6,234,366 ) $ 3,194,508 $ (4,524,387 ) Equinox Frontier Masters Fund Frontier Trading Company I LLC $ (19,418 ) $ 1,409,880 $ (731,212 ) $ 659,250 $ (29,964 ) $ 2,475,252 $ 846,879 $ 3,292,168 $ — $ — $ — $ — Frontier Trading Company II LLC (9,119 ) 572,163 (270,658 ) 292,386 (12,830 ) 2,110,837 (41,715 ) 2,056,292 (14,320 ) 1,222,601 297,737 1,506,018 Frontier Trading Company XIV, LLC — — — — (157,662 ) 256,238 (220,014 ) (121,438 ) (271,557 ) (4,409,304 ) 566,462 (4,114,399 ) Frontier Trading Company XV, LLC (58,573 ) 672,604 (578,027 ) 36,004 (95,155 ) 1,821,877 (298,358 ) 1,428,364 (150,972 ) 86,216 877,749 812,993 Frontier Trading Company XXXVIII, LLC (13,922 ) (268,618 ) (95,734 ) (378,274 ) (21,756 ) 140,219 (295,159 ) (176,696 ) (4,396 ) 8,274 417,157 421,035 Frontier Trading Company VII, LLC (173,078 ) 5,008,076 (3,958,426 ) 876,572 (7,353 ) (276,940 ) 424,792 140,499 Total $ (274,110 ) $ 7,394,105 $ (5,634,057 ) $ 1,485,938 $ (324,720 ) $ 6,527,483 $ 416,425 $ 6,619,189 $ (441,245 ) $ (3,092,213 ) $ 2,159,105 $ (1,374,353 ) Equinox Frontier Long/Short Commodity Fund Frontier Trading Company I LLC $ (2,922 ) $ 156,796 $ 2,785 $ 156,659 $ — $ — $ — $ — $ (35,831 ) $ (778,371 ) $ 98,091 $ (716,111 ) Frontier Trading Companies VII, LLC (242,250 ) 2,483,192 (2,226,339 ) 14,603 (299,598 ) 1,967,325 (225,547 ) 1,442,177 — — — — Frontier Trading Companies XVIII, LLC — — — — (15,497 ) 72,295 (141,056 ) (84,258 ) — — — — Frontier Trading Companies XXIII, LLC — — — — — — — — (7,153 ) (263,068 ) (24,083 ) (294,304 ) Frontier Trading Company XXXVIII, LLC (7,510 ) (34,498 ) (63,213 ) (105,221 ) — — — — (3,655 ) 8,224 329,811 334,380 Total $ (252,682 ) $ 2,605,490 $ (2,286,767 ) $ 66,041 $ (315,095 ) $ 2,039,620 $ (366,603 ) $ 1,357,919 $ (46,639 ) $ (1,033,215 ) $ 403,819 $ (676,035 ) Equinox Frontier Balanced Fund Frontier Trading Company I LLC $ (398,418 ) $ 5,226,529 $ 700,620 5,528,731 $ (297,247 ) $ 5,035,125 $ (115,047 ) 4,622,830 $ — $ — $ — $ — Frontier Trading Company II LLC (19,305 ) 1,235,015 (499,116 ) 716,594 (23,501 ) 4,239,577 (319,850 ) 3,896,226 (41,208 ) 3,181,908 864,178 4,004,878 Frontier Trading Company V LLC — — — — — — — — (13,876 ) 1,530,385 (272,459 ) 1,244,049 Frontier Trading Company VII, LLC (351,880 ) 5,102,783 (3,041,589 ) 1,709,314 (424,248 ) (527,556 ) 479,923 (471,881 ) (466,389 ) (1,846,245 ) (70,237 ) (2,382,871 ) Frontier Trading Company XIV, LLC — — — — (75,543 ) (1,180,680 ) 610,861 (645,362 ) (485,436 ) (14,489,050 ) 774,556 (14,199,930 ) Frontier Trading Company XV, LLC (140 ) (89,150 ) 89,443 153 (63,893 ) (160,880 ) (379,890 ) (604,663 ) (136,258 ) (159,393 ) 941,482 645,831 Frontier Trading Company XVIII, LLC — — — — (69,979 ) 240,985 (611,413 ) (440,407 ) (9,693 ) (192,512 ) (91,675 ) (293,880 ) Frontier Trading Company XXIII, LLC — — — — — — — — (3,526 ) (194,695 ) 546 (197,675 ) Frontier Trading Company XXXVIII, LLC (50,360 ) (940,340 ) (356,821 ) (1,347,521 ) — — — — (13,880 ) 56,461 1,231,131 1,273,712 Frontier Trading Company XXXIX, LLC — — — — — — (1,538 ) (1,538 ) (1,468 ) — (426,090 ) (427,558 ) Total $ (820,103 ) $ 10,534,837 $ (3,107,463 ) $ 6,607,271 $ (954,411 ) $ 7,646,571 $ (336,954 ) $ 6,355,205 $ (1,171,734 ) $ (12,113,141 ) $ 2,951,432 $ (10,333,444 ) Equinox Frontier Select Fund Frontier Trading Company V LLC $ — $ — $ — $ — $ — $ — $ — $ — $ (12,346 ) $ 1,188,592 $ (78,854 ) $ 1,097,392 Frontier Trading Company VI LLC — — — — — — — — — — — — Frontier Trading Company XV, LLC (551 ) (27,784 ) 2,173 (25,285 ) (114,984 ) 2,118,779 268,057 2,271,852 (99,896 ) 135,861 532,850 568,815 Frontier Trading Company XXI, LLC — — — — — — — — — — — — Frontier Trading Company XXXVIII, LLC (2,400 ) (20,889 ) 2,353 (21,812 ) (9,950 ) 48,480 (134,625 ) (96,095 ) (2,171 ) 2,703 197,661 198,193 Frontier Trading Company XXXIX, LLC — — 208,164 208,164 (1,556 ) — 972,201 970,645 (903 ) — (558 ) (1,461 ) Total $ (2,951 ) $ (48,673 ) $ 212,691 $ 161,067 $ (126,490 ) $ 2,167,259 $ 1,105,633 $ 3,146,402 $ (115,316 ) $ 1,327,156 $ 651,099 $ 1,862,939 Equinox Frontier Winton Fund Frontier Trading Company II LLC $ (30,241 ) $ 1,667,631 $ (315,582 ) $ 1,321,808 $ (56,653 ) $ 10,628,427 $ (345,639 ) $ 10,226,134 $ (48,366 ) $ 4,129,621 $ 1,010,136 $ 5,091,391 Frontier Trading Company XXXVIII ,LLC (29,071 ) (537,770 ) (197,417 ) (764,258 ) (35,145 ) 543,298 (319,714 ) 188,439 (5,335 ) 21,267 483,243 499,175 Total $ (59,312 ) $ 1,129,861 $ (512,999 ) $ 557,550 $ (91,798 ) $ 11,171,725 $ (665,353 ) $ 10,414,573 $ (53,701 ) $ 4,150,888 $ 1,493,379 $ 5,590,566 Equinox Frontier Heritage Fund Frontier Trading Company II LLC $ (9,825 ) $ 656,945 $ (261,763 ) $ 385,357 $ (12,408 ) $ 2,222,268 $ (27,968 ) $ 2,181,892 $ (10,901 ) $ 918,667 $ 269,597 $ 1,177,363 Frontier Trading Company V LLC — — — — — — — — (13,268 ) 1,404,612 (205,240 ) 1,186,104 Frontier Trading Company XXXVIII, LLC (6,511 ) (117,306 ) (41,273 ) (165,090 ) (9,194 ) 79,780 (115,037 ) (44,451 ) (1,892 ) 2,537 172,623 173,268 Frontier Trading Company XXXIX, LLC — — — — — — — — (1,129 ) — (328,473 ) (329,602 ) Total $ (16,336 ) $ 539,639 $ (303,036 ) $ 220,267 $ (21,602 ) $ 2,302,048 $ (143,005 ) $ 2,137,441 $ (27,190 ) $ 2,325,816 $ (91,493 ) $ 2,207,133 |
Transactions with Affiliates
Transactions with Affiliates | 12 Months Ended |
Dec. 31, 2015 | |
The Series of Equinox Frontier Funds [Member] | |
Transactions with Affiliates | 6. Transactions with Affiliates The Managing Owner contributes funds to the Trust, with respect to the Series, in order to have a 1% interest in the aggregate capital, profits and losses of all Series and in return will receive units designated as general units in the Series in which the Managing Owner invests such funds. The general units may only be purchased by the Managing Owner and may be subject to no advisory fees or advisory fees at reduced rates. Otherwise, the general units hold the same rights as the limited units. The Managing Owner will make contributions to the Series of the Trust necessary to maintain at least a 1% interest in the aggregate capital, profits and losses of the combined Series of the Trust. Such contribution was made by the Managing Owner before trading commenced for the Trust and will be maintained throughout the existence of the Trust, and the Managing Owner will make such purchases as are necessary to effect this requirement. Additionally, the Managing Owner agreed with certain regulatory bodies to maintain a 1% interest specifically in the Equinox Frontier Balanced Fund Class 1a and 2a Units, aggregated, and each of the Equinox Frontier Long/Short Commodity Fund, Equinox Frontier Diversified Fund and Equinox Frontier Masters Fund. The 1% interest in these specific Series is included in computing the Minimum Purchase Commitment in aggregate capital. In addition to the general units the Managing Owner receives in respect of its Minimum Purchase Commitment, the Managing Owner may purchase limited units in any Series as a Limited Owner. Principals of the Managing Owner or affiliates are allowed to own beneficial interests in the Trust, with respect to the Series, as well. All Units purchased by the Managing Owner are held for investment purposes only and not for resale. The Managing Owner may make purchases or redemptions at any time on the same terms as any Limited Owner. The Trust has and will continue to have certain relationships with the Managing Owner and its affiliates. Expenses Management Fees— The management fee as a percentage of the applicable series’ net asset value will be greater than the percentage indicated above to the extent that the nominal assets of the series exceeds its net asset value. The managing owner expects that the nominal assets of each series will generally be maintained at a level in excess of the net asset value of such series and such excess may be substantial to the extent the managing owner deems necessary to achieve the desired level of volatility. Trading Fees— Incentive Fees— Service Fees— The following table summarizes fees earned by the Managing Owner for the years ended December 31, 2015, 2014 and 2013. For the Year Ended December 31, 2015 Incentive Fee Management Fee Service Fee Trading Fee Equinox Frontier Diversified Fund $ 2,068,435 $ 983,948 $ 412,335 $ 1,394,350 Equinox Frontier Masters Fund 618,626 696,963 226,790 579,677 Equinox Frontier Long/Short Commodity Fund 322,090 532,836 109,284 243,193 Equinox Frontier Balanced Fund 1,707,167 1,029,988 2,113,776 740,451 Equinox Frontier Select Fund 158,971 304,539 395,169 110,262 Equinox Frontier Winton Fund 715,409 1,199,380 764,354 288,023 Equinox Frontier Heritage Fund 132,676 280,570 287,946 96,359 For the Year Ended December 31, 2014 Incentive Fee Management Fee Service Fee Trading Fee Equinox Frontier Diversified Fund $ 4,461,365 $ 1,042,209 $ 499,021 $ 1,287,161 Equinox Frontier Masters Fund 1,123,545 903,032 309,234 603,389 Equinox Frontier Long/Short Commodity Fund 253,177 821,891 132,136 280,737 Equinox Frontier Balanced Fund 3,620,437 1,092,555 2,027,439 694,288 Equinox Frontier Select Fund 363,142 496,959 394,486 109,839 Equinox Frontier Winton Fund 1,800,488 1,172,990 724,365 263,069 Equinox Frontier Heritage Fund 370,450 327,702 270,399 88,113 For the Year Ended December 31, 2013 Incentive Fee Management Fee Service Fee Trading Fee Equinox Frontier Diversified Fund $ 760,048 $ 1,417,230 $ 1,000,514 $ 2,113,117 Equinox Frontier Masters Fund — 1,271,594 639,244 1,045,459 Equinox Frontier Long/Short Commodity Fund — 2,055,684 307,350 658,060 Equinox Frontier Balanced Fund 1,348,994 1,556,049 3,292,195 1,153,606 Equinox Frontier Select Fund — 626,553 575,265 163,310 Equinox Frontier Winton Fund 128,097 1,062,550 857,710 292,162 Equinox Frontier Heritage Fund 15,411 366,837 423,800 132,205 The following table summarizes fees payable to the Managing Owner as of December 31, 2015 and 2014. As of December 31, 2015 Incentive Fees Management Fees Interest Fees Service Fees Trading Fees Equinox Frontier Diversified Fund $ 204,914 $ 81,940 $ 11,661 $ 17,020 $ 121,065 Equinox Frontier Masters Fund 42,251 54,674 4,957 12,098 48,501 Equinox Frontier Long/Short Commodity Fund 28,408 48,210 1,368 6,841 17,129 Equinox Frontier Balanced Fund 106,563 80,574 77,642 145,576 57,450 Equinox Frontier Select Fund — 22,884 3,549 29,092 8,515 Equinox Frontier Winton Fund — 93,171 49,624 44,422 22,405 Equinox Frontier Heritage Fund — 21,490 11,066 18,807 7,457 As of December 31, 2014 Incentive Fees Management Fees Interest Fees Service Fees Trading Fees Equinox Frontier Diversified Fund $ 2,387,825 $ 86,486 $ 14,140 $ 34,905 $ 132,984 Equinox Frontier Masters Fund 722,043 64,497 6,898 17,260 55,912 Equinox Frontier Long/Short Commodity Fund 158,660 45,361 3,713 10,562 24,436 Equinox Frontier Balanced Fund 1,793,318 101,208 84,976 167,151 66,037 Equinox Frontier Select Fund 185,791 27,835 13,263 32,520 10,119 Equinox Frontier Winton Fund 1,178,364 114,823 63,722 52,753 26,690 Equinox Frontier Heritage Fund 239,327 27,944 14,543 20,964 8,676 With respect to the service fees, the initial service fee (for the first 12 months) relating to a purchase of Units by an investor is prepaid by the Managing Owner to the relevant selling agent in the month following such purchase and is reimbursed therefore by the Series monthly in arrears in an amount based upon a corresponding percentage of NAV, calculated daily. Consequently, the Managing Owner bears the risk and the benefit of the upside potential of any difference between the amount of the initial service fee prepaid by it and the amount of the reimbursement thereof, which may result from variations in NAV over the following 12 months. For the year ended December 31, 2015, amounts paid or owed to the Managing Owner for the difference in monthly service fees from prepaid initial service fees were $9,135 for the Equinox Frontier Balanced Fund, $1,006 for the Equinox Frontier Long/Short Commodity Fund, $245 for the Equinox Frontier Diversified Fund, $511 for the Equinox Frontier Select Fund, $1,238 for the Equinox Frontier Heritage Fund, $15,177 for the Equinox Frontier Winton Fund and ($2,196) for the Equinox Frontier Masters Fund. For the year ended December 31, 2014, amounts paid or owed to the Managing Owner for the difference in monthly service fees from prepaid initial service fees were ($2,794) for the Equinox Frontier Balanced Fund, ($345) for the Equinox Frontier Long/Short Commodity Fund, ($3,407) for the Equinox Frontier Diversified Fund, ($507) for the Equinox Frontier Select Fund, ($1,902) for the Equinox Frontier Heritage Fund, ($11,403) for the Equinox Frontier Winton Fund and $989 for the Equinox Frontier Masters Fund. For the year ended December 31, 2013, amounts paid or owed to the Managing Owner for the difference in monthly service fees from prepaid initial service fees were ($8,006) for the Equinox Frontier Balanced Fund, $2,379 for the Equinox Frontier Long/Short Commodity Fund, ($7,050) for the Equinox Frontier Diversified Fund, ($158) for the Equinox Frontier Select Fund, ($544) for the Equinox Frontier Heritage Fund, ($2,653) for the Equinox Frontier Winton Fund and ($2,196) for the Equinox Frontier Masters Fund. Aggregate interest income from all sources, including U.S. Treasury Securities assets net of premiums and cash held at clearing brokers, of up to the first 2% (annualized) is paid to the Managing Owner by the Equinox Frontier Balanced Fund (Class 1, and Class 2 only), Equinox Frontier Winton Fund, Equinox Frontier Select Fund, and Equinox Frontier Heritage Fund. For the Equinox Frontier Diversified Fund, Equinox Frontier Long/Short Commodity Fund, Equinox Frontier Masters Fund, and Equinox Frontier Balanced Fund (Class 1a and Class 2a only), 20% of the total interest allocated to each Series is paid to the Managing Owner. The following table outlines the interest amounts paid by each Series to the Managing Owner and its ratio to average net assets for the years ended December 31, 2015, 2014 and 2013: 2015 2014 2013 2015 2014 2013 Gross Amount Gross Amount Gross Amount Ratio to Ratio to Ratio to Equinox Frontier Diversified Fund Class 1 $ 42,063 $ 56,582 $ 181,530 0.26 % 0.30 % 0.41 % Equinox Frontier Diversified Fund Class 2 88,023 81,752 177,826 0.26 % 0.28 % 0.40 % Equinox Frontier Diversified Fund Class 3 20,751 6,433 n/a 0.25 % 0.19 % n/a Equinox Frontier Masters Fund Class 1 27,443 42,395 131,340 0.27 % 0.36 % 0.43 % Equinox Frontier Masters Fund Class 2 22,999 25,486 61,324 0.27 % 0.31 % 0.44 % Equinox Frontier Masters Fund Class 3 14,793 6,663 (5,941 ) 0.27 % 0.23 % -2.42 % Equinox Frontier Long/Short Commodity Fund Class 2 2,633 4,779 22,307 0.22 % 0.36 % 0.47 % Equinox Frontier Long/Short Commodity Fund Class 3 15,721 22,800 105,031 0.22 % 0.31 % 0.86 % Equinox Frontier Long/Short Commodity Fund Class 1a 11,732 18,852 70,738 0.22 % 0.32 % 0.49 % Equinox Frontier Long/Short Commodity Fund Class 2a 3,498 6,122 37,950 0.22 % 0.35 % 0.52 % Equinox Frontier Long/Short Commodity Fund Class 3a 1,695 1,454 n/a 0.21 % 0.27 % n/a Equinox Frontier Balanced Fund Class 1 805,984 846,398 2,035,387 1.15 % 1.34 % 1.86 % Equinox Frontier Balanced Fund Class 1AP 8,750 3,342 n/a 1.14 % 0.02 % n/a Equinox Frontier Balanced Fund Class 2 278,159 275,448 750,916 1.14 % 1.34 % 1.87 % Equinox Frontier Balanced Fund Class 2a 1,311 1,252 14,505 0.23 % 0.25 % 1.86 % Equinox Frontier Balanced Fund Class 3a 5,976 5,429 51,031 0.23 % 0.26 % 1.84 % Equinox Frontier Select Fund Class 1 65,986 152,289 363,902 0.50 % 1.22 % 1.90 % Equinox Frontier Select Fund Class 1AP 244 223 n/a 0.50 % 0.00 % n/a Equinox Frontier Select Fund Class 2 7,429 17,051 49,789 0.50 % 1.23 % 1.92 % Equinox Frontier Winton Fund Class 1 450,697 418,922 551,889 1.77 % 1.82 % 1.93 % Equinox Frontier Winton Fund Class 1AP 676 544 n/a 1.77 % 0.02 % n/a Equinox Frontier Winton Fund Class 2 209,259 188,681 197,408 1.62 % 1.75 % 1.91 % Equinox Frontier Heritage Fund Class 1 113,684 121,694 270,150 1.19 % 1.45 % 1.91 % Equinox Frontier Heritage Fund Class 1AP 726 337 n/a 1.18 % 0.01 % n/a Equinox Frontier Heritage Fund Class 2 37,732 36,285 66,778 1.18 % 1.36 % 1.91 % Total $ 2,237,965 $ 2,341,213 $ 5,133,860 The Managing Owner, under an amended contract, paid to The Bornhoft Group Corporation, an affiliate of the Trust, an annual payment of $1,100,000 for the first year of the contract and $600,000 for the second year of the contract, and $300,000 for the third and final year for investment and advisor services and 0.1% annually thereafter of the trading level with the Equinox Frontier Balanced Fund in lieu of a monthly service fee. The Managing Owner paid $268,281 and $1,113,677, respectively under this agreement for the years ended December 31, 2014, and 2013, respectively. The contract ended in 2014. Equinox Financial Group, LLC, an affiliate of the Trust, provides management services for the Managing Owner who paid $955,000, $1,040,000 and 1,415,000, respectively, for the years ended December 31, 2015, 2014 and 2013, respectively. Solon Capital, LLC, an affiliate of the Trust, provides product development and marketing services. For these services, the Managing Owner paid Solon Capital, LLC, $623,715, $1,136,465 and $1,813,029, respectively, for the years ended December 31, 2015, 2014 and 2013. A portion of the fees paid to Solon were waived for the year ending December 31, 2015. Equinox Group Distributors LLC, an affiliate under common control of the Managing Owner, serves as wholesaler of the Trust by marketing to broker/dealer organizations. |
Equinox Frontier Funds [Member] | |
Transactions with Affiliates | 5. Transactions with Affiliates The Managing Owner contributes funds to the Trust in order to have a 1% interest in the aggregate capital, profits and losses and in return will receive units designated as general units in the Series of the Trust in which the Managing Owner invests such funds. The general units may only be purchased by the Managing Owner and may be subject to no advisory fees or management advisory fees at reduced rates. Otherwise, the general units hold the same rights as the limited units. The Managing Owner is required to maintain at least a 1% interest (“Minimum Purchase Commitment”) in the aggregate capital, profits and losses of the Trust so long as it is acting as the Managing Owner of the Trust. Such contribution was made by the Managing Owner before trading commenced for the Trust and will be maintained throughout the existence of the Trust, and the Managing Owner will make such purchases as are necessary to effect this requirement. Additionally, the Managing Owner agreed with certain regulatory bodies to maintain a 1% interest specifically in the Equinox Frontier Balanced Fund Class 1a Units and Equinox Frontier Balanced Fund Class 2a Units, aggregated, and each of the Equinox Frontier Long/Short Commodity Fund, Equinox Frontier Diversified Fund, and Equinox Frontier Masters Fund. The 1% interest in these specific Series of the Trust is included in computing the Minimum Purchase Commitment in aggregate capital. In addition to the general units the Managing Owner receives in respect of its Minimum Purchase Commitment, the Managing Owner may purchase limited units in any Series as a Limited Owner. Principals of the Managing Owner or affiliates are allowed to own beneficial interests in the Trust, as well. All units purchased by the Managing Owner are held for investment purposes only and not for resale. The Managing Owner may make purchases or redemptions at any time on the same terms as any Limited Owner. The Trust has and will continue to have certain relationships with the Managing Owner and its affiliates. Expenses Management Fees— The management fee as a percentage of the applicable series’ net asset value will be greater than the percentage indicated above to the extent that the nominal assets of the series exceeds its net asset value. The managing owner expects that the nominal assets of each series will generally be maintained at a level in excess of the net asset value of such series and such excess may be substantial to the extent the managing owner deems necessary to achieve the desired level of volatility. Trading Fees— Incentive Fees— Service Fees— As of December 31, 2015, the Trust has a payable to the Managing Owner in the amounts of $382,136, $402,943, $162,121, $282,522 and $273,856 for incentive fees, management fees, interest, trading fees, and service fees, respectively. As of December 31, 2014, the Trust has a payable to the Managing Owner in the amounts of $6,665,328, $468,154, $203,086, $324,854, and $336,115 for incentive fees, management fees, interest, trading fees, and service fees, respectively. For the year ended December 31, 2015, the Trust paid the Managing Owner $5,723,374, $5,028,224, $4,309,654 and $3,452,315 for incentive fees, management fees, service fees, and trading fees, respectively. For the year ended December 31, 2014, the Trust paid the Managing Owner $11,993,289, $5,857,792, $4,357,428 and $3,327,096 for incentive fees, management fees, service fees, and trading fees, respectively. For the year ended December 31, 2013, the Trust paid the Managing Owner $2,300,285, $8,403,814, $7,118,910 and $5,588,902 for incentive fees, management fees, service fees, and trading fees, respectively. With respect to the service fees, the initial service fee (for the first 12 months) relating to a purchase of Units by an investor is prepaid by the Managing Owner to the relevant selling agent in the month following such purchase and is reimbursed therefore by the Series monthly in arrears in an amount based upon a corresponding percentage of NAV, calculated daily. Consequently, the Managing Owner bears the risk and enjoys the benefit of the upside potential of any difference between the amount of the initial service fee prepaid by it and the amount of the reimbursement thereof, which may result from variations in NAV over the following 12 months. For the years ended December 31, 2015, 2014 and 2013 amounts received or receivable from the Managing Owner for the difference in monthly service fees from the prepaid initial service fees were $28,202, ($19,369), and ($18,328) respectively. Aggregate interest income from all sources, including assets held at clearing brokers, of up to 2% (annualized) is paid to the Managing Owner by the Equinox Frontier Balanced Fund (Class 1 and Class 2 only), Equinox Frontier Winton Fund, Equinox Frontier Select Fund and Equinox Frontier Heritage Fund. For the Equinox Frontier Diversified Fund, Equinox Frontier Long/Short Commodity Fund, Equinox Frontier Masters Fund, and Equinox Frontier Balanced Fund (Class 1a and Class 2a only), 20% of the total interest allocated to each Series is paid to the Managing Owner. During the years ended December 31, 2015, 2014 and 2013, the Trust paid $2,237,965, $2,341,213 and $5,133,860, respectively of such interest income to the Managing Owner. Such amounts are not included in the consolidated statements of operations of the Trust. All other interest income is recorded by the Trust on the consolidated statements of operations. The Managing Owner, under an amended contract, paid to The Bornhoft Group Corporation, an affiliate of the Trust, an annual payment of $1,100,000 for the first year of the contract and $600,000 for the second year of the contract, and $300,000 for the third and final year for investment and advisor services and 0.1% annually thereafter of the trading level with the Equinox Frontier Balanced Fund in lieu of a monthly service fee. The Managing Owner paid $268,281 and $1,113,677, respectively under this agreement for the years ended December 31, 2014, and 2013, respectively. The contract ended in 2014. Equinox Financial Group, LLC, an affiliate of the Trust, provides management services for the Managing Owner who paid $955,000, $1,040,000 and 1,415,000, respectively, for the years ended December 31, 2015, 2014 and 2013, respectively. Solon Capital, LLC, an affiliate of the Trust, provides product development and marketing services. For these services, the Managing Owner paid Solon Capital, LLC, $623,715, $1,136,465 and $1,813,029, respectively, for the years ended December 31, 2015, 2014 and 2013. A portion of the fees paid to Solon were waived for the year ending December 31, 2015. Equinox Group Distributors LLC, an affiliate under common control of the Managing Owner, serves as wholesaler of the Trust by marketing to broker/dealer organizations. |
Financial Highlights
Financial Highlights | 12 Months Ended |
Dec. 31, 2015 | |
The Series of Equinox Frontier Funds [Member] | |
Financial Highlights | 7. Financial Highlights The following information presents the financial highlights of the Series for the years ended December 31, 2015, 2014 and 2013. This data has been derived from the information presented in the financial statements. Equinox Frontier Equinox Frontier Masters Equinox Frontier Long/Short Commodity Fund Class 1 Class 2 Class 3 Class 1 Class 2 Class 3 Class 2 Class 3 Class 1a Class 2a Class 3a Per unit operating performance (1) Net asset value, December 31, 2014 $ 113.09 $ 124.67 $ 115.03 $ 116.61 $ 128.53 $ 119.06 $ 138.30 $ 138.34 $ 101.12 $ 111.35 $ 111.77 Net operating results: Interest income 1.25 1.38 1.27 1.26 1.39 1.29 1.30 1.30 0.94 1.04 1.04 Expenses (12.26 ) (10.18 ) (9.38 ) (11.75 ) (10.13 ) (9.34 ) (10.10 ) (10.10 ) (9.53 ) (8.12 ) (8.06 ) Net gain/(loss) on investments, net of non-controlling interests 13.46 13.73 12.95 6.75 6.81 6.56 2.60 2.60 2.23 1.92 2.11 Net income/(loss) 2.43 4.93 4.84 (3.74 ) (1.93 ) (1.49 ) (6.20 ) (6.20 ) (6.36 ) (5.16 ) (4.91 ) Net asset value, December 31, 2015 $ 115.52 $ 129.60 $ 119.87 $ 112.87 $ 126.60 $ 117.57 $ 132.10 $ 132.14 $ 94.76 $ 106.19 $ 106.86 Ratios to average net assets (3) Net investment income/(loss) -9.10 % -6.56 % -6.56 % -8.92 % -6.70 % -6.70 % -6.03 % -6.03 % -8.11 % -6.03 % -6.03 % Expenses before incentive fees (4) 6.60 % 4.06 % 4.06 % 7.45 % 5.23 % 5.23 % 4.89 % 4.89 % 6.97 % 4.89 % 4.78 % Expenses after incentive fees (4) 10.13 % 7.59 % 7.59 % 9.99 % 7.77 % 7.77 % 6.91 % 6.91 % 9.00 % 6.91 % 6.91 % Total return before incentive fees (2) 5.68 % 7.49 % 7.74 % -0.67 % 1.03 % 1.28 % -2.46 % -2.45 % -4.26 % -2.61 % -2.26 % Total return after incentive fees (2) 2.15 % 3.95 % 4.21 % -3.21 % -1.50 % -1.25 % -4.48 % -4.48 % -6.29 % -4.63 % -4.39 % Equinox Frontier Balanced Fund Equinox Frontier Select Fund Class 1 Class 1AP Class 2 Class 2a Class 3a Class 1 Class 1AP Class 2 Per unit operating performance (1) Net asset value, December 31, 2014 $ 131.54 $ 133.20 $ 179.16 $ 153.02 $ 152.52 $ 95.61 $ 96.82 $ 128.48 Net operating results: Interest income 0.04 0.04 0.06 0.05 0.05 0.00 0.00 0.00 Expenses (8.91 ) (4.94 ) (6.65 ) (5.70 ) (5.68 ) (6.63 ) (3.84 ) (5.11 ) Net gain/(loss) on investments, net of non-controlling interests 5.36 5.29 7.12 7.51 7.50 1.37 1.30 1.74 Net income/(loss) (3.51 ) 0.39 0.53 1.86 1.85 (5.26 ) (2.54 ) (3.37 ) Net asset value, December 31, 2015 $ 128.03 $ 133.59 $ 179.69 $ 154.88 $ 154.37 $ 90.35 $ 94.28 $ 125.11 Ratios to average net assets (3) Net investment income/(loss) -6.50 % -3.50 % -3.50 % -3.50 % -3.50 % -6.91 % -3.91 % -3.91 % Expenses before incentive fees 4.80 % 1.80 % 1.80 % 1.80 % 1.80 % 5.82 % 2.82 % 2.82 % Expenses after incentive fees 6.53 % 3.53 % 3.53 % 3.53 % 3.53 % 6.91 % 3.91 % 3.91 % Total return before incentive fees (2) -0.94 % 2.02 % 2.03 % 2.95 % 2.95 % -4.42 % -1.54 % -1.54 % Total return after incentive fees (2) -2.67 % 0.29 % 0.30 % 1.22 % 1.21 % -5.50 % -2.62 % -2.62 % Equinox Frontier Winton Fund Equinox Frontier Heritage Fund Class 1 Class 1AP Class 2 Class 1 Class 1AP Class 2 Per unit operating performance (1) Net asset value, December 31, 2014 $ 175.95 $ 178.18 $ 226.23 $ 130.28 $ 131.93 $ 176.56 Net operating results: Interest income 0.00 0.00 0.00 0.00 0.00 0.00 Expenses (15.25 ) (10.28 ) (13.06 ) (9.27 ) (5.42 ) (7.26 ) Net gain/(loss) on investments, net of non-controlling interests 3.47 3.41 4.34 3.26 3.16 4.24 Net income/(loss) (11.78 ) (6.87 ) (8.72 ) (6.01 ) (2.26 ) (3.02 ) Net asset value, December 31, 2015 $ 164.17 $ 171.31 $ 217.51 $ 124.27 $ 129.67 $ 173.54 Ratios to average net assets (3) Net investment income/(loss) -8.74 % -5.74 % -5.74 % -6.97 % -3.97 % -3.97 % Expenses before incentive fees 6.88 % 3.88 % 3.88 % 5.94 % 2.94 % 2.94 % Expenses after incentive fees 8.74 % 5.74 % 5.74 % 6.97 % 3.97 % 3.97 % Total return before incentive fees (2) -4.83 % -1.99 % -1.99 % -3.58 % -0.68 % -0.68 % Total return after incentive fees (2) -6.70 % -3.86 % -3.85 % -4.61 % -1.71 % -1.71 % (1) Interest income and expenses per unit are calculated by dividing these amounts by the average number of units outstanding during the period. The net gain/(loss) on investments, net of non-controlling interests is a balancing amount necessary to reconcile the change in net asset value per unit with the other per unit information. (2) Impact of incentive fee computed using average net assets, otherwise computed using average units outstanding during the period prior to the effects of any non-controlling transactions. An owner’s total returns may vary from the above returns based on the timing of contributions and withdrawals. Total returns are not annualized. (3) Expense ratios do not reflect interest allocated to the Managing Owner as such expenses are not included in the Statements of Operations of the Series, see footnote 6. Equinox Frontier Equinox Frontier Masters Fund Equinox Frontier Long/Short Commodity Fund Class 1 Class 2 Class 3 Class 1 Class 2 Class 3 Class 2 Class 3 Class 1a Class 2a Class 3a Per unit operating performance (1) Net asset value, December 31, 2013 $ 87.10 $ 94.35 $ 84.21 $ 91.83 $ 99.46 $ 91.91 $ 125.26 $ 125.30 $ 92.73 $ 100.34 $ 100.47 Net operating results: Interest income 0.94 1.03 1.01 1.08 1.19 1.16 1.47 1.47 1.09 1.18 1.22 Expenses (13.06 ) (12.11 ) (11.89 ) (11.55 ) (10.53 ) (10.27 ) (9.22 ) (9.26 ) (8.72 ) (7.40 ) (7.64 ) Net gain/(loss) on investments, net of non-controlling interests 38.11 41.40 41.70 35.25 38.41 36.26 20.79 20.83 16.02 17.23 17.72 Net income/(loss) 25.99 30.32 30.82 24.78 29.07 27.15 13.04 13.04 8.39 11.01 11.30 Net asset value, December 31, 2014 $ 113.09 $ 124.67 $ 115.03 $ 116.61 $ 128.53 $ 119.06 $ 138.30 $ 138.34 $ 101.12 $ 111.35 $ 111.77 Ratios to average net assets (3) Net investment income/(loss) -13.72 % -11.36 % -11.36 % -11.32 % -9.17 % -9.17 % -6.27 % -6.27 % -8.35 % -6.27 % -6.27 % Expenses before incentive fees (4) 6.62 % 4.26 % 4.26 % 8.08 % 5.92 % 5.92 % 6.06 % 6.06 % 8.15 % 6.06 % 6.02 % Expenses after incentive fees (4) 14.78 % 12.41 % 12.41 % 12.49 % 10.34 % 10.34 % 7.46 % 7.46 % 9.54 % 7.46 % 7.46 % Total return before incentive fees (2) 38.00 % 40.29 % 44.75 % 31.40 % 33.64 % 33.96 % 11.80 % 11.80 % 10.44 % 12.37 % 12.68 % Total return after incentive fees (2) 29.84 % 32.14 % 36.60 % 26.98 % 29.23 % 29.54 % 10.41 % 10.41 % 9.05 % 10.97 % 11.25 % Equinox Frontier Balanced Fund (6) Equinox Frontier Select Fund (6) Class 1 Class 1AP Class 2 Class 2a Class 3a Class 1 Class 1AP Class 2 Per unit operating performance (1) Net asset value, December 31, 2013 $ 106.29 $ 102.62 $ 140.49 $ 118.80 $ 118.41 $ 79.86 $ 75.53 $ 104.14 Net operating results: Interest income 0.03 0.03 0.04 0.04 0.04 0.00 0.00 0.00 Expenses (9.48 ) (6.71 ) (8.38 ) (7.17 ) (7.13 ) (7.61 ) (5.48 ) (6.93 ) Net gain/(loss) on investments, net of non-controlling interests 34.70 37.26 47.01 41.35 41.20 23.36 26.77 31.27 Net income/(loss) 25.25 30.58 38.67 34.22 34.11 15.75 21.29 24.34 Net asset value, December 31, 2014 $ 131.54 $ 133.20 $ 179.16 $ 153.02 $ 152.52 $ 95.61 $ 96.82 $ 128.48 Ratios to average net assets (3) Net investment income/(loss) -8.79 % -5.79 % -5.79 % -5.79 % -5.79 % -9.61 % -6.61 % -6.61 % Expenses before incentive fees (4) 4.92 % 1.92 % 1.92 % 1.92 % 1.92 % 7.14 % 4.14 % 4.14 % Expenses after incentive fees (4) 8.82 % 5.82 % 5.82 % 5.82 % 5.82 % 9.61 % 6.61 % 6.61 % Total return before incentive fees (2) 27.65 % 33.69 % 31.42 % 32.70 % 32.70 % 22.20 % 30.66 % 25.85 % Total return after incentive fees (2) 23.76 % 29.80 % 27.53 % 28.80 % 28.81 % 19.72 % 28.19 % 23.37 % Equinox Frontier Winton Equinox Frontier Heritage Class 1 Class 1AP Class 2 Class 1 Class 1AP Class 2 Per unit operating performance (1) Net asset value, December 31, 2013 $ 139.59 $ 138.93 $ 174.17 $ 102.05 $ 98.80 $ 134.21 Net operating results: Interest income 0.00 0.00 0.00 0.00 0.00 0.00 Expenses (17.82 ) (13.99 ) (17.09 ) (10.02 ) (7.36 ) (9.27 ) Net gain/(loss) on investments, net of non-controlling interests 54.18 53.24 69.15 38.25 40.49 51.62 Net income/(loss) 36.36 39.25 52.06 28.23 33.13 42.35 Net asset value, December 31, 2014 $ 175.95 $ 178.18 $ 226.23 $ 130.28 $ 131.93 $ 176.56 Ratios to average net assets (3) Net investment income/(loss) -12.22 % -9.22 % -9.22 % -9.68 % -6.67 % -6.67 % Expenses before incentive fees (4) 7.09 % 4.09 % 4.09 % 6.53 % 3.53 % 3.53 % Expenses after incentive fees (4) 12.22 % 9.22 % 9.22 % 9.68 % 6.67 % 6.67 % Total return before incentive fees (2) 31.18 % 33.38 % 35.02 % 30.81 % 36.68 % 34.70 % Total return after incentive fees (2) 26.05 % 28.25 % 29.89 % 27.66 % 33.53 % 31.56 % (1) Interest income and expenses per unit are calculated by dividing these amounts by the average number of units outstanding during the period. The net gain/(loss) on investments, net of non-controlling interests is a balancing amount necessary to reconcile the change in net asset value per unit with the other per unit information. (2) Impact of incentive fee computed using average net assets, otherwise computed using average units outstanding during the period prior to the effects of any non-controlling transactions. An owner’s total returns may vary from the above returns based on the timing of contributions and withdrawals. Total returns are not annualized. (3) Annualized with the exception of incentive fees. (4) Expense ratios do not reflect interest allocated to the Managing Owner as such expenses are not included in the Statements of Operations of the Series, see footnote 6. (5) Class 3 began operations on February 24, 2014. (6) Class 1AP began operations on July 31, 2014. Equinox Frontier Equinox Frontier Masters Fund Equinox Frontier Long/Short Commodity Fund (5) Class 1 Class 2 Class 1 Class 2 Class 3 Class 2 Class 3 Class 1a Class 2a Class 3a Per unit operating performance (1) Net asset value, December 31, 2012 $ 94.40 $ 100.48 $ 101.11 $ 107.61 $ 88.01 $ 145.65 $ 145.69 $ 108.58 $ 115.45 $ 109.60 Net operating results: Interest income 1.53 1.64 1.66 1.78 2.25 3.15 2.93 2.48 2.69 2.46 Expenses (6.23 ) (4.55 ) (7.08 ) (5.42 ) (4.74 ) (9.03 ) (8.41 ) (9.30 ) (7.72 ) (7.06 ) Net gain/(loss) on investments, net of non-controlling interests (2.60 ) (3.22 ) (3.86 ) (4.51 ) 6.38 (14.51 ) (14.91 ) (9.03 ) (10.08 ) (4.53 ) Net income/(loss) (7.30 ) (6.13 ) (9.28 ) (8.15 ) 3.90 (20.39 ) (20.39 ) (15.85 ) (15.11 ) (9.13 ) Net asset value, December 31, 2013 $ 87.10 $ 94.35 $ 91.83 $ 99.46 $ 91.91 $ 125.26 $ 125.30 $ 92.73 $ 100.34 $ 100.47 Ratios to average net assets (3) Net investment income/(loss) -5.34 % -3.08 % -5.62 % -3.51 % -2.74 % -4.55 % -4.55 % -6.68 % -4.55 % -4.55 % Expenses before incentive fees (4) 6.22 % 3.96 % 7.34 % 5.23 % 5.23 % 6.98 % 6.98 % 9.11 % 6.98 % 6.98 % Expenses after incentive fees (4) 7.07 % 4.82 % 7.34 % 5.23 % 5.23 % 6.98 % 6.98 % 9.11 % 6.98 % 6.98 % Total return before incentive fees (2) -6.88 % -5.25 % -9.18 % -7.57 % 4.43 % -14.00 % -14.00 % -14.60 % -13.09 % -8.33 % Total return after incentive fees (2) -7.73 % -6.10 % -9.18 % -7.57 % 4.43 % -14.00 % -14.00 % -14.60 % -13.09 % -8.33 % Equinox Frontier Balanced Fund Equinox Frontier Class 1 Class 2 Class 2a Class 3a Class 1 Class 2 Per unit operating performance (1) Net asset value, December 31, 2012 $ 116.32 $ 149.20 $ 124.36 $ 123.96 $ 78.66 $ 99.55 Net operating results: Interest income 0.20 0.26 0.22 0.22 0.96 1.23 Expenses (6.13 ) (3.73 ) (3.13 ) (3.12 ) (5.29 ) (3.72 ) Net gain/(loss) on investments, net of non-controlling interests (4.10 ) (5.24 ) (2.65 ) (2.65 ) 5.53 7.08 Net income/(loss) (10.03 ) (8.71 ) (5.56 ) (5.55 ) 1.20 4.59 Net asset value, December 31, 2013 $ 106.29 $ 140.49 $ 118.80 $ 118.41 $ 79.86 $ 104.14 Ratios to average net assets (3) Net investment income/(loss) -5.47 % -2.46 % -2.46 % -2.46 % -5.43 % -2.43 % Expenses before incentive fees (4) 4.77 % 1.77 % 1.77 % 1.77 % 6.63 % 3.63 % Expenses after incentive fees (4) 5.65 % 2.65 % 2.65 % 2.65 % 6.63 % 3.63 % Total return before incentive fees (2) -7.74 % -4.96 % -3.59 % -3.60 % 1.53 % 4.61 % Total return after incentive fees (2) -8.62 % -5.84 % -4.47 % -4.48 % 1.53 % 4.61 % Equinox Frontier Equinox Frontier Class 1 Class 2 Class 1 Class 2 Per unit operating performance (1) Net asset value, December 31, 2012 $ 130.73 $ 158.30 $ 94.55 $ 120.67 Net operating results: Interest income 0.98 1.20 0.61 0.79 Expenses (9.15 ) (6.29 ) (5.85 ) (3.73 ) Net gain/(loss) on investments, net of non-controlling interests 17.03 20.96 12.74 16.48 Net income/(loss) 8.86 15.87 7.50 13.54 Net asset value, December 31, 2013 $ 139.59 $ 174.17 $ 102.05 $ 134.21 Ratios to average net assets (3) Net investment income/(loss) -6.08 % -3.08 % -5.30 % -2.30 % Expenses before incentive fees (4) 6.48 % 3.48 % 5.84 % 2.83 % Expenses after incentive fees (4) 6.81 % 3.81 % 5.92 % 2.92 % Total return before incentive fees (2) 7.11 % 10.35 % 8.02 % 11.31 % Total return after incentive fees (2) 6.78 % 10.03 % 7.93 % 11.22 % (1) Interest income and expenses per unit are calculated by dividing these amounts by the average number of units outstanding during the period. The net gain/(loss) on investments, net of non-controlling interests is a balancing amount necessary to reconcile the change in net asset value per unit with the other per unit information. (2) Impact of incentive fee computed using average net assets, otherwise computed using average units outstanding during the period prior to the effects of any non-controlling transactions. An owner’s total returns may vary from the above returns based on the timing of contributions and withdrawals. Total returns are not annualized. (3) Annualized with the exception of incentive fees. (4) Expense ratios do not reflect interest allocated to the Managing Owner as such expenses are not included in the Statements of Operations of the Series, see footnote 6. (5) Class 3a operations began June 17, 2013. (6) Class 3 operations began December 16, 2013. |
Equinox Frontier Funds [Member] | |
Financial Highlights | 6. Financial Highlights The following information presents the financial highlights of the Trust for the year ended December 31, 2015, 2014 and 2013. This data has been derived from the information presented in the consolidated financial statements. 2015 2014 2013 Ratios to average net assets (1) Net investment gain/(loss) (1) -6.70 % -9.32 % -4.72 % Expenses before incentive fees (3) 4.90 % 5.17 % 5.18 % Expenses after incentive fees (3) 7.10 % 9.75 % 5.75 % Total return before incentive fees (2) 0.60 % 25.23 % -7.08 % Total return after incentive fees (2) -1.60 % 20.65 % -7.64 % (1) Annualized with the exception of incentive fees. (2) Total returns are not annualized. (3) Expense ratios do not reflect interest allocated to the Managing Owner as such expenses are not included in the Consolidated Statements of Operations of the Trust. See footnote 5. The Trust financial highlights are calculated based upon the Trust’s consolidated financial statements. The consolidated Trust does not issue units and therefore the financial highlights do not disclose any unitized data. |
Derivative Instruments and Hedg
Derivative Instruments and Hedging Activities | 12 Months Ended |
Dec. 31, 2015 | |
The Series of Equinox Frontier Funds [Member] | |
Derivative Instruments and Hedging Activities | 8. Derivative Instruments and Hedging Activities The Series’ primary business is to engage in speculative trading of a diversified portfolio of futures, forwards (including interbank foreign currencies), options contracts and other derivative instruments (including swap contracts). The Series do not enter into or hold positions for hedging purposes as defined under ASC 815, Derivatives and Hedging The following tables summarize the monthly averages of futures contracts bought and sold for each respective Series of the Trust: For the Year Ended December 31, 2015 Monthly average contracts: Bought Sold Equinox Frontier Balanced Fund 5,930 6,000 Equinox Frontier Winton Fund 629 697 Equinox Frontier Diversified Fund 7,657 7,698 Equinox Frontier Select Fund 2,213 2,285 For the Year Ended December 31, 2014 Monthly average contracts: Bought Sold Equinox Frontier Long/Short Commodity Fund 3,583 3,892 Equinox Frontier Balanced Fund 8,795 8,811 Equinox Frontier Diversified Fund 9,017 8,941 For the Year Ended December 31, 2013 Monthly average contracts: Bought Sold Equinox Frontier Long/Short Commodity Fund 11,733 14,063 Equinox Frontier Balanced Fund 23,157 23,954 Equinox Frontier Diversified Fund 8 29 The following tables summarize the trading revenues for the years ended December 31, 2015, 2014 and 2013 by sector: Realized Trading Revenue from Futures, Forwards and Options for the Year Ending December 31, 2015 Type of contract Equinox Frontier Equinox Frontier Equinox Frontier Equinox Frontier Metals $ (290,825 ) $ (1,177,902 ) $ 318,485 $ 1,193,164 Currencies 1,383,673 (1,439,511 ) (1,139,499 ) (708,080 ) Energies 583,688 1,689,728 2,554,163 4,578,349 Agriculturals (393,721 ) (713,403 ) (430,337 ) 163,315 Interest rates 4,591,068 2,060,482 465,975 2,023,333 Stock indices 2,725,801 (584,380 ) (383,178 ) (3,884,112 ) Realized trading income/(loss) (1) $ 8,599,684 $ (164,986 ) $ 1,385,609 $ 3,365,969 Realized Trading Revenue from Futures, Forwards and Options for the Year Ending December 31, 2014 Type of contract Equinox Frontier Equinox Frontier Equinox Frontier Metals $ (60,704 ) $ 395,916 $ (137,422 ) Currencies (278,672 ) 4,230,277 2,058,953 Energies (1,920,468 ) 514,658 1,116,359 Agriculturals (252,807 ) 712,902 1,285,340 Interest rates (223,175 ) 10,131,219 7,556,999 Stock indices 154,966 1,678,771 3,975,474 Realized trading income/(loss) (1) $ (2,580,860 ) $ 14,306,201 $ 15,855,703 Realized Trading Revenue from Futures, Forwards and Options for the Year Ending December 31, 2013 Type of contract Equinox Frontier Equinox Frontier Equinox Frontier Metals $ (1,728,342 ) $ 3,256,726 $ (630,122 ) Currencies 739,311 (1,612,012 ) 1,300,655 Energies (5,101,842 ) (5,748,358 ) (3,465 ) Agriculturals 4,327 (3,966,671 ) 8,936 Interest rates 26,985 (4,962,326 ) (88,186 ) Stock indices 2,116,530 18,929,776 146,263 Realized trading income/(loss) (1) $ (3,943,031 ) $ 5,897,135 $ 734,081 (1) Amounts recorded in the Statements of Operations under Net realized gain(loss) on futures forwards and options. Net Change in Open Trade Equity from Futures, Forwards and Options for the Year Ended December 31, 2015 Type of contract Equinox Frontier Equinox Frontier Equinox Frontier Equinox Frontier Metals $ 826,351 $ 98,396 $ 341,471 $ (258,245 ) Currencies (193,292 ) 326,929 68,644 (1,135,570 ) Energies 147,793 (655,732 ) (87,484 ) (477,721 ) Agriculturals 90,444 (27,073 ) (193,259 ) 195,067 Interest rates (924,670 ) (1,209,945 ) (1,031,494 ) (587,015 ) Stock indices 503,775 (155,839 ) (298,237 ) 136,082 Change in unrealized trading income/(loss) (1) $ 450,401 $ (1,623,264 ) $ (1,200,359 ) $ (2,127,402 ) Net Change in Open Trade Equity from Futures, Forwards and Options for the Year Ended December 31, 2014 Type of contract Equinox Frontier Equinox Frontier Equinox Frontier Metals $ (162,388 ) $ (637,522 ) $ (146,990 ) Currencies (6,439 ) (1,098,156 ) 844,069 Energies 1,631,427 711,051 533,875 Agriculturals (574,982 ) (445,848 ) 17,224 Interest rates 322,580 1,984,817 2,428,862 Stock indices (248,852 ) (889,661 ) (2,255,470 ) Change in unrealized trading income/(loss) (1) $ 961,346 $ (375,319 ) $ 1,421,570 Net Change in Open Trade Equity from Futures, Forwards and Options for the Year Ended December 31, 2013 Type of contract Equinox Frontier Equinox Frontier Equinox Frontier Metals $ 579,039 $ 4,030,402 $ 608,392 Currencies (243,835 ) (1,946,654 ) (1,191,389 ) Energies 1,460,697 (1,775,939 ) 2,210 Agriculturals (459,762 ) 16,719 (21,226 ) Interest rates (1,213,355 ) (1,899,034 ) 79,060 Stock indices (455,113 ) 4,492,038 (43,824 ) Change in unrealized trading income/(loss) (1) $ (332,329 ) $ 2,917,532 $ (566,777 ) (1) Amounts recorded in the Statements of Operations under Net realized gain/(loss) of furutres, forwards and options. Certain financial instruments and derivative instruments are eligible for offset in the statements of financial condition under GAAP. The Series’ open trade equity/(deficit), options written, and receivables from futures commission merchants (each, an “FCM”) are subject to master netting arrangements and collateral arrangements and meet the GAAP guidance to qualify for offset. A master netting arrangement with a counterparty creates a right of offset for amounts due to and from that same counterparty that is enforceable in the event of a default or bankruptcy. The Series’ policy is to recognize amounts subject to master netting arrangements on a net basis on the statements of financial condition. The following tables present gross and net information about the Series’ assets and liabilities subject to master netting arrangements as disclosed on the statements of financial condition as of December 31, 2015 and 2014. As of December 31, 2015 Gross Amounts Gross Amounts offset Net Amounts Presented Equinox Frontier Balanced Fund Open Trade Equity/(Deficit) $ 26,882 $ (15,352 ) $ 11,530 Swap Contracts 19,157,520 — 19,157,520 Equinox Frontier Diversified Fund Swap Contracts $ 8,685,849 $ — $ 8,685,849 Equinox Frontier Long/Short Commodity Fund Swap Contracts $ 4,332,428 $ — $ 4,332,428 Equinox Frontier Heritage Fund Swap Contracts $ 7,960,268 $ — $ 7,960,268 Equinox Frontier Select Fund Open Trade Equity/(Deficit) $ 495,020 $ (32,681 ) $ 462,339 Equinox Frontier Winton Fund Open Trade Equity/(Deficit) $ 768,118 $ (168,539 ) $ 599,579 As of December 31, 2014 Gross Amounts Gross Amounts offset Net Amounts Presented Equinox Frontier Balanced Fund Open Trade Equity/(Deficit) $ 4,281,391 $ (983,842 ) $ 3,297,549 Swap Contracts 18,246,954 $ — 18,246,954 Equinox Frontier Diversified Fund Open Trade Equity/(Deficit) $ 3,215,206 $ — $ 3,215,206 Options Purchased 288,413 — 288,413 Options Written — (253,018 ) (253,018 ) Swap Contracts $ 6,570,408 $ — $ 6,570,408 Equinox Frontier Long/Short Commodity Fund Swap Contracts $ 3,633,060 $ — $ 3,633,060 Equinox Frontier Heritage Fund Swap Contracts $ 7,540,465 $ — $ 7,540,465 |
Equinox Frontier Funds [Member] | |
Derivative Instruments and Hedging Activities | 7. Derivative Instruments and Hedging Activities The Trust’s primary business is to engage in speculative trading of a diversified portfolio of futures, forwards (including interbank foreign currencies), options contracts and other derivative instruments (including swap contracts). The Trust does not enter into or hold positions for hedging purposes as defined under ASC 815. The detail of the fair value of the Trust’s derivatives by instrument types as of December 31, 2015 and 2014 is included in the Consolidated Condensed Schedules of Investments. See Note 4 for further disclosure related to the Trust’s positions in swap contracts. For the years ended December 31, 2015, 2014 and 2013, the monthly average of futures contracts bought was approximately 40,214, 28,999 and 75,200, respectively and sold was approximately 40,589, 28,961 and 81,900, respectively. The following tables summarize the trading revenues for the years ended December 31, 2015, 2014 and 2013 by contract type: Realized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2015 (1) Type of contract Metals $ 2,815,290 Currencies 20,181 Energies 24,010,764 Agriculturals (1,076,371 ) Interest rates 7,698,430 Stock indices 1,249,470 Realized trading income/(loss) (1) $ 34,717,764 Net Change in Open Trade Equity from Futures, Forwards and Options for the Year Ended December 31, 2015 (2) Type of contract Metals $ (2,022,111 ) Currencies (661,383 ) Energies (11,513,437 ) Agriculturals (220,936 ) Interest rates (5,067,720 ) Stock indices (500,316 ) Change in unrealized trading income/(loss) (2) $ (19,985,903 ) (1) In the Consolidated Statement of Operations under net realized gain/(loss) on futures, forwards and options (2) In the Consolidated Statement of Operations under net change in open trade equity (deficit), at fair value. Realized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2014 (1) Type of contract Metals $ (256,981 ) Currencies 17,899,627 Energies 3,916,742 Agriculturals 1,567,689 Interest rates 29,064,075 Stock indices 4,024,271 Realized trading income/(loss) (1) $ 56,215,423 Net Change in Open Trade Equity from Futures, Forwards and Options for the Year Ended December 31, 2014 (2) Type of contract Metals $ (1,062,356 ) Currencies (3,251,824 ) Energies 2,821,849 Agriculturals 385,834 Interest rates 4,804,024 Stock indices (5,536,926 ) Change in unrealized trading income/(loss) (2) $ (1,839,399 ) (1) In the Consolidated Statement of Operations under net realized gain/(loss) on futures, forwards and options (2) In the Consolidated Statement of Operations under net change in open trade equity (deficit), at fair value. Realized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2013 (1) Type of contract Metals $ 5,462,839 Currencies (12,769,910 ) Energies (16,450,880 ) Agriculturals (2,150,189 ) Interest rates (31,078,862 ) Stock indices 44,542,805 Realized trading income/(loss) (1) $ (12,444,197 ) Net Change in Open Trade Equity from Futures, Forwards and Options for the Year Ended December 31, 2013 (2) Type of contract Metals $ 6,511,874 Currencies 3,826,678 Energies (238,494 ) Agriculturals 654,420 Interest rates (3,278,656 ) Stock indices 5,961,605 Change in unrealized trading income/(loss) (2) $ 13,437,427 (1) In the Consolidated Statement of Operations under net realized gain/(loss) on futures, forwards and options (2) In the Consolidated Statement of Operations under net change in open trade equity (deficit), at fair value. Certain financial instruments and derivative instruments are eligible for offset in the statements of financial condition under GAAP. The Trust’s open trade equity/(deficit), options written, and receivables from futures commission merchants (each, an “FCM”) are subject to master netting arrangements and collateral arrangements and meet the GAAP guidance to qualify for offset. A master netting arrangement with a counterparty creates a right of offset for amounts due to and from that same counterparty that is enforceable in the event of a default or bankruptcy. The Trust’s policy is to recognize amounts subject to master netting arrangements on a net basis on the consolidated statements of financial condition. The following tables present gross and net information about the Trust’s assets and liabilities subject the master netting arrangements as disclosed on the consolidated statements of financial condition as of December 31, 2015 and 2014: Offsetting of Derivative Assets and Liabilities As of December 31, 2015 Gross Amounts Gross Amounts offset Net Amounts Presented Open Trade Equity/(Deficit) $ 2,101,541 $ (6,450,413 ) $ (4,348,870 ) Options Purchased 526,288 — 526,288 Options Written — (165,760 ) (165,760 ) Swap Contracts 40,136,065 — 40,136,065 Offsetting of Derivative Assets and Liabilities As of December 31, 2014 Gross Amounts Gross Amounts offset Net Amounts Presented Open Trade Equity/(Deficit) $ 17,120,111 $ (2,295,689 ) $ 14,824,422 Options Purchased 9,075,883 — 9,075,883 Options Written — (8,963,838 ) (8,963,838 ) Swap Contracts 35,990,887 — 35,990,887 |
The Trading Companies of the Equinox Frontier Funds [Member] | |
Derivative Instruments and Hedging Activities | 6. Derivative Instruments and Hedging Activities The Trading Companies’ primary business is to engage in speculative trading of a diversified portfolio of futures, forwards (including interbank foreign currencies), options contracts and other derivative instruments (including swap contracts). The Trading Companies do not enter into or hold positions for hedging purposes as defined under ASC 815. The detail of the fair value of the Trading Companies’ derivatives by instrument types as of December 31, 2015 and 2014 is included in the Condensed Schedules of Investments. See Note 4 for further disclosure related to the Trading Companies’ positions in swap contracts. The following tables summarize the monthly averages of futures contracts bought and sold for each respective Trading Company: For The Year Ended December 31, 2015 Monthly average contracts: Bought Sold Frontier Trading Company I LLC 14,984 15,185 Frontier Trading Company II LLC 1,508 1,597 Frontier Trading Company VII, LLC 13,402 13,274 Frontier Trading Company XIV, LLC 1,338 1,359 Frontier Trading Company XV, LLC 2,153 2,225 Frontier Trading Company XXIII, LLC 2,926 2,962 Frontier Trading Company XXIX, LLC 526 537 Frontier Trading Company XXXIV, LLC 972 972 Frontier Trading Company XXXVIII, LLC 1,275 1,349 For The Year Ended December 31, 2014 Monthly average contracts: Bought Sold Frontier Trading Company I LLC 10,431 10,301 Frontier Trading Company II LLC 1,658 1,626 Frontier Trading Company V LLC 0 0 Frontier Trading Company VII, LLC 11,107 11,212 Frontier Trading Company XIV, LLC 3,156 3,140 Frontier Trading Company XV, LLC 4,102 4,066 Frontier Trading Company XVIII, LLC 0 0 Frontier Trading Company XXIII, LLC 1,981 1,952 Frontier Trading Company XXIX, LLC 42 22 Frontier Trading Company XXXIV, LLC 1,936 1,938 Frontier Trading Company XXXVIII, LLC 1,730 1,622 For The Year Ended December 31, 2013 Monthly average contracts: Bought Sold Frontier Trading Company I LLC 13,344 13,477 Frontier Trading Company II LLC 1,951 2,039 Frontier Trading Company V LLC 623 771 Frontier Trading Company VII, LLC 11,664 11,995 Frontier Trading Company XIV, LLC 14,726 15,608 Frontier Trading Company XV, LLC 5,432 5,459 Frontier Trading Company XVIII, LLC 356 404 Frontier Trading Company XXIII, LLC 1,834 1,778 Frontier Trading Company XXXVIII, LLC 435 534 The following tables summarize the trading revenues for the years ended December 31, 2015, 2014 and 2013, approximately by sector: Realized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2015 (2) Type of contract Frontier Trading Frontier Trading Frontier Trading Metals $ 638,640 $ 412,683 $ 2,770,377 Currencies 1,473,437 (346,462 ) 572,927 Energies 3,075,926 3,898,838 13,476,409 Agriculturals (618,275 ) 295,065 1,146,162 Interest rates 4,813,887 4,204,957 (803,460 ) Stock indices 2,273,642 (1,544,747 ) 173,194 Realized trading income/(loss) (2) $ 11,657,257 $ 6,920,334 $ 17,335,609 Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ (173,565 ) $ 318,485 $ (321,260 ) Currencies (1,062,588 ) (1,140,254 ) (349,146 ) Energies 1,755,803 2,554,164 685,793 Agriculturals (308,178 ) (430,338 ) — Interest rates 767,420 466,376 1,569,067 Stock indices (850,694 ) (383,176 ) 398,225 Realized trading income/(loss) (2) $ 128,198 $ 1,385,257 $ 1,982,679 Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ (680,920 ) $ (2,157 ) $ (146,993 ) Currencies (68,374 ) 31,785 776,564 Energies (755,954 ) — (702,562 ) Agriculturals (405,228 ) — (755,577 ) Interest rates (162,699 ) (69,996 ) (2,939,346 ) Stock indices 261,267 (423,235 ) 1,351,855 Realized trading income/(loss) (2) (1,811,908 ) (463,603 ) (2,416,059 ) Unrealized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2015 (1) Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ 225,190 $ 342,136 $ (3,034,728 ) Currencies (346,776 ) (77,235 ) (166,305 ) Energies (487,009 ) (369,441 ) (9,809,446 ) Agriculturals 28,013 51,330 115,115 Interest rates (1,490,244 ) (2,060,991 ) 740,922 Stock indices 878,018 (759,504 ) 122,840 Realized trading income/(loss) (2) $ (1,192,808 ) $ (2,873,705 ) $ (12,031,602 ) Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ 134,618 $ 341,471 $ (66,888 ) Currencies 334,553 72,012 (39,897 ) Energies (950,395 ) (87,414 ) (38,274 ) Agriculturals (4,647 ) (193,258 ) — Interest rates (437,886 ) (1,031,166 ) (705,395 ) Stock indices (66,627 ) (298,164 ) (70,857 ) Realized trading income/(loss) (2) $ (990,384 ) $ (1,196,519 ) $ (921,311 ) Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ 30,664 $ — $ 5,425 Currencies 28,909 — (466,640 ) Energies 332,868 — (104,322 ) Agriculturals (22,429 ) — (195,062 ) Interest rates (66,993 ) — (15,968 ) Stock indices (18,428 ) — (287,597 ) Realized trading income/(loss) (2) 284,591 — (1,064,164 ) Realized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2014 Type of contract Frontier Trading Frontier Trading Frontier Trading Metals $ (437,457 ) $ 170,841 $ 690,535 Currencies 1,750,349 3,665,521 2,527,403 Energies 1,194,230 5,800,067 (3,255,197 ) Agriculturals 1,309,078 (1,089,242 ) (158,431 ) Interest rates 10,676,345 12,258,469 123,894 Stock indices 3,172,068 1,689,346 219,589 Realized trading income/(loss) (2) $ 17,664,613 $ 22,495,002 $ 147,793 Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ (882,227 ) $ 575,380 $ (217,610 ) Currencies 2,737,165 1,090,109 1,160,826 Energies 237,904 561,158 (605,056 ) Agriculturals 829,935 949,454 — Interest rates 3,297,947 2,379,839 5,823,668 Stock indices (1,068,847 ) (875,183 ) 667,519 Realized trading income/(loss) (2) $ 5,151,877 $ 4,680,757 $ 6,829,347 Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ (52,470 ) $ 7,721 $ (111,695 ) Currencies (94,092 ) (261,257 ) 5,323,603 Energies (358,642 ) 180 408,068 Agriculturals (24,200 ) — (248,904 ) Interest rates 138,650 — (5,722,822 ) Stock indices 80,496 (1,806,979 ) 1,968,275 Realized trading income/(loss) (2) (310,258 ) (2,060,335 ) 1,616,525 Unrealized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2014 (1) Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ (111,947 ) $ (379,502 ) $ (67,120 ) Currencies 365,702 (685,924 ) 90,671 Energies 389,322 526,450 410,565 Agriculturals (89,486 ) (281,100 ) 967,983 Interest rates 1,577,387 2,337,987 (432,162 ) Stock indices (946,046 ) (2,365,920 ) (409,378 ) Unrealized trading income/(loss) (1) $ 1,184,932 $ (848,009 ) $ 560,559 Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ 164,178 $ (593,950 ) $ 20,878 Currencies (743,778 ) (1,724,126 ) (278,910 ) Energies 873,446 875,619 2,817 Agriculturals (28,250 ) (53,695 ) — Interest rates 371,048 464,025 1,653,065 Stock indices (317,959 ) (417,885 ) (572,090 ) Unrealized trading income/(loss) (1) $ 318,685 $ (1,450,012 ) $ 825,760 Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ (41,409 ) $ — $ (53,485 ) Currencies 9,969 — (285,427 ) Energies (322,182 ) — 65,813 Agriculturals (18,006 ) — (111,612 ) Interest rates 61,567 — (1,228,893 ) Stock indices 30,221 — (537,869 ) Unrealized trading income/(loss) (1) (279,840 ) — (2,151,473 ) (1) In the Statements of Operations under net change in open trade equity (deficit), at fair value. (2) In the Statements of Operations under Net realized gain/(loss) on futures, forwards and options. (3) Frontier Trading Company XXIII, LLC commenced operations in January 2012. (4) Frontier Trading Company XXXVIII, LLC commenced operations in November 2013. (5) Trading Companies XXIX commenced trading operations in November 2014. Realized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2013 (2) Type of contract Frontier Trading Frontier Trading Frontier Trading Frontier Trading Metals $ 412,573 $ 1,614,525 $ (177,747 ) $ (1,480,598 ) Currencies (814,671 ) 3,701,872 1,296,788 790,928 Energies (2,799,303 ) (2,918,095 ) (1,334,769 ) (4,910,183 ) Agriculturals (2,421,228 ) 2,015,773 471,906 341,441 Interest rates 2,423,384 (7,118,246 ) (757,720 ) 598,983 Stock indices 4,755,435 13,887,786 6,411,757 1,459,036 Realized trading income/(loss) (2) $ 1,556,190 $ 11,183,615 $ 5,910,215 $ (3,200,393 ) Type of contract Frontier Trading Frontier Trading Frontier Trading Frontier Trading Metals $ 6,112,168 $ (493,033 ) $ (247,744 ) $ (322,627 ) Currencies (19,294,266 ) (79,489 ) (51,616 ) 40,582 Energies (2,176,306 ) (927,698 ) (237,383 ) (252,872 ) Agriculturals (705,599 ) (618,122 ) (337,113 ) (292,693 ) Interest rates (22,508,513 ) (1,567,281 ) (571,998 ) (1,305,716 ) Stock indices 12,638,587 3,519,159 703,216 958,376 Realized trading income/(loss) (2) $ (25,933,929 ) $ (166,464 ) $ (742,638 ) $ (1,174,950 ) Type of contract Frontier Trading Metals $ 45,320 Currencies 1,639,963 Energies (894,269 ) Agriculturals (604,553 ) Interest rates (271,753 ) Stock indices 209,465 Realized trading income/(loss) (2) $ 124,173 Unrealized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2013 (1) Type of contract Frontier Trading Frontier Trading Frontier Trading Frontier Trading Metals $ 1,212,080 $ 1,436,076 $ 366,938 $ (8,186,850 ) Currencies 104,438 (898,048 ) (374,472 ) 2,874,502 Energies (289,840 ) 107,134 136,348 (21,526,796 ) Agriculturals (63,428 ) 515,298 (190,376 ) 7,375,646 Interest rates (1,483,357 ) (1,007,888 ) (97,299 ) 17,321,998 Stock indices 2,905,375 2,669,283 (1,152,310 ) 5,780,441 Unrealized trading income/(loss) (1) $ 2,385,268 $ 2,821,855 $ (1,311,171 ) $ 3,638,941 Type of contract Frontier Trading Frontier Trading Frontier Trading Frontier Trading Metals $ 874,183 $ 1,897,220 $ 24,089 $ 40,362 Currencies 1,309,342 2,953,457 (48,985 ) 364,150 Energies (1,070,845 ) (558,216 ) 1,489 (58,852 ) Agriculturals 255,624 556,113 40,202 (224,679 ) Interest rates 502,102 (233,344 ) (39,175 ) (978,553 ) Stock indices 956,215 (731,655 ) (63,280 ) 694,236 Unrealized trading income/(loss) (1) $ 2,826,621 $ 3,883,575 $ (85,660 ) $ (163,336 ) Type of contract Frontier Trading Metals $ 105,975 Currencies 1,089,489 Energies 35,080 Agriculturals 265,629 Interest rates 1,233,037 Stock indices 791,078 Unrealized trading income/(loss) (1) $ 3,520,288 (1) In the Statements of Operations under net change in open trade equity (deficit), at fair value. (2) In the Statements of Operations under Net realized gain/(loss) on futures, forwards and options. Certain financial instruments and derivative instruments are eligible for offset in the statements of financial condition under GAAP. The Trading Company's open trade equity/(deficit), options written, and receivables from futures commissions merchants (each, an “FCM”) are subject to master netting arrangements and collateral arrangements and meet the U.S. GAAP guidance to qualify for offset. A master netting arrangement with a counterparty creates a right of offset for amounts due to and from that same counterparty that is enforceable in the event of a default or bankruptcy. The Series’ policy is to recognize amounts subject to master netting arrangements on a net basis on the statements of financial condition. The following tables present gross and net information about the Trading Company's assets and liabilities subject to master netting arrangements as disclosed on the statements of financial condition as of December 31, 2015 and 2014. As of December 31, 2015 Gross Amounts Gross Amounts of Net Amounts of Frontier Trading Company I, LLC Open Trade Equity/(Deficit) $ 795,813 $ (40,361 ) $ 755,452 Options Purchased 371,758 — 371,758 Options Written — (165,760 ) (165,760 ) Frontier Trading Company II, LLC Open Trade Equity/(Deficit) $ 768,117 $ (168,538 ) $ 599,579 Frontier Trading Company VII, LLC Open Trade Equity/(Deficit) $ 11,386 $ (6,493,885 ) $ (6,482,499 ) Options Purchased 154,380 — 154,380 Frontier Trading Company XIV, LLC Open Trade Equity/(Deficit) $ 34,484 $ — $ 34,484 Frontier Trading Company XV, LLC Open Trade Equity/(Deficit) $ 495,019 $ (32,681 ) $ 462,338 Frontier Trading Company XXIII, LLC Open Trade Equity/(Deficit) $ 7,381 $ (35,087 ) $ (27,706 ) Frontier Trading Company XXIX, LLC Open Trade Equity/(Deficit) $ 4,750 $ — $ 4,750 Frontier Trading Company XXXIV, LLC Swap Contracts $ 19,157,522 $ — $ 19,157,522 Frontier Trading Company XXXV, LLC Swap Contracts $ 8,685,850 $ — $ 8,685,850 Frontier Trading Company XXXVII, LLC Swap Contracts $ 4,332,427 $ — $ 4,332,427 Frontier Trading Company XXXVIII, LLC Open Trade Equity/(Deficit) $ 304,878 $ — $ 304,878 Frontier Trading Company XXXIX, LLC Swap Contracts $ 7,960,269 $ — $ 7,960,269 As of December 31, 2014 Gross Amounts Gross Amounts of Net Amounts of Frontier Trading Company I, LLC Open Trade Equity/(Deficit) $ 3,369,866 $ (154,661 ) $ 3,215,205 Options Purchased 288,413 — 288,413 Options Written — (253,017 ) (253,017 ) Frontier Trading Company II, LLC Open Trade Equity/(Deficit) $ 4,029,155 $ (555,871 ) $ 3,473,284 Frontier Trading Company VII, LLC Open Trade Equity/(Deficit) $ 4,471,373 $ (1,002,034 ) $ 3,469,339 Options Purchased 8,787,472 — 8,787,472 Options Written — (8,710,817 ) (8,710,817 ) Frontier Trading Company XIV, LLC Open Trade Equity/(Deficit) $ 1,341,051 $ (316,183 ) $ 1,024,868 Frontier Trading Company XV, LLC Open Trade Equity/(Deficit) $ 2,047,683 $ (388,766 ) $ 1,658,917 Frontier Trading Company XXIII, LLC Open Trade Equity/(Deficit) $ 893,605 $ — $ 893,605 Frontier Trading Company XXIX, LLC Open Trade Equity/(Deficit) $ — $ (279,840 ) $ (279,840 ) Frontier Trading Company XXXIV, LLC Swap Contracts $ 18,246,955 $ — $ 18,246,955 Frontier Trading Company XXXV, LLC Swap Contracts $ 6,570,409 $ — $ 6,570,409 Frontier Trading Company XXXVII, LLC Swap Contracts $ 3,633,060 $ — $ 3,633,060 Frontier Trading Company XXXVIII, LLC Open Trade Equity/(Deficit) $ 1,369,043 $ — $ 1,369,043 Frontier Trading Company XXXIX, LLC Swap Contracts $ 7,540,466 $ — $ 7,540,466 |
Trading Activities and Related
Trading Activities and Related Risks | 12 Months Ended |
Dec. 31, 2015 | |
The Series of Equinox Frontier Funds [Member] | |
Trading Activities and Related Risks | 9. Trading Activities and Related Risks The purchase and sale of futures and options on futures contracts require margin deposits with FCMs. Additional deposits may be necessary for any loss on contract value. The Commodity Exchange Act, as amended (the “Commodity Exchange Act”) requires an FCM to segregate all customer transactions and assets from the FCM’s proprietary activities. A customer’s cash and other property (for example, U.S. treasury bills) deposited with an FCM are considered commingled with all other customer funds subject to the FCM’s segregation requirements. In the event of an FCM’s insolvency, recovery may be limited to a pro rata share of segregated funds available. It is possible that the recovered amount could be less than the total of cash and other property deposited. The term “off-balance sheet risk” refers to an unrecorded potential liability that, even though it does not appear on the statements of financial condition, may result in future obligation or loss in excess of the amount paid by the Series for a particular investment. Each Trading Company expects to trade in futures, options, forward and swap contracts and will therefore be a party to financial instruments with elements of off-balance sheet market and credit risk. In entering into these contracts, there exists a market risk that such contracts may be significantly influenced by market conditions, such as interest rate volatility, resulting in such contracts being less valuable. If the markets should move against all of the futures positions held by a Trading Company in respect of any Series at the same time, and if the Trading Advisor(s) of such Trading Company are unable to offset such futures interests positions, such Trading Company could lose all of its assets and the holders of Units of such Series would realize a 100% loss. The Managing Owner will seek to minimize market risk through real-time monitoring of open positions and the level of diversification of each Trading Advisor’s portfolio. It is anticipated that any Trading Advisor’s margin-to-equity ratio will typically not exceed approximately 35% although the actual ratio could be higher or lower from time to time. In addition to market risk, trading futures, forward and swap contracts entails credit risk that a counterparty will not be able to meet its obligations to a Trading Company. The counterparty for futures contracts traded in the United States and on most foreign exchanges is the clearinghouse associated with such exchange. In general, clearinghouses are backed by the corporate members of the clearinghouse who are required to share any financial burden resulting from the non-performance by one of their members and, as such, should significantly reduce this credit risk. In cases where the clearinghouse is not backed by the clearing members, like some foreign exchanges, it is normally backed by a consortium of banks or other financial institutions. Some non-U.S. exchanges, in contrast to U.S. exchanges, are principals’ markets in which performance is the responsibility only of the individual counterparty with whom the Trading Company has entered into the transaction, and not of the exchange or clearing corporation. In these kinds of markets, there is risk of bankruptcy or other failure or refusal to perform by the counterparty. In the case of forward contracts traded on the interbank market and swaps, neither is traded on exchanges. The counterparty is generally a single bank or other financial institution, rather than a group of financial institutions; thus there may be a greater counterparty credit risk. The Managing Owner expects the Trading Advisors to trade only with those counterparties which it believes to be creditworthy. All positions of each Trading Company will be valued each day on a mark-to-market basis. There can be no assurance that any clearing member, clearinghouse or other counterparty will be able to meet its obligations to any Trading Company. The Managing Owner has established procedures to actively monitor and minimize market and credit risks. The Limited Owners bear the risk of loss only to the extent of the market value of their respective investments and, in certain specific circumstances, distributions and redemptions received. |
Equinox Frontier Funds [Member] | |
Trading Activities and Related Risks | 8. Trading Activities and Related Risks The purchase and sale of futures and options on futures contracts require margin deposits with FCMs. Additional deposits may be necessary for any loss on contract value. The Commodity Exchange Act requires an FCM to segregate all customer transactions and assets from the FCM’s proprietary activities. A customer’s cash and other property (for example, U.S. treasury bills) deposited with an FCM are considered commingled with all other customer funds subject to the FCM’s segregation requirements. In the event of an FCM’s insolvency, recovery may be limited to a pro rata share of segregated funds available. It is possible that the recovered amount could be less than the total of cash and other property deposited. The term “off-balance sheet risk” refers to an unrecorded potential liability that, even though it does not appear on the statements of financial condition, may result in future obligation or loss in excess of the amount paid by the Series for a particular investment. Each Trading Company expects to trade in futures, options, forward and swap contracts and will therefore be a party to financial instruments with elements of off-balance sheet market and credit risk. In entering into these contracts, there exists a market risk that such contracts may be significantly influenced by market conditions, such as interest rate volatility, resulting in such contracts being less valuable. If the markets should move against all of the futures positions held by a Trading Company in respect of any Series at the same time, and if the Trading Advisor(s) of such Trading Company are unable to offset such futures interests positions, such Trading Company could lose all of its assets and the holders of Units of such Series would realize a 100% loss. The Managing Owner will seek to minimize market risk through real-time monitoring of open positions and the level of diversification of each Trading Advisor’s portfolio. It is anticipated that any Trading Advisor’s margin-to-equity ratio will typically not exceed approximately 35% although the actual ratio could be higher or lower from time to time. In addition to market risk, trading futures, forward and swap contracts entails credit risk that a counterparty will not be able to meet its obligations to a Trading Company. The counterparty for futures contracts traded in the United States and on most foreign exchanges is the clearinghouse associated with such exchange. In general, clearinghouses are backed by the corporate members of the clearinghouse who are required to share any financial burden resulting from the non-performance by one of their members and, as such, should significantly reduce this credit risk. In cases where the clearinghouse is not backed by the clearing members, like some foreign exchanges, it is normally backed by a consortium of banks or other financial institutions. Some non-U.S. exchanges, in contrast to U.S. exchanges, are principals’ markets in which performance is the responsibility only of the individual counterparty with whom the Trading Company has entered into the transaction, and not of the exchange or clearing corporation. In these kinds of markets, there is risk of bankruptcy or other failure or refusal to perform by the counterparty. In the case of forward contracts traded on the interbank market and swaps, neither is traded on exchanges. The counterparty is generally a single bank or other financial institution, rather than a group of financial institutions; thus there may be a greater counterparty credit risk. The Managing Owner expects the Trading Advisors to trade only with those counterparties which it believes to be creditworthy. All positions of each Trading Company will be valued each day on a mark-to-market basis. There can be no assurance that any clearing member, clearinghouse or other counterparty will be able to meet its obligations to any Trading Company. The Managing Owner has established procedures to actively monitor and minimize market and credit risks. The Limited Owners bear the risk of loss only to the extent of the market value of their respective investments and, in certain specific circumstances, distributions and redemptions received. |
The Trading Companies of the Equinox Frontier Funds [Member] | |
Trading Activities and Related Risks | 7. Trading Activities and Related Risks The purchase and sale of futures and options on futures contracts require margin deposits with futures commission merchants (each, an “FCM”). Additional deposits may be necessary for any loss on contract value. The Commodity Exchange Act requires an FCM to segregate all customer transactions and assets from the FCM’s proprietary activities. A customer’s cash and other property (for example, U.S. Treasury bills) deposited with an FCM are considered commingled with all other customer funds subject to the FCM’s segregation requirements. In the event of an FCM’s insolvency, recovery may be limited to a pro rata share of segregated funds available. It is possible that the recovered amount could be less than the total of cash and other property deposited. The term “off-balance sheet risk” refers to an unrecorded potential liability that, even though it does not appear on the Statement of Financial Condition, may result in future obligation or loss in excess of the amount paid by the trading Companies for a particular investment. Each Trading Company expects to trade in futures, options, forward and swap contracts and will therefore be a party to financial instruments with elements of off-balance sheet market and credit risk. In entering into these contracts, there exists a market risk that such contracts may be significantly influenced by market conditions, such as interest rate volatility, resulting in such contracts being less valuable. If the markets should move against all of the futures positions held by a Trading Company at the same time, and if the Trading Advisor(s) of such Trading Company are unable to offset such futures interests positions, such Trading Company could lose all of its assets. Management will seek to minimize market risk through real-time monitoring of open positions and the level of diversification of each Trading Advisor’s portfolio. It is anticipated that any Trading Advisor’s margin-to-equity ratio will typically not exceed approximately 35% although the actual ratio could be higher or lower from time to time. In addition to market risk, trading futures, forward and swap contracts entails credit risk in that a counterparty will not be able to meet its obligations to a Trading Company. The counterparty for futures contracts traded in the United States and on most foreign exchanges is the clearinghouse associated with such exchange. In general, clearinghouses are backed by the corporate members of the clearinghouse who are required to share any financial burden resulting from the non-performance by one of their members and, as such, should significantly reduce this credit risk. In cases where the clearinghouse is not backed by the clearing members, like some foreign exchanges, it is normally backed by a consortium of banks or other financial institutions. Some non-U.S. exchanges, in contrast to U.S. exchanges, are principals’ markets in which performance is the responsibility only of the individual counterparty with whom the Trading Company has entered into the transaction, and not of the exchange or clearing corporation. In these kinds of markets, there is risk of bankruptcy or other failure or refusal to perform by the counterparty. In the case of forward contracts traded on the interbank market and swaps, neither is traded on exchanges. The counterparty is generally a single bank or other financial institution, rather than a group of financial institutions; thus there may be a greater counterparty credit risk. Management expects the Trading Advisors to trade only with those counterparties which it believes to be creditworthy. All positions of each Trading Company will be valued each day on a mark-to-market basis. There can be no assurance that any clearing member, clearinghouse or other counterparty will be able to meet its obligations to any Trading Company. Management has established procedures to actively monitor and minimize market and credit risks. Investors in units of the Equinox Frontier Funds bear the risk of loss only to the extent of the market value of their respective investments and, in certain specific circumstances, distributions and redemptions received. |
Indemnifications
Indemnifications | 12 Months Ended |
Dec. 31, 2015 | |
The Series of Equinox Frontier Funds [Member] | |
Indemnifications | 10. Indemnifications and Guarantees noted in Management Discussion and Analysis The Trust has entered into agreements, which provide for the indemnification of futures clearing brokers, and commodity trading advisers, among others, against losses, costs, claims and liabilities arising from the performance of their individual obligations under such agreements, except for gross negligence or bad faith. The Trust has had no prior claims or payments pursuant to these agreements. The Trust’s individual maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Trust that have not yet occurred. However, based on experience the Trust expects the risk of loss to be remote. Maximum exposure is unfulfilled obligations of the Series up to the amount of equity at risk with UBS Securities LLC of the referenced Series as allocated from the Trading Company. The Series have not recorded any liability for the guarantees in the accompanying financial statements as it expects any possibility of losses to be remote. The Trust has guaranteed the obligations of the Trading Companies under the customer agreements with UBS Securities LLC as Clearing Broker. In the event that one Series of the Trust is unable to meet its obligations to UBS Securities LLC, the assets of the other Series will be available to UBS Securities LLC as part of the guarantee, but only to the extent of such Series’ pro rata allocation to the Trading Company. The Series have not recorded any liability for the indemnifications in the accompanying financial statement, as it expects any possibility of losses to be remote. |
Equinox Frontier Funds [Member] | |
Indemnifications | 9. Indemnifications and Guarantees The Trust has entered into agreements, which provide for the indemnification of futures clearing brokers, and commodity trading advisers, among others, against losses, costs, claims and liabilities arising from the performance of their individual obligations under such agreements, except for gross negligence or bad faith. The Trust has had no prior claims or payments pursuant to these agreements. The Trust’s individual maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Trust that have not yet occurred. However, based on experience the Trust expects the risk of loss to be remote. Maximum exposure is unfulfilled obligations of the Trust up to the amount of equity at risk with UBS Securities LLC. The Trust has not recorded any liability for the guarantees in the accompanying financial statements as it expects any possibility of losses to be remote. The Trust has guaranteed the obligations of the trading companies under the customer agreements with UBS Securities LLC as Clearing Broker. In the event that one Series of the Trust is unable to meet its obligations to UBS Securities LLC, the assets of the other Series will be available to UBS Securities LLC as part of the guarantee, but only to the extent of such Series’ pro rata allocation to the trading company. The Trust has not recorded any liability for the indemnifications in the accompanying financial statements as it expects any possibility of losses to be remote. |
The Trading Companies of the Equinox Frontier Funds [Member] | |
Indemnifications | 8. Indemnifications The Trading Companies have entered into agreements, which provide for the indemnification of futures clearing brokers, currency trading companies, and commodity trading advisers, among others, against losses, costs, claims and liabilities arising from the performance of their individual obligations under such agreements, except for gross negligence or bad faith. The Trading Companies have had no prior claims or payments pursuant to these agreements. The Trading Companies’ individual maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Trading Companies that have not yet occurred. However, based on experience the Trading Companies expect the risk of loss to be remote. |
Subsequent Events
Subsequent Events | 12 Months Ended |
Dec. 31, 2015 | |
The Series of Equinox Frontier Funds [Member] | |
Subsequent Events | 11. Subsequent Events None. |
The Trading Companies of the Equinox Frontier Funds [Member] | |
Subsequent Events | 9. Subsequent Events None. |
Financial Highlights20
Financial Highlights | 12 Months Ended |
Dec. 31, 2015 | |
The Trading Companies of the Equinox Frontier Funds [Member] | |
Financial Highlights | 5. Financial Highlights The following information presents the financial highlights of the Trading Companies for the years ended December 31, 2015, 2014 and 2013. Frontier Trading Frontier Trading Frontier Trading Company I LLC Company II LLC Company V LLC 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 Net Investment Gain -0.11 % -0.12 % -0.09 % 0.02 % 0.03 % 0.08 % n/a n/a 0.06 % Total Return 63.74 % 145.03 % 72.48 % 67.48 % 241.28 % 170.80 % n/a n/a 36.79 % Frontier Trading Frontier Trading Frontier Trading Company VII, LLC Company XIV, LLC Company XV, LLC 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 Net Investment Gain -0.02 % -0.03 % -0.01 % -0.01 % -0.20 % -0.10 % 0.01 % -0.02 % 0.03 % Total Return 117.20 % 37.77 % -29.85 % -27.64 % 159.10 % -73.46 % -0.93 % 19.79 % 11.08 % Frontier Trading Frontier Trading Frontier Trading Company XVII, LLC Company XVIII, LLC Company XXIII, LLC 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 Net Investment Gain n/a n/a 0.00 % n/a n/a -0.27 % -0.45 % -0.46 % -0.40 % Total Return n/a n/a -3.61 % n/a n/a -59.41 % 48.44 % 2149.00 % -55.09 % Frontier Trading Frontier Trading Frontier Trading Company XXIX, LLC Company XXXIX, LLC Company XXXIV, LLC 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 Net Investment Gain -0.04 % 0.01 % 0.00 % 0.00 % 0.00 % 0.00 % -0.02 % -0.05 % 0.00 % Total Return -56.27 % -37.15 % 0.00 % -29108.31 % 38.75 % -9.41 % 1.43 % 41.75 % 5.48 % Frontier Trading Frontier Trading Frontier Trading Company XXXV, LLC Company XXXVII, LLC Company XXXVIII, LLC 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 Net Investment Gain 0.00 % 0.00 % 0.00 % 0.00 % 0.00 % 0.00 % -0.04 % -.07 % -.01 % Total Return 32.20 % 91.13 % 1.11 % -2.86 % 47.89 % -14.70 % -58.46 % 85.85 % 134.53 % |
Significant Accounting Polici21
Significant Accounting Policies (Policies) | 12 Months Ended |
Dec. 31, 2015 | |
The Trading Companies of the Equinox Frontier Funds [Member] | |
Basis of Presentation | Basis of Presentation |
Use of Estimates | Use of Estimates— |
Receivable from Futures Commission Merchants | Receivable from Futures Commission Merchants |
Investment Transactions | Investment Transactions— |
Foreign Currency Transactions | Foreign Currency Transaction |
Investments and Swaps | Investments and Swaps |
Income Taxes | Income Taxes Income Taxes |
Fees and Expenses | Fees and Expenses |
Recently Issued Accounting Pronouncements | Recently Issued Accounting Pronouncements— In May 2014, the FASB issued ASU 2014-09, Revenue from Contracts with Customers (Topic 606) |
Reclassification | Reclassification |
Subsequent Events | Subsequent Events Subsequent Events |
Equinox Frontier Funds [Member] | |
Basis of Presentation | Basis of Presentation |
Consolidation | Consolidation |
Use of Estimates | Use of Estimates |
Cash and Cash Equivalents | Cash and Cash Equivalents |
Interest Income | Interest Income |
U.S. Treasury Securities | U.S. Treasury Securities Fair Value Measurements and Disclosures (“ |
Receivable from Futures Commission Merchants | Receivable From Futures Commission Merchants |
Investment Transactions | Investment Transactions Balance Sheet (“ASC 210” Balance Sheet (Topic 210 Any change in net unrealized gain or loss from the preceding period is reported in the consolidated statements of operations. Fair value of exchange-traded contracts is based upon exchange settlement prices. Fair value of non-exchange-traded contracts is based on third party quoted dealer values on the interbank market. For U.S. Treasury securities, interest was recognized in the period earned and the instruments were marked-to-market daily based on third party information. Transaction costs are recognized as incurred and reflected separately in the consolidated statements of operations. |
Foreign Currency Transactions | Foreign Currency Transactions |
Allocation of Earnings | Allocation of Earnings |
Investments and Swaps | Investments and Swaps |
Income Taxes | Income Taxes Income Taxes In the opinion of the Managing Owner, (i) the Trust is treated as a partnership for Federal income tax purposes and, assuming that at least 90% of the gross income of the Trust constitutes “qualifying income” within the meaning of Section 7704(d) of the Code, the Trust is not a publicly traded partnership treated as a corporation, and (ii) the discussion set forth in the Prospectus under the heading “Federal Income Tax Consequences” correctly summarizes the material Federal income tax consequences as of the date of the Prospectus to potential U.S. Limited Owners of the purchase, ownership and disposition of Units of the Trust. |
Fees and Expenses | Fees and Expenses |
Service Fees | Service Fees These service fees are part of the offering costs of the Trust, which include registration and filing fees, legal and blue sky expenses, accounting and audit, printing, marketing support and other offering costs which are borne by the Managing Owner. With respect to the service fees, the initial service fee (for the first 12 months) relating to a purchase of Class 1 and Class 1a Units by an investor is prepaid by the Managing Owner to the relevant selling agent in the month following such purchase and is reimbursed for such payment by the Series monthly in arrears in an amount based upon a corresponding percentage of NAV, calculated daily. Consequently, the Managing Owner bears the risk of the downside and enjoys the benefit of the upside potential of any difference between the amount of the initial service fee prepaid by it and the amount of the reimbursement thereof, which may result from variations in NAV over the following 12 months. |
Pending Owner Additions | Pending Owner Additions |
Recently Issued Accounting Pronouncements | Recently Issued Accounting Pronouncements In February, 2015, the FASB issued Accounting Standards Update (ASU) No. 2015-02, Consolidation (Topic 810): Amendments to the Consolidation Analysis. ASU 2015-02 provides guidance on the consolidation evaluation for reporting organizations that are required to evaluate whether they should consolidate certain legal entities such as limited partnerships, limited liability corporations, and securitization structures (collateralized debt obligations, collateralized loan obligations, and mortgage-backed security transactions). ASU 2015-02 is effective for periods beginning after December 15, 2015. The adoption of ASU 2015-02 is not expected to have a material effect on the Trust’s financial statements. Early adoption is permitted. In May 2014, the FASB issued ASU 2014-09, Revenue from Contracts with Customers (Topic 606) |
Subsequent Events | Subsequent Events Subsequent Events |
The Series of Equinox Frontier Funds [Member] | |
Basis of Presentation | Basis of Presentation |
Consolidation | Consolidation As of December 31, 2015, the consolidated balance sheet of Equinox Frontier Balanced Fund included the assets and liabilities of its majority owned Trading Companies. These Trading Companies include Frontier Trading Company XIV, LLC, Frontier Trading Company XXIII, LLC, Frontier Trading Company XXIX, LLC and Frontier Trading Company XXXIV, LLC. For the year ended December 31, 2015, the consolidated statement of operations of Equinox Frontier Balanced Fund included the earnings of its majority owned Trading Companies listed above. The consolidated statement of operations of Equinox Frontier Balanced Fund also included the earnings of Frontier Trading Company XV LLC for January 1 and 2, 2015. As of December 31, 2015, the consolidated balance sheet of Equinox Frontier Long/Short Commodity Fund included the assets and liabilities of its majority owned Trading Company, Frontier Trading Company XXXVII, LLC. For the year ended December 31, 2015, the consolidated statement of operations of Equinox Frontier Long/Short Commodity Fund included the earnings of its majority owned Trading Company listed above. As of December 31, 2015, the consolidated balance sheet of Equinox Frontier Diversified Fund included the assets and liabilities of its majority owned Frontier Trading Company XXXV, LLC. For the year ended December 31, 2015, the consolidated statement of operations of Equinox Frontier Diversified Fund included the earnings of its majority owned Trading Company listed above and the earnings of Frontier Trading Company I, LLC from January 1, 2015 to August 10, 2015. As of and for the year ended December 31, 2015, the consolidated balance sheet and statement of operations of Equinox Frontier Heritage Fund included the assets and liabilities, and earnings, respectively, of its majority owned Trading Company, Frontier Trading Company XXXIX, LLC. As of and for the year ended December 31, 2015, the consolidated balance sheet and statement of operations of Equinox Frontier Select Fund included the assets and liabilities, and earnings, respectively, of its majority owned Trading Company, Frontier Trading Company XV, LLC except for the earnings from January 1, 2015 to January 2, 2015. As of and for the year ended December 31, 2015, the consolidated balance sheet and statement of operations of Equinox Frontier Winton Fund included the assets and liabilities, and earnings, respectively, of its majority owned Trading Company, Frontier Trading Company II, LLC. From January 1, 2015 to July 16, 2015, the consolidated balance sheet and statement of operations of Equinox Frontier Heritage Fund included the assets and liabilities, and earnings, respectively, of its majority owned Trading Company, Frontier Trading Company XXXIX, LLC. Each of the Series has invested in Frontier Trading Company XXXVIII, LLC on the same basis as its ownership in the cash pool. Frontier Trading Company XXXVIII, LLC’s assets, liabilities and earnings are allocated to all of the Series of the Trust based on their proportionate share of the cash pool. As of December 31, 2014, the consolidated balance sheet of Equinox Frontier Balanced Fund included the assets and liabilities of its majority owned Trading Companies. These Trading Companies include Frontier Trading Company XIV, LLC, Frontier Trading Company XV, LLC, Frontier Trading Company XXIII, LLC, Frontier Trading Company XXIX, LLC and Frontier Trading Company XXXIV, LLC. For the year ended December 31, 2014, the consolidated income statement of Equinox Frontier Balanced Fund included the earnings of its majority owned Trading Companies. These Trading Companies include Frontier Trading Company XIV, LLC (except for the earnings from January 14, 2014 to February 27, 2014), Frontier Trading Company XV, LLC (except from January 1, 2014 to October 1, 2014), Frontier Trading Company XXIX, LLC (except from January 1, 2014 to November 23, 2014), Frontier Trading Company XXIII, LLC (except for the earnings from January 1, 2014 to April 28, 2014), and Frontier Trading Company XXXIV, LLC. As of December 31, 2014, the consolidated balance sheet of Equinox Frontier Long/Short Commodity Fund included the assets and liabilities of its majority owned Trading Company, Frontier Trading Company XXXVII, LLC. For the year ended December 31, 2014, the consolidated income statement of Equinox Frontier Long/Short Commodity Fund included the earnings of its majority owned Trading Companies. These Trading Companies include Frontier Trading Company VII, LLC (except for the earnings from April 5, 2014 to December 31, 2014), Frontier Trading Company XVIII, LLC (except for the earnings from September 5, 2014 to December 31, 2014) and Frontier Trading Company XXXVII, LLC. As of December 31, 2014, the consolidated balance sheet of Equinox Frontier Diversified Fund included the assets and liabilities of its majority owned Frontier Trading Company I, LLC and, Frontier Trading Company XXXV, LLC. For the year ended December 31, 2014, the consolidated income statement of Equinox Frontier Diversified Fund included the earnings of its majority owned Trading Companies. These Trading Companies include Frontier Trading Company I, LLC (except for the earnings from February 1, 2014 to April 7, 2014) and Frontier Trading Company XXXV, LLC. As of and for the year ended December 31, 2014, the consolidated balance sheet and income statement of Equinox Frontier Heritage Fund included the assets, liabilities and earnings of its majority owned Trading Company, Frontier Trading Company XXXIX, LLC. |
Use of Estimates | Use of Estimates—The preparation of financial statements in conformity with GAAP may require the Managing Owner to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenue and expenses during the reporting period. The valuation of swap contracts requires significant estimates as well as the valuation of certain other investments. Please refer to Note 3 for discussion of valuation methodology. Actual results could differ from these estimates, and such differences could be material. |
Cash and Cash Equivalents | Cash and Cash Equivalents— |
Interest Income | Interest Income—U.S. Treasury Securities are pooled for purposes of maximizing returns on these assets to investors of all Series. Interest income from pooled cash management assets is recognized on the accrual basis and allocated daily to each Series based upon its daily proportion of ownership of the pool. Aggregate interest income from all sources, including U.S. Treasuries and assets held at a futures commission merchant (“FCM”), of up to two percentage points of the aggregate percentage yield (annualized) of net asset value less any fair market value related to swaps, is paid to the Managing Owner by the Equinox Frontier Balanced Fund (Class 1, and Class 2 only), Equinox Frontier Select Fund, Equinox Frontier Winton Fund and Equinox Frontier Heritage Fund. For the Equinox Frontier Diversified Fund, Equinox Frontier Long/Short Commodity Fund, Equinox Frontier Masters Fund and Equinox Frontier Balanced Fund (Class 1a, Class 2a and Class 3a only), 20% of the total interest allocated to each Series is paid to the Managing Owner. All interest not paid to the Managing Owner is interest income to the Series, and shown net on the statement of operations. |
U.S. Treasury Securities | U.S. Treasury Securities—U.S. Treasury Securities are allocated to all Series of the Trust based on each Series’ percentage ownership in the pooled cash management assets as of the reporting date. They are reported at fair value as Level 1 inputs under ASC 820,Fair Value Measurements and Disclosures (“ASC 820”). The Series of the Trust valued U.S. Treasury Securities at fair value and recorded the daily change in value in the statements of operations as net unrealized gain/(loss) on U.S. Treasury securities. Accrued interest is reported on the statements of financial condition as interest receivable. |
Receivable from Futures Commission Merchants | Receivable From Futures Commission Merchants |
Investment Transactions | Investment Transactions—Futures, options on futures, forward and swap contracts are recorded on a trade date basis and realized gains or losses are recognized when contracts are settled. Unrealized gains or losses on open contracts (the difference between contract trade price and market price) are reported in the statements of financial condition as open trade equity (deficit) for futures and forwards and as long and short options as there exists a right of offset of unrealized gains or losses in accordance with ASC 210, Balance Sheet (“ASC 210”) and Accounting Standards Update (ASU) 2013-01, Balance Sheet (Topic 210). Any change in net unrealized gain or loss from the preceding period is reported in the statements of operations. Fair value of exchange-traded contracts is based upon exchange settlement prices. Fair value of non-exchange-traded contracts is based on third party quoted dealer values on the interbank market. For U.S. Treasury securities, interest is recognized in the period earned and the instruments are marked-to-market daily based on third party information. Transaction costs are recognized as incurred and reflected separately in the statements of operations. |
Foreign Currency Transactions | Foreign Currency Transactions— |
Allocation of Earnings | Allocation of Earnings— Each Series allocates funds to an affiliated Trading Company, or Companies, of the Trust. Each Trading Company allocates all of its daily trading gains or losses to the Series in proportion to each Series’ ownership trading level interest in the Trading Company, adjusted on a daily basis (except for Trading Advisors and other investments such as Swaps that are directly allocated to a specific series). The value of all open contracts and cash held at clearing brokers is similarly allocated to the Series in proportion to each Series’ funds allocated to the Trading Company, or Companies. |
Investments and Swaps | Investments and Swaps |
Income Taxes | Income Taxes Income Taxes In the opinion of the Managing Owner, (i) the Trust, with respect to the Series, is treated as a partnership for federal income tax purposes and, assuming that at least 90% of the gross income of the Trust constitutes “qualifying income” within the meaning of Section 7704(d) of the Code, the Trust is not a publicly traded partnership treated as a corporation, and (ii) the discussion set forth in the Prospectus under the heading “Federal Income Tax Consequences” correctly summarizes the material federal income tax consequences as of the date of the Prospectus to potential U.S. Limited Owners of the purchase, ownership and disposition of Units of the Trust. |
Fees and Expenses | Fees and Expenses |
Service Fees | Service Fees These service fees are part of the offering costs of the Trust, with respect to the Series, which include registration and filing fees, legal and blue sky expenses, accounting and audit, printing, marketing support and other offering costs which are borne by the Managing Owner. With respect to the service fees, the initial service fee (for the first 12 months) relating to a purchase of Class 1 and Class 1a Units by an investor is prepaid by the Managing Owner to the relevant selling agent in the month following such purchase and is reimbursed for such payment by the Series monthly in arrears in an amount based upon a corresponding percentage of NAV, calculated daily. Consequently, the Managing Owner bears the risk of the downside and the benefit of the upside potential of any difference between the amount of the initial service fee prepaid by it and the amount of the reimbursement thereof, which may result from variations in NAV over the following 12 months. |
Pending Owner Additions | Pending Owner Additions— |
Recently Issued Accounting Pronouncements | Recently Issued Accounting Pronouncements— In February, 2015, the FASB issued Accounting Standards Update (ASU) No. 2015-02, Consolidation (Topic 810): Amendments to the Consolidation Analysis. ASU 2015-02 provides guidance on the consolidation evaluation for reporting organizations that are required to evaluate whether they should consolidate certain legal entities such as limited partnerships, limited liability corporations, and securitization structures (collateralized debt obligations, collateralized loan obligations, and mortgage-backed security transactions). ASU 2015-02 is effective for periods beginning after December 15, 2015. The adoption of ASU 2015-02 is not expected to have a material effect on the Trust’s financial statements. Early adoption is permitted. In May 2014, the FASB issued ASU 2014-09, Revenue from Contracts with Customers (Topic 606) |
Reclassification | Reclassification – |
Subsequent Events | Subsequent Events Subsequent Events |
Fair Value Measurements (Tables
Fair Value Measurements (Tables) | 12 Months Ended |
Dec. 31, 2015 | |
Equinox Frontier Funds [Member] | |
Financial Asset Portfolio, by Series, Measured at Fair Value on Recurring Basis | The following table summarizes the instruments that comprise the Trust’s financial asset portfolio, by Series, measured at fair value on a recurring basis as of December 31, 2015 and 2014, segregated by the level of valuation inputs within the fair value hierarchy utilized to measure fair value: December 31, 2015 Level 1 Inputs Level 2 Inputs Level 3 Inputs Total Open Trade Equity (Deficit) $ (4,424,290 ) $ 75,418 $ — $ (4,348,870 ) Swap Contracts — — 40,136,065 40,136,065 U.S. Treasury Securities 117,478,438 — — 117,478,438 Purchased Options — 526,288 — 526,288 Written Options — (165,760 ) — (165,760 ) December 31, 2014 Level 1 Inputs Level 2 Inputs Level 3 Inputs Total Open Trade Equity (Deficit) $ 15,756,796 $ (932,374 ) $ — $ 14,824,422 Swap Contracts — — 35,990,887 35,990,887 U.S. Treasury Securities 139,953,518 — — 139,953,518 Purchased Options — 9,075,883 — 9,075,883 Written Options — (8,963,838 ) — (8,963,838 ) |
Change in Level 3 Assets Measured at Fair Value on Recurring Basis | The changes in Level 3 assets measured at fair value on a recurring basis are summarized in the following tables. Swap contract asset gains and losses (realized/unrealized) included in earnings are classified in “realized and unrealized gain (loss) on investments – net unrealized gain/(loss) on swap contracts” on the statements of operations. For the Year ended Balance of recurring Level 3 assets as of January 1, 2015 $ 35,990,887 Total gains or losses (realized/unrealized): Included in earnings-realized — Included in earnings-unrealized 3,145,178 Purchases of investments 1,000,000 Sales of investments — Transfers in and/or out of Level 3 — Balance of recurring Level 3 assets as of December 31, 2015 $ 40,136,065 For the Year ended Balance of recurring Level 3 assets as of January 1, 2014 $ 21,455,529 Total gains or losses (realized/unrealized): Included in earnings-realized — Included in earnings-unrealized 14,535,358 Purchases of investments — Sales of investments — Transfers in and/or out of Level 3 — Balance of recurring Level 3 assets as of December 31, 2014 $ 35,990,887 |
Change in Unrealized Appreciation (Depreciation) included in Statements of Operations Attributable to Level 3 Investments | The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2015: Swaps $ 3,145,177 The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2014: Swaps $ 14,535,358 The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2013: Swaps $ 1,539,551 |
The Series of Equinox Frontier Funds [Member] | |
Financial Asset Portfolio, by Series, Measured at Fair Value on Recurring Basis | The following table summarizes the instruments that comprise the Trust, with respect to the Series, financial asset portfolio, by Series, measured at fair value on a recurring basis as of December 31, 2015 and December 31, 2014 segregated by the level of valuation inputs within the fair value hierarchy utilized to measure fair value: December 31, 2015 Level 1 Inputs Level 2 Inputs Level 3 Inputs Total Equinox Frontier Diversified Fund Investment in Unconsolidated Trading Companies $ 15,844,097 $ 250,110 $ — $ 16,094,207 Swap Contracts — — 8,685,849 8,685,849 U.S. Treasury Securities 27,604,916 — — 27,604,916 Equinox Frontier Masters Fund Investment in Unconsolidated Trading Companies 9,383,235 26,695 — 9,409,930 U.S. Treasury Securities 11,953,206 — — 11,953,206 Equinox Frontier Long/Short Commodity Fund Investment in Unconsolidated Trading Companies 3,355,174 59,489 — 3,414,663 Swap Contracts — — 4,332,428 4,332,428 U.S. Treasury Securities 4,792,817 — — 4,792,817 Equinox Frontier Balanced Fund Investment in Unconsolidated Trading Companies 17,357,475 266,493 — 17,623,968 Open Trade Equity (Deficit) 11,530 — — 11,530 Swap Contracts — — 19,157,520 19,157,520 U.S. Treasury Securities 41,148,676 — — 41,148,676 Equinox Frontier Select Fund Investment in Unconsolidated Trading Companies 213,921 — 3,933,919 4,147,840 Open Trade Equity (Deficit) 462,339 — — 462,339 U.S. Treasury Securities 1,852,429 — — 1,852,429 Equinox Frontier Winton Fund Investment in Unconsolidated Trading Companies 297,554 — — 297,554 Open Trade Equity (Deficit) 599,579 — — 599,579 U.S. Treasury Securities 24,617,817 — — 24,617,817 Equinox Frontier Heritage Fund Investment in Unconsolidated Trading Companies 1,403,461 2,125 — 1,405,586 Swap Contracts — — 7,960,268 7,960,268 U.S. Treasury Securities 5,508,577 — — 5,508,577 December 31, 2014 Level 1 Inputs Level 2 Inputs Level 3 Inputs Total Equinox Frontier Diversified Fund Investments in Unconsolidated Trading Companies $ 6,631,887 $ (37,508 ) $ — $ 6,594,379 Open Trade Equity (Deficit) 3,171,968 43,238 — 3,215,206 Options Purchased — 288,413 — 288,413 Options Written — (253,018 ) — (253,018 ) Swap Contracts — — 6,570,408 6,570,408 U.S. Treasury Securities 3,151,659 — — 3,151,659 Equinox Frontier Masters Fund Investments in Unconsolidated Trading Companies 7,942,166 (40,810 ) — 7,901,356 U.S. Treasury Securities 16,217,173 — — 16,217,173 Equinox Frontier Long/Short Commodity Fund Investments in Unconsolidated Trading Companies 3,789,466 25,388 — 3,814,854 Swap Contracts — — 3,633,060 3,633,060 U.S. Treasury Securities 8,191,519 — — 8,191,519 Equinox Frontier Balanced Fund Open Trade Equity (Deficit) 3,717,291 (419,742 ) - 3,297,549 Options Purchased — — — — Options Written — — — — Investments in Unconsolidated Trading Companies 18,354,685 (10,758 ) — 18,343,927 Swap Contracts — — 18,246,954 18,246,954 U.S. Treasury Securities 41,625,860 — — 41,625,860 Equinox Frontier Select Fund Investments in Unconsolidated Trading Companies 4,591,569 (28,926 ) 3,539,498 8,102,141 U.S. Treasury Securities 6,476,939 — — 6,476,939 Equinox Frontier Winton Fund Investments in Unconsolidated Trading Companies 7,656,170 (176,512 ) — 7,479,658 U.S. Treasury Securities 29,593,974 — — 29,593,974 Equinox Frontier Heritage Fund Investments in Unconsolidated Trading Companies 1,576,952 (33,566 ) — 1,543,386 Swap Contracts — — 7,540,465 7,540,465 U.S. Treasury Securities 6,796,392 — — 6,796,392 |
Change in Level 3 Assets Measured at Fair Value on Recurring Basis | During the year ended December 31, 2015 and 2014, all identified Level 3 assets are components of the Equinox Frontier Diversified Fund, Equinox Frontier Long/Short Commodity Fund, Equinox Frontier Balanced Fund, Equinox Frontier Select Fund, and Equinox Frontier Heritage Fund. 2015: For the Year Ended December 31, 2015 Swaps: Equinox Frontier Equinox Frontier Equinox Frontier Balance of recurring Level 3 assets as of January 1, 2015 $ 6,570,408 $ 3,633,060 $ 18,246,954 Total gains or losses (realized/unrealized): Included in earnings-realized — — — Included in earnings-unrealized 2,115,441 (300,632 ) 910,566 Purchases of investments — 1,000,000 — Sales of investments — — — Change in ownership allocation of total return swaps — — — Transfers in and/or out of Level 3 — — — Balance of recurring Level 3 assets as of December 31, 2015 $ 8,685,849 $ 4,332,428 $ 19,157,520 Equinox Frontier Balance of recurring Level 3 assets as of January 1, 2015 $ 7,540,465 Total gains or losses (realized/unrealized): Included in earnings-realized — Included in earnings-unrealized 419,803 Purchases of investments — Sales of investments — Change in ownership allocation of total return swaps — Transfers in and/or out of Level 3 — Balance of recurring Level 3 assets as of December 31, 2015 $ 7,960,268 Investments in Unconsolidated Trading Companies: Equinox Frontier Balance of recurring Level 3 assets as of January 1, 2015 $ 3,539,498 Change in fair value of investments in unconsolidated trading companies 394,421 Proceeds from sales of investments of unconsolidated trading companies — Purchases of investments of unconsolidated trading companies — Change in ownership allocation — Transfers in and/or out of Level 3 — Balance of recurring Level 3 assets as of December 31, 2015 $ 3,933,919 2014: For the Year Ended December 31, 2014 Swaps: Equinox Frontier Diversified Fund Equinox Frontier Long/Short Commodity Fund Equinox Frontier Balanced Fund Balance of recurring Level 3 assets as of January 1, 2014 $ 3,437,632 $ 2,456,546 $ 10,122,003 Total gains or losses (realized/unrealized): Included in earnings-realized — — — Included in earnings-unrealized 3,132,776 1,176,514 8,124,951 Purchases of investments — — — Sales of investments — — Change in ownership allocation of total return swaps — — — Transfers in and/or out of Level 3 — — — Balance of recurring Level 3 assets as of December 31, 2014 $ 6,570,408 $ 3,633,060 $ 18,246,954 Equinox Frontier Balance of recurring Level 3 assets as of January 1, 2014 $ 5,435,184 Total gains or losses (realized/unrealized): Included in earnings-realized — Included in earnings-unrealized 2,105,281 Purchases of investments — Sales of investments — Change in ownership allocation of total return swaps — Transfers in and/or out of Level 3 — Balance of recurring Level 3 assets as of December 31, 2014 $ 7,540,465 Investments in Unconsolidated Trading Companies: Equinox Frontier Balance of recurring Level 3 assets as of January 1, 2014 $ 2,415,637 Change in fair value of investments in unconsolidated trading companies 1,123,861 Proceeds from sales of investments of unconsolidated trading companies — Purchases of investments of unconsolidated trading companies — Change in ownership allocation — Transfers in and/or out of Level 3 — Balance of recurring Level 3 assets as of December 31, 2014 $ 3,539,498 |
Change in Unrealized Appreciation (Depreciation) included in Statements of Operations Attributable to Level 3 Investments | The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2015: Equinox Frontier Equinox Frontier Commodity Fund Equinox Frontier Equinox Frontier Swaps $ 2,115,441 $ (300,633 ) $ 910,566 $ 419,803 The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2014: Equinox Frontier Equinox Frontier Commodity Fund Equinox Frontier Equinox Frontier Swaps $ 3,132,776 $ 1,176,514 $ 8,120,996 $ 2,105,281 The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2013: Equinox Frontier Equinox Frontier Commodity Fund Equinox Frontier Equinox Frontier Swaps $ 37,632 $ (426,454 ) $ 2,486,559 $ 591,792 |
The Trading Companies of the Equinox Frontier Funds [Member] | |
Financial Asset Portfolio, by Series, Measured at Fair Value on Recurring Basis | The following table summarizes the instruments that comprise the Trading Companies financial asset portfolio measured at fair value on a recurring basis as of December 31, 2015 and 2014, segregated by the level of valuation inputs within the fair value hierarchy utilized to measure fair value: December 31, 2015 Level 1 Inputs Level 2 Inputs Level 3 Inputs Total Frontier Trading Company I LLC Open Trade Equity (Deficit) $ 755,452 $ — $ — $ 755,452 Options Purchased — 371,758 — 371,758 Options Written — (165,760 ) — (165,760 ) Frontier Trading Company II LLC Open Trade Equity (Deficit) 599,579 — — 599,579 Frontier Trading Company VII LLC Open Trade Equity (Deficit) (6,482,499 ) — — (6,482,499 ) Options Purchased — 154, 380 — 154,380 Options Written — — — — Frontier Trading Company XIV, LLC Open Trade Equity (Deficit) 34,484 — — 34,484 Frontier Trading Company XV, LLC Open Trade Equity (Deficit) 462,340 — — 462,340 Frontier Trading Company XXIII, LLC Open Trade Equity (Deficit) (27,706 ) — — (27,706 ) Frontier Trading Company XXIX, LLC Open Trade Equity (Deficit) 4,750 — — 4,750 Frontier Trading Company XXXIV, LLC Swap Contracts — — 19,157,522 19,157,522 Frontier Trading Company XXXIX, LLC Swap Contracts — — 7,960,269 7,960,269 Frontier Trading Company XXXV, LLC Swap Contracts — — 8,685,850 8,685,850 Frontier Trading Company XXXVII, LLC Swap Contracts — — 4,332,427 4,332,427 Frontier Trading Company XXXVIII, LLC Open Trade Equity (Deficit) 304,878 — — 304,878 December 31, 2014 Level 1 Inputs Level 2 Inputs Level 3 Inputs Total Frontier Trading Company I LLC Open Trade Equity (Deficit) $ 3,171,968 $ 43,237 $ — $ 3,215,205 Options Purchased — 288,413 — 288,413 Options Written — (253,017 ) — (253,017 ) Frontier Trading Company II LLC Open Trade Equity (Deficit) 4,029,156 (555,872 ) — 3,473,284 Frontier Trading Company VII LLC Open Trade Equity (Deficit) 3,469,339 — — 3,469,339 Options Purchased — 8,787,472 — 8,787,472 Options Written — (8,710,817 ) — (8,710,817 ) Frontier Trading Company XIV, LLC Open Trade Equity (Deficit) 1,341,051 — — 1,341,051 Frontier Trading Company XV, LLC Open Trade Equity (Deficit) 1,658,917 — — 1,658,917 Frontier Trading Company XXIII, LLC Open Trade Equity (Deficit) 893,605 — — 893,605 Frontier Trading Company XXIX, LLC Open Trade Equity (Deficit) (279,840 ) — — (279,840 ) Frontier Trading Company XXXIV, LLC Swap Contracts — — 18,246,955 18,246,955 Frontier Trading Company XXXV, LLC Swap Contracts — — 6,570,409 6,570,409 Frontier Trading Company XXXVII, LLC Swap Contracts — — 3,633,060 3,633,060 Frontier Trading Company XXXVIII, LLC Open Trade Equity (Deficit) 1,369,043 — — 1,369,043 Frontier Trading Company XXXIX, LLC Swap Contracts — — 7,543,966 7,543,966 |
Change in Level 3 Assets Measured at Fair Value on Recurring Basis | Swap Contract asset gains and losses (realized/unrealized) included in earnings are classified in “net realized and unrealized gain/(loss) on investments—net realized and unrealized gain/(loss) on swap contracts” on the statements of operations. Swap Contracts Frontier Trading Company For The Year Ending Frontier Trading Company For The Year Ending Balance of recurring Level 3 assets as of January 1, 2015 $ 18,246,955 $ 7,540,466 Total gains or losses (realized/unrealized): Included in earnings-realized — — Included in earnings-unrealized 910,567 419,803 Included in other comprehensive income — — Purchases, sales, issuances, and settlements, net — — Transfers in and/or out of Level 3 — — Balance of recurring Level 3 assets as of December 31, 2015 $ 19,157,522 $ 7,960,269 Frontier Trading Company For The Year Ending Frontier Trading Company For The Year Ending Balance of recurring Level 3 assets as of January 1, 2015 $ 6,570,409 $ 3,633,060 Total gains or losses (realized/unrealized): Included in earnings-realized — — Included in earnings-unrealized 2,115,441 (300,633 ) Included in other comprehensive income — — Purchases, sales, issuances, and settlements, net — 1,000,000 Transfers in and/or out of Level 3 — — Balance of recurring Level 3 assets as of December 31, 2015 $ 8,685,850 $ 4,332,427 Swap Contracts Frontier Trading Company For The Year Ending Frontier Trading Company For The Year Ending Balance of recurring Level 3 assets as of January 1, 2014 $ 10,126,168 $ 5,435,184 Total gains or losses (realized/unrealized): Included in earnings-realized — — Included in earnings-unrealized 8,120,787 2,108,782 Included in other comprehensive income — — Purchases, sales, issuances, and settlements, net — — Transfers in and/or out of Level 3 — — Balance of recurring Level 3 assets as of December 31, 2014 $ 18,246,955 $ 7,543,966 Frontier Trading Company For The Year Ending Frontier Trading Company For The Year Ending Balance of recurring Level 3 assets as of January 1, 2014 $ 3,437,632 $ 2,456,545 Total gains or losses (realized/unrealized): Included in earnings-realized — — Included in earnings-unrealized 3,132,777 1,176,515 Included in other comprehensive income — — Purchases, sales, issuances, and settlements, net — — Transfers in and/or out of Level 3 — — Balance of recurring Level 3 assets as of December 31, 2014 $ 6,570,409 $ 3,633,060 |
Total Change in Unrealized Appreciation (Depreciation) Attributable to Level 3 Investments | The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2015. Frontier Trading Frontier Trading Frontier Trading Frontier Trading Swaps $ 19,157,522 $ 8,685,850 $ 4,332,427 $ 7,960,269 The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2014. Frontier Trading Frontier Trading Frontier Trading Frontier Trading Swaps $ 8,120,787 $ 3,132,777 $ 1,176,514 $ 2,108,782 The total change in unrealized appreciation (depreciation) included in the statements of operations attributable to level 3 investments still held at December 31, 2013. Frontier Trading Frontier Trading Frontier Trading Frontier Trading Swaps $ 526,168 $ 37,632 $ (423,455 ) $ (561,316 ) |
Swaps (Tables)
Swaps (Tables) | 12 Months Ended |
Dec. 31, 2015 | |
Equinox Frontier Funds [Member] | |
Trust, with Respect to Series, has Invested in Following Swap | The Trust had invested in the following swaps as of and for the year ended December 31, 2015: Brevan Howard XXXIV Balanced XXXV Diversified XXXVII L/S Select Counterparty DeutscheBank AG DeutscheBank AG DeutscheBank AG DeutscheBank AG Notional Amount $ 12,663,283 $ 22,580,043 $ 13,851,707 $ 1,877,592 Termination Date 3/26/2018 8/2/2018 8/2/2018 8/7/2018 Cash Collateral $ 5,993,000 $ 9,600,000 $ 3,400,000 $ 3,880,000 Swap Value $ 1,967,269 $ 9,557,519 $ 5,285,749 $ 452,428 Investee Returns Total Returns Total Returns Total Returns Total Returns Realized Gain/(Loss) $ 0 $ 0 $ 0 $ 0 Change in Unrealized Gain/(Loss) $ 419,803 $ 910,566 $ 2,115,441 ($ 300,633 ) Fair Value as of 12/31/2015 $ 7,960,269 $ 19,157,519 $ 8,685,849 $ 4,332,428 The Trust had invested in the following swaps as of and for the year ended December 31, 2014: Brevan Howard XXXIV Balanced XXXV Diversified XXXVII L/S Select Counterparty DeutscheBank AG DeutscheBank AG DeutscheBank AG DeutscheBank AG Notional Amount $ 17,663,283 $ 67,610,098 $ 35,500,000 $ 13,590,513 Termination Date 3/26/2018 8/2/2018 8/2/2018 8/7/2018 Cash Collateral $ 5,993,000 $ 9,600,000 $ 3,400,000 $ 2,880,000 Swap Value $ 1,547,465 $ 8,646,954 $ 3,170,408 $ 753,060 Investee Returns Total Returns Total Returns Total Returns Total Returns Realized Gain/(Loss) $ 0 $ 0 $ 0 $ 0 Unrealized Gain/(Loss) $ 2,105,282 $ 8,120,784 $ 3,132,777 $ 1,176,515 Fair Value as of 12/31/2014 $ 7,540,465 $ 18,246,954 $ 6,570,408 $ 3,633,060 |
The Series of Equinox Frontier Funds [Member] | |
Trust, with Respect to Series, has Invested in Following Swap | The Series have invested in the following Swaps as of and for the year ended December 31, 2015: Equinox Frontier Equinox Frontier Equinox Frontier Equinox Frontier Total Return Swap Total Return Swap Total Return Swap Total Return Swap Counterparty DeutscheBank AG DeutscheBank AG DeutscheBank AG DeutscheBank AG Notional Amount $ 22,580,043 $ 13,851,707 $ 1,877,692 $ 12,663,283 Termination Date 8/2/2018 8/2/2018 8/7/2018 3/26/2018 Cash Collateral $ 9,600,000 $ 3,400,000 $ 3,880,000 $ 5,993,000 Swap Value $ 9,557,520 $ 5,285,849 $ 452,428 $ 1,967,268 Investee Returns Total Returns Total Returns Total Returns Total Returns Realized Gain/(Loss) $ 0 $ 0 $ 0 $ 0 Change in Unrealized Gain/(Loss) $ 910,566 $ 2,115,441 $ (300,633 ) $ 419,803 Fair Value as of 12/31/2015 $ 19,157,520 $ 8,685,849 $ 4,332,428 $ 7,960,268 The Series have invested in the following Swaps as of and for the year ended December 31, 2014: Equinox Frontier Equinox Frontier Equinox Frontier Equinox Frontier Total Return Swap Total Return Swap Total Return Swap Total Return Swap Counterparty DeutscheBank AG DeutscheBank AG DeutscheBank AG DeutscheBank AG Notional Amount $ 67,610,098 $ 35,500,000 $ 13,590,513 $ 17,663,283 Termination Date 8/2/2018 8/2/2018 8/7/2018 3/26/2018 Cash Collateral $ 9,600,000 $ 3,400,000 $ 2,880,000 $ 5,993,000 Swap Value $ 8,646,954 $ 3,170,408 $ 753,060 $ 1,547,465 Investee Returns Total Returns Total Returns Total Returns Total Returns Realized Gain/(Loss) $ 0 $ 0 $ 0 $ 0 Change in Unrealized Gain/(Loss) $ 8,120,996 $ 3,132,777 $ 1,176,514 $ 2,105,281 Fair Value as of 12/31/2014 $ 18,246,954 $ 6,570,408 $ 3,633,060 $ 7,540,465 |
The Trading Companies of the Equinox Frontier Funds [Member] | |
Trust, with Respect to Series, has Invested in Following Swap | The Trading Companies have invested in the following Swaps as of December 31, 2015. Brevan Howard Total Return Swap XXXIV Balanced Select XXXV Diversified Select XXXVII L/S Select Swap Total Return Swap Counterparty DeutscheBank AG DeutscheBank AG DeutscheBank AG DeutscheBank AG Notional Amount $ 12,663,283 $ 22,580,043 $ 13,851,707 $ 1,877,592 Termination Date 3/26/2018 8/2/2018 8/2/2018 8/7/2018 Cash Collateral $ 5,993,000 $ 9,600,000 $ 3,400,000 $ 3,880,000 Swap Value $ 1,967,269 $ 9,557,519 $ 5,285,749 $ 452,428 Investee Returns Total Returns Total Returns Total Returns Total Returns Realized Gain/(Loss) $ 0 $ 0 $ 0 $ 0 Change in Unrealized Gain/(Loss) $ 419,803 $ 910,566 $ 2,115,441 $ (300,633 ) Fair Value as of 12/31/2015 $ 7,960,269 $ 19,157,519 $ 8,685,849 $ 4,332,428 The Trading Companies have invested in the following Swaps as of December 31, 2014. Brevan Howard XXXIV Balanced Select XXXV Diversified Select XXXVII L/S Select Counterparty DeutscheBank AG DeutscheBank AG DeutscheBank AG DeutscheBank AG Notional Amount $ 17,663,283 $ 67,610,098 $ 35,500,000 $ 13,590,513 Termination Date 3/26/2018 8/2/2018 8/2/2018 8/7/2018 Cash Collateral $ 5,993,000 $ 9,600,000 $ 3,400,000 $ 2,880,000 Swap Value $ 1,547,465 $ 8,646,954 $ 3,170,408 $ 753,060 Investee Returns Total Returns Total Returns Total Returns Total Returns Realized Gain/(Loss) $ 0 $ 0 $ 0 $ 0 Unrealized Gain/(Loss) $ 2,108,782 $ 8,120,784 $ 3,132,777 $ 1,176,515 Fair Value as of 12/31/2014 $ 7,543,966 $ 18,246,954 $ 6,570,408 $ 3,633,060 The Trading Companies have invested in the following Swaps as of December 31, 2015. Brevan Howard Total Return Swap XXXIV Balanced Select XXXV Diversified Select XXXVII L/S Select Swap Total Return Swap Counterparty DeutscheBank AG DeutscheBank AG DeutscheBank AG DeutscheBank AG Notional Amount $ 12,663,283 $ 22,580,043 $ 13,851,707 $ 1,877,592 Termination Date 3/26/2018 8/2/2018 8/2/2018 8/7/2018 Cash Collateral $ 5,993,000 $ 9,600,000 $ 3,400,000 $ 3,880,000 Swap Value $ 1,967,269 $ 9,557,519 $ 5,285,749 $ 452,428 Investee Returns Total Returns Total Returns Total Returns Total Returns Realized Gain/(Loss) $ 0 $ 0 $ 0 $ 0 Change in Unrealized Gain/(Loss) $ 419,803 $ 910,566 $ 2,115,441 $ (300,633 ) Fair Value as of 12/31/2015 $ 7,960,269 $ 19,157,519 $ 8,685,849 $ 4,332,428 The Trading Companies have invested in the following Swaps as of December 31, 2014. Brevan Howard XXXIV Balanced Select XXXV Diversified Select XXXVII L/S Select Counterparty DeutscheBank AG DeutscheBank AG DeutscheBank AG DeutscheBank AG Notional Amount $ 17,663,283 $ 67,610,098 $ 35,500,000 $ 13,590,513 Termination Date 3/26/2018 8/2/2018 8/2/2018 8/7/2018 Cash Collateral $ 5,993,000 $ 9,600,000 $ 3,400,000 $ 2,880,000 Swap Value $ 1,547,465 $ 8,646,954 $ 3,170,408 $ 753,060 Investee Returns Total Returns Total Returns Total Returns Total Returns Realized Gain/(Loss) $ 0 $ 0 $ 0 $ 0 Unrealized Gain/(Loss) $ 2,108,782 $ 8,120,784 $ 3,132,777 $ 1,176,515 Fair Value as of 12/31/2014 $ 7,543,966 $ 18,246,954 $ 6,570,408 $ 3,633,060 |
Investments in Unconsolidated24
Investments in Unconsolidated Trading Companies (Tables) - The Series of Equinox Frontier Funds [Member] | 12 Months Ended |
Dec. 31, 2015 | |
Investments in Unconsolidated Trading Companies | The following table summarizes each of the Series’ investments in unconsolidated Trading Companies as of December 31, 2015 and 2014: As of December 31, 2015 As of December 31, 2014 Percentage of Fair Value Percentage of Fair Value Series Equinox Frontier Diversified Fund — Frontier Trading Companies I, II, VII, XXIII and XXXVIII 28.89 % $ 16,094,207 9.11 % $ 6,594,379 Equinox Frontier Masters Fund — Frontier Trading Companies I, II, VII, XV and XXXVIII 41.22 % $ 9,409,930 30.74 % $ 7,901,978 Equinox Frontier Long/Short Commodity Fund — Frontier Trading Company I, VII and XXXVIII 26.08 % $ 3,414,663 22.96 % $ 3,814,854 Equinox Frontier Balanced Fund — Frontier Trading Companies I, II, VII, XV and XXXVIII 19.56 % $ 17,623,968 16.92 % $ 18,343,927 Equinox Frontier Select Fund — Frontier Trading Companies XXXVIII and XXXIX 20.83 % $ 4,147,840 53.06 % $ 8,102,141 Equinox Frontier Winton Fund — Frontier Trading Company XXXVIII 0.72 % $ 297,554 18.68 % $ 7,479,658 Equinox Frontier Heritage Fund — Frontier Trading Companies II and XXXVIII 9.08 % $ 1,405,586 11.85 % $ 1,543,386 |
Equity in Earnings from Unconsolidated Trading Companies | The following table summarizes each of the Series’ equity in earnings from unconsolidated Trading Companies for the years ended December 31, 2015, 2014 and 2013: Year Ended December 31, 2015 Year Ended December 31, 2014 Year Ended December 31, 2013 Trading Realized Change in Net Income Trading Realized Change in Net Income Trading Realized Change in Net Income Equinox Frontier Diversified Fund Frontier Trading Company I LLC $ (174,766 ) $ 636,671 $ (1,288,141 ) $ (826,236 ) $ (56,592 ) $ 861,109 $ (449,346 ) $ 355,167 $ (383,335 ) $ 1,053,896 $ 1,169,622 $ 1,840,183 Frontier Trading Company II LLC (14,685 ) 1,025,202 (406,220 ) 604,297 (18,020 ) 3,293,893 (112,838 ) 3,163,035 (22,917 ) 1,744,610 380,208 2,101,901 Frontier Trading Company V LLC — — — — — — — — (390,604 ) (10,536,063 ) 735,737 (10,190,930 ) Frontier Trading Company VI LLC — — — — — — — — — — — — Frontier Trading Company VII, LLC (314,705 ) 4,741,557 (2,805,251 ) 1,621,601 (411,960 ) 202,844 (189,827 ) (398,943 ) (367,422 ) 333,216 (574,327 ) (608,533 ) Frontier Trading Company IX, LLC — — — — — — — — — — — — Frontier Trading Company XIV, LLC — — — — (176,563 ) 453,928 (194,219 ) 83,146 (188,229 ) 1,501,029 122,929 1,435,729 Frontier Trading Company XV, LLC — — — — (35,322 ) 226,177 (719,332 ) (528,477 ) (95,562 ) (231,534 ) 859,135 532,039 Frontier Trading Company XVIII, LLC — — — — — — — — — — Frontier Trading Company XXI, LLC — — — — — — — — — — — — Frontier Trading Company XXIII, LLC (74,373 ) 591,314 (260,757 ) 256,184 (56,661 ) 2,355,129 250,228 2,548,696 (28,812 ) (123,796 ) (53,712 ) (206,320 ) Frontier Trading Company XXXVIII, LLC (32,830 ) (469,048 ) (312,060 ) (813,938 ) (42,802 ) 491,468 (534,467 ) (85,801 ) (7,648 ) 24,276 688,890 705,518 Frontier Trading Company XXXIX, LLC — — — — — — — — — (133,974 ) (133,974 ) Total $ (611,359 ) $ 6,525,696 $ (5,072,429 ) $ 841,908 $ (797,920 ) $ 7,884,548 $ (1,949,801 ) $ 5,136,823 $ (1,484,529 ) $ (6,234,366 ) $ 3,194,508 $ (4,524,387 ) Equinox Frontier Masters Fund Frontier Trading Company I LLC $ (19,418 ) $ 1,409,880 $ (731,212 ) $ 659,250 $ (29,964 ) $ 2,475,252 $ 846,879 $ 3,292,168 $ — $ — $ — $ — Frontier Trading Company II LLC (9,119 ) 572,163 (270,658 ) 292,386 (12,830 ) 2,110,837 (41,715 ) 2,056,292 (14,320 ) 1,222,601 297,737 1,506,018 Frontier Trading Company XIV, LLC — — — — (157,662 ) 256,238 (220,014 ) (121,438 ) (271,557 ) (4,409,304 ) 566,462 (4,114,399 ) Frontier Trading Company XV, LLC (58,573 ) 672,604 (578,027 ) 36,004 (95,155 ) 1,821,877 (298,358 ) 1,428,364 (150,972 ) 86,216 877,749 812,993 Frontier Trading Company XXXVIII, LLC (13,922 ) (268,618 ) (95,734 ) (378,274 ) (21,756 ) 140,219 (295,159 ) (176,696 ) (4,396 ) 8,274 417,157 421,035 Frontier Trading Company VII, LLC (173,078 ) 5,008,076 (3,958,426 ) 876,572 (7,353 ) (276,940 ) 424,792 140,499 Total $ (274,110 ) $ 7,394,105 $ (5,634,057 ) $ 1,485,938 $ (324,720 ) $ 6,527,483 $ 416,425 $ 6,619,189 $ (441,245 ) $ (3,092,213 ) $ 2,159,105 $ (1,374,353 ) Equinox Frontier Long/Short Commodity Fund Frontier Trading Company I LLC $ (2,922 ) $ 156,796 $ 2,785 $ 156,659 $ — $ — $ — $ — $ (35,831 ) $ (778,371 ) $ 98,091 $ (716,111 ) Frontier Trading Companies VII, LLC (242,250 ) 2,483,192 (2,226,339 ) 14,603 (299,598 ) 1,967,325 (225,547 ) 1,442,177 — — — — Frontier Trading Companies XVIII, LLC — — — — (15,497 ) 72,295 (141,056 ) (84,258 ) — — — — Frontier Trading Companies XXIII, LLC — — — — — — — — (7,153 ) (263,068 ) (24,083 ) (294,304 ) Frontier Trading Company XXXVIII, LLC (7,510 ) (34,498 ) (63,213 ) (105,221 ) — — — — (3,655 ) 8,224 329,811 334,380 Total $ (252,682 ) $ 2,605,490 $ (2,286,767 ) $ 66,041 $ (315,095 ) $ 2,039,620 $ (366,603 ) $ 1,357,919 $ (46,639 ) $ (1,033,215 ) $ 403,819 $ (676,035 ) Equinox Frontier Balanced Fund Frontier Trading Company I LLC $ (398,418 ) $ 5,226,529 $ 700,620 5,528,731 $ (297,247 ) $ 5,035,125 $ (115,047 ) 4,622,830 $ — $ — $ — $ — Frontier Trading Company II LLC (19,305 ) 1,235,015 (499,116 ) 716,594 (23,501 ) 4,239,577 (319,850 ) 3,896,226 (41,208 ) 3,181,908 864,178 4,004,878 Frontier Trading Company V LLC — — — — — — — — (13,876 ) 1,530,385 (272,459 ) 1,244,049 Frontier Trading Company VII, LLC (351,880 ) 5,102,783 (3,041,589 ) 1,709,314 (424,248 ) (527,556 ) 479,923 (471,881 ) (466,389 ) (1,846,245 ) (70,237 ) (2,382,871 ) Frontier Trading Company XIV, LLC — — — — (75,543 ) (1,180,680 ) 610,861 (645,362 ) (485,436 ) (14,489,050 ) 774,556 (14,199,930 ) Frontier Trading Company XV, LLC (140 ) (89,150 ) 89,443 153 (63,893 ) (160,880 ) (379,890 ) (604,663 ) (136,258 ) (159,393 ) 941,482 645,831 Frontier Trading Company XVIII, LLC — — — — (69,979 ) 240,985 (611,413 ) (440,407 ) (9,693 ) (192,512 ) (91,675 ) (293,880 ) Frontier Trading Company XXIII, LLC — — — — — — — — (3,526 ) (194,695 ) 546 (197,675 ) Frontier Trading Company XXXVIII, LLC (50,360 ) (940,340 ) (356,821 ) (1,347,521 ) — — — — (13,880 ) 56,461 1,231,131 1,273,712 Frontier Trading Company XXXIX, LLC — — — — — — (1,538 ) (1,538 ) (1,468 ) — (426,090 ) (427,558 ) Total $ (820,103 ) $ 10,534,837 $ (3,107,463 ) $ 6,607,271 $ (954,411 ) $ 7,646,571 $ (336,954 ) $ 6,355,205 $ (1,171,734 ) $ (12,113,141 ) $ 2,951,432 $ (10,333,444 ) Equinox Frontier Select Fund Frontier Trading Company V LLC $ — $ — $ — $ — $ — $ — $ — $ — $ (12,346 ) $ 1,188,592 $ (78,854 ) $ 1,097,392 Frontier Trading Company VI LLC — — — — — — — — — — — — Frontier Trading Company XV, LLC (551 ) (27,784 ) 2,173 (25,285 ) (114,984 ) 2,118,779 268,057 2,271,852 (99,896 ) 135,861 532,850 568,815 Frontier Trading Company XXI, LLC — — — — — — — — — — — — Frontier Trading Company XXXVIII, LLC (2,400 ) (20,889 ) 2,353 (21,812 ) (9,950 ) 48,480 (134,625 ) (96,095 ) (2,171 ) 2,703 197,661 198,193 Frontier Trading Company XXXIX, LLC — — 208,164 208,164 (1,556 ) — 972,201 970,645 (903 ) — (558 ) (1,461 ) Total $ (2,951 ) $ (48,673 ) $ 212,691 $ 161,067 $ (126,490 ) $ 2,167,259 $ 1,105,633 $ 3,146,402 $ (115,316 ) $ 1,327,156 $ 651,099 $ 1,862,939 Equinox Frontier Winton Fund Frontier Trading Company II LLC $ (30,241 ) $ 1,667,631 $ (315,582 ) $ 1,321,808 $ (56,653 ) $ 10,628,427 $ (345,639 ) $ 10,226,134 $ (48,366 ) $ 4,129,621 $ 1,010,136 $ 5,091,391 Frontier Trading Company XXXVIII ,LLC (29,071 ) (537,770 ) (197,417 ) (764,258 ) (35,145 ) 543,298 (319,714 ) 188,439 (5,335 ) 21,267 483,243 499,175 Total $ (59,312 ) $ 1,129,861 $ (512,999 ) $ 557,550 $ (91,798 ) $ 11,171,725 $ (665,353 ) $ 10,414,573 $ (53,701 ) $ 4,150,888 $ 1,493,379 $ 5,590,566 Equinox Frontier Heritage Fund Frontier Trading Company II LLC $ (9,825 ) $ 656,945 $ (261,763 ) $ 385,357 $ (12,408 ) $ 2,222,268 $ (27,968 ) $ 2,181,892 $ (10,901 ) $ 918,667 $ 269,597 $ 1,177,363 Frontier Trading Company V LLC — — — — — — — — (13,268 ) 1,404,612 (205,240 ) 1,186,104 Frontier Trading Company XXXVIII, LLC (6,511 ) (117,306 ) (41,273 ) (165,090 ) (9,194 ) 79,780 (115,037 ) (44,451 ) (1,892 ) 2,537 172,623 173,268 Frontier Trading Company XXXIX, LLC — — — — — — — — (1,129 ) — (328,473 ) (329,602 ) Total $ (16,336 ) $ 539,639 $ (303,036 ) $ 220,267 $ (21,602 ) $ 2,302,048 $ (143,005 ) $ 2,137,441 $ (27,190 ) $ 2,325,816 $ (91,493 ) $ 2,207,133 |
Transactions with Affiliates (T
Transactions with Affiliates (Tables) - The Series of Equinox Frontier Funds [Member] | 12 Months Ended |
Dec. 31, 2015 | |
Fees Earned by Managing Owner | The following table summarizes fees earned by the Managing Owner for the years ended December 31, 2015, 2014 and 2013. For the Year Ended December 31, 2015 Incentive Fee Management Fee Service Fee Trading Fee Equinox Frontier Diversified Fund $ 2,068,435 $ 983,948 $ 412,335 $ 1,394,350 Equinox Frontier Masters Fund 618,626 696,963 226,790 579,677 Equinox Frontier Long/Short Commodity Fund 322,090 532,836 109,284 243,193 Equinox Frontier Balanced Fund 1,707,167 1,029,988 2,113,776 740,451 Equinox Frontier Select Fund 158,971 304,539 395,169 110,262 Equinox Frontier Winton Fund 715,409 1,199,380 764,354 288,023 Equinox Frontier Heritage Fund 132,676 280,570 287,946 96,359 For the Year Ended December 31, 2014 Incentive Fee Management Fee Service Fee Trading Fee Equinox Frontier Diversified Fund $ 4,461,365 $ 1,042,209 $ 499,021 $ 1,287,161 Equinox Frontier Masters Fund 1,123,545 903,032 309,234 603,389 Equinox Frontier Long/Short Commodity Fund 253,177 821,891 132,136 280,737 Equinox Frontier Balanced Fund 3,620,437 1,092,555 2,027,439 694,288 Equinox Frontier Select Fund 363,142 496,959 394,486 109,839 Equinox Frontier Winton Fund 1,800,488 1,172,990 724,365 263,069 Equinox Frontier Heritage Fund 370,450 327,702 270,399 88,113 For the Year Ended December 31, 2013 Incentive Fee Management Fee Service Fee Trading Fee Equinox Frontier Diversified Fund $ 760,048 $ 1,417,230 $ 1,000,514 $ 2,113,117 Equinox Frontier Masters Fund — 1,271,594 639,244 1,045,459 Equinox Frontier Long/Short Commodity Fund — 2,055,684 307,350 658,060 Equinox Frontier Balanced Fund 1,348,994 1,556,049 3,292,195 1,153,606 Equinox Frontier Select Fund — 626,553 575,265 163,310 Equinox Frontier Winton Fund 128,097 1,062,550 857,710 292,162 Equinox Frontier Heritage Fund 15,411 366,837 423,800 132,205 |
Fees Payable to Managing Owner | The following table summarizes fees payable to the Managing Owner as of December 31, 2015 and 2014. As of December 31, 2015 Incentive Fees Management Fees Interest Fees Service Fees Trading Fees Equinox Frontier Diversified Fund $ 204,914 $ 81,940 $ 11,661 $ 17,020 $ 121,065 Equinox Frontier Masters Fund 42,251 54,674 4,957 12,098 48,501 Equinox Frontier Long/Short Commodity Fund 28,408 48,210 1,368 6,841 17,129 Equinox Frontier Balanced Fund 106,563 80,574 77,642 145,576 57,450 Equinox Frontier Select Fund — 22,884 3,549 29,092 8,515 Equinox Frontier Winton Fund — 93,171 49,624 44,422 22,405 Equinox Frontier Heritage Fund — 21,490 11,066 18,807 7,457 As of December 31, 2014 Incentive Fees Management Fees Interest Fees Service Fees Trading Fees Equinox Frontier Diversified Fund $ 2,387,825 $ 86,486 $ 14,140 $ 34,905 $ 132,984 Equinox Frontier Masters Fund 722,043 64,497 6,898 17,260 55,912 Equinox Frontier Long/Short Commodity Fund 158,660 45,361 3,713 10,562 24,436 Equinox Frontier Balanced Fund 1,793,318 101,208 84,976 167,151 66,037 Equinox Frontier Select Fund 185,791 27,835 13,263 32,520 10,119 Equinox Frontier Winton Fund 1,178,364 114,823 63,722 52,753 26,690 Equinox Frontier Heritage Fund 239,327 27,944 14,543 20,964 8,676 |
Interest Paid by Each Series to Managing Owner | The following table outlines the interest amounts paid by each Series to the Managing Owner and its ratio to average net assets for the years ended December 31, 2015, 2014 and 2013: 2015 2014 2013 2015 2014 2013 Gross Amount Gross Amount Gross Amount Ratio to Ratio to Ratio to Equinox Frontier Diversified Fund Class 1 $ 42,063 $ 56,582 $ 181,530 0.26 % 0.30 % 0.41 % Equinox Frontier Diversified Fund Class 2 88,023 81,752 177,826 0.26 % 0.28 % 0.40 % Equinox Frontier Diversified Fund Class 3 20,751 6,433 n/a 0.25 % 0.19 % n/a Equinox Frontier Masters Fund Class 1 27,443 42,395 131,340 0.27 % 0.36 % 0.43 % Equinox Frontier Masters Fund Class 2 22,999 25,486 61,324 0.27 % 0.31 % 0.44 % Equinox Frontier Masters Fund Class 3 14,793 6,663 (5,941 ) 0.27 % 0.23 % -2.42 % Equinox Frontier Long/Short Commodity Fund Class 2 2,633 4,779 22,307 0.22 % 0.36 % 0.47 % Equinox Frontier Long/Short Commodity Fund Class 3 15,721 22,800 105,031 0.22 % 0.31 % 0.86 % Equinox Frontier Long/Short Commodity Fund Class 1a 11,732 18,852 70,738 0.22 % 0.32 % 0.49 % Equinox Frontier Long/Short Commodity Fund Class 2a 3,498 6,122 37,950 0.22 % 0.35 % 0.52 % Equinox Frontier Long/Short Commodity Fund Class 3a 1,695 1,454 n/a 0.21 % 0.27 % n/a Equinox Frontier Balanced Fund Class 1 805,984 846,398 2,035,387 1.15 % 1.34 % 1.86 % Equinox Frontier Balanced Fund Class 1AP 8,750 3,342 n/a 1.14 % 0.02 % n/a Equinox Frontier Balanced Fund Class 2 278,159 275,448 750,916 1.14 % 1.34 % 1.87 % Equinox Frontier Balanced Fund Class 2a 1,311 1,252 14,505 0.23 % 0.25 % 1.86 % Equinox Frontier Balanced Fund Class 3a 5,976 5,429 51,031 0.23 % 0.26 % 1.84 % Equinox Frontier Select Fund Class 1 65,986 152,289 363,902 0.50 % 1.22 % 1.90 % Equinox Frontier Select Fund Class 1AP 244 223 n/a 0.50 % 0.00 % n/a Equinox Frontier Select Fund Class 2 7,429 17,051 49,789 0.50 % 1.23 % 1.92 % Equinox Frontier Winton Fund Class 1 450,697 418,922 551,889 1.77 % 1.82 % 1.93 % Equinox Frontier Winton Fund Class 1AP 676 544 n/a 1.77 % 0.02 % n/a Equinox Frontier Winton Fund Class 2 209,259 188,681 197,408 1.62 % 1.75 % 1.91 % Equinox Frontier Heritage Fund Class 1 113,684 121,694 270,150 1.19 % 1.45 % 1.91 % Equinox Frontier Heritage Fund Class 1AP 726 337 n/a 1.18 % 0.01 % n/a Equinox Frontier Heritage Fund Class 2 37,732 36,285 66,778 1.18 % 1.36 % 1.91 % Total $ 2,237,965 $ 2,341,213 $ 5,133,860 |
Financial Highlights (Tables)
Financial Highlights (Tables) | 12 Months Ended |
Dec. 31, 2015 | |
Equinox Frontier Funds [Member] | |
Financial Highlights of Trust | The following information presents the financial highlights of the Trust for the year ended December 31, 2015, 2014 and 2013. This data has been derived from the information presented in the consolidated financial statements. 2015 2014 2013 Ratios to average net assets (1) Net investment gain/(loss) (1) -6.70 % -9.32 % -4.72 % Expenses before incentive fees (3) 4.90 % 5.17 % 5.18 % Expenses after incentive fees (3) 7.10 % 9.75 % 5.75 % Total return before incentive fees (2) 0.60 % 25.23 % -7.08 % Total return after incentive fees (2) -1.60 % 20.65 % -7.64 % (1) Annualized with the exception of incentive fees. (2) Total returns are not annualized. (3) Expense ratios do not reflect interest allocated to the Managing Owner as such expenses are not included in the Consolidated Statements of Operations of the Trust. See footnote 5. |
The Series of Equinox Frontier Funds [Member] | |
Financial Highlights of Trust | The following information presents the financial highlights of the Series for the years ended December 31, 2015, 2014 and 2013. This data has been derived from the information presented in the financial statements. Equinox Frontier Equinox Frontier Masters Equinox Frontier Long/Short Commodity Fund Class 1 Class 2 Class 3 Class 1 Class 2 Class 3 Class 2 Class 3 Class 1a Class 2a Class 3a Per unit operating performance (1) Net asset value, December 31, 2014 $ 113.09 $ 124.67 $ 115.03 $ 116.61 $ 128.53 $ 119.06 $ 138.30 $ 138.34 $ 101.12 $ 111.35 $ 111.77 Net operating results: Interest income 1.25 1.38 1.27 1.26 1.39 1.29 1.30 1.30 0.94 1.04 1.04 Expenses (12.26 ) (10.18 ) (9.38 ) (11.75 ) (10.13 ) (9.34 ) (10.10 ) (10.10 ) (9.53 ) (8.12 ) (8.06 ) Net gain/(loss) on investments, net of non-controlling interests 13.46 13.73 12.95 6.75 6.81 6.56 2.60 2.60 2.23 1.92 2.11 Net income/(loss) 2.43 4.93 4.84 (3.74 ) (1.93 ) (1.49 ) (6.20 ) (6.20 ) (6.36 ) (5.16 ) (4.91 ) Net asset value, December 31, 2015 $ 115.52 $ 129.60 $ 119.87 $ 112.87 $ 126.60 $ 117.57 $ 132.10 $ 132.14 $ 94.76 $ 106.19 $ 106.86 Ratios to average net assets (3) Net investment income/(loss) -9.10 % -6.56 % -6.56 % -8.92 % -6.70 % -6.70 % -6.03 % -6.03 % -8.11 % -6.03 % -6.03 % Expenses before incentive fees (4) 6.60 % 4.06 % 4.06 % 7.45 % 5.23 % 5.23 % 4.89 % 4.89 % 6.97 % 4.89 % 4.78 % Expenses after incentive fees (4) 10.13 % 7.59 % 7.59 % 9.99 % 7.77 % 7.77 % 6.91 % 6.91 % 9.00 % 6.91 % 6.91 % Total return before incentive fees (2) 5.68 % 7.49 % 7.74 % -0.67 % 1.03 % 1.28 % -2.46 % -2.45 % -4.26 % -2.61 % -2.26 % Total return after incentive fees (2) 2.15 % 3.95 % 4.21 % -3.21 % -1.50 % -1.25 % -4.48 % -4.48 % -6.29 % -4.63 % -4.39 % Equinox Frontier Balanced Fund Equinox Frontier Select Fund Class 1 Class 1AP Class 2 Class 2a Class 3a Class 1 Class 1AP Class 2 Per unit operating performance (1) Net asset value, December 31, 2014 $ 131.54 $ 133.20 $ 179.16 $ 153.02 $ 152.52 $ 95.61 $ 96.82 $ 128.48 Net operating results: Interest income 0.04 0.04 0.06 0.05 0.05 0.00 0.00 0.00 Expenses (8.91 ) (4.94 ) (6.65 ) (5.70 ) (5.68 ) (6.63 ) (3.84 ) (5.11 ) Net gain/(loss) on investments, net of non-controlling interests 5.36 5.29 7.12 7.51 7.50 1.37 1.30 1.74 Net income/(loss) (3.51 ) 0.39 0.53 1.86 1.85 (5.26 ) (2.54 ) (3.37 ) Net asset value, December 31, 2015 $ 128.03 $ 133.59 $ 179.69 $ 154.88 $ 154.37 $ 90.35 $ 94.28 $ 125.11 Ratios to average net assets (3) Net investment income/(loss) -6.50 % -3.50 % -3.50 % -3.50 % -3.50 % -6.91 % -3.91 % -3.91 % Expenses before incentive fees 4.80 % 1.80 % 1.80 % 1.80 % 1.80 % 5.82 % 2.82 % 2.82 % Expenses after incentive fees 6.53 % 3.53 % 3.53 % 3.53 % 3.53 % 6.91 % 3.91 % 3.91 % Total return before incentive fees (2) -0.94 % 2.02 % 2.03 % 2.95 % 2.95 % -4.42 % -1.54 % -1.54 % Total return after incentive fees (2) -2.67 % 0.29 % 0.30 % 1.22 % 1.21 % -5.50 % -2.62 % -2.62 % Equinox Frontier Winton Fund Equinox Frontier Heritage Fund Class 1 Class 1AP Class 2 Class 1 Class 1AP Class 2 Per unit operating performance (1) Net asset value, December 31, 2014 $ 175.95 $ 178.18 $ 226.23 $ 130.28 $ 131.93 $ 176.56 Net operating results: Interest income 0.00 0.00 0.00 0.00 0.00 0.00 Expenses (15.25 ) (10.28 ) (13.06 ) (9.27 ) (5.42 ) (7.26 ) Net gain/(loss) on investments, net of non-controlling interests 3.47 3.41 4.34 3.26 3.16 4.24 Net income/(loss) (11.78 ) (6.87 ) (8.72 ) (6.01 ) (2.26 ) (3.02 ) Net asset value, December 31, 2015 $ 164.17 $ 171.31 $ 217.51 $ 124.27 $ 129.67 $ 173.54 Ratios to average net assets (3) Net investment income/(loss) -8.74 % -5.74 % -5.74 % -6.97 % -3.97 % -3.97 % Expenses before incentive fees 6.88 % 3.88 % 3.88 % 5.94 % 2.94 % 2.94 % Expenses after incentive fees 8.74 % 5.74 % 5.74 % 6.97 % 3.97 % 3.97 % Total return before incentive fees (2) -4.83 % -1.99 % -1.99 % -3.58 % -0.68 % -0.68 % Total return after incentive fees (2) -6.70 % -3.86 % -3.85 % -4.61 % -1.71 % -1.71 % (1) Interest income and expenses per unit are calculated by dividing these amounts by the average number of units outstanding during the period. The net gain/(loss) on investments, net of non-controlling interests is a balancing amount necessary to reconcile the change in net asset value per unit with the other per unit information. (2) Impact of incentive fee computed using average net assets, otherwise computed using average units outstanding during the period prior to the effects of any non-controlling transactions. An owner’s total returns may vary from the above returns based on the timing of contributions and withdrawals. Total returns are not annualized. (3) Expense ratios do not reflect interest allocated to the Managing Owner as such expenses are not included in the Statements of Operations of the Series, see footnote 6. Equinox Frontier Equinox Frontier Masters Fund Equinox Frontier Long/Short Commodity Fund Class 1 Class 2 Class 3 Class 1 Class 2 Class 3 Class 2 Class 3 Class 1a Class 2a Class 3a Per unit operating performance (1) Net asset value, December 31, 2013 $ 87.10 $ 94.35 $ 84.21 $ 91.83 $ 99.46 $ 91.91 $ 125.26 $ 125.30 $ 92.73 $ 100.34 $ 100.47 Net operating results: Interest income 0.94 1.03 1.01 1.08 1.19 1.16 1.47 1.47 1.09 1.18 1.22 Expenses (13.06 ) (12.11 ) (11.89 ) (11.55 ) (10.53 ) (10.27 ) (9.22 ) (9.26 ) (8.72 ) (7.40 ) (7.64 ) Net gain/(loss) on investments, net of non-controlling interests 38.11 41.40 41.70 35.25 38.41 36.26 20.79 20.83 16.02 17.23 17.72 Net income/(loss) 25.99 30.32 30.82 24.78 29.07 27.15 13.04 13.04 8.39 11.01 11.30 Net asset value, December 31, 2014 $ 113.09 $ 124.67 $ 115.03 $ 116.61 $ 128.53 $ 119.06 $ 138.30 $ 138.34 $ 101.12 $ 111.35 $ 111.77 Ratios to average net assets (3) Net investment income/(loss) -13.72 % -11.36 % -11.36 % -11.32 % -9.17 % -9.17 % -6.27 % -6.27 % -8.35 % -6.27 % -6.27 % Expenses before incentive fees (4) 6.62 % 4.26 % 4.26 % 8.08 % 5.92 % 5.92 % 6.06 % 6.06 % 8.15 % 6.06 % 6.02 % Expenses after incentive fees (4) 14.78 % 12.41 % 12.41 % 12.49 % 10.34 % 10.34 % 7.46 % 7.46 % 9.54 % 7.46 % 7.46 % Total return before incentive fees (2) 38.00 % 40.29 % 44.75 % 31.40 % 33.64 % 33.96 % 11.80 % 11.80 % 10.44 % 12.37 % 12.68 % Total return after incentive fees (2) 29.84 % 32.14 % 36.60 % 26.98 % 29.23 % 29.54 % 10.41 % 10.41 % 9.05 % 10.97 % 11.25 % Equinox Frontier Balanced Fund (6) Equinox Frontier Select Fund (6) Class 1 Class 1AP Class 2 Class 2a Class 3a Class 1 Class 1AP Class 2 Per unit operating performance (1) Net asset value, December 31, 2013 $ 106.29 $ 102.62 $ 140.49 $ 118.80 $ 118.41 $ 79.86 $ 75.53 $ 104.14 Net operating results: Interest income 0.03 0.03 0.04 0.04 0.04 0.00 0.00 0.00 Expenses (9.48 ) (6.71 ) (8.38 ) (7.17 ) (7.13 ) (7.61 ) (5.48 ) (6.93 ) Net gain/(loss) on investments, net of non-controlling interests 34.70 37.26 47.01 41.35 41.20 23.36 26.77 31.27 Net income/(loss) 25.25 30.58 38.67 34.22 34.11 15.75 21.29 24.34 Net asset value, December 31, 2014 $ 131.54 $ 133.20 $ 179.16 $ 153.02 $ 152.52 $ 95.61 $ 96.82 $ 128.48 Ratios to average net assets (3) Net investment income/(loss) -8.79 % -5.79 % -5.79 % -5.79 % -5.79 % -9.61 % -6.61 % -6.61 % Expenses before incentive fees (4) 4.92 % 1.92 % 1.92 % 1.92 % 1.92 % 7.14 % 4.14 % 4.14 % Expenses after incentive fees (4) 8.82 % 5.82 % 5.82 % 5.82 % 5.82 % 9.61 % 6.61 % 6.61 % Total return before incentive fees (2) 27.65 % 33.69 % 31.42 % 32.70 % 32.70 % 22.20 % 30.66 % 25.85 % Total return after incentive fees (2) 23.76 % 29.80 % 27.53 % 28.80 % 28.81 % 19.72 % 28.19 % 23.37 % Equinox Frontier Winton Equinox Frontier Heritage Class 1 Class 1AP Class 2 Class 1 Class 1AP Class 2 Per unit operating performance (1) Net asset value, December 31, 2013 $ 139.59 $ 138.93 $ 174.17 $ 102.05 $ 98.80 $ 134.21 Net operating results: Interest income 0.00 0.00 0.00 0.00 0.00 0.00 Expenses (17.82 ) (13.99 ) (17.09 ) (10.02 ) (7.36 ) (9.27 ) Net gain/(loss) on investments, net of non-controlling interests 54.18 53.24 69.15 38.25 40.49 51.62 Net income/(loss) 36.36 39.25 52.06 28.23 33.13 42.35 Net asset value, December 31, 2014 $ 175.95 $ 178.18 $ 226.23 $ 130.28 $ 131.93 $ 176.56 Ratios to average net assets (3) Net investment income/(loss) -12.22 % -9.22 % -9.22 % -9.68 % -6.67 % -6.67 % Expenses before incentive fees (4) 7.09 % 4.09 % 4.09 % 6.53 % 3.53 % 3.53 % Expenses after incentive fees (4) 12.22 % 9.22 % 9.22 % 9.68 % 6.67 % 6.67 % Total return before incentive fees (2) 31.18 % 33.38 % 35.02 % 30.81 % 36.68 % 34.70 % Total return after incentive fees (2) 26.05 % 28.25 % 29.89 % 27.66 % 33.53 % 31.56 % (1) Interest income and expenses per unit are calculated by dividing these amounts by the average number of units outstanding during the period. The net gain/(loss) on investments, net of non-controlling interests is a balancing amount necessary to reconcile the change in net asset value per unit with the other per unit information. (2) Impact of incentive fee computed using average net assets, otherwise computed using average units outstanding during the period prior to the effects of any non-controlling transactions. An owner’s total returns may vary from the above returns based on the timing of contributions and withdrawals. Total returns are not annualized. (3) Annualized with the exception of incentive fees. (4) Expense ratios do not reflect interest allocated to the Managing Owner as such expenses are not included in the Statements of Operations of the Series, see footnote 6. (5) Class 3 began operations on February 24, 2014. (6) Class 1AP began operations on July 31, 2014. Equinox Frontier Equinox Frontier Masters Fund Equinox Frontier Long/Short Commodity Fund (5) Class 1 Class 2 Class 1 Class 2 Class 3 Class 2 Class 3 Class 1a Class 2a Class 3a Per unit operating performance (1) Net asset value, December 31, 2012 $ 94.40 $ 100.48 $ 101.11 $ 107.61 $ 88.01 $ 145.65 $ 145.69 $ 108.58 $ 115.45 $ 109.60 Net operating results: Interest income 1.53 1.64 1.66 1.78 2.25 3.15 2.93 2.48 2.69 2.46 Expenses (6.23 ) (4.55 ) (7.08 ) (5.42 ) (4.74 ) (9.03 ) (8.41 ) (9.30 ) (7.72 ) (7.06 ) Net gain/(loss) on investments, net of non-controlling interests (2.60 ) (3.22 ) (3.86 ) (4.51 ) 6.38 (14.51 ) (14.91 ) (9.03 ) (10.08 ) (4.53 ) Net income/(loss) (7.30 ) (6.13 ) (9.28 ) (8.15 ) 3.90 (20.39 ) (20.39 ) (15.85 ) (15.11 ) (9.13 ) Net asset value, December 31, 2013 $ 87.10 $ 94.35 $ 91.83 $ 99.46 $ 91.91 $ 125.26 $ 125.30 $ 92.73 $ 100.34 $ 100.47 Ratios to average net assets (3) Net investment income/(loss) -5.34 % -3.08 % -5.62 % -3.51 % -2.74 % -4.55 % -4.55 % -6.68 % -4.55 % -4.55 % Expenses before incentive fees (4) 6.22 % 3.96 % 7.34 % 5.23 % 5.23 % 6.98 % 6.98 % 9.11 % 6.98 % 6.98 % Expenses after incentive fees (4) 7.07 % 4.82 % 7.34 % 5.23 % 5.23 % 6.98 % 6.98 % 9.11 % 6.98 % 6.98 % Total return before incentive fees (2) -6.88 % -5.25 % -9.18 % -7.57 % 4.43 % -14.00 % -14.00 % -14.60 % -13.09 % -8.33 % Total return after incentive fees (2) -7.73 % -6.10 % -9.18 % -7.57 % 4.43 % -14.00 % -14.00 % -14.60 % -13.09 % -8.33 % Equinox Frontier Balanced Fund Equinox Frontier Class 1 Class 2 Class 2a Class 3a Class 1 Class 2 Per unit operating performance (1) Net asset value, December 31, 2012 $ 116.32 $ 149.20 $ 124.36 $ 123.96 $ 78.66 $ 99.55 Net operating results: Interest income 0.20 0.26 0.22 0.22 0.96 1.23 Expenses (6.13 ) (3.73 ) (3.13 ) (3.12 ) (5.29 ) (3.72 ) Net gain/(loss) on investments, net of non-controlling interests (4.10 ) (5.24 ) (2.65 ) (2.65 ) 5.53 7.08 Net income/(loss) (10.03 ) (8.71 ) (5.56 ) (5.55 ) 1.20 4.59 Net asset value, December 31, 2013 $ 106.29 $ 140.49 $ 118.80 $ 118.41 $ 79.86 $ 104.14 Ratios to average net assets (3) Net investment income/(loss) -5.47 % -2.46 % -2.46 % -2.46 % -5.43 % -2.43 % Expenses before incentive fees (4) 4.77 % 1.77 % 1.77 % 1.77 % 6.63 % 3.63 % Expenses after incentive fees (4) 5.65 % 2.65 % 2.65 % 2.65 % 6.63 % 3.63 % Total return before incentive fees (2) -7.74 % -4.96 % -3.59 % -3.60 % 1.53 % 4.61 % Total return after incentive fees (2) -8.62 % -5.84 % -4.47 % -4.48 % 1.53 % 4.61 % Equinox Frontier Equinox Frontier Class 1 Class 2 Class 1 Class 2 Per unit operating performance (1) Net asset value, December 31, 2012 $ 130.73 $ 158.30 $ 94.55 $ 120.67 Net operating results: Interest income 0.98 1.20 0.61 0.79 Expenses (9.15 ) (6.29 ) (5.85 ) (3.73 ) Net gain/(loss) on investments, net of non-controlling interests 17.03 20.96 12.74 16.48 Net income/(loss) 8.86 15.87 7.50 13.54 Net asset value, December 31, 2013 $ 139.59 $ 174.17 $ 102.05 $ 134.21 Ratios to average net assets (3) Net investment income/(loss) -6.08 % -3.08 % -5.30 % -2.30 % Expenses before incentive fees (4) 6.48 % 3.48 % 5.84 % 2.83 % Expenses after incentive fees (4) 6.81 % 3.81 % 5.92 % 2.92 % Total return before incentive fees (2) 7.11 % 10.35 % 8.02 % 11.31 % Total return after incentive fees (2) 6.78 % 10.03 % 7.93 % 11.22 % (1) Interest income and expenses per unit are calculated by dividing these amounts by the average number of units outstanding during the period. The net gain/(loss) on investments, net of non-controlling interests is a balancing amount necessary to reconcile the change in net asset value per unit with the other per unit information. (2) Impact of incentive fee computed using average net assets, otherwise computed using average units outstanding during the period prior to the effects of any non-controlling transactions. An owner’s total returns may vary from the above returns based on the timing of contributions and withdrawals. Total returns are not annualized. (3) Annualized with the exception of incentive fees. (4) Expense ratios do not reflect interest allocated to the Managing Owner as such expenses are not included in the Statements of Operations of the Series, see footnote 6. (5) Class 3a operations began June 17, 2013. (6) Class 3 operations began December 16, 2013. |
The Trading Companies of the Equinox Frontier Funds [Member] | |
Financial Highlights of Trust | The following information presents the financial highlights of the Trading Companies for the years ended December 31, 2015, 2014 and 2013. Frontier Trading Frontier Trading Frontier Trading Company I LLC Company II LLC Company V LLC 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 Net Investment Gain -0.11 % -0.12 % -0.09 % 0.02 % 0.03 % 0.08 % n/a n/a 0.06 % Total Return 63.74 % 145.03 % 72.48 % 67.48 % 241.28 % 170.80 % n/a n/a 36.79 % Frontier Trading Frontier Trading Frontier Trading Company VII, LLC Company XIV, LLC Company XV, LLC 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 Net Investment Gain -0.02 % -0.03 % -0.01 % -0.01 % -0.20 % -0.10 % 0.01 % -0.02 % 0.03 % Total Return 117.20 % 37.77 % -29.85 % -27.64 % 159.10 % -73.46 % -0.93 % 19.79 % 11.08 % Frontier Trading Frontier Trading Frontier Trading Company XVII, LLC Company XVIII, LLC Company XXIII, LLC 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 Net Investment Gain n/a n/a 0.00 % n/a n/a -0.27 % -0.45 % -0.46 % -0.40 % Total Return n/a n/a -3.61 % n/a n/a -59.41 % 48.44 % 2149.00 % -55.09 % Frontier Trading Frontier Trading Frontier Trading Company XXIX, LLC Company XXXIX, LLC Company XXXIV, LLC 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 Net Investment Gain -0.04 % 0.01 % 0.00 % 0.00 % 0.00 % 0.00 % -0.02 % -0.05 % 0.00 % Total Return -56.27 % -37.15 % 0.00 % -29108.31 % 38.75 % -9.41 % 1.43 % 41.75 % 5.48 % Frontier Trading Frontier Trading Frontier Trading Company XXXV, LLC Company XXXVII, LLC Company XXXVIII, LLC 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 12/31/2015 12/31/2014 12/31/2013 Net Investment Gain 0.00 % 0.00 % 0.00 % 0.00 % 0.00 % 0.00 % -0.04 % -.07 % -.01 % Total Return 32.20 % 91.13 % 1.11 % -2.86 % 47.89 % -14.70 % -58.46 % 85.85 % 134.53 % |
Derivative Instruments and He27
Derivative Instruments and Hedging Activities (Tables) | 12 Months Ended |
Dec. 31, 2015 | |
Equinox Frontier Funds [Member] | |
Realized Trading Revenue from Futures, Forwards and Options | The following tables summarize the trading revenues for the years ended December 31, 2015, 2014 and 2013 by contract type: Realized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2015 (1) Type of contract Metals $ 2,815,290 Currencies 20,181 Energies 24,010,764 Agriculturals (1,076,371 ) Interest rates 7,698,430 Stock indices 1,249,470 Realized trading income/(loss) (1) $ 34,717,764 Net Change in Open Trade Equity from Futures, Forwards and Options for the Year Ended December 31, 2015 (2) Type of contract Metals $ (2,022,111 ) Currencies (661,383 ) Energies (11,513,437 ) Agriculturals (220,936 ) Interest rates (5,067,720 ) Stock indices (500,316 ) Change in unrealized trading income/(loss) (2) $ (19,985,903 ) (1) In the Consolidated Statement of Operations under net realized gain/(loss) on futures, forwards and options (2) In the Consolidated Statement of Operations under net change in open trade equity (deficit), at fair value. Realized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2014 (1) Type of contract Metals $ (256,981 ) Currencies 17,899,627 Energies 3,916,742 Agriculturals 1,567,689 Interest rates 29,064,075 Stock indices 4,024,271 Realized trading income/(loss) (1) $ 56,215,423 Net Change in Open Trade Equity from Futures, Forwards and Options for the Year Ended December 31, 2014 (2) Type of contract Metals $ (1,062,356 ) Currencies (3,251,824 ) Energies 2,821,849 Agriculturals 385,834 Interest rates 4,804,024 Stock indices (5,536,926 ) Change in unrealized trading income/(loss) (2) $ (1,839,399 ) (1) In the Consolidated Statement of Operations under net realized gain/(loss) on futures, forwards and options (2) In the Consolidated Statement of Operations under net change in open trade equity (deficit), at fair value. Realized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2013 (1) Type of contract Metals $ 5,462,839 Currencies (12,769,910 ) Energies (16,450,880 ) Agriculturals (2,150,189 ) Interest rates (31,078,862 ) Stock indices 44,542,805 Realized trading income/(loss) (1) $ (12,444,197 ) Net Change in Open Trade Equity from Futures, Forwards and Options for the Year Ended December 31, 2013 (2) Type of contract Metals $ 6,511,874 Currencies 3,826,678 Energies (238,494 ) Agriculturals 654,420 Interest rates (3,278,656 ) Stock indices 5,961,605 Change in unrealized trading income/(loss) (2) $ 13,437,427 (1) In the Consolidated Statement of Operations under net realized gain/(loss) on futures, forwards and options (2) In the Consolidated Statement of Operations under net change in open trade equity (deficit), at fair value. |
Offsetting of Derivative Assets and Liabilities | The following tables present gross and net information about the Trust’s assets and liabilities subject the master netting arrangements as disclosed on the consolidated statements of financial condition as of December 31, 2015 and 2014: Offsetting of Derivative Assets and Liabilities As of December 31, 2015 Gross Amounts Gross Amounts offset Net Amounts Presented Open Trade Equity/(Deficit) $ 2,101,541 $ (6,450,413 ) $ (4,348,870 ) Options Purchased 526,288 — 526,288 Options Written — (165,760 ) (165,760 ) Swap Contracts 40,136,065 — 40,136,065 Offsetting of Derivative Assets and Liabilities As of December 31, 2014 Gross Amounts Gross Amounts offset Net Amounts Presented Open Trade Equity/(Deficit) $ 17,120,111 $ (2,295,689 ) $ 14,824,422 Options Purchased 9,075,883 — 9,075,883 Options Written — (8,963,838 ) (8,963,838 ) Swap Contracts 35,990,887 — 35,990,887 |
The Series of Equinox Frontier Funds [Member] | |
Monthly Averages of Futures Contracts | The following tables summarize the monthly averages of futures contracts bought and sold for each respective Series of the Trust: For the Year Ended December 31, 2015 Monthly average contracts: Bought Sold Equinox Frontier Balanced Fund 5,930 6,000 Equinox Frontier Winton Fund 629 697 Equinox Frontier Diversified Fund 7,657 7,698 Equinox Frontier Select Fund 2,213 2,285 For the Year Ended December 31, 2014 Monthly average contracts: Bought Sold Equinox Frontier Long/Short Commodity Fund 3,583 3,892 Equinox Frontier Balanced Fund 8,795 8,811 Equinox Frontier Diversified Fund 9,017 8,941 For the Year Ended December 31, 2013 Monthly average contracts: Bought Sold Equinox Frontier Long/Short Commodity Fund 11,733 14,063 Equinox Frontier Balanced Fund 23,157 23,954 Equinox Frontier Diversified Fund 8 29 |
Realized Trading Revenue from Futures, Forwards and Options | The following tables summarize the trading revenues for the years ended December 31, 2015, 2014 and 2013 by sector: Realized Trading Revenue from Futures, Forwards and Options for the Year Ending December 31, 2015 Type of contract Equinox Frontier Equinox Frontier Equinox Frontier Equinox Frontier Metals $ (290,825 ) $ (1,177,902 ) $ 318,485 $ 1,193,164 Currencies 1,383,673 (1,439,511 ) (1,139,499 ) (708,080 ) Energies 583,688 1,689,728 2,554,163 4,578,349 Agriculturals (393,721 ) (713,403 ) (430,337 ) 163,315 Interest rates 4,591,068 2,060,482 465,975 2,023,333 Stock indices 2,725,801 (584,380 ) (383,178 ) (3,884,112 ) Realized trading income/(loss) (1) $ 8,599,684 $ (164,986 ) $ 1,385,609 $ 3,365,969 Realized Trading Revenue from Futures, Forwards and Options for the Year Ending December 31, 2014 Type of contract Equinox Frontier Equinox Frontier Equinox Frontier Metals $ (60,704 ) $ 395,916 $ (137,422 ) Currencies (278,672 ) 4,230,277 2,058,953 Energies (1,920,468 ) 514,658 1,116,359 Agriculturals (252,807 ) 712,902 1,285,340 Interest rates (223,175 ) 10,131,219 7,556,999 Stock indices 154,966 1,678,771 3,975,474 Realized trading income/(loss) (1) $ (2,580,860 ) $ 14,306,201 $ 15,855,703 Realized Trading Revenue from Futures, Forwards and Options for the Year Ending December 31, 2013 Type of contract Equinox Frontier Equinox Frontier Equinox Frontier Metals $ (1,728,342 ) $ 3,256,726 $ (630,122 ) Currencies 739,311 (1,612,012 ) 1,300,655 Energies (5,101,842 ) (5,748,358 ) (3,465 ) Agriculturals 4,327 (3,966,671 ) 8,936 Interest rates 26,985 (4,962,326 ) (88,186 ) Stock indices 2,116,530 18,929,776 146,263 Realized trading income/(loss) (1) $ (3,943,031 ) $ 5,897,135 $ 734,081 (1) Amounts recorded in the Statements of Operations under Net realized gain(loss) on futures forwards and options. Net Change in Open Trade Equity from Futures, Forwards and Options for the Year Ended December 31, 2015 Type of contract Equinox Frontier Equinox Frontier Equinox Frontier Equinox Frontier Metals $ 826,351 $ 98,396 $ 341,471 $ (258,245 ) Currencies (193,292 ) 326,929 68,644 (1,135,570 ) Energies 147,793 (655,732 ) (87,484 ) (477,721 ) Agriculturals 90,444 (27,073 ) (193,259 ) 195,067 Interest rates (924,670 ) (1,209,945 ) (1,031,494 ) (587,015 ) Stock indices 503,775 (155,839 ) (298,237 ) 136,082 Change in unrealized trading income/(loss) (1) $ 450,401 $ (1,623,264 ) $ (1,200,359 ) $ (2,127,402 ) Net Change in Open Trade Equity from Futures, Forwards and Options for the Year Ended December 31, 2014 Type of contract Equinox Frontier Equinox Frontier Equinox Frontier Metals $ (162,388 ) $ (637,522 ) $ (146,990 ) Currencies (6,439 ) (1,098,156 ) 844,069 Energies 1,631,427 711,051 533,875 Agriculturals (574,982 ) (445,848 ) 17,224 Interest rates 322,580 1,984,817 2,428,862 Stock indices (248,852 ) (889,661 ) (2,255,470 ) Change in unrealized trading income/(loss) (1) $ 961,346 $ (375,319 ) $ 1,421,570 Net Change in Open Trade Equity from Futures, Forwards and Options for the Year Ended December 31, 2013 Type of contract Equinox Frontier Equinox Frontier Equinox Frontier Metals $ 579,039 $ 4,030,402 $ 608,392 Currencies (243,835 ) (1,946,654 ) (1,191,389 ) Energies 1,460,697 (1,775,939 ) 2,210 Agriculturals (459,762 ) 16,719 (21,226 ) Interest rates (1,213,355 ) (1,899,034 ) 79,060 Stock indices (455,113 ) 4,492,038 (43,824 ) Change in unrealized trading income/(loss) (1) $ (332,329 ) $ 2,917,532 $ (566,777 ) (1) Amounts recorded in the Statements of Operations under Net realized gain/(loss) of furutres, forwards and options. |
Offsetting of Derivative Assets and Liabilities | The following tables present gross and net information about the Series’ assets and liabilities subject to master netting arrangements as disclosed on the statements of financial condition as of December 31, 2015 and 2014. As of December 31, 2015 Gross Amounts Gross Amounts offset Net Amounts Presented Equinox Frontier Balanced Fund Open Trade Equity/(Deficit) $ 26,882 $ (15,352 ) $ 11,530 Swap Contracts 19,157,520 — 19,157,520 Equinox Frontier Diversified Fund Swap Contracts $ 8,685,849 $ — $ 8,685,849 Equinox Frontier Long/Short Commodity Fund Swap Contracts $ 4,332,428 $ — $ 4,332,428 Equinox Frontier Heritage Fund Swap Contracts $ 7,960,268 $ — $ 7,960,268 Equinox Frontier Select Fund Open Trade Equity/(Deficit) $ 495,020 $ (32,681 ) $ 462,339 Equinox Frontier Winton Fund Open Trade Equity/(Deficit) $ 768,118 $ (168,539 ) $ 599,579 As of December 31, 2014 Gross Amounts Gross Amounts offset Net Amounts Presented Equinox Frontier Balanced Fund Open Trade Equity/(Deficit) $ 4,281,391 $ (983,842 ) $ 3,297,549 Swap Contracts 18,246,954 $ — 18,246,954 Equinox Frontier Diversified Fund Open Trade Equity/(Deficit) $ 3,215,206 $ — $ 3,215,206 Options Purchased 288,413 — 288,413 Options Written — (253,018 ) (253,018 ) Swap Contracts $ 6,570,408 $ — $ 6,570,408 Equinox Frontier Long/Short Commodity Fund Swap Contracts $ 3,633,060 $ — $ 3,633,060 Equinox Frontier Heritage Fund Swap Contracts $ 7,540,465 $ — $ 7,540,465 |
The Trading Companies of the Equinox Frontier Funds [Member] | |
Monthly Averages of Futures Contracts | The following tables summarize the monthly averages of futures contracts bought and sold for each respective Trading Company: For The Year Ended December 31, 2015 Monthly average contracts: Bought Sold Frontier Trading Company I LLC 14,984 15,185 Frontier Trading Company II LLC 1,508 1,597 Frontier Trading Company VII, LLC 13,402 13,274 Frontier Trading Company XIV, LLC 1,338 1,359 Frontier Trading Company XV, LLC 2,153 2,225 Frontier Trading Company XXIII, LLC 2,926 2,962 Frontier Trading Company XXIX, LLC 526 537 Frontier Trading Company XXXIV, LLC 972 972 Frontier Trading Company XXXVIII, LLC 1,275 1,349 For The Year Ended December 31, 2014 Monthly average contracts: Bought Sold Frontier Trading Company I LLC 10,431 10,301 Frontier Trading Company II LLC 1,658 1,626 Frontier Trading Company V LLC 0 0 Frontier Trading Company VII, LLC 11,107 11,212 Frontier Trading Company XIV, LLC 3,156 3,140 Frontier Trading Company XV, LLC 4,102 4,066 Frontier Trading Company XVIII, LLC 0 0 Frontier Trading Company XXIII, LLC 1,981 1,952 Frontier Trading Company XXIX, LLC 42 22 Frontier Trading Company XXXIV, LLC 1,936 1,938 Frontier Trading Company XXXVIII, LLC 1,730 1,622 For The Year Ended December 31, 2013 Monthly average contracts: Bought Sold Frontier Trading Company I LLC 13,344 13,477 Frontier Trading Company II LLC 1,951 2,039 Frontier Trading Company V LLC 623 771 Frontier Trading Company VII, LLC 11,664 11,995 Frontier Trading Company XIV, LLC 14,726 15,608 Frontier Trading Company XV, LLC 5,432 5,459 Frontier Trading Company XVIII, LLC 356 404 Frontier Trading Company XXIII, LLC 1,834 1,778 Frontier Trading Company XXXVIII, LLC 435 534 |
Realized Trading Revenue from Futures, Forwards and Options | Realized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2015 (2) Type of contract Frontier Trading Frontier Trading Frontier Trading Metals $ 638,640 $ 412,683 $ 2,770,377 Currencies 1,473,437 (346,462 ) 572,927 Energies 3,075,926 3,898,838 13,476,409 Agriculturals (618,275 ) 295,065 1,146,162 Interest rates 4,813,887 4,204,957 (803,460 ) Stock indices 2,273,642 (1,544,747 ) 173,194 Realized trading income/(loss) (2) $ 11,657,257 $ 6,920,334 $ 17,335,609 Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ (173,565 ) $ 318,485 $ (321,260 ) Currencies (1,062,588 ) (1,140,254 ) (349,146 ) Energies 1,755,803 2,554,164 685,793 Agriculturals (308,178 ) (430,338 ) — Interest rates 767,420 466,376 1,569,067 Stock indices (850,694 ) (383,176 ) 398,225 Realized trading income/(loss) (2) $ 128,198 $ 1,385,257 $ 1,982,679 Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ (680,920 ) $ (2,157 ) $ (146,993 ) Currencies (68,374 ) 31,785 776,564 Energies (755,954 ) — (702,562 ) Agriculturals (405,228 ) — (755,577 ) Interest rates (162,699 ) (69,996 ) (2,939,346 ) Stock indices 261,267 (423,235 ) 1,351,855 Realized trading income/(loss) (2) (1,811,908 ) (463,603 ) (2,416,059 ) Realized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2014 Type of contract Frontier Trading Frontier Trading Frontier Trading Metals $ (437,457 ) $ 170,841 $ 690,535 Currencies 1,750,349 3,665,521 2,527,403 Energies 1,194,230 5,800,067 (3,255,197 ) Agriculturals 1,309,078 (1,089,242 ) (158,431 ) Interest rates 10,676,345 12,258,469 123,894 Stock indices 3,172,068 1,689,346 219,589 Realized trading income/(loss) (2) $ 17,664,613 $ 22,495,002 $ 147,793 Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ (882,227 ) $ 575,380 $ (217,610 ) Currencies 2,737,165 1,090,109 1,160,826 Energies 237,904 561,158 (605,056 ) Agriculturals 829,935 949,454 — Interest rates 3,297,947 2,379,839 5,823,668 Stock indices (1,068,847 ) (875,183 ) 667,519 Realized trading income/(loss) (2) $ 5,151,877 $ 4,680,757 $ 6,829,347 Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ (52,470 ) $ 7,721 $ (111,695 ) Currencies (94,092 ) (261,257 ) 5,323,603 Energies (358,642 ) 180 408,068 Agriculturals (24,200 ) — (248,904 ) Interest rates 138,650 — (5,722,822 ) Stock indices 80,496 (1,806,979 ) 1,968,275 Realized trading income/(loss) (2) (310,258 ) (2,060,335 ) 1,616,525 Realized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2013 (2) Type of contract Frontier Trading Frontier Trading Frontier Trading Frontier Trading Metals $ 412,573 $ 1,614,525 $ (177,747 ) $ (1,480,598 ) Currencies (814,671 ) 3,701,872 1,296,788 790,928 Energies (2,799,303 ) (2,918,095 ) (1,334,769 ) (4,910,183 ) Agriculturals (2,421,228 ) 2,015,773 471,906 341,441 Interest rates 2,423,384 (7,118,246 ) (757,720 ) 598,983 Stock indices 4,755,435 13,887,786 6,411,757 1,459,036 Realized trading income/(loss) (2) $ 1,556,190 $ 11,183,615 $ 5,910,215 $ (3,200,393 ) Type of contract Frontier Trading Frontier Trading Frontier Trading Frontier Trading Metals $ 6,112,168 $ (493,033 ) $ (247,744 ) $ (322,627 ) Currencies (19,294,266 ) (79,489 ) (51,616 ) 40,582 Energies (2,176,306 ) (927,698 ) (237,383 ) (252,872 ) Agriculturals (705,599 ) (618,122 ) (337,113 ) (292,693 ) Interest rates (22,508,513 ) (1,567,281 ) (571,998 ) (1,305,716 ) Stock indices 12,638,587 3,519,159 703,216 958,376 Realized trading income/(loss) (2) $ (25,933,929 ) $ (166,464 ) $ (742,638 ) $ (1,174,950 ) Type of contract Frontier Trading Metals $ 45,320 Currencies 1,639,963 Energies (894,269 ) Agriculturals (604,553 ) Interest rates (271,753 ) Stock indices 209,465 Realized trading income/(loss) (2) $ 124,173 |
Offsetting of Derivative Assets and Liabilities | The following tables present gross and net information about the Series’ assets and liabilities subject to master netting arrangements as disclosed on the statements of financial condition as of December 31, 2015 and 2014. As of December 31, 2015 Gross Amounts Gross Amounts of Net Amounts of Frontier Trading Company I, LLC Open Trade Equity/(Deficit) $ 795,813 $ (40,361 ) $ 755,452 Options Purchased 371,758 — 371,758 Options Written — (165,760 ) (165,760 ) Frontier Trading Company II, LLC Open Trade Equity/(Deficit) $ 768,117 $ (168,538 ) $ 599,579 Frontier Trading Company VII, LLC Open Trade Equity/(Deficit) $ 11,386 $ (6,493,885 ) $ (6,482,499 ) Options Purchased 154,380 — 154,380 Frontier Trading Company XIV, LLC Open Trade Equity/(Deficit) $ 34,484 $ — $ 34,484 Frontier Trading Company XV, LLC Open Trade Equity/(Deficit) $ 495,019 $ (32,681 ) $ 462,338 Frontier Trading Company XXIII, LLC Open Trade Equity/(Deficit) $ 7,381 $ (35,087 ) $ (27,706 ) Frontier Trading Company XXIX, LLC Open Trade Equity/(Deficit) $ 4,750 $ — $ 4,750 Frontier Trading Company XXXIV, LLC Swap Contracts $ 19,157,522 $ — $ 19,157,522 Frontier Trading Company XXXV, LLC Swap Contracts $ 8,685,850 $ — $ 8,685,850 Frontier Trading Company XXXVII, LLC Swap Contracts $ 4,332,427 $ — $ 4,332,427 Frontier Trading Company XXXVIII, LLC Open Trade Equity/(Deficit) $ 304,878 $ — $ 304,878 Frontier Trading Company XXXIX, LLC Swap Contracts $ 7,960,269 $ — $ 7,960,269 As of December 31, 2014 Gross Amounts Gross Amounts of Net Amounts of Frontier Trading Company I, LLC Open Trade Equity/(Deficit) $ 3,369,866 $ (154,661 ) $ 3,215,205 Options Purchased 288,413 — 288,413 Options Written — (253,017 ) (253,017 ) Frontier Trading Company II, LLC Open Trade Equity/(Deficit) $ 4,029,155 $ (555,871 ) $ 3,473,284 Frontier Trading Company VII, LLC Open Trade Equity/(Deficit) $ 4,471,373 $ (1,002,034 ) $ 3,469,339 Options Purchased 8,787,472 — 8,787,472 Options Written — (8,710,817 ) (8,710,817 ) Frontier Trading Company XIV, LLC Open Trade Equity/(Deficit) $ 1,341,051 $ (316,183 ) $ 1,024,868 Frontier Trading Company XV, LLC Open Trade Equity/(Deficit) $ 2,047,683 $ (388,766 ) $ 1,658,917 Frontier Trading Company XXIII, LLC Open Trade Equity/(Deficit) $ 893,605 $ — $ 893,605 Frontier Trading Company XXIX, LLC Open Trade Equity/(Deficit) $ — $ (279,840 ) $ (279,840 ) Frontier Trading Company XXXIV, LLC Swap Contracts $ 18,246,955 $ — $ 18,246,955 Frontier Trading Company XXXV, LLC Swap Contracts $ 6,570,409 $ — $ 6,570,409 Frontier Trading Company XXXVII, LLC Swap Contracts $ 3,633,060 $ — $ 3,633,060 Frontier Trading Company XXXVIII, LLC Open Trade Equity/(Deficit) $ 1,369,043 $ — $ 1,369,043 Frontier Trading Company XXXIX, LLC Swap Contracts $ 7,540,466 $ — $ 7,540,466 |
Unrealized Trading Revenue from Futures, Forwards and Options | Unrealized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2015 (1) Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ 225,190 $ 342,136 $ (3,034,728 ) Currencies (346,776 ) (77,235 ) (166,305 ) Energies (487,009 ) (369,441 ) (9,809,446 ) Agriculturals 28,013 51,330 115,115 Interest rates (1,490,244 ) (2,060,991 ) 740,922 Stock indices 878,018 (759,504 ) 122,840 Realized trading income/(loss) (2) $ (1,192,808 ) $ (2,873,705 ) $ (12,031,602 ) Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ 134,618 $ 341,471 $ (66,888 ) Currencies 334,553 72,012 (39,897 ) Energies (950,395 ) (87,414 ) (38,274 ) Agriculturals (4,647 ) (193,258 ) — Interest rates (437,886 ) (1,031,166 ) (705,395 ) Stock indices (66,627 ) (298,164 ) (70,857 ) Realized trading income/(loss) (2) $ (990,384 ) $ (1,196,519 ) $ (921,311 ) Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ 30,664 $ — $ 5,425 Currencies 28,909 — (466,640 ) Energies 332,868 — (104,322 ) Agriculturals (22,429 ) — (195,062 ) Interest rates (66,993 ) — (15,968 ) Stock indices (18,428 ) — (287,597 ) Realized trading income/(loss) (2) 284,591 — (1,064,164 ) Unrealized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2014 (1) Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ (111,947 ) $ (379,502 ) $ (67,120 ) Currencies 365,702 (685,924 ) 90,671 Energies 389,322 526,450 410,565 Agriculturals (89,486 ) (281,100 ) 967,983 Interest rates 1,577,387 2,337,987 (432,162 ) Stock indices (946,046 ) (2,365,920 ) (409,378 ) Unrealized trading income/(loss) (1) $ 1,184,932 $ (848,009 ) $ 560,559 Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ 164,178 $ (593,950 ) $ 20,878 Currencies (743,778 ) (1,724,126 ) (278,910 ) Energies 873,446 875,619 2,817 Agriculturals (28,250 ) (53,695 ) — Interest rates 371,048 464,025 1,653,065 Stock indices (317,959 ) (417,885 ) (572,090 ) Unrealized trading income/(loss) (1) $ 318,685 $ (1,450,012 ) $ 825,760 Type of contract Equinox Frontier Trading Equinox Frontier Trading Equinox Frontier Trading Metals $ (41,409 ) $ — $ (53,485 ) Currencies 9,969 — (285,427 ) Energies (322,182 ) — 65,813 Agriculturals (18,006 ) — (111,612 ) Interest rates 61,567 — (1,228,893 ) Stock indices 30,221 — (537,869 ) Unrealized trading income/(loss) (1) (279,840 ) — (2,151,473 ) (1) In the Statements of Operations under net change in open trade equity (deficit), at fair value. (2) In the Statements of Operations under Net realized gain/(loss) on futures, forwards and options. (3) Frontier Trading Company XXIII, LLC commenced operations in January 2012. (4) Frontier Trading Company XXXVIII, LLC commenced operations in November 2013. (5) Trading Companies XXIX commenced trading operations in November 2014. Unrealized Trading Revenue from Futures, Forwards and Options for the Year Ended December 31, 2013 (1) Type of contract Frontier Trading Frontier Trading Frontier Trading Frontier Trading Metals $ 1,212,080 $ 1,436,076 $ 366,938 $ (8,186,850 ) Currencies 104,438 (898,048 ) (374,472 ) 2,874,502 Energies (289,840 ) 107,134 136,348 (21,526,796 ) Agriculturals (63,428 ) 515,298 (190,376 ) 7,375,646 Interest rates (1,483,357 ) (1,007,888 ) (97,299 ) 17,321,998 Stock indices 2,905,375 2,669,283 (1,152,310 ) 5,780,441 Unrealized trading income/(loss) (1) $ 2,385,268 $ 2,821,855 $ (1,311,171 ) $ 3,638,941 Type of contract Frontier Trading Frontier Trading Frontier Trading Frontier Trading Metals $ 874,183 $ 1,897,220 $ 24,089 $ 40,362 Currencies 1,309,342 2,953,457 (48,985 ) 364,150 Energies (1,070,845 ) (558,216 ) 1,489 (58,852 ) Agriculturals 255,624 556,113 40,202 (224,679 ) Interest rates 502,102 (233,344 ) (39,175 ) (978,553 ) Stock indices 956,215 (731,655 ) (63,280 ) 694,236 Unrealized trading income/(loss) (1) $ 2,826,621 $ 3,883,575 $ (85,660 ) $ (163,336 ) Type of contract Frontier Trading Metals $ 105,975 Currencies 1,089,489 Energies 35,080 Agriculturals 265,629 Interest rates 1,233,037 Stock indices 791,078 Unrealized trading income/(loss) (1) $ 3,520,288 (1) In the Statements of Operations under net change in open trade equity (deficit), at fair value. (2) In the Statements of Operations under Net realized gain/(loss) on futures, forwards and options. |
Organization and Purpose - Addi
Organization and Purpose - Additional Information (Detail) - USD ($) | 1 Months Ended | 12 Months Ended |
Jan. 31, 2015 | Dec. 31, 2015 | |
The Series of Equinox Frontier Funds [Member] | ||
Organization [Line Items] | ||
Managing owner contributions to the series of the trust | 1.00% | |
The Series of Equinox Frontier Funds [Member] | Emil Van Essen Trading [Member] | ||
Organization [Line Items] | ||
Net increase from payments by Managing owner | $ 1,211,610 | |
The Series of Equinox Frontier Funds [Member] | Class 1, Class 1AP or Class 1a [Member] | ||
Organization [Line Items] | ||
Percentage of NAV charged as a service fees | 3.00% | |
The Series of Equinox Frontier Funds [Member] | Class 1 or Class 1a [Member] | ||
Organization [Line Items] | ||
Percentage of NAV charged as a service fees | 3.00% | |
Amortized monthly annual rate | 3.00% | |
Redemption fee | 3.00% | |
The Series of Equinox Frontier Funds [Member] | Class 2 or Class 2a [Member] | ||
Organization [Line Items] | ||
Service fee | 0.50% | |
Service fee charged to limited owners | 0.25% | |
The Series of Equinox Frontier Funds [Member] | Minimum [Member] | ||
Organization [Line Items] | ||
Assets normally invested in one or more trading companies | 10.00% | |
The Series of Equinox Frontier Funds [Member] | Maximum [Member] | ||
Organization [Line Items] | ||
Assets normally invested in one or more trading companies | 30.00% | |
Equinox Frontier Funds [Member] | ||
Organization [Line Items] | ||
Managing owner contributions to the series of the trust | 1.00% | |
Equinox Frontier Funds [Member] | Class 1, Class 1AP or Class 1a [Member] | ||
Organization [Line Items] | ||
Redemption fee | 3.00% | |
Equinox Frontier Funds [Member] | Class 1 or Class 1a [Member] | ||
Organization [Line Items] | ||
Percentage of NAV charged as a service fees | 3.00% | |
Amortized monthly annual rate | 3.00% | |
Redemption fee | 3.00% | |
Equinox Frontier Funds [Member] | Class 2 or Class 2a [Member] | ||
Organization [Line Items] | ||
Service fee | 0.50% | |
Service fee charged to limited owners | 0.25% | |
Equinox Frontier Funds [Member] | Minimum [Member] | ||
Organization [Line Items] | ||
Assets normally invested in one or more trading companies | 10.00% | |
Equinox Frontier Funds [Member] | Maximum [Member] | ||
Organization [Line Items] | ||
Assets normally invested in one or more trading companies | 30.00% | |
Equinox Frontier Winton Fund [Member] | ||
Organization [Line Items] | ||
Percentage of invested assets manages by trading company | 100.00% |
Significant Accounting Polici29
Significant Accounting Policies - Additional Information (Detail) | 12 Months Ended |
Dec. 31, 2015 | |
The Series of Equinox Frontier Funds [Member] | Class 1 or Class 1a [Member] | |
Significant Accounting Policies [Line Items] | |
Percentage of NAV charged as a service fees | 3.00% |
Amortized monthly annual rate | 3.00% |
Redemption fee | 3.00% |
The Series of Equinox Frontier Funds [Member] | Class 2 or Class 2a [Member] | |
Significant Accounting Policies [Line Items] | |
Service fee | 0.50% |
The Series of Equinox Frontier Funds [Member] | Class 2 [Member] | |
Significant Accounting Policies [Line Items] | |
Service fee | 0.25% |
The Series of Equinox Frontier Funds [Member] | Minimum [Member] | |
Significant Accounting Policies [Line Items] | |
Gross income of the Trust constitutes qualifying income | 90.00% |
Equinox Frontier Funds [Member] | |
Significant Accounting Policies [Line Items] | |
Interest allocated to each Series is paid to the Managing Owner | 20.00% |
Equinox Frontier Funds [Member] | Class 1 or Class 1a [Member] | |
Significant Accounting Policies [Line Items] | |
Percentage of NAV charged as a service fees | 3.00% |
Amortized monthly annual rate | 3.00% |
Redemption fee | 3.00% |
Equinox Frontier Funds [Member] | Class 2 or Class 2a [Member] | |
Significant Accounting Policies [Line Items] | |
Service fee | 0.50% |
Equinox Frontier Funds [Member] | Class 2 [Member] | |
Significant Accounting Policies [Line Items] | |
Service fee | 0.25% |
Equinox Frontier Funds [Member] | Minimum [Member] | |
Significant Accounting Policies [Line Items] | |
Gross income of the Trust constitutes qualifying income | 90.00% |
Equinox Frontier Balanced Fund [Member] | Class 1a, Class 2a and Class 3a [Member] | |
Significant Accounting Policies [Line Items] | |
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 20.00% |
Equinox Frontier Balanced Fund [Member] | Maximum [Member] | Class, Class 1AP and Class 2 [Member] | |
Significant Accounting Policies [Line Items] | |
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 2.00% |
Equinox Frontier Select Fund [Member] | Maximum [Member] | |
Significant Accounting Policies [Line Items] | |
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 2.00% |
Equinox Frontier Winton Fund [Member] | Maximum [Member] | |
Significant Accounting Policies [Line Items] | |
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 2.00% |
Equinox Frontier Heritage Fund [Member] | Maximum [Member] | |
Significant Accounting Policies [Line Items] | |
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 2.00% |
Equinox Frontier Diversified Fund [Member] | |
Significant Accounting Policies [Line Items] | |
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 20.00% |
Equinox Frontier Diversified Fund [Member] | Maximum [Member] | |
Significant Accounting Policies [Line Items] | |
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 20.00% |
Equinox Frontier Long/Short Commodity Fund [Member] | |
Significant Accounting Policies [Line Items] | |
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 20.00% |
Equinox Frontier Long/Short Commodity Fund [Member] | Maximum [Member] | |
Significant Accounting Policies [Line Items] | |
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 20.00% |
Equinox Frontier Masters Fund [Member] | |
Significant Accounting Policies [Line Items] | |
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 20.00% |
Equinox Frontier Masters Fund [Member] | Maximum [Member] | |
Significant Accounting Policies [Line Items] | |
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 20.00% |
Fair Value Measurements - Finan
Fair Value Measurements - Financial Asset Portfolio, by Series, Measured at Fair Value on Recurring Basis (Detail) - USD ($) | Dec. 31, 2015 | Dec. 31, 2014 |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Options Written | $ (165,760) | $ (8,963,838) |
Swap Contracts | 40,136,065 | 35,990,887 |
U.S. Treasury Securities | 117,478,438 | 139,953,516 |
Purchased Options | 526,288 | 9,075,883 |
Equinox Frontier Diversified Fund [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 8,685,849 | 6,570,408 |
U.S. Treasury Securities | 27,604,916 | 31,051,659 |
Purchased Options | 288,413 | |
Options Written | (253,018) | |
Equinox Frontier Diversified Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | 6,594,379 | |
Investment in Unconsolidated Trading Companies | 16,094,207 | |
Open Trade Equity (Deficit) | 3,215,206 | |
Options Purchased | 288,413 | |
Options Written | (253,018) | |
Swap Contracts | 8,685,849 | 6,570,408 |
U.S. Treasury Securities | 27,604,916 | 3,151,659 |
Equinox Frontier Masters Fund [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
U.S. Treasury Securities | 11,953,206 | 16,217,173 |
Equinox Frontier Masters Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | 7,901,356 | |
Investment in Unconsolidated Trading Companies | 9,409,930 | |
U.S. Treasury Securities | 11,953,206 | 16,217,173 |
Equinox Frontier Long/Short Commodity Fund [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 4,332,428 | 3,633,060 |
U.S. Treasury Securities | 4,792,817 | 8,191,519 |
Equinox Frontier Long/Short Commodity Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investment in Unconsolidated Trading Companies | 3,414,663 | 3,814,854 |
Swap Contracts | 4,332,428 | 3,633,060 |
U.S. Treasury Securities | 4,792,817 | 8,191,519 |
Equinox Frontier Balanced Fund [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 19,157,520 | 18,246,954 |
U.S. Treasury Securities | 41,148,676 | 41,625,860 |
Equinox Frontier Balanced Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | 18,343,927 | |
Investment in Unconsolidated Trading Companies | 17,623,968 | |
Open Trade Equity (Deficit) | 11,530 | 3,297,549 |
Swap Contracts | 19,157,520 | 18,246,954 |
U.S. Treasury Securities | 41,148,676 | 41,625,860 |
Equinox Frontier Select Fund [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
U.S. Treasury Securities | 1,852,429 | 6,476,939 |
Equinox Frontier Select Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | 8,102,141 | |
Investment in Unconsolidated Trading Companies | 4,147,840 | |
Open Trade Equity (Deficit) | 462,339 | |
U.S. Treasury Securities | 1,852,429 | 6,476,939 |
Equinox Frontier Winton Fund [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
U.S. Treasury Securities | 24,617,817 | 29,593,974 |
Equinox Frontier Winton Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | 7,479,658 | |
Investment in Unconsolidated Trading Companies | 297,554 | |
Open Trade Equity (Deficit) | 599,579 | |
U.S. Treasury Securities | 24,617,817 | 29,593,974 |
Equinox Frontier Heritage Fund [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 7,960,268 | 7,540,465 |
U.S. Treasury Securities | 5,508,577 | 6,796,392 |
Equinox Frontier Heritage Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | 1,543,386 | |
Investment in Unconsolidated Trading Companies | 1,405,586 | |
Swap Contracts | 7,960,268 | 7,540,465 |
U.S. Treasury Securities | 5,508,577 | 6,796,392 |
Equinox Frontier Funds [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 22,873,000 | 21,873,000 |
Equinox Frontier Funds [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | (4,348,870) | 14,824,422 |
Swap Contracts | 40,136,065 | 35,990,887 |
U.S. Treasury Securities | 117,478,438 | 139,953,518 |
Purchased Options | 526,288 | 9,075,883 |
Options Written | (165,760) | (8,963,838) |
Frontier Trading Company I LLC [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Options Written | (165,760) | (253,017) |
Purchased Options | 371,758 | 288,143 |
Frontier Trading Company I LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | 755,452 | 3,215,205 |
Options Purchased | 371,758 | 288,413 |
Options Written | (165,760) | (253,017) |
Frontier Trading Company II LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | 599,579 | 3,473,284 |
Frontier Trading Company VII, LLC [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Options Written | (8,710,817) | |
Purchased Options | 154,380 | 8,787,472 |
Frontier Trading Company VII, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | (6,482,499) | |
Options Purchased | 154,380 | |
Frontier Trading Company XIV, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | 34,484 | 1,341,051 |
Frontier Trading Company XV, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | 462,340 | 1,658,917 |
Frontier Trading Company XXIX, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | 4,750 | (279,840) |
Frontier Trading Company XXXIV, LLC [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 19,157,522 | 18,246,955 |
Frontier Trading Company XXXIV, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 19,157,522 | 18,246,955 |
Frontier Trading Company XXXIX, LLC [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 7,960,269 | 7,540,466 |
Frontier Trading Company XXXIX, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 7,960,269 | 7,543,966 |
Frontier Trading Company XXXV, LLC [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 8,685,850 | 6,570,409 |
Frontier Trading Company XXXV, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 8,685,850 | 6,570,409 |
Frontier Trading Company XXXVII, LLC [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 4,332,427 | 3,633,060 |
Frontier Trading Company XXXVII, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 4,332,427 | 3,633,060 |
Frontier Trading Company XXXVIII, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | 304,878 | 1,369,043 |
Frontier Trading Company VIII, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | 3,469,339 | |
Options Purchased | 8,787,472 | |
Options Written | (8,710,817) | |
Frontier Trading Company XXIII, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | (27,706) | 893,605 |
Level 1 Inputs [Member] | Equinox Frontier Diversified Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | 6,631,887 | |
Investment in Unconsolidated Trading Companies | 15,844,097 | |
Open Trade Equity (Deficit) | 3,171,968 | |
U.S. Treasury Securities | 27,604,916 | 3,151,659 |
Level 1 Inputs [Member] | Equinox Frontier Masters Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | 7,942,166 | |
Investment in Unconsolidated Trading Companies | 9,383,235 | |
U.S. Treasury Securities | 11,953,206 | 16,217,173 |
Level 1 Inputs [Member] | Equinox Frontier Long/Short Commodity Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investment in Unconsolidated Trading Companies | 3,355,174 | 3,789,466 |
U.S. Treasury Securities | 4,792,817 | 8,191,519 |
Level 1 Inputs [Member] | Equinox Frontier Balanced Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | 18,354,685 | |
Investment in Unconsolidated Trading Companies | 17,357,475 | |
Open Trade Equity (Deficit) | 11,530 | 3,717,291 |
U.S. Treasury Securities | 41,148,676 | 41,625,860 |
Level 1 Inputs [Member] | Equinox Frontier Select Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | 4,591,569 | |
Investment in Unconsolidated Trading Companies | 213,921 | |
Open Trade Equity (Deficit) | 462,339 | |
U.S. Treasury Securities | 1,852,429 | 6,476,939 |
Level 1 Inputs [Member] | Equinox Frontier Winton Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | 7,656,170 | |
Investment in Unconsolidated Trading Companies | 297,554 | |
Open Trade Equity (Deficit) | 599,579 | |
U.S. Treasury Securities | 24,617,817 | 29,593,974 |
Level 1 Inputs [Member] | Equinox Frontier Heritage Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | 1,576,952 | |
Investment in Unconsolidated Trading Companies | 1,403,461 | |
U.S. Treasury Securities | 5,508,577 | 6,796,392 |
Level 1 Inputs [Member] | Equinox Frontier Funds [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | (4,424,290) | 15,756,796 |
U.S. Treasury Securities | 117,478,438 | 139,953,518 |
Level 1 Inputs [Member] | Frontier Trading Company I LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | 755,452 | 3,171,968 |
Level 1 Inputs [Member] | Frontier Trading Company II LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | 599,579 | 4,029,156 |
Level 1 Inputs [Member] | Frontier Trading Company VII, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | (6,482,499) | |
Level 1 Inputs [Member] | Frontier Trading Company XIV, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | 34,484 | 1,341,051 |
Level 1 Inputs [Member] | Frontier Trading Company XV, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | 462,340 | 1,658,917 |
Level 1 Inputs [Member] | Frontier Trading Company XXIX, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | 4,750 | (279,840) |
Level 1 Inputs [Member] | Frontier Trading Company XXXVIII, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | 304,878 | 1,369,043 |
Level 1 Inputs [Member] | Frontier Trading Company VIII, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | 3,469,339 | |
Level 1 Inputs [Member] | Frontier Trading Company XXIII, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | (27,706) | 893,605 |
Level 2 Inputs [Member] | Equinox Frontier Diversified Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | (37,508) | |
Investment in Unconsolidated Trading Companies | 250,110 | |
Open Trade Equity (Deficit) | 43,238 | |
Options Purchased | 288,413 | |
Options Written | (253,018) | |
Level 2 Inputs [Member] | Equinox Frontier Masters Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | (40,810) | |
Investment in Unconsolidated Trading Companies | 26,695 | |
Level 2 Inputs [Member] | Equinox Frontier Long/Short Commodity Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investment in Unconsolidated Trading Companies | 59,489 | 25,388 |
Level 2 Inputs [Member] | Equinox Frontier Balanced Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | (10,758) | |
Investment in Unconsolidated Trading Companies | 266,493 | |
Open Trade Equity (Deficit) | (419,742) | |
Level 2 Inputs [Member] | Equinox Frontier Select Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | (28,926) | |
Level 2 Inputs [Member] | Equinox Frontier Winton Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | (176,512) | |
Level 2 Inputs [Member] | Equinox Frontier Heritage Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | (33,566) | |
Investment in Unconsolidated Trading Companies | 2,125 | |
Level 2 Inputs [Member] | Equinox Frontier Funds [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | 75,418 | (932,374) |
Purchased Options | 526,288 | 9,075,883 |
Options Written | (165,760) | (8,963,838) |
Level 2 Inputs [Member] | Frontier Trading Company I LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | 43,237 | |
Options Purchased | 371,758 | 288,413 |
Options Written | (165,760) | (253,017) |
Level 2 Inputs [Member] | Frontier Trading Company II LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Open Trade Equity (Deficit) | (555,872) | |
Level 2 Inputs [Member] | Frontier Trading Company VII, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Options Purchased | 154,380 | |
Level 2 Inputs [Member] | Frontier Trading Company VIII, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Options Purchased | 8,787,472 | |
Options Written | (8,710,817) | |
Level 3 Inputs [Member] | Equinox Frontier Diversified Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 8,685,849 | 6,570,408 |
Level 3 Inputs [Member] | Equinox Frontier Long/Short Commodity Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 4,332,428 | 3,633,060 |
Level 3 Inputs [Member] | Equinox Frontier Balanced Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 19,157,520 | 18,246,954 |
Level 3 Inputs [Member] | Equinox Frontier Select Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Investments in Unconsolidated Trading Companies | 3,539,498 | |
Investment in Unconsolidated Trading Companies | 3,933,919 | |
Level 3 Inputs [Member] | Equinox Frontier Heritage Fund [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 7,960,268 | 7,540,465 |
Level 3 Inputs [Member] | Equinox Frontier Funds [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 40,136,065 | 35,990,887 |
Level 3 Inputs [Member] | Frontier Trading Company XXXIV, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 19,157,522 | 18,246,955 |
Level 3 Inputs [Member] | Frontier Trading Company XXXIX, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 7,960,269 | 7,543,966 |
Level 3 Inputs [Member] | Frontier Trading Company XXXV, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | 8,685,850 | 6,570,409 |
Level 3 Inputs [Member] | Frontier Trading Company XXXVII, LLC [Member] | Fair Value, Measurements, Recurring [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Swap Contracts | $ 4,332,427 | $ 3,633,060 |
Fair Value Measurements - Chang
Fair Value Measurements - Change in Level 3 Assets Measured at Fair Value on Recurring Basis (Detail) - USD ($) | 12 Months Ended | ||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | |
Equinox Frontier Diversified Fund [Member] | |||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||
Change in fair value of investments in unconsolidated trading companies | $ (841,908) | $ (5,136,823) | $ 4,524,387 |
Equinox Frontier Diversified Fund [Member] | Level 3 Inputs [Member] | Swap [Member] | |||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||
Balance of recurring Level 3 assets | 6,570,408 | 3,437,632 | |
Included in earnings-realized | 0 | 0 | |
Included in earnings-unrealized | 2,115,441 | 3,132,776 | |
Proceeds from sales of investments of unconsolidated trading companies | 0 | 0 | |
Change in ownership allocation of total return swaps | 0 | 0 | |
Transfers in and/or out of Level 3 | 0 | 0 | |
Balance of recurring Level 3 assets | 8,685,849 | 6,570,408 | 3,437,632 |
Equinox Frontier Long/Short Commodity Fund [Member] | |||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||
Change in fair value of investments in unconsolidated trading companies | (66,041) | (1,357,919) | 676,035 |
Equinox Frontier Long/Short Commodity Fund [Member] | Level 3 Inputs [Member] | Swap [Member] | |||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||
Balance of recurring Level 3 assets | 3,633,060 | 2,456,546 | |
Included in earnings-realized | 0 | 0 | |
Included in earnings-unrealized | (300,632) | 1,176,514 | |
Purchases of investments | 1,000,000 | ||
Proceeds from sales of investments of unconsolidated trading companies | 0 | 0 | |
Change in ownership allocation of total return swaps | 0 | 0 | |
Transfers in and/or out of Level 3 | 0 | 0 | |
Balance of recurring Level 3 assets | 4,332,428 | 3,633,060 | 2,456,546 |
Equinox Frontier Balanced Fund [Member] | |||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||
Change in fair value of investments in unconsolidated trading companies | (6,607,271) | (6,355,205) | 10,333,444 |
Equinox Frontier Balanced Fund [Member] | Level 3 Inputs [Member] | Swap [Member] | |||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||
Balance of recurring Level 3 assets | 18,246,954 | 10,122,003 | |
Included in earnings-realized | 0 | 0 | |
Included in earnings-unrealized | 910,566 | 8,124,951 | |
Proceeds from sales of investments of unconsolidated trading companies | 0 | 0 | |
Change in ownership allocation of total return swaps | 0 | 0 | |
Transfers in and/or out of Level 3 | 0 | 0 | |
Balance of recurring Level 3 assets | 19,157,520 | 18,246,954 | 10,122,003 |
Equinox Frontier Heritage Fund [Member] | |||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||
Change in fair value of investments in unconsolidated trading companies | (220,267) | (2,137,441) | (2,207,133) |
Change in ownership allocation of total return swaps | (4,843,391) | ||
Equinox Frontier Heritage Fund [Member] | Level 3 Inputs [Member] | Swap [Member] | |||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||
Balance of recurring Level 3 assets | 7,540,465 | 5,435,184 | |
Included in earnings-realized | 0 | 0 | |
Included in earnings-unrealized | 419,803 | 2,105,281 | |
Proceeds from sales of investments of unconsolidated trading companies | 0 | 0 | |
Change in ownership allocation of total return swaps | 0 | 0 | |
Transfers in and/or out of Level 3 | 0 | 0 | |
Balance of recurring Level 3 assets | 7,960,268 | 7,540,465 | 5,435,184 |
Equinox Frontier Select Fund [Member] | |||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||
Change in fair value of investments in unconsolidated trading companies | (161,067) | (3,146,402) | (1,862,939) |
Change in ownership allocation of total return swaps | (6,070,806) | ||
Equinox Frontier Select Fund [Member] | Level 3 Inputs [Member] | Unconsolidated Trading Company [Member] | |||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||
Balance of recurring Level 3 assets | 3,539,498 | 2,415,637 | |
Change in fair value of investments in unconsolidated trading companies | 394,421 | 1,123,861 | |
Proceeds from sales of investments of unconsolidated trading companies | 0 | 0 | |
Change in ownership allocation | 0 | 0 | |
Transfers in and/or out of Level 3 | 0 | 0 | |
Balance of recurring Level 3 assets | 3,933,919 | 3,539,498 | 2,415,637 |
Equinox Frontier Funds [Member] | Level 3 Inputs [Member] | Swap [Member] | |||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||
Balance of recurring Level 3 assets | 35,990,887 | 21,455,529 | |
Included in earnings-realized | 0 | 0 | |
Included in earnings-unrealized | 3,145,178 | 14,535,358 | |
Purchases of investments | 1,000,000 | ||
Proceeds from sales of investments of unconsolidated trading companies | 0 | 0 | |
Transfers in and/or out of Level 3 | 0 | 0 | |
Balance of recurring Level 3 assets | 40,136,065 | 35,990,887 | 21,455,529 |
Frontier Trading Company XXXIV, LLC [Member] | Level 3 Inputs [Member] | Swap [Member] | |||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||
Balance of recurring Level 3 assets | 18,246,955 | 10,126,168 | |
Included in earnings-realized | 0 | 0 | |
Included in earnings-unrealized | 910,567 | 8,120,787 | |
Included in other comprehensive income | 0 | 0 | |
Transfers in and/or out of Level 3 | 0 | 0 | |
Balance of recurring Level 3 assets | 19,157,522 | 18,246,955 | 10,126,168 |
Frontier Trading Company XXXIX, LLC [Member] | Level 3 Inputs [Member] | Swap [Member] | |||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||
Balance of recurring Level 3 assets | 7,543,966 | 5,435,184 | |
Included in earnings-realized | 0 | 0 | |
Included in earnings-unrealized | 419,803 | 2,108,782 | |
Included in other comprehensive income | 0 | 0 | |
Transfers in and/or out of Level 3 | 0 | 0 | |
Balance of recurring Level 3 assets | 7,960,269 | 7,543,966 | 5,435,184 |
Frontier Trading Company XXXIX, LLC [Member] | Level 3 Inputs [Member] | Swap [Member] | Scenario, Adjustment [Member] | |||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||
Balance of recurring Level 3 assets | 7,540,466 | ||
Balance of recurring Level 3 assets | 7,540,466 | ||
Frontier Trading Company XXXV, LLC [Member] | Level 3 Inputs [Member] | Swap [Member] | |||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||
Balance of recurring Level 3 assets | 6,570,409 | 3,437,632 | |
Included in earnings-realized | 0 | 0 | |
Included in earnings-unrealized | 2,115,441 | 3,132,777 | |
Included in other comprehensive income | 0 | 0 | |
Transfers in and/or out of Level 3 | 0 | 0 | |
Balance of recurring Level 3 assets | 8,685,850 | 6,570,409 | 3,437,632 |
Frontier Trading Company XXXVII, LLC [Member] | Level 3 Inputs [Member] | Swap [Member] | |||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||
Balance of recurring Level 3 assets | 3,633,060 | 2,456,545 | |
Included in earnings-realized | 0 | 0 | |
Included in earnings-unrealized | (300,633) | 1,176,515 | |
Included in other comprehensive income | 0 | 0 | |
Purchases, sales, issuances, and settlements, net | 1,000,000 | ||
Transfers in and/or out of Level 3 | 0 | 0 | |
Balance of recurring Level 3 assets | $ 4,332,427 | $ 3,633,060 | $ 2,456,545 |
Fair Value Measurements - Cha32
Fair Value Measurements - Change in Unrealized Appreciation (Depreciation) Included in Statements of Operations Attributable to Level 3 Investments (Detail) (Level 3 Inputs [Member], Swap [Member], USD $), member order (Detail) - Level 3 Inputs [Member] - Swap [Member] - USD ($) | 12 Months Ended | ||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | |
Equinox Frontier Diversified Fund [Member] | |||
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] | |||
Balance of recurring Level 3 assets Included in earnings-unrealized | $ 2,115,441 | $ 3,132,776 | $ 37,632 |
Equinox Frontier Long/Short Commodity Fund [Member] | |||
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] | |||
Balance of recurring Level 3 assets Included in earnings-unrealized | (300,633) | 1,176,514 | (426,454) |
Equinox Frontier Balanced Fund [Member] | |||
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] | |||
Balance of recurring Level 3 assets Included in earnings-unrealized | 910,566 | 8,120,996 | 2,486,559 |
Equinox Frontier Heritage Fund [Member] | |||
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] | |||
Balance of recurring Level 3 assets Included in earnings-unrealized | 419,803 | 2,105,281 | 591,792 |
Equinox Frontier Funds [Member] | |||
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] | |||
Balance of recurring Level 3 assets Included in earnings-unrealized | 3,145,177 | 14,535,358 | 1,539,551 |
Frontier Trading Company XXXIV, LLC [Member] | |||
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] | |||
Balance of recurring Level 3 assets Included in earnings-unrealized | 19,157,522 | 8,120,787 | 526,168 |
Frontier Trading Company XXXV, LLC [Member] | |||
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] | |||
Balance of recurring Level 3 assets Included in earnings-unrealized | 8,685,850 | 3,132,777 | 37,632 |
Frontier Trading Company XXXVII, LLC [Member] | |||
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] | |||
Balance of recurring Level 3 assets Included in earnings-unrealized | 4,332,427 | 1,176,514 | (423,455) |
Frontier Trading Company XXXIX, LLC [Member] | |||
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] | |||
Balance of recurring Level 3 assets Included in earnings-unrealized | $ 7,960,269 | $ 2,108,782 | $ (561,316) |
Swaps - Additional Information
Swaps - Additional Information (Detail) - USD ($) | Dec. 31, 2015 | Dec. 31, 2014 |
Derivatives, Fair Value [Line Items] | ||
Swap contracts, fair value | $ 40,136,065 | $ 35,990,887 |
The Series of Equinox Frontier Funds [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Trust's assets deposited with over-the-counter counterparties | 9.30% | 7.00% |
Equinox Frontier Funds [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Trust's assets deposited with over-the-counter counterparties | 9.30% | 7.60% |
Swap contracts, fair value | $ 22,873,000 | $ 21,873,000 |
Swaps - Trust, with Respect to
Swaps - Trust, with Respect to Series, has Invested in Following Swaps (Detail) - Swap [Member] - DeutscheBank AG [Member] - USD ($) | 12 Months Ended | |
Dec. 31, 2015 | Dec. 31, 2014 | |
Equinox Frontier Balanced Fund [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Notional Amount | $ 22,580,043 | $ 67,610,098 |
Termination Date | Aug. 2, 2018 | Aug. 2, 2018 |
Cash Collateral | $ 9,600,000 | $ 9,600,000 |
Swap Value | $ 9,557,520 | 8,646,954 |
Investee Returns | Total Returns | |
Realized Gain/(Loss) | $ 0 | 0 |
Change in Unrealized Gain/(Loss) | 910,566 | 8,120,996 |
Fair Value | 19,157,520 | 18,246,954 |
Equinox Frontier Diversified Fund [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Notional Amount | $ 13,851,707 | $ 35,500,000 |
Termination Date | Aug. 2, 2018 | Aug. 2, 2018 |
Cash Collateral | $ 3,400,000 | $ 3,400,000 |
Swap Value | $ 5,285,849 | 3,170,408 |
Investee Returns | Total Returns | |
Realized Gain/(Loss) | $ 0 | 0 |
Change in Unrealized Gain/(Loss) | 2,115,441 | 3,132,777 |
Fair Value | 8,685,849 | 6,570,408 |
Equinox Frontier Long/Short Commodity Fund [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Notional Amount | $ 1,877,692 | $ 13,590,513 |
Termination Date | Aug. 7, 2018 | Aug. 7, 2018 |
Cash Collateral | $ 3,880,000 | $ 2,880,000 |
Swap Value | $ 452,428 | 753,060 |
Investee Returns | Total Returns | |
Realized Gain/(Loss) | $ 0 | 0 |
Change in Unrealized Gain/(Loss) | (300,633) | 1,176,514 |
Fair Value | 4,332,428 | 3,633,060 |
Equinox Frontier Heritage Fund [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Notional Amount | $ 12,663,283 | $ 17,663,283 |
Termination Date | Mar. 26, 2018 | Mar. 26, 2018 |
Cash Collateral | $ 5,993,000 | $ 5,993,000 |
Swap Value | $ 1,967,268 | 1,547,465 |
Investee Returns | Total Returns | |
Realized Gain/(Loss) | $ 0 | 0 |
Change in Unrealized Gain/(Loss) | 419,803 | 2,105,281 |
Fair Value | 7,960,268 | 7,540,465 |
Frontier Brevan Howard swap (U.S.) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Notional Amount | $ 12,663,283 | $ 17,663,283 |
Termination Date | Mar. 26, 2018 | Mar. 26, 2018 |
Cash Collateral | $ 5,993,000 | $ 5,993,000 |
Swap Value | $ 1,967,269 | 1,547,465 |
Investee Returns | Total Returns | |
Realized Gain/(Loss) | $ 0 | 0 |
Change in Unrealized Gain/(Loss) | 419,803 | 2,108,782 |
Fair Value | 7,960,269 | 7,543,966 |
Frontier XXXIV Balanced select swap (U.S.) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Notional Amount | $ 22,580,043 | $ 67,610,098 |
Termination Date | Aug. 2, 2018 | Aug. 2, 2018 |
Cash Collateral | $ 9,600,000 | $ 9,600,000 |
Swap Value | $ 9,557,519 | 8,646,954 |
Investee Returns | Total Returns | |
Realized Gain/(Loss) | $ 0 | 0 |
Change in Unrealized Gain/(Loss) | 910,566 | 8,120,784 |
Fair Value | 19,157,519 | 18,246,954 |
Frontier XXXV Diversified select swap (U.S.) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Notional Amount | $ 13,851,707 | $ 35,500,000 |
Termination Date | Aug. 2, 2018 | Aug. 2, 2018 |
Cash Collateral | $ 3,400,000 | $ 3,400,000 |
Swap Value | $ 5,285,749 | 3,170,408 |
Investee Returns | Total Returns | |
Realized Gain/(Loss) | $ 0 | 0 |
Change in Unrealized Gain/(Loss) | 2,115,441 | 3,132,777 |
Fair Value | 8,685,849 | 6,570,408 |
Frontier XXXVII L/S select swap (U.S.) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Notional Amount | $ 1,877,592 | $ 13,590,513 |
Termination Date | Aug. 7, 2018 | Aug. 7, 2018 |
Cash Collateral | $ 3,880,000 | $ 2,880,000 |
Swap Value | $ 452,428 | 753,060 |
Investee Returns | Total Returns | |
Realized Gain/(Loss) | $ 0 | 0 |
Change in Unrealized Gain/(Loss) | (300,633) | 1,176,515 |
Fair Value | $ 4,332,428 | $ 3,633,060 |
Investments in Unconsolidated35
Investments in Unconsolidated Trading Companies - Investments in Unconsolidated Trading Companies (Detail) - USD ($) | Dec. 31, 2015 | Dec. 31, 2014 |
Equinox Frontier Diversified Fund [Member] | ||
Investment [Line Items] | ||
Investments in unconsolidated trading companies, at fair value | $ 16,094,207 | $ 6,594,379 |
Equinox Frontier Diversified Fund [Member] | Frontier Trading Companies I, II, VII, XXIII and XXXVIII [Member] | ||
Investment [Line Items] | ||
Percentage of Series Net Assets Invested in Unconsolidated Trading Companies | 28.89% | 9.11% |
Investments in unconsolidated trading companies, at fair value | $ 16,094,207 | $ 6,594,379 |
Equinox Frontier Masters Fund [Member] | ||
Investment [Line Items] | ||
Investments in unconsolidated trading companies, at fair value | $ 9,409,930 | $ 7,901,978 |
Equinox Frontier Masters Fund [Member] | Frontier Trading Companies I, II, VII, XV, and XXXVIII [Member] | ||
Investment [Line Items] | ||
Percentage of Series Net Assets Invested in Unconsolidated Trading Companies | 41.22% | 30.74% |
Investments in unconsolidated trading companies, at fair value | $ 9,409,930 | $ 7,901,978 |
Equinox Frontier Long/Short Commodity Fund [Member] | ||
Investment [Line Items] | ||
Investments in unconsolidated trading companies, at fair value | $ 3,414,663 | $ 3,814,854 |
Equinox Frontier Long/Short Commodity Fund [Member] | Frontier Trading Company I, VII and XXXVIII [Member] | ||
Investment [Line Items] | ||
Percentage of Series Net Assets Invested in Unconsolidated Trading Companies | 26.08% | 22.96% |
Investments in unconsolidated trading companies, at fair value | $ 3,414,663 | $ 3,814,854 |
Equinox Frontier Balanced Fund [Member] | ||
Investment [Line Items] | ||
Investments in unconsolidated trading companies, at fair value | $ 17,623,968 | $ 18,343,927 |
Equinox Frontier Balanced Fund [Member] | Frontier Trading Companies I, II, VII, XV, and XXXVIII [Member] | ||
Investment [Line Items] | ||
Percentage of Series Net Assets Invested in Unconsolidated Trading Companies | 19.56% | 16.92% |
Investments in unconsolidated trading companies, at fair value | $ 17,623,968 | $ 18,343,927 |
Equinox Frontier Select Fund [Member] | ||
Investment [Line Items] | ||
Investments in unconsolidated trading companies, at fair value | $ 4,147,840 | $ 8,102,141 |
Equinox Frontier Select Fund [Member] | Frontier Trading Companies XXXVIII and XXXIX [Member] | ||
Investment [Line Items] | ||
Percentage of Series Net Assets Invested in Unconsolidated Trading Companies | 20.83% | 53.06% |
Investments in unconsolidated trading companies, at fair value | $ 4,147,840 | $ 8,102,141 |
Equinox Frontier Winton Fund [Member] | ||
Investment [Line Items] | ||
Investments in unconsolidated trading companies, at fair value | $ 297,554 | $ 7,479,658 |
Equinox Frontier Winton Fund [Member] | Frontier Trading Company XXXVIII [Member] | ||
Investment [Line Items] | ||
Percentage of Series Net Assets Invested in Unconsolidated Trading Companies | 0.72% | 18.68% |
Investments in unconsolidated trading companies, at fair value | $ 297,554 | $ 7,479,658 |
Equinox Frontier Heritage Fund [Member] | ||
Investment [Line Items] | ||
Investments in unconsolidated trading companies, at fair value | $ 1,405,586 | $ 1,543,386 |
Equinox Frontier Heritage Fund [Member] | Frontier Trading Company II and XXXVIII [Member] | ||
Investment [Line Items] | ||
Percentage of Series Net Assets Invested in Unconsolidated Trading Companies | 9.08% | 11.85% |
Investments in unconsolidated trading companies, at fair value | $ 1,405,586 | $ 1,543,386 |
Investments in Unconsolidated36
Investments in Unconsolidated Trading Companies - Equity in Earnings from Unconsolidated Trading Companies (Detail) - USD ($) | 12 Months Ended | ||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | |
Equinox Frontier Diversified Fund [Member] | |||
Investment [Line Items] | |||
Trading Commissions | $ (611,359) | $ (797,920) | $ (1,484,529) |
Realized Gain/(Loss) | 6,525,696 | 7,884,548 | (6,234,366) |
Change in Unrealized Gain/(Loss) | (5,072,429) | (1,949,801) | 3,194,508 |
Net Income (Loss) | 841,908 | 5,136,823 | (4,524,387) |
Equinox Frontier Diversified Fund [Member] | Frontier Trading Company I LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (174,766) | (56,592) | (383,335) |
Realized Gain/(Loss) | 636,671 | 861,109 | 1,053,896 |
Change in Unrealized Gain/(Loss) | (1,288,141) | (449,346) | 1,169,622 |
Net Income (Loss) | (826,236) | 355,167 | 1,840,183 |
Equinox Frontier Diversified Fund [Member] | Frontier Trading Company II LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (14,685) | (18,020) | (22,917) |
Realized Gain/(Loss) | 1,025,202 | 3,293,893 | 1,744,610 |
Change in Unrealized Gain/(Loss) | (406,220) | (112,838) | 380,208 |
Net Income (Loss) | 604,297 | 3,163,035 | 2,101,901 |
Equinox Frontier Diversified Fund [Member] | Frontier Trading Company V LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (390,604) | ||
Realized Gain/(Loss) | (10,536,063) | ||
Change in Unrealized Gain/(Loss) | 735,737 | ||
Net Income (Loss) | (10,190,930) | ||
Equinox Frontier Diversified Fund [Member] | Frontier Trading Company VII, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (314,705) | (411,960) | (367,422) |
Realized Gain/(Loss) | 4,741,557 | 202,844 | 333,216 |
Change in Unrealized Gain/(Loss) | (2,805,251) | (189,827) | (574,327) |
Net Income (Loss) | 1,621,601 | (398,943) | (608,533) |
Equinox Frontier Diversified Fund [Member] | Frontier Trading Company XIV, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (176,563) | (188,229) | |
Realized Gain/(Loss) | 453,928 | 1,501,029 | |
Change in Unrealized Gain/(Loss) | (194,219) | 122,929 | |
Net Income (Loss) | 83,146 | 1,435,729 | |
Equinox Frontier Diversified Fund [Member] | Frontier Trading Company XV, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (35,322) | (95,562) | |
Realized Gain/(Loss) | 226,177 | (231,534) | |
Change in Unrealized Gain/(Loss) | (719,332) | 859,135 | |
Net Income (Loss) | (528,477) | 532,039 | |
Equinox Frontier Diversified Fund [Member] | Frontier Trading Company XXIII, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (74,373) | (56,661) | (28,812) |
Realized Gain/(Loss) | 591,314 | 2,355,129 | (123,796) |
Change in Unrealized Gain/(Loss) | (260,757) | 250,228 | (53,712) |
Net Income (Loss) | 256,184 | 2,548,696 | (206,320) |
Equinox Frontier Diversified Fund [Member] | Frontier Trading Company XXXVIII, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (32,830) | (42,802) | (7,648) |
Realized Gain/(Loss) | (469,048) | 491,468 | 24,276 |
Change in Unrealized Gain/(Loss) | (312,060) | (534,467) | 688,890 |
Net Income (Loss) | (813,938) | (85,801) | 705,518 |
Equinox Frontier Diversified Fund [Member] | Frontier Trading Company XXXIX, LLC [Member] | |||
Investment [Line Items] | |||
Change in Unrealized Gain/(Loss) | (133,974) | ||
Net Income (Loss) | (133,974) | ||
Equinox Frontier Masters Fund [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (274,110) | (324,720) | (441,245) |
Realized Gain/(Loss) | 7,394,105 | 6,527,483 | (3,092,213) |
Change in Unrealized Gain/(Loss) | (5,634,057) | 416,425 | 2,159,105 |
Net Income (Loss) | 1,485,938 | 6,619,189 | (1,374,353) |
Equinox Frontier Masters Fund [Member] | Frontier Trading Company I LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (19,418) | (29,964) | |
Realized Gain/(Loss) | 1,409,880 | 2,475,252 | |
Change in Unrealized Gain/(Loss) | (731,212) | 846,879 | |
Net Income (Loss) | 659,250 | 3,292,168 | |
Equinox Frontier Masters Fund [Member] | Frontier Trading Company II LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (9,119) | (12,830) | (14,320) |
Realized Gain/(Loss) | 572,163 | 2,110,837 | 1,222,601 |
Change in Unrealized Gain/(Loss) | (270,658) | (41,715) | 297,737 |
Net Income (Loss) | 292,386 | 2,056,292 | 1,506,018 |
Equinox Frontier Masters Fund [Member] | Frontier Trading Company VII, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (173,078) | (7,353) | |
Realized Gain/(Loss) | 5,008,076 | (276,940) | |
Change in Unrealized Gain/(Loss) | (3,958,426) | 424,792 | |
Net Income (Loss) | 876,572 | 140,499 | |
Equinox Frontier Masters Fund [Member] | Frontier Trading Company XIV, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (157,662) | (271,557) | |
Realized Gain/(Loss) | 256,238 | (4,409,304) | |
Change in Unrealized Gain/(Loss) | (220,014) | 566,462 | |
Net Income (Loss) | (121,438) | (4,114,399) | |
Equinox Frontier Masters Fund [Member] | Frontier Trading Company XV, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (58,573) | (95,155) | (150,972) |
Realized Gain/(Loss) | 672,604 | 1,821,877 | 86,216 |
Change in Unrealized Gain/(Loss) | (578,027) | (298,358) | 877,749 |
Net Income (Loss) | 36,004 | 1,428,364 | 812,993 |
Equinox Frontier Masters Fund [Member] | Frontier Trading Company XXXVIII, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (13,922) | (21,756) | (4,396) |
Realized Gain/(Loss) | (268,618) | 140,219 | 8,274 |
Change in Unrealized Gain/(Loss) | (95,734) | (295,159) | 417,157 |
Net Income (Loss) | (378,274) | (176,696) | 421,035 |
Equinox Frontier Long/Short Commodity Fund [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (252,682) | (315,095) | (46,639) |
Realized Gain/(Loss) | 2,605,490 | 2,039,620 | (1,033,215) |
Change in Unrealized Gain/(Loss) | (2,286,767) | (366,603) | 403,819 |
Net Income (Loss) | 66,041 | 1,357,919 | (676,035) |
Equinox Frontier Long/Short Commodity Fund [Member] | Frontier Trading Company I LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (2,922) | (35,831) | |
Realized Gain/(Loss) | 156,796 | (778,371) | |
Change in Unrealized Gain/(Loss) | 2,785 | 98,091 | |
Net Income (Loss) | 156,659 | (716,111) | |
Equinox Frontier Long/Short Commodity Fund [Member] | Frontier Trading Company VII, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (242,250) | (299,598) | |
Realized Gain/(Loss) | 2,483,192 | 1,967,325 | |
Change in Unrealized Gain/(Loss) | (2,226,339) | (225,547) | |
Net Income (Loss) | 14,603 | 1,442,177 | |
Equinox Frontier Long/Short Commodity Fund [Member] | Frontier Trading Company XVIII, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (15,497) | ||
Realized Gain/(Loss) | 72,295 | ||
Change in Unrealized Gain/(Loss) | (141,056) | ||
Net Income (Loss) | (84,258) | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Frontier Trading Company XXIII, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (7,153) | ||
Realized Gain/(Loss) | (263,068) | ||
Change in Unrealized Gain/(Loss) | (24,083) | ||
Net Income (Loss) | (294,304) | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Frontier Trading Company XXXVIII, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (7,510) | (3,655) | |
Realized Gain/(Loss) | (34,498) | 8,224 | |
Change in Unrealized Gain/(Loss) | (63,213) | 329,811 | |
Net Income (Loss) | (105,221) | 334,380 | |
Equinox Frontier Balanced Fund [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (820,103) | (954,411) | (1,171,734) |
Realized Gain/(Loss) | 10,534,837 | 7,646,571 | (12,113,141) |
Change in Unrealized Gain/(Loss) | (3,107,463) | (336,954) | 2,951,432 |
Net Income (Loss) | 6,607,271 | 6,355,205 | (10,333,444) |
Equinox Frontier Balanced Fund [Member] | Frontier Trading Company I LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (398,418) | (297,247) | |
Realized Gain/(Loss) | 5,226,529 | 5,035,125 | |
Change in Unrealized Gain/(Loss) | 700,620 | (115,047) | |
Net Income (Loss) | 5,528,731 | 4,622,830 | |
Equinox Frontier Balanced Fund [Member] | Frontier Trading Company II LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (19,305) | (23,501) | (41,208) |
Realized Gain/(Loss) | 1,235,015 | 4,239,577 | 3,181,908 |
Change in Unrealized Gain/(Loss) | (499,116) | (319,850) | 864,178 |
Net Income (Loss) | 716,594 | 3,896,226 | 4,004,878 |
Equinox Frontier Balanced Fund [Member] | Frontier Trading Company V LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (13,876) | ||
Realized Gain/(Loss) | 1,530,385 | ||
Change in Unrealized Gain/(Loss) | (272,459) | ||
Net Income (Loss) | 1,244,049 | ||
Equinox Frontier Balanced Fund [Member] | Frontier Trading Company VII, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (351,880) | (424,248) | (466,389) |
Realized Gain/(Loss) | 5,102,783 | (527,556) | (1,846,245) |
Change in Unrealized Gain/(Loss) | (3,041,589) | 479,923 | (70,237) |
Net Income (Loss) | 1,709,314 | (471,881) | (2,382,871) |
Equinox Frontier Balanced Fund [Member] | Frontier Trading Company XIV, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (75,543) | (485,436) | |
Realized Gain/(Loss) | (1,180,680) | (14,489,050) | |
Change in Unrealized Gain/(Loss) | 610,861 | 774,556 | |
Net Income (Loss) | (645,362) | (14,199,930) | |
Equinox Frontier Balanced Fund [Member] | Frontier Trading Company XV, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (140) | (63,893) | (136,258) |
Realized Gain/(Loss) | (89,150) | (160,880) | (159,393) |
Change in Unrealized Gain/(Loss) | 89,443 | (379,890) | 941,482 |
Net Income (Loss) | 153 | (604,663) | 645,831 |
Equinox Frontier Balanced Fund [Member] | Frontier Trading Company XVIII, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (69,979) | (9,693) | |
Realized Gain/(Loss) | 240,985 | (192,512) | |
Change in Unrealized Gain/(Loss) | (611,413) | (91,675) | |
Net Income (Loss) | (440,407) | (293,880) | |
Equinox Frontier Balanced Fund [Member] | Frontier Trading Company XXIII, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (3,526) | ||
Realized Gain/(Loss) | (194,695) | ||
Change in Unrealized Gain/(Loss) | 546 | ||
Net Income (Loss) | (197,675) | ||
Equinox Frontier Balanced Fund [Member] | Frontier Trading Company XXXVIII, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (50,360) | (13,880) | |
Realized Gain/(Loss) | (940,340) | 56,461 | |
Change in Unrealized Gain/(Loss) | (356,821) | 1,231,131 | |
Net Income (Loss) | (1,347,521) | 1,273,712 | |
Equinox Frontier Balanced Fund [Member] | Frontier Trading Company XXXIX, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (1,468) | ||
Change in Unrealized Gain/(Loss) | (1,538) | (426,090) | |
Net Income (Loss) | (1,538) | (427,558) | |
Equinox Frontier Select Fund [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (2,951) | (126,490) | (115,316) |
Realized Gain/(Loss) | (48,673) | 2,167,259 | 1,327,156 |
Change in Unrealized Gain/(Loss) | 212,691 | 1,105,633 | 651,099 |
Net Income (Loss) | 161,067 | 3,146,402 | 1,862,939 |
Equinox Frontier Select Fund [Member] | Frontier Trading Company V LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (12,346) | ||
Realized Gain/(Loss) | 1,188,592 | ||
Change in Unrealized Gain/(Loss) | (78,854) | ||
Net Income (Loss) | 1,097,392 | ||
Equinox Frontier Select Fund [Member] | Frontier Trading Company XV, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (551) | (114,984) | (99,896) |
Realized Gain/(Loss) | (27,784) | 2,118,779 | 135,861 |
Change in Unrealized Gain/(Loss) | 2,173 | 268,057 | 532,850 |
Net Income (Loss) | (25,285) | 2,271,852 | 568,815 |
Equinox Frontier Select Fund [Member] | Frontier Trading Company XXXVIII, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (2,400) | (9,950) | (2,171) |
Realized Gain/(Loss) | (20,889) | 48,480 | 2,703 |
Change in Unrealized Gain/(Loss) | 2,353 | (134,625) | 197,661 |
Net Income (Loss) | (21,812) | (96,095) | 198,193 |
Equinox Frontier Select Fund [Member] | Frontier Trading Company XXXIX, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (1,556) | (903) | |
Change in Unrealized Gain/(Loss) | 208,164 | 972,201 | (558) |
Net Income (Loss) | 208,164 | 970,645 | (1,461) |
Equinox Frontier Winton Fund [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (59,312) | (91,798) | (53,701) |
Realized Gain/(Loss) | 1,129,861 | 11,171,725 | 4,150,888 |
Change in Unrealized Gain/(Loss) | (512,999) | (665,353) | 1,493,379 |
Net Income (Loss) | 557,550 | 10,414,573 | 5,590,566 |
Equinox Frontier Winton Fund [Member] | Frontier Trading Company II LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (30,241) | (56,653) | (48,366) |
Realized Gain/(Loss) | 1,667,631 | 10,628,427 | 4,129,621 |
Change in Unrealized Gain/(Loss) | (315,582) | (345,639) | 1,010,136 |
Net Income (Loss) | 1,321,808 | 10,226,134 | 5,091,391 |
Equinox Frontier Winton Fund [Member] | Frontier Trading Company XXXVIII, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (29,071) | (35,145) | (5,335) |
Realized Gain/(Loss) | (537,770) | 543,298 | 21,267 |
Change in Unrealized Gain/(Loss) | (197,417) | (319,714) | 483,243 |
Net Income (Loss) | (764,258) | 188,439 | 499,175 |
Equinox Frontier Heritage Fund [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (16,336) | (21,602) | (27,190) |
Realized Gain/(Loss) | 539,639 | 2,302,048 | 2,325,816 |
Change in Unrealized Gain/(Loss) | (303,036) | (143,005) | (91,493) |
Net Income (Loss) | 220,267 | 2,137,441 | 2,207,133 |
Equinox Frontier Heritage Fund [Member] | Frontier Trading Company II LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (9,825) | (12,408) | (10,901) |
Realized Gain/(Loss) | 656,945 | 2,222,268 | 918,667 |
Change in Unrealized Gain/(Loss) | (261,763) | (27,968) | 269,597 |
Net Income (Loss) | 385,357 | 2,181,892 | 1,177,363 |
Equinox Frontier Heritage Fund [Member] | Frontier Trading Company V LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (13,268) | ||
Realized Gain/(Loss) | 1,404,612 | ||
Change in Unrealized Gain/(Loss) | (205,240) | ||
Net Income (Loss) | 1,186,104 | ||
Equinox Frontier Heritage Fund [Member] | Frontier Trading Company XXXVIII, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (6,511) | (9,194) | (1,892) |
Realized Gain/(Loss) | (117,306) | 79,780 | 2,537 |
Change in Unrealized Gain/(Loss) | (41,273) | (115,037) | 172,623 |
Net Income (Loss) | $ (165,090) | $ (44,451) | 173,268 |
Equinox Frontier Heritage Fund [Member] | Frontier Trading Company XXXIX, LLC [Member] | |||
Investment [Line Items] | |||
Trading Commissions | (1,129) | ||
Change in Unrealized Gain/(Loss) | (328,473) | ||
Net Income (Loss) | $ (329,602) |
Transactions with Affiliates -
Transactions with Affiliates - Additional Information (Detail) - USD ($) | 12 Months Ended | ||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | |
Diligence fees | 0.12% | ||
Incentive fees payable to Managing Owner | $ 382,136 | $ 6,665,328 | |
Management Fees | 402,943 | 468,154 | |
Interest payable to Managing Owner | 162,121 | 203,086 | |
Trading fees payable to Managing Owner | 282,522 | 324,854 | |
Incentive Fees | 5,723,374 | 11,993,289 | $ 2,300,285 |
Management Fees | 5,028,224 | 5,857,792 | 8,403,814 |
Trading Fees | $ 3,452,315 | 3,327,096 | 5,588,902 |
Bornhoft Group Corporation [Member] | |||
Managing Owner pays to Bornhoft Group Corporation, monthly fee of NAV of the Trust | 0.10% | ||
Monthly service fee for investment and advisor services | 268,281 | 1,113,677 | |
Bornhoft Group Corporation [Member] | First Year [Member] | |||
Monthly service fee for investment and advisor services | $ 1,100,000 | ||
Bornhoft Group Corporation [Member] | Second Year [Member] | |||
Monthly service fee for investment and advisor services | 600,000 | ||
Bornhoft Group Corporation [Member] | Third Year [Member] | |||
Monthly service fee for investment and advisor services | 300,000 | ||
Equinox Financial Group [Member] | |||
Management Fees | 955,000 | 1,040,000 | 1,415,000 |
Solon Capital, LLC [Member] | |||
Managing and marketing services fee payment | $ 623,715 | 1,136,465 | 1,813,029 |
The Series of Equinox Frontier Funds [Member] | |||
Managing Owner contributions to Series percent | 1.00% | ||
Minimum purchase commitment | 1.00% | ||
Interest income payment to managing owner | $ 2,237,965 | 2,341,213 | 5,133,860 |
The Series of Equinox Frontier Funds [Member] | Class 1, Class 1AP or Class 1a [Member] | |||
Service fee paid to managing owner for payment to selling agents | 3.00% | ||
Equinox Frontier Balanced Fund [Member] | |||
Incentive Fees | 25.00% | ||
Prepaid service fees paid or owing | $ 9,135 | (2,794) | (8,006) |
Incentive fees payable to Managing Owner | 106,563 | 1,793,318 | |
Management Fees | 80,574 | 101,208 | |
Interest payable to Managing Owner | 77,642 | 84,976 | |
Trading fees payable to Managing Owner | 57,450 | 66,037 | |
Trailing service fees payable to Managing Owner | 145,576 | 167,151 | |
Incentive Fees | 1,707,167 | 3,620,437 | 1,348,994 |
Management Fees | 1,029,988 | 1,092,555 | 1,556,049 |
Service Fees-Class 1 | 2,113,776 | 2,027,439 | 3,292,195 |
Trading Fees | $ 740,451 | 694,288 | 1,153,606 |
Equinox Frontier Balanced Fund [Member] | Maximum [Member] | |||
Trading fees | 0.75% | ||
Equinox Frontier Balanced Fund [Member] | Class 1a and Class 2a [Member] | |||
Managing Owner contributions to Series percent | 1.00% | ||
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 20.00% | ||
Equinox Frontier Balanced Fund [Member] | Class 1, Class 2 and Class 3 [Member] | |||
Annual rate of management fees | 0.50% | ||
Equinox Frontier Balanced Fund [Member] | Class, Class 1AP and Class 2 [Member] | Maximum [Member] | |||
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 2.00% | ||
Equinox Frontier Balanced Fund [Member] | Class1 and Class 2 [Member] | Maximum [Member] | |||
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 2.00% | ||
Equinox Frontier Balanced Fund [Member] | Class 1a, Class 2a and Class 3a [Member] | |||
Annual rate of management fees | 1.00% | ||
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 20.00% | ||
Equinox Frontier Long/Short Commodity Fund [Member] | |||
Incentive Fees | 20.00% | ||
Prepaid service fees paid or owing | $ 1,006 | (345) | 2,379 |
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 20.00% | ||
Incentive fees payable to Managing Owner | $ 28,408 | 158,660 | |
Management Fees | 48,210 | 45,361 | |
Interest payable to Managing Owner | 1,368 | 3,713 | |
Trading fees payable to Managing Owner | 17,129 | 24,436 | |
Trailing service fees payable to Managing Owner | 6,841 | 10,562 | |
Incentive Fees | 322,090 | 253,177 | |
Management Fees | 532,836 | 821,891 | 2,055,684 |
Service Fees-Class 1 | 109,284 | 132,136 | 307,350 |
Trading Fees | $ 243,193 | 280,737 | 658,060 |
Equinox Frontier Long/Short Commodity Fund [Member] | Maximum [Member] | |||
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 20.00% | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 1a and Class 2a [Member] | |||
Diligence fees | 0.12% | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 1a and Class 2a [Member] | Maximum [Member] | |||
Trading fees | 2.25% | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 1, Class 2 and Class 3 [Member] | |||
Annual rate of management fees | 3.50% | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 1, Class 2 and Class 3 [Member] | Maximum [Member] | |||
Trading fees | 0.75% | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 1, Class 1AP, Class 2 And Class 3 [Member] | Maximum [Member] | |||
Trading fees | 0.75% | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 1a, Class 2a and Class 3a [Member] | |||
Annual rate of management fees | 2.00% | ||
Equinox Frontier Select Fund [Member] | |||
Annual rate of management fees | 2.50% | ||
Incentive Fees | 20.00% | ||
Prepaid service fees paid or owing | $ 511 | (507) | (158) |
Incentive fees payable to Managing Owner | 185,791 | ||
Management Fees | 22,884 | 27,835 | |
Interest payable to Managing Owner | 3,549 | 13,263 | |
Trading fees payable to Managing Owner | 8,515 | 10,119 | |
Trailing service fees payable to Managing Owner | 29,092 | 32,520 | |
Incentive Fees | 158,971 | 363,142 | |
Management Fees | 304,539 | 496,959 | 626,553 |
Service Fees-Class 1 | 395,169 | 394,486 | 575,265 |
Trading Fees | $ 110,262 | 109,839 | 163,311 |
Equinox Frontier Select Fund [Member] | Maximum [Member] | |||
Trading fees | 0.75% | ||
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 2.00% | ||
Equinox Frontier Winton Fund [Member] | |||
Annual rate of management fees | 2.00% | ||
Incentive Fees | 20.00% | ||
Prepaid service fees paid or owing | $ 15,177 | (11,403) | (2,653) |
Incentive fees payable to Managing Owner | 1,178,364 | ||
Management Fees | 93,171 | 114,823 | |
Interest payable to Managing Owner | 49,624 | 63,722 | |
Trading fees payable to Managing Owner | 22,405 | 26,690 | |
Trailing service fees payable to Managing Owner | 44,422 | 52,753 | |
Incentive Fees | 715,409 | 1,800,488 | 128,097 |
Management Fees | 1,199,380 | 1,172,990 | 1,062,550 |
Service Fees-Class 1 | 764,354 | 724,365 | 857,710 |
Trading Fees | $ 288,023 | 263,069 | 292,162 |
Equinox Frontier Winton Fund [Member] | Maximum [Member] | |||
Trading fees | 0.75% | ||
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 2.00% | ||
Equinox Frontier Heritage Fund [Member] | |||
Annual rate of management fees | 2.50% | ||
Incentive Fees | 20.00% | ||
Prepaid service fees paid or owing | $ 1,238 | (1,902) | (544) |
Incentive fees payable to Managing Owner | 239,327 | ||
Management Fees | 21,490 | 27,944 | |
Interest payable to Managing Owner | 11,066 | 14,543 | |
Trading fees payable to Managing Owner | 7,457 | 8,676 | |
Trailing service fees payable to Managing Owner | 18,807 | 20,964 | |
Incentive Fees | 132,676 | 370,450 | 15,411 |
Management Fees | 280,570 | 327,702 | 366,837 |
Service Fees-Class 1 | 287,946 | 270,399 | 423,800 |
Trading Fees | $ 96,359 | 88,113 | 132,205 |
Equinox Frontier Heritage Fund [Member] | Maximum [Member] | |||
Trading fees | 0.75% | ||
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 2.00% | ||
Equinox Frontier Diversified Fund [Member] | |||
Annual rate of management fees | 0.75% | ||
Diligence fees | 0.12% | ||
Incentive Fees | 25.00% | ||
Prepaid service fees paid or owing | $ 245 | (3,407) | (7,050) |
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 20.00% | ||
Incentive fees payable to Managing Owner | $ 204,914 | 2,387,825 | |
Management Fees | 81,940 | 86,486 | |
Interest payable to Managing Owner | 11,661 | 16,168 | |
Trading fees payable to Managing Owner | 121,065 | 132,984 | |
Trailing service fees payable to Managing Owner | 17,020 | 34,905 | |
Incentive Fees | 2,068,435 | 4,461,365 | 760,048 |
Management Fees | 983,948 | 1,042,209 | 1,417,230 |
Service Fees-Class 1 | 412,335 | 499,021 | 1,000,514 |
Trading Fees | $ 1,394,350 | 1,287,161 | 2,113,117 |
Equinox Frontier Diversified Fund [Member] | Maximum [Member] | |||
Trading fees | 2.25% | ||
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 20.00% | ||
Equinox Frontier Masters Fund [Member] | |||
Annual rate of management fees | 2.00% | ||
Diligence fees | 0.12% | ||
Incentive Fees | 20.00% | ||
Prepaid service fees paid or owing | $ (2,196) | 989 | (2,196) |
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 20.00% | ||
Incentive fees payable to Managing Owner | $ 42,251 | 722,043 | |
Management Fees | 54,674 | 64,497 | |
Interest payable to Managing Owner | 4,957 | 6,898 | |
Trading fees payable to Managing Owner | 48,501 | 55,912 | |
Trailing service fees payable to Managing Owner | 12,098 | 17,260 | |
Incentive Fees | 618,626 | 1,123,545 | |
Management Fees | 696,963 | 903,032 | 1,271,594 |
Service Fees-Class 1 | 226,790 | 309,234 | 639,244 |
Trading Fees | $ 579,677 | 603,389 | 1,045,459 |
Equinox Frontier Masters Fund [Member] | Maximum [Member] | |||
Trading fees | 2.25% | ||
Aggregate interest income from all sources, including assets held at clearing brokers is paid to the Managing Owner | 20.00% | ||
Equinox Frontier Funds [Member] | |||
Managing Owner contributions to Series percent | 1.00% | ||
Minimum purchase commitment | 1.00% | ||
Incentive fees payable to Managing Owner | $ 382,136 | 6,665,328 | |
Management Fees | 402,943 | 468,154 | |
Interest payable to Managing Owner | 162,121 | 203,086 | |
Trading fees payable to Managing Owner | 282,522 | 324,854 | |
Trailing service fees payable to Managing Owner | 273,856 | 336,115 | |
Incentive Fees | 5,723,374 | 11,993,289 | 2,300,285 |
Management Fees | 5,028,224 | 5,857,792 | 8,403,814 |
Service Fees-Class 1 | 4,309,654 | 4,357,428 | 7,118,910 |
Trading Fees | 3,452,315 | 3,327,096 | 5,588,902 |
Prepaid service fees received or receivable | 28,202 | (19,369) | (18,328) |
Interest income payment to managing owner | $ 2,237,965 | 2,341,213 | 5,133,860 |
Equinox Frontier Funds [Member] | Bornhoft Group Corporation [Member] | |||
Managing Owner pays to Bornhoft Group Corporation, monthly fee of NAV of the Trust | 0.10% | ||
Monthly service fee for investment and advisor services | 268,281 | 1,113,677 | |
Equinox Frontier Funds [Member] | Bornhoft Group Corporation [Member] | First Year [Member] | |||
Monthly service fee for investment and advisor services | $ 1,100,000 | ||
Equinox Frontier Funds [Member] | Bornhoft Group Corporation [Member] | Second Year [Member] | |||
Monthly service fee for investment and advisor services | 600,000 | ||
Equinox Frontier Funds [Member] | Bornhoft Group Corporation [Member] | Third Year [Member] | |||
Monthly service fee for investment and advisor services | 300,000 | ||
Equinox Frontier Funds [Member] | Equinox Financial Group [Member] | |||
Management Fees | 955,000 | 1,040,000 | 1,415,000 |
Equinox Frontier Funds [Member] | Solon Capital, LLC [Member] | |||
Managing and marketing services fee payment | $ 623,715 | $ 1,136,465 | $ 1,813,029 |
Equinox Frontier Funds [Member] | Class 1, Class 1AP or Class 1a [Member] | |||
Service fee paid to managing owner for payment to selling agents | 3.00% |
Transactions with Affiliates 38
Transactions with Affiliates - Fees Earned by Managing owner (Detail) - USD ($) | 12 Months Ended | ||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | |
Management Fees Provided For Service [Line Items] | |||
Incentive Fee | $ 5,723,374 | $ 11,993,289 | $ 2,300,285 |
Management Fee | 5,028,224 | 5,857,792 | 8,403,814 |
Trading Fee | 3,452,315 | 3,327,096 | 5,588,902 |
Equinox Frontier Diversified Fund [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Incentive Fee | 2,068,435 | 4,461,365 | 760,048 |
Management Fee | 983,948 | 1,042,209 | 1,417,230 |
Service Fee | 412,335 | 499,021 | 1,000,514 |
Trading Fee | 1,394,350 | 1,287,161 | 2,113,117 |
Equinox Frontier Masters Fund [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Incentive Fee | 618,626 | 1,123,545 | |
Management Fee | 696,963 | 903,032 | 1,271,594 |
Service Fee | 226,790 | 309,234 | 639,244 |
Trading Fee | 579,677 | 603,389 | 1,045,459 |
Equinox Frontier Long/Short Commodity Fund [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Incentive Fee | 322,090 | 253,177 | |
Management Fee | 532,836 | 821,891 | 2,055,684 |
Service Fee | 109,284 | 132,136 | 307,350 |
Trading Fee | 243,193 | 280,737 | 658,060 |
Equinox Frontier Balanced Fund [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Incentive Fee | 1,707,167 | 3,620,437 | 1,348,994 |
Management Fee | 1,029,988 | 1,092,555 | 1,556,049 |
Service Fee | 2,113,776 | 2,027,439 | 3,292,195 |
Trading Fee | 740,451 | 694,288 | 1,153,606 |
Equinox Frontier Select Fund [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Incentive Fee | 158,971 | 363,142 | |
Management Fee | 304,539 | 496,959 | 626,553 |
Service Fee | 395,169 | 394,486 | 575,265 |
Trading Fee | 110,262 | 109,839 | 163,311 |
Equinox Frontier Winton Fund [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Incentive Fee | 715,409 | 1,800,488 | 128,097 |
Management Fee | 1,199,380 | 1,172,990 | 1,062,550 |
Service Fee | 764,354 | 724,365 | 857,710 |
Trading Fee | 288,023 | 263,069 | 292,162 |
Equinox Frontier Heritage Fund [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Incentive Fee | 132,676 | 370,450 | 15,411 |
Management Fee | 280,570 | 327,702 | 366,837 |
Service Fee | 287,946 | 270,399 | 423,800 |
Trading Fee | $ 96,359 | $ 88,113 | $ 132,205 |
Transactions with Affiliates 39
Transactions with Affiliates - Fees Payable to Managing owner (Detail) - USD ($) | Dec. 31, 2015 | Dec. 31, 2014 |
Management Fees Provided For Service [Line Items] | ||
Incentive Fees | $ 382,136 | $ 6,665,328 |
Management Fees | 402,943 | 468,154 |
Trading Fees | 282,522 | 324,854 |
Equinox Frontier Diversified Fund [Member] | ||
Management Fees Provided For Service [Line Items] | ||
Incentive Fees | 204,914 | 2,387,825 |
Management Fees | 81,940 | 86,486 |
Interest Fees | 11,661 | 14,140 |
Service Fees | 17,020 | 34,905 |
Trading Fees | 121,065 | 132,984 |
Equinox Frontier Masters Fund [Member] | ||
Management Fees Provided For Service [Line Items] | ||
Incentive Fees | 42,251 | 722,043 |
Management Fees | 54,674 | 64,497 |
Interest Fees | 4,957 | 6,898 |
Service Fees | 12,098 | 17,260 |
Trading Fees | 48,501 | 55,912 |
Equinox Frontier Long/Short Commodity Fund [Member] | ||
Management Fees Provided For Service [Line Items] | ||
Incentive Fees | 28,408 | 158,660 |
Management Fees | 48,210 | 45,361 |
Interest Fees | 1,368 | 3,713 |
Service Fees | 6,841 | 10,562 |
Trading Fees | 17,129 | 24,436 |
Equinox Frontier Balanced Fund [Member] | ||
Management Fees Provided For Service [Line Items] | ||
Incentive Fees | 106,563 | 1,793,318 |
Management Fees | 80,574 | 101,208 |
Interest Fees | 77,642 | 84,976 |
Service Fees | 145,576 | 167,151 |
Trading Fees | 57,450 | 66,037 |
Equinox Frontier Select Fund [Member] | ||
Management Fees Provided For Service [Line Items] | ||
Incentive Fees | 185,791 | |
Management Fees | 22,884 | 27,835 |
Interest Fees | 3,549 | 13,263 |
Service Fees | 29,092 | 32,520 |
Trading Fees | 8,515 | 10,119 |
Equinox Frontier Winton Fund [Member] | ||
Management Fees Provided For Service [Line Items] | ||
Incentive Fees | 1,178,364 | |
Management Fees | 93,171 | 114,823 |
Interest Fees | 49,624 | 63,722 |
Service Fees | 44,422 | 52,753 |
Trading Fees | 22,405 | 26,690 |
Equinox Frontier Heritage Fund [Member] | ||
Management Fees Provided For Service [Line Items] | ||
Incentive Fees | 239,327 | |
Management Fees | 21,490 | 27,944 |
Interest Fees | 11,066 | 14,543 |
Service Fees | 18,807 | 20,964 |
Trading Fees | $ 7,457 | $ 8,676 |
Transactions with Affiliates 40
Transactions with Affiliates - Gross Interest Paid to the Managing owner (Detail) - USD ($) | 12 Months Ended | ||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | |
Equinox Frontier Diversified Fund [Member] | Class 1 [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 42,063 | $ 56,582 | $ 181,530 |
Ratio to average net assets | 0.26% | 0.30% | 0.41% |
Equinox Frontier Diversified Fund [Member] | Class 2 [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 88,023 | $ 81,752 | $ 177,826 |
Ratio to average net assets | 0.26% | 0.28% | 0.40% |
Equinox Frontier Diversified Fund [Member] | Class 3 [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 20,751 | $ 6,433 | |
Ratio to average net assets | 0.25% | 0.19% | |
Equinox Frontier Masters Fund [Member] | Class 1 [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 27,443 | $ 42,395 | $ 131,340 |
Ratio to average net assets | 0.27% | 0.36% | 0.43% |
Equinox Frontier Masters Fund [Member] | Class 2 [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 22,999 | $ 25,486 | $ 61,324 |
Ratio to average net assets | 0.27% | 0.31% | 0.44% |
Equinox Frontier Masters Fund [Member] | Class 3 [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 14,793 | $ 6,663 | $ (5,941) |
Ratio to average net assets | 0.27% | 0.23% | (2.42%) |
Equinox Frontier Long/Short Commodity Fund [Member] | Class 2 [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 2,633 | $ 4,779 | $ 22,307 |
Ratio to average net assets | 0.22% | 0.36% | 0.47% |
Equinox Frontier Long/Short Commodity Fund [Member] | Class 3 [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 15,721 | $ 22,800 | $ 105,031 |
Ratio to average net assets | 0.22% | 0.31% | 0.86% |
Equinox Frontier Long/Short Commodity Fund [Member] | Class 1a [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 11,732 | $ 18,852 | $ 70,738 |
Ratio to average net assets | 0.22% | 0.32% | 0.49% |
Equinox Frontier Long/Short Commodity Fund [Member] | Class 2a [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 3,498 | $ 6,122 | $ 37,950 |
Ratio to average net assets | 0.22% | 0.35% | 0.52% |
Equinox Frontier Long/Short Commodity Fund [Member] | Class 3a [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 1,695 | $ 1,454 | |
Ratio to average net assets | 0.21% | 0.27% | |
Equinox Frontier Balanced Fund [Member] | Class 1 [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 805,984 | $ 846,398 | $ 2,035,387 |
Ratio to average net assets | 1.15% | 1.34% | 1.86% |
Equinox Frontier Balanced Fund [Member] | Class 2 [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 278,159 | $ 275,448 | $ 750,916 |
Ratio to average net assets | 1.14% | 1.34% | 1.87% |
Equinox Frontier Balanced Fund [Member] | Class 2a [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 1,311 | $ 1,252 | $ 14,505 |
Ratio to average net assets | 0.23% | 0.25% | 1.86% |
Equinox Frontier Balanced Fund [Member] | Class 3a [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 5,976 | $ 5,429 | $ 51,031 |
Ratio to average net assets | 0.23% | 0.26% | 1.84% |
Equinox Frontier Balanced Fund [Member] | Class 1AP [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 8,750 | $ 3,342 | |
Ratio to average net assets | 1.14% | 0.02% | |
Equinox Frontier Select Fund [Member] | Class 1 [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 65,986 | $ 152,289 | $ 363,902 |
Ratio to average net assets | 0.50% | 1.22% | 1.90% |
Equinox Frontier Select Fund [Member] | Class 2 [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 7,429 | $ 17,051 | $ 49,789 |
Ratio to average net assets | 0.50% | 1.23% | 1.92% |
Equinox Frontier Select Fund [Member] | Class 1AP [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 244 | $ 223 | |
Ratio to average net assets | 0.50% | 0.00% | |
Equinox Frontier Winton Fund [Member] | Class 1 [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 450,697 | $ 418,922 | $ 551,889 |
Ratio to average net assets | 1.77% | 1.82% | 1.93% |
Equinox Frontier Winton Fund [Member] | Class 2 [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 209,259 | $ 188,681 | $ 197,408 |
Ratio to average net assets | 1.62% | 1.75% | 1.91% |
Equinox Frontier Winton Fund [Member] | Class 1AP [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 676 | $ 544 | |
Ratio to average net assets | 1.77% | 0.02% | |
Equinox Frontier Heritage Fund [Member] | Class 1 [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 113,684 | $ 121,694 | $ 270,150 |
Ratio to average net assets | 1.19% | 1.45% | 1.91% |
Equinox Frontier Heritage Fund [Member] | Class 2 [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 37,732 | $ 36,285 | $ 66,778 |
Ratio to average net assets | 1.18% | 1.36% | 1.91% |
Equinox Frontier Heritage Fund [Member] | Class 1AP [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 726 | $ 337 | |
Ratio to average net assets | 1.18% | 0.01% | |
The Series of Equinox Frontier Funds [Member] | |||
Management Fees Provided For Service [Line Items] | |||
Gross amount paid to the managing owner | $ 2,237,965 | $ 2,341,213 | $ 5,133,860 |
Financial Highlights - Financia
Financial Highlights - Financial Highlights of Trust (Detail) - $ / shares | 12 Months Ended | ||||||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | |||||
Financial Highlights [Line Items] | |||||||
Net investment gain/(loss) | [1] | (6.70%) | (9.32%) | (4.72%) | |||
Expenses before incentive fees | [2] | 4.90% | 5.17% | 5.18% | |||
Expenses after incentive fees | [2] | 7.10% | 9.75% | 5.75% | |||
Total return before incentive fees | [3] | 0.60% | 25.23% | (7.08%) | |||
Total return after incentive fees | [3] | (1.60%) | 20.65% | (7.64%) | |||
Equinox Frontier Diversified Fund [Member] | Class 1 [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 113.09 | [4] | $ 87.10 | [4] | $ 94.40 | |
Interest income | [5] | 1.25 | 0.94 | [4] | 1.53 | ||
Expenses | [5] | (12.26) | (13.06) | [4] | (6.23) | ||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 13.46 | 38.11 | [4] | (2.60) | ||
Net income/(loss) | [5] | 2.43 | 25.99 | [4] | (7.30) | ||
Net asset value per unit, Ending balance | [5] | $ 115.52 | $ 113.09 | [4] | $ 87.10 | [4] | |
Net investment gain/(loss) | (9.10%) | [2] | (13.72%) | [1],[4] | (5.34%) | [1] | |
Expenses before incentive fees | [2] | 6.60% | 6.62% | [4] | 6.22% | ||
Expenses after incentive fees | [2] | 10.13% | 14.78% | [4] | 7.07% | ||
Total return before incentive fees | [6] | 5.68% | [2] | 38.00% | [4] | (6.88%) | |
Total return after incentive fees | [6] | 2.15% | [2] | 29.84% | [4] | (7.73%) | |
Equinox Frontier Diversified Fund [Member] | Class 2 [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 124.67 | [4] | $ 94.35 | [4] | $ 100.48 | |
Interest income | [5] | 1.38 | 1.03 | [4] | 1.64 | ||
Expenses | [5] | (10.18) | (12.11) | [4] | (4.55) | ||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 13.73 | 41.40 | [4] | (3.22) | ||
Net income/(loss) | [5] | 4.93 | 30.32 | [4] | (6.13) | ||
Net asset value per unit, Ending balance | [5] | $ 129.60 | $ 124.67 | [4] | $ 94.35 | [4] | |
Net investment gain/(loss) | (6.56%) | [2] | (11.36%) | [1],[4] | (3.08%) | [1] | |
Expenses before incentive fees | [2] | 4.06% | 4.26% | [4] | 3.96% | ||
Expenses after incentive fees | [2] | 7.59% | 12.41% | [4] | 4.82% | ||
Total return before incentive fees | [6] | 7.49% | [2] | 40.29% | [4] | (5.25%) | |
Total return after incentive fees | [6] | 3.95% | [2] | 32.14% | [4] | (6.10%) | |
Equinox Frontier Diversified Fund [Member] | Class 3 [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [4],[5] | $ 115.03 | $ 84.21 | ||||
Interest income | [5] | 1.27 | 1.01 | [4] | |||
Expenses | [5] | (9.38) | (11.89) | [4] | |||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 12.95 | 41.70 | [4] | |||
Net income/(loss) | [5] | 4.84 | 30.82 | [4] | |||
Net asset value per unit, Ending balance | [5] | $ 119.87 | $ 115.03 | [4] | $ 84.21 | [4] | |
Net investment gain/(loss) | (6.56%) | [2] | (11.36%) | [1],[4] | |||
Expenses before incentive fees | [2] | 4.06% | 4.26% | [4] | |||
Expenses after incentive fees | [2] | 7.59% | 12.41% | [4] | |||
Total return before incentive fees | [6] | 7.74% | [2] | 44.75% | [4] | ||
Total return after incentive fees | [6] | 4.21% | [2] | 36.60% | [4] | ||
Equinox Frontier Masters Fund [Member] | Class 1 [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 116.61 | $ 91.83 | 101.11 | |||
Interest income | [5] | 1.26 | 1.08 | 1.66 | |||
Expenses | [5] | (11.75) | (11.55) | (7.08) | |||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 6.75 | 35.25 | (3.86) | |||
Net income/(loss) | [5] | (3.74) | 24.78 | (9.28) | |||
Net asset value per unit, Ending balance | [5] | $ 112.87 | $ 116.61 | $ 91.83 | |||
Net investment gain/(loss) | (8.92%) | [2] | (11.32%) | [1] | (5.62%) | [1] | |
Expenses before incentive fees | [2] | 7.45% | 8.08% | 7.34% | |||
Expenses after incentive fees | [2] | 9.99% | 12.49% | 7.34% | |||
Total return before incentive fees | [6] | (0.67%) | [2] | 31.40% | (9.18%) | ||
Total return after incentive fees | [6] | (3.21%) | [2] | 26.98% | (9.18%) | ||
Equinox Frontier Masters Fund [Member] | Class 2 [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 128.53 | $ 99.46 | $ 107.61 | |||
Interest income | [5] | 1.39 | 1.19 | 1.78 | |||
Expenses | [5] | (10.13) | (10.53) | (5.42) | |||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 6.81 | 38.41 | (4.51) | |||
Net income/(loss) | [5] | (1.93) | 29.07 | (8.15) | |||
Net asset value per unit, Ending balance | [5] | $ 126.60 | $ 128.53 | $ 99.46 | |||
Net investment gain/(loss) | (6.70%) | [2] | (9.17%) | [1] | (3.51%) | [1] | |
Expenses before incentive fees | [2] | 5.23% | 5.92% | 5.23% | |||
Expenses after incentive fees | [2] | 7.77% | 10.34% | 5.23% | |||
Total return before incentive fees | [6] | 1.03% | [2] | 33.64% | (7.57%) | ||
Total return after incentive fees | [6] | (1.50%) | [2] | 29.23% | (7.57%) | ||
Equinox Frontier Masters Fund [Member] | Class 3 [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 119.06 | $ 91.91 | $ 88.01 | |||
Interest income | [5] | 1.29 | 1.16 | 2.25 | |||
Expenses | [5] | (9.34) | (10.27) | (4.74) | |||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 6.56 | 36.26 | 6.38 | |||
Net income/(loss) | [5] | (1.49) | 27.15 | 3.90 | |||
Net asset value per unit, Ending balance | [5] | $ 117.57 | $ 119.06 | $ 91.91 | |||
Net investment gain/(loss) | (6.70%) | [2] | (9.17%) | [1] | (2.74%) | [1] | |
Expenses before incentive fees | [2] | 5.23% | 5.92% | 5.23% | |||
Expenses after incentive fees | [2] | 7.77% | 10.34% | 5.23% | |||
Total return before incentive fees | [6] | 1.28% | [2] | 33.96% | 4.43% | ||
Total return after incentive fees | [6] | (1.25%) | [2] | 29.54% | 4.43% | ||
Equinox Frontier Long/Short Commodity Fund [Member] | Class 2 [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 138.30 | $ 125.26 | [7] | $ 145.65 | [7] | |
Interest income | [5] | 1.30 | 1.47 | 3.15 | [7] | ||
Expenses | [5] | (10.10) | (9.22) | (9.03) | [7] | ||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 2.60 | 20.79 | (14.51) | [7] | ||
Net income/(loss) | [5] | (6.20) | 13.04 | (20.39) | [7] | ||
Net asset value per unit, Ending balance | [5] | $ 132.10 | $ 138.30 | $ 125.26 | [7] | ||
Net investment gain/(loss) | (6.03%) | [2] | (6.27%) | [1] | (4.55%) | [1],[7] | |
Expenses before incentive fees | [2] | 4.89% | 6.06% | 6.98% | [7] | ||
Expenses after incentive fees | [2] | 6.91% | 7.46% | 6.98% | [7] | ||
Total return before incentive fees | [6] | (2.46%) | [2] | 11.80% | (14.00%) | [7] | |
Total return after incentive fees | [6] | (4.48%) | [2] | 10.41% | (14.00%) | [7] | |
Equinox Frontier Long/Short Commodity Fund [Member] | Class 3 [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 138.34 | $ 125.30 | [7] | $ 145.69 | [7] | |
Interest income | [5] | 1.30 | 1.47 | 2.93 | [7] | ||
Expenses | [5] | (10.10) | (9.26) | (8.41) | [7] | ||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 2.60 | 20.83 | (14.91) | [7] | ||
Net income/(loss) | [5] | (6.20) | 13.04 | (20.39) | [7] | ||
Net asset value per unit, Ending balance | [5] | $ 132.14 | $ 138.34 | $ 125.30 | [7] | ||
Net investment gain/(loss) | (6.03%) | [2] | (6.27%) | [1] | (4.55%) | [1],[7] | |
Expenses before incentive fees | [2] | 4.89% | 6.06% | 6.98% | [7] | ||
Expenses after incentive fees | [2] | 6.91% | 7.46% | 6.98% | [7] | ||
Total return before incentive fees | [6] | (2.45%) | [2] | 11.80% | (14.00%) | [7] | |
Total return after incentive fees | [6] | (4.48%) | [2] | 10.41% | (14.00%) | [7] | |
Equinox Frontier Long/Short Commodity Fund [Member] | Class 1a [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 101.12 | $ 92.73 | [7] | $ 108.58 | [7] | |
Interest income | [5] | 0.94 | 1.09 | 2.48 | [7] | ||
Expenses | [5] | (9.53) | (8.72) | (9.30) | [7] | ||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 2.23 | 16.02 | (9.03) | [7] | ||
Net income/(loss) | [5] | (6.36) | 8.39 | (15.85) | [7] | ||
Net asset value per unit, Ending balance | [5] | $ 94.76 | $ 101.12 | $ 92.73 | [7] | ||
Net investment gain/(loss) | (8.11%) | [2] | (8.35%) | [1] | (6.68%) | [1],[7] | |
Expenses before incentive fees | [2] | 6.97% | 8.15% | 9.11% | [7] | ||
Expenses after incentive fees | [2] | 9.00% | 9.54% | 9.11% | [7] | ||
Total return before incentive fees | [6] | (4.26%) | [2] | 10.44% | (14.60%) | [7] | |
Total return after incentive fees | [6] | (6.29%) | [2] | 9.05% | (14.60%) | [7] | |
Equinox Frontier Long/Short Commodity Fund [Member] | Class 2a [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 111.35 | $ 100.34 | [7] | $ 115.45 | [7] | |
Interest income | [5] | 1.04 | 1.18 | 2.69 | [7] | ||
Expenses | [5] | (8.12) | (7.40) | (7.72) | [7] | ||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 1.92 | 17.23 | (10.08) | [7] | ||
Net income/(loss) | [5] | (5.16) | 11.01 | (15.11) | [7] | ||
Net asset value per unit, Ending balance | [5] | $ 106.19 | $ 111.35 | $ 100.34 | [7] | ||
Net investment gain/(loss) | (6.03%) | [2] | (6.27%) | [1] | (4.55%) | [1],[7] | |
Expenses before incentive fees | [2] | 4.89% | 6.06% | 6.98% | [7] | ||
Expenses after incentive fees | [2] | 6.91% | 7.46% | 6.98% | [7] | ||
Total return before incentive fees | [6] | (2.61%) | [2] | 12.37% | (13.09%) | [7] | |
Total return after incentive fees | [6] | (4.63%) | [2] | 10.97% | (13.09%) | [7] | |
Equinox Frontier Long/Short Commodity Fund [Member] | Class 3a [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 111.77 | $ 100.47 | [7] | $ 109.60 | [7] | |
Interest income | [5] | 1.04 | 1.22 | 2.46 | [7] | ||
Expenses | [5] | (8.06) | (7.64) | (7.06) | [7] | ||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 2.11 | 17.72 | (4.53) | [7] | ||
Net income/(loss) | [5] | (4.91) | 11.30 | (9.13) | [7] | ||
Net asset value per unit, Ending balance | [5] | $ 106.86 | $ 111.77 | $ 100.47 | [7] | ||
Net investment gain/(loss) | (6.03%) | [2] | (6.27%) | [1] | (4.55%) | [1],[7] | |
Expenses before incentive fees | [2] | 4.78% | 6.02% | 6.98% | [7] | ||
Expenses after incentive fees | [2] | 6.91% | 7.46% | 6.98% | [7] | ||
Total return before incentive fees | [6] | (2.26%) | [2] | 12.68% | (8.33%) | [7] | |
Total return after incentive fees | [6] | (4.39%) | [2] | 11.25% | (8.33%) | [7] | |
Equinox Frontier Balanced Fund [Member] | Class 1 [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 131.54 | [8] | $ 106.29 | [8] | $ 116.32 | |
Interest income | [5] | 0.04 | 0.03 | [8] | 0.20 | ||
Expenses | [5] | (8.91) | (9.48) | [8] | (6.13) | ||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 5.36 | 34.70 | [8] | (4.10) | ||
Net income/(loss) | [5] | (3.51) | 25.25 | [8] | (10.03) | ||
Net asset value per unit, Ending balance | [5] | $ 128.03 | $ 131.54 | [8] | $ 106.29 | [8] | |
Net investment gain/(loss) | (6.50%) | [2] | (8.79%) | [1],[8] | (5.47%) | [1] | |
Expenses before incentive fees | [2] | 4.80% | 4.92% | [8] | 4.77% | ||
Expenses after incentive fees | [2] | 6.53% | 8.82% | [8] | 5.65% | ||
Total return before incentive fees | [6] | (0.94%) | [2] | 27.65% | [8] | (7.74%) | |
Total return after incentive fees | [6] | (2.67%) | [2] | 23.76% | [8] | (8.62%) | |
Equinox Frontier Balanced Fund [Member] | Class 2 [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 179.16 | [8] | $ 140.49 | [8] | $ 149.20 | |
Interest income | [5] | 0.06 | 0.04 | [8] | 0.26 | ||
Expenses | [5] | (6.65) | (8.38) | [8] | (3.73) | ||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 7.12 | 47.01 | [8] | (5.24) | ||
Net income/(loss) | [5] | 0.53 | 38.67 | [8] | (8.71) | ||
Net asset value per unit, Ending balance | [5] | $ 179.69 | $ 179.16 | [8] | $ 140.49 | [8] | |
Net investment gain/(loss) | (3.50%) | [2] | (5.79%) | [1],[8] | (2.46%) | [1] | |
Expenses before incentive fees | [2] | 1.80% | 1.92% | [8] | 1.77% | ||
Expenses after incentive fees | [2] | 3.53% | 5.82% | [8] | 2.65% | ||
Total return before incentive fees | [6] | 2.03% | [2] | 31.42% | [8] | (4.96%) | |
Total return after incentive fees | [6] | 0.30% | [2] | 27.53% | [8] | (5.84%) | |
Equinox Frontier Balanced Fund [Member] | Class 2a [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 153.02 | [8] | $ 118.80 | [8] | $ 124.36 | |
Interest income | [5] | 0.05 | 0.04 | [8] | 0.22 | ||
Expenses | [5] | (5.70) | (7.17) | [8] | (3.13) | ||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 7.51 | 41.35 | [8] | (2.65) | ||
Net income/(loss) | [5] | 1.86 | 34.22 | [8] | (5.56) | ||
Net asset value per unit, Ending balance | [5] | $ 154.88 | $ 153.02 | [8] | $ 118.80 | [8] | |
Net investment gain/(loss) | (3.50%) | [2] | (5.79%) | [1],[8] | (2.46%) | [1] | |
Expenses before incentive fees | [2] | 1.80% | 1.92% | [8] | 1.77% | ||
Expenses after incentive fees | [2] | 3.53% | 5.82% | [8] | 2.65% | ||
Total return before incentive fees | [6] | 2.95% | [2] | 32.70% | [8] | (3.59%) | |
Total return after incentive fees | [6] | 1.22% | [2] | 28.80% | [8] | (4.47%) | |
Equinox Frontier Balanced Fund [Member] | Class 3a [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 152.52 | [8] | $ 118.41 | [8] | $ 123.96 | |
Interest income | [5] | 0.05 | 0.04 | [8] | 0.22 | ||
Expenses | [5] | (5.68) | (7.13) | [8] | (3.12) | ||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 7.50 | 41.20 | [8] | (2.65) | ||
Net income/(loss) | [5] | 1.85 | 34.11 | [8] | (5.55) | ||
Net asset value per unit, Ending balance | [5] | $ 154.37 | $ 152.52 | [8] | $ 118.41 | [8] | |
Net investment gain/(loss) | (3.50%) | [2] | (5.79%) | [1],[8] | (2.46%) | [1] | |
Expenses before incentive fees | [2] | 1.80% | 1.92% | [8] | 1.77% | ||
Expenses after incentive fees | [2] | 3.53% | 5.82% | [8] | 2.65% | ||
Total return before incentive fees | [6] | 2.95% | [2] | 32.70% | [8] | (3.60%) | |
Total return after incentive fees | [6] | 1.21% | [2] | 28.81% | [8] | (4.48%) | |
Equinox Frontier Balanced Fund [Member] | Class 1AP [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5],[8] | $ 133.20 | $ 102.62 | ||||
Interest income | [5] | 0.04 | 0.03 | [8] | |||
Expenses | [5] | (4.94) | (6.71) | [8] | |||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 5.29 | 37.26 | [8] | |||
Net income/(loss) | [5] | 0.39 | 30.58 | [8] | |||
Net asset value per unit, Ending balance | [5] | $ 133.59 | $ 133.20 | [8] | $ 102.62 | [8] | |
Net investment gain/(loss) | (3.50%) | [2] | (5.79%) | [1],[8] | |||
Expenses before incentive fees | [2] | 1.80% | 1.92% | [8] | |||
Expenses after incentive fees | [2] | 3.53% | 5.82% | [8] | |||
Total return before incentive fees | [6] | 2.02% | [2] | 33.69% | [8] | ||
Total return after incentive fees | [6] | 0.29% | [2] | 29.80% | [8] | ||
Equinox Frontier Select Fund [Member] | Class 1 [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 95.61 | [8] | $ 79.86 | [8] | 78.66 | |
Interest income | [5] | 0 | 0 | [8] | 0.96 | ||
Expenses | [5] | (6.63) | (7.61) | [8] | (5.29) | ||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 1.37 | 23.36 | [8] | 5.53 | ||
Net income/(loss) | [5] | (5.26) | 15.75 | [8] | 1.20 | ||
Net asset value per unit, Ending balance | [5] | $ 90.35 | $ 95.61 | [8] | $ 79.86 | [8] | |
Net investment gain/(loss) | (6.91%) | [2] | (9.61%) | [1],[8] | (5.43%) | [1] | |
Expenses before incentive fees | [2] | 5.82% | 7.14% | [8] | 6.63% | ||
Expenses after incentive fees | [2] | 6.91% | 9.61% | [8] | 6.63% | ||
Total return before incentive fees | [6] | (4.42%) | [2] | 22.20% | [8] | 1.53% | |
Total return after incentive fees | [6] | (5.50%) | [2] | 19.72% | [8] | 1.53% | |
Equinox Frontier Select Fund [Member] | Class 2 [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 128.48 | [8] | $ 104.14 | [8] | $ 99.55 | |
Interest income | [5] | 0 | 0 | [8] | 1.23 | ||
Expenses | [5] | (5.11) | (6.93) | [8] | (3.72) | ||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 1.74 | 31.27 | [8] | 7.08 | ||
Net income/(loss) | [5] | (3.37) | 24.34 | [8] | 4.59 | ||
Net asset value per unit, Ending balance | [5] | $ 125.11 | $ 128.48 | [8] | $ 104.14 | [8] | |
Net investment gain/(loss) | (3.91%) | [2] | (6.61%) | [1],[8] | (2.43%) | [1] | |
Expenses before incentive fees | [2] | 2.82% | 4.14% | [8] | 3.63% | ||
Expenses after incentive fees | [2] | 3.91% | 6.61% | [8] | 3.63% | ||
Total return before incentive fees | [6] | (1.54%) | [2] | 25.85% | [8] | 4.61% | |
Total return after incentive fees | [6] | (2.62%) | [2] | 23.37% | [8] | 4.61% | |
Equinox Frontier Select Fund [Member] | Class 1AP [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5],[8] | $ 96.82 | $ 75.53 | ||||
Interest income | [5] | 0 | 0 | [8] | |||
Expenses | [5] | (3.84) | (5.48) | [8] | |||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 1.30 | 26.77 | [8] | |||
Net income/(loss) | [5] | (2.54) | 21.29 | [8] | |||
Net asset value per unit, Ending balance | [5] | $ 94.28 | $ 96.82 | [8] | $ 75.53 | [8] | |
Net investment gain/(loss) | (3.91%) | [2] | (6.61%) | [1],[8] | |||
Expenses before incentive fees | [2] | 2.82% | 4.14% | [8] | |||
Expenses after incentive fees | [2] | 3.91% | 6.61% | [8] | |||
Total return before incentive fees | [6] | (1.54%) | [2] | 30.66% | [8] | ||
Total return after incentive fees | [6] | (2.62%) | [2] | 28.19% | [8] | ||
Equinox Frontier Winton Fund [Member] | Class 1 [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 175.95 | [8] | $ 139.59 | [8] | 130.73 | |
Interest income | [5] | 0 | 0 | [8] | 0.98 | ||
Expenses | [5] | (15.25) | (17.82) | [8] | (9.15) | ||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 3.47 | 54.18 | [8] | 17.03 | ||
Net income/(loss) | [5] | (11.78) | 36.36 | [8] | 8.86 | ||
Net asset value per unit, Ending balance | [5] | $ 164.17 | $ 175.95 | [8] | $ 139.59 | [8] | |
Net investment gain/(loss) | (8.74%) | [2] | (12.22%) | [1],[8] | (6.08%) | [1] | |
Expenses before incentive fees | [2] | 6.88% | 7.09% | [8] | 6.48% | ||
Expenses after incentive fees | [2] | 8.74% | 12.22% | [8] | 6.81% | ||
Total return before incentive fees | [6] | (4.83%) | [2] | 31.18% | [8] | 7.11% | |
Total return after incentive fees | [6] | (6.70%) | [2] | 26.05% | [8] | 6.78% | |
Equinox Frontier Winton Fund [Member] | Class 2 [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5] | $ 226.23 | [8] | $ 174.17 | [8] | $ 158.30 | |
Interest income | [5] | 0 | 0 | [8] | 1.20 | ||
Expenses | [5] | (13.06) | (17.09) | [8] | (6.29) | ||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 4.34 | 69.15 | [8] | 20.96 | ||
Net income/(loss) | [5] | (8.72) | 52.06 | [8] | 15.87 | ||
Net asset value per unit, Ending balance | [5] | $ 217.51 | $ 226.23 | [8] | $ 174.17 | [8] | |
Net investment gain/(loss) | (5.74%) | [2] | (9.22%) | [1],[8] | (3.08%) | [1] | |
Expenses before incentive fees | [2] | 3.88% | 4.09% | [8] | 3.48% | ||
Expenses after incentive fees | [2] | 5.74% | 9.22% | [8] | 3.81% | ||
Total return before incentive fees | [6] | (1.99%) | [2] | 35.02% | [8] | 10.35% | |
Total return after incentive fees | [6] | (3.85%) | [2] | 29.89% | [8] | 10.03% | |
Equinox Frontier Winton Fund [Member] | Class 1AP [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5],[8] | $ 178.18 | $ 138.93 | ||||
Interest income | [5] | 0 | 0 | [8] | |||
Expenses | [5] | (10.28) | (13.99) | [8] | |||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 3.41 | 53.24 | [8] | |||
Net income/(loss) | [5] | (6.87) | 39.25 | [8] | |||
Net asset value per unit, Ending balance | [5] | $ 171.31 | $ 178.18 | [8] | $ 138.93 | [8] | |
Net investment gain/(loss) | (5.74%) | [2] | (9.22%) | [1],[8] | |||
Expenses before incentive fees | [2] | 3.88% | 4.09% | [8] | |||
Expenses after incentive fees | [2] | 5.74% | 9.22% | [8] | |||
Total return before incentive fees | [6] | (1.99%) | [2] | 33.38% | [8] | ||
Total return after incentive fees | [6] | (3.86%) | [2] | 28.25% | [8] | ||
Equinox Frontier Heritage Fund [Member] | Class 1 [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5],[8] | $ 130.28 | $ 102.05 | 94.55 | |||
Interest income | [5] | 0 | 0 | [8] | 0.61 | [8] | |
Expenses | [5] | (9.27) | (10.02) | [8] | (5.85) | [8] | |
Net gain/(loss) on investments, net of non-controlling interests | [5] | 3.26 | 38.25 | [8] | 12.74 | [8] | |
Net income/(loss) | [5] | (6.01) | 28.23 | [8] | 7.50 | [8] | |
Net asset value per unit, Ending balance | [5] | $ 124.27 | $ 130.28 | [8] | $ 102.05 | [8] | |
Net investment gain/(loss) | (6.97%) | [2] | (9.68%) | [1],[8] | (5.30%) | [1],[8] | |
Expenses before incentive fees | [2] | 5.94% | 6.53% | [8] | 5.84% | [8] | |
Expenses after incentive fees | [2] | 6.97% | 9.68% | [8] | 5.92% | [8] | |
Total return before incentive fees | [6] | (3.58%) | [2] | 30.81% | [8] | 8.02% | [8] |
Total return after incentive fees | [6] | (4.61%) | [2] | 27.66% | [8] | 7.93% | [8] |
Equinox Frontier Heritage Fund [Member] | Class 2 [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5],[8] | $ 176.56 | $ 134.21 | $ 120.67 | |||
Interest income | [5] | 0 | 0 | [8] | 0.79 | [8] | |
Expenses | [5] | (7.26) | (9.27) | [8] | (3.73) | [8] | |
Net gain/(loss) on investments, net of non-controlling interests | [5] | 4.24 | 51.62 | [8] | 16.48 | [8] | |
Net income/(loss) | [5] | (3.02) | 42.35 | [8] | 13.54 | [8] | |
Net asset value per unit, Ending balance | [5] | $ 173.54 | $ 176.56 | [8] | $ 134.21 | [8] | |
Net investment gain/(loss) | (3.97%) | [2] | (6.67%) | [1],[8] | (2.30%) | [1],[8] | |
Expenses before incentive fees | [2] | 2.94% | 3.53% | [8] | 2.83% | [8] | |
Expenses after incentive fees | [2] | 3.97% | 6.67% | [8] | 2.92% | [8] | |
Total return before incentive fees | [6] | (0.68%) | [2] | 34.70% | [8] | 11.31% | [8] |
Total return after incentive fees | [6] | (1.71%) | [2] | 31.56% | [8] | 11.22% | [8] |
Equinox Frontier Heritage Fund [Member] | Class 1AP [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net asset value per unit, Beginning balance | [5],[8] | $ 131.93 | $ 98.80 | ||||
Interest income | [5] | 0 | 0 | [8] | |||
Expenses | [5] | (5.42) | (7.36) | [8] | |||
Net gain/(loss) on investments, net of non-controlling interests | [5] | 3.16 | 40.49 | [8] | |||
Net income/(loss) | [5] | (2.26) | 33.13 | [8] | |||
Net asset value per unit, Ending balance | [5] | $ 129.67 | $ 131.93 | [8] | $ 98.80 | [8] | |
Net investment gain/(loss) | (3.97%) | [2] | (6.67%) | [1],[8] | |||
Expenses before incentive fees | [2] | 2.94% | 3.53% | [8] | |||
Expenses after incentive fees | [2] | 3.97% | 6.67% | [8] | |||
Total return before incentive fees | [6] | (0.68%) | [2] | 36.68% | [8] | ||
Total return after incentive fees | [6] | (1.71%) | [2] | 33.53% | [8] | ||
Frontier Trading Company I LLC [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net Investment Gain | (0.11%) | (0.12%) | (0.09%) | ||||
Total Return | 63.74% | 145.03% | 72.48% | ||||
Frontier Trading Company II LLC [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net Investment Gain | 0.02% | 0.03% | 0.08% | ||||
Total Return | 67.48% | 241.28% | 170.80% | ||||
Frontier Trading Company V LLC [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net Investment Gain | 0.06% | ||||||
Total Return | 36.79% | ||||||
Frontier Trading Company VII, LLC [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net Investment Gain | (0.02%) | (0.03%) | (0.01%) | ||||
Total Return | 117.20% | 37.77% | (29.85%) | ||||
Frontier Trading Company XIV, LLC [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net Investment Gain | (0.01%) | (0.20%) | (0.10%) | ||||
Total Return | (27.64%) | 159.10% | (73.46%) | ||||
Frontier Trading Company XV, LLC [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net Investment Gain | 0.01% | (0.02%) | 0.03% | ||||
Total Return | (0.93%) | 19.79% | 11.08% | ||||
Frontier Trading Company XVII LLC [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net Investment Gain | 0.00% | ||||||
Total Return | (3.61%) | ||||||
Frontier Trading Company XVIII, LLC [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net Investment Gain | (0.27%) | ||||||
Total Return | (59.41%) | ||||||
Frontier Trading Company XXIII, LLC [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net Investment Gain | (0.45%) | (0.46%) | (0.40%) | ||||
Total Return | 48.44% | 2149.00% | (55.09%) | ||||
Frontier Trading Company XXIX, LLC [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net Investment Gain | (0.04%) | 0.01% | 0.00% | ||||
Total Return | (56.27%) | (37.15%) | 0.00% | ||||
Frontier Trading Company XXXIX, LLC [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net Investment Gain | 0.00% | 0.00% | 0.00% | ||||
Total Return | (29108.31%) | 38.75% | (9.41%) | ||||
Frontier Trading Company XXXIV, LLC [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net Investment Gain | (0.02%) | (0.05%) | 0.00% | ||||
Total Return | 1.43% | 41.75% | 5.48% | ||||
Frontier Trading Company XXXV, LLC [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net Investment Gain | 0.00% | 0.00% | 0.00% | ||||
Total Return | 32.20% | 91.13% | 1.11% | ||||
Frontier Trading Company XXXVII, LLC [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net Investment Gain | 0.00% | 0.00% | 0.00% | ||||
Total Return | (2.86%) | 47.89% | (14.70%) | ||||
Frontier Trading Company XXXVIII, LLC [Member] | |||||||
Financial Highlights [Line Items] | |||||||
Net Investment Gain | (0.04%) | (0.07%) | (0.01%) | ||||
Total Return | (58.46%) | 85.85% | 134.53% | ||||
[1] | Annualized with the exception of incentive fees. | ||||||
[2] | Expense ratios do not reflect interest allocated to the Managing Owner as such expenses are not included in the Statements of Operations of the Series, see footnote 6. | ||||||
[3] | Total returns are not annualized. | ||||||
[4] | Class 3 began operations on February 24, 2014. | ||||||
[5] | Interest income and expenses per unit are calculated by dividing these amounts by the average number of units outstanding during the period. The net gain/(loss) on investments, net of non-controlling interests is a balancing amount necessary to reconcile the change in net asset value per unit with the other per unit information. | ||||||
[6] | Impact of incentive fee computed using average net assets, otherwise computed using average units outstanding during the period prior to the effects of any non-controlling transactions. An owner's total returns may vary from the above returns based on the timing of contributions and withdrawals. Total returns are not annualized. | ||||||
[7] | Class 3a operations began June 17, 2013. | ||||||
[8] | Class 1AP began operations on July 31, 2014. |
Derivative Instruments and He42
Derivative Instruments and Hedging Activities - Monthly Averages of Futures Contracts (Detail) - Future [Member] - Contract | 12 Months Ended | ||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | |
Equinox Frontier Balanced Fund [Member] | |||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | |||
Derivative Numbers of Instruments Bought | 5,930 | 8,795 | 23,157 |
Derivative Numbers of Instruments Sold | 6,000 | 8,811 | 23,954 |
Equinox Frontier Winton Fund [Member] | |||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | |||
Derivative Numbers of Instruments Bought | 629 | ||
Derivative Numbers of Instruments Sold | 697 | ||
Equinox Frontier Diversified Fund [Member] | |||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | |||
Derivative Numbers of Instruments Bought | 7,657 | 9,017 | 8 |
Derivative Numbers of Instruments Sold | 7,698 | 8,941 | 29 |
Equinox Frontier Select Fund [Member] | |||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | |||
Derivative Numbers of Instruments Bought | 2,213 | ||
Derivative Numbers of Instruments Sold | 2,285 | ||
Equinox Frontier Long/Short Commodity Fund [Member] | |||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | |||
Derivative Numbers of Instruments Bought | 3,583 | 11,733 | |
Derivative Numbers of Instruments Sold | 3,892 | 14,063 | |
Frontier Trading Company I LLC [Member] | |||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | |||
Derivative Numbers of Instruments Bought | 14,984 | 10,431 | 13,344 |
Derivative Numbers of Instruments Sold | 15,185 | 10,301 | 13,477 |
Frontier Trading Company II LLC [Member] | |||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | |||
Derivative Numbers of Instruments Bought | 1,508 | 1,658 | 1,951 |
Derivative Numbers of Instruments Sold | 1,597 | 1,626 | 2,039 |
Frontier Trading Company VII, LLC [Member] | |||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | |||
Derivative Numbers of Instruments Bought | 13,402 | 11,107 | 11,664 |
Derivative Numbers of Instruments Sold | 13,274 | 11,212 | 11,995 |
Frontier Trading Company XIV, LLC [Member] | |||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | |||
Derivative Numbers of Instruments Bought | 1,338 | 3,156 | 14,726 |
Derivative Numbers of Instruments Sold | 1,359 | 3,140 | 15,608 |
Frontier Trading Company XV, LLC [Member] | |||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | |||
Derivative Numbers of Instruments Bought | 2,153 | 4,102 | 5,432 |
Derivative Numbers of Instruments Sold | 2,225 | 4,066 | 5,459 |
Frontier Trading Company XXIII, LLC [Member] | |||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | |||
Derivative Numbers of Instruments Bought | 2,926 | 1,981 | 1,834 |
Derivative Numbers of Instruments Sold | 2,962 | 1,952 | 1,778 |
Frontier Trading Company XXIX, LLC [Member] | |||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | |||
Derivative Numbers of Instruments Bought | 526 | 42 | |
Derivative Numbers of Instruments Sold | 537 | 22 | |
Frontier Trading Company XXXIV, LLC [Member] | |||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | |||
Derivative Numbers of Instruments Bought | 972 | 1,936 | |
Derivative Numbers of Instruments Sold | 972 | 1,938 | |
Frontier Trading Company XXXVIII, LLC [Member] | |||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | |||
Derivative Numbers of Instruments Bought | 1,275 | 1,730 | 435 |
Derivative Numbers of Instruments Sold | 1,349 | 1,622 | 534 |
Frontier Trading Company V LLC [Member] | |||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | |||
Derivative Numbers of Instruments Bought | 0 | 623 | |
Derivative Numbers of Instruments Sold | 0 | 771 | |
Frontier Trading Company XVIII, LLC [Member] | |||
Derivative Instruments and Hedging Activities Disclosures [Line Items] | |||
Derivative Numbers of Instruments Bought | 0 | 356 | |
Derivative Numbers of Instruments Sold | 0 | 404 |
Derivative Instruments and He43
Derivative Instruments and Hedging Activities - Realized Trading Revenue from Futures, Forwards and Options (Detail) - USD ($) | 12 Months Ended | |||||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | ||||
Equinox Frontier Long/Short Commodity Fund [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | $ 2,605,490 | $ 2,039,620 | $ (1,033,215) | |||
Equinox Frontier Balanced Fund [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 10,534,837 | 7,646,571 | (12,113,141) | |||
Equinox Frontier Diversified Fund [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 6,525,696 | 7,884,548 | (6,234,366) | |||
Equinox Frontier Select Fund [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (48,673) | 2,167,259 | 1,327,156 | |||
Equinox Frontier Winton Fund [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 1,129,861 | 11,171,725 | 4,150,888 | |||
Realized Trading Revenue [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [1] | 34,717,764 | 56,215,423 | (12,444,197) | ||
Realized Trading Revenue [Member] | Metals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 2,815,290 | (256,981) | 5,462,839 | |||
Realized Trading Revenue [Member] | Currencies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 20,181 | 17,899,627 | (12,769,910) | |||
Realized Trading Revenue [Member] | Energies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 24,010,764 | 3,916,742 | (16,450,880) | |||
Realized Trading Revenue [Member] | Agriculturals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (1,076,371) | 1,567,689 | (2,150,189) | |||
Realized Trading Revenue [Member] | Interest rates [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 7,698,430 | 29,064,075 | (31,078,862) | |||
Realized Trading Revenue [Member] | Stock indices [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 1,249,470 | 4,024,271 | 44,542,805 | |||
Realized Trading Revenue [Member] | Equinox Frontier Long/Short Commodity Fund [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [2] | (2,580,860) | (3,943,031) | |||
Realized Trading Revenue [Member] | Equinox Frontier Long/Short Commodity Fund [Member] | Metals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (60,704) | (1,728,342) | ||||
Realized Trading Revenue [Member] | Equinox Frontier Long/Short Commodity Fund [Member] | Currencies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (278,672) | 739,311 | ||||
Realized Trading Revenue [Member] | Equinox Frontier Long/Short Commodity Fund [Member] | Energies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (1,920,468) | (5,101,842) | ||||
Realized Trading Revenue [Member] | Equinox Frontier Long/Short Commodity Fund [Member] | Agriculturals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (252,807) | 4,327 | ||||
Realized Trading Revenue [Member] | Equinox Frontier Long/Short Commodity Fund [Member] | Interest rates [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (223,175) | 26,985 | ||||
Realized Trading Revenue [Member] | Equinox Frontier Long/Short Commodity Fund [Member] | Stock indices [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 154,966 | 2,116,530 | ||||
Realized Trading Revenue [Member] | Equinox Frontier Balanced Fund [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [2] | (164,986) | 14,306,201 | 5,897,135 | ||
Realized Trading Revenue [Member] | Equinox Frontier Balanced Fund [Member] | Metals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (1,177,902) | 395,916 | 3,256,726 | |||
Realized Trading Revenue [Member] | Equinox Frontier Balanced Fund [Member] | Currencies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (1,439,511) | 4,230,277 | (1,612,012) | |||
Realized Trading Revenue [Member] | Equinox Frontier Balanced Fund [Member] | Energies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 1,689,728 | 514,658 | (5,748,358) | |||
Realized Trading Revenue [Member] | Equinox Frontier Balanced Fund [Member] | Agriculturals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (713,403) | 712,902 | (3,966,671) | |||
Realized Trading Revenue [Member] | Equinox Frontier Balanced Fund [Member] | Interest rates [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 2,060,482 | 10,131,219 | (4,962,326) | |||
Realized Trading Revenue [Member] | Equinox Frontier Balanced Fund [Member] | Stock indices [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (584,380) | 1,678,771 | 18,929,776 | |||
Realized Trading Revenue [Member] | Equinox Frontier Diversified Fund [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [2] | 8,599,684 | 15,855,703 | 734,081 | ||
Realized Trading Revenue [Member] | Equinox Frontier Diversified Fund [Member] | Metals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (290,825) | (137,422) | (630,122) | |||
Realized Trading Revenue [Member] | Equinox Frontier Diversified Fund [Member] | Currencies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 1,383,673 | 2,058,953 | 1,300,655 | |||
Realized Trading Revenue [Member] | Equinox Frontier Diversified Fund [Member] | Energies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 583,688 | 1,116,359 | (3,465) | |||
Realized Trading Revenue [Member] | Equinox Frontier Diversified Fund [Member] | Agriculturals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (393,721) | 1,285,340 | 8,936 | |||
Realized Trading Revenue [Member] | Equinox Frontier Diversified Fund [Member] | Interest rates [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 4,591,068 | 7,556,999 | (88,186) | |||
Realized Trading Revenue [Member] | Equinox Frontier Diversified Fund [Member] | Stock indices [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 2,725,801 | 3,975,474 | 146,263 | |||
Realized Trading Revenue [Member] | Equinox Frontier Select Fund [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [2] | 1,385,609 | ||||
Realized Trading Revenue [Member] | Equinox Frontier Select Fund [Member] | Metals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 318,485 | |||||
Realized Trading Revenue [Member] | Equinox Frontier Select Fund [Member] | Currencies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (1,139,499) | |||||
Realized Trading Revenue [Member] | Equinox Frontier Select Fund [Member] | Energies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 2,554,163 | |||||
Realized Trading Revenue [Member] | Equinox Frontier Select Fund [Member] | Agriculturals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (430,337) | |||||
Realized Trading Revenue [Member] | Equinox Frontier Select Fund [Member] | Interest rates [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 465,975 | |||||
Realized Trading Revenue [Member] | Equinox Frontier Select Fund [Member] | Stock indices [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (383,178) | |||||
Realized Trading Revenue [Member] | Equinox Frontier Winton Fund [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [2] | 3,365,969 | ||||
Realized Trading Revenue [Member] | Equinox Frontier Winton Fund [Member] | Metals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 1,193,164 | |||||
Realized Trading Revenue [Member] | Equinox Frontier Winton Fund [Member] | Currencies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (708,080) | |||||
Realized Trading Revenue [Member] | Equinox Frontier Winton Fund [Member] | Energies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 4,578,349 | |||||
Realized Trading Revenue [Member] | Equinox Frontier Winton Fund [Member] | Agriculturals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 163,315 | |||||
Realized Trading Revenue [Member] | Equinox Frontier Winton Fund [Member] | Interest rates [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 2,023,333 | |||||
Realized Trading Revenue [Member] | Equinox Frontier Winton Fund [Member] | Stock indices [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (3,884,112) | |||||
Realized Trading Revenue [Member] | Frontier Trading Company I LLC [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [3] | 11,657,257 | 17,664,613 | 1,556,190 | ||
Realized Trading Revenue [Member] | Frontier Trading Company I LLC [Member] | Metals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 638,640 | (437,457) | 412,573 | |||
Realized Trading Revenue [Member] | Frontier Trading Company I LLC [Member] | Currencies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 1,473,437 | 1,750,349 | (814,671) | |||
Realized Trading Revenue [Member] | Frontier Trading Company I LLC [Member] | Energies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 3,075,926 | 1,194,230 | (2,799,303) | |||
Realized Trading Revenue [Member] | Frontier Trading Company I LLC [Member] | Agriculturals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (618,275) | 1,309,078 | (2,421,228) | |||
Realized Trading Revenue [Member] | Frontier Trading Company I LLC [Member] | Interest rates [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 4,813,887 | 10,676,345 | 2,423,384 | |||
Realized Trading Revenue [Member] | Frontier Trading Company I LLC [Member] | Stock indices [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 2,273,642 | 3,172,068 | 4,755,435 | |||
Realized Trading Revenue [Member] | Frontier Trading Company II LLC [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [3] | 6,920,334 | 22,495,002 | 11,183,615 | ||
Realized Trading Revenue [Member] | Frontier Trading Company II LLC [Member] | Metals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 412,683 | 170,841 | 1,614,525 | |||
Realized Trading Revenue [Member] | Frontier Trading Company II LLC [Member] | Currencies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (346,462) | 3,665,521 | 3,701,872 | |||
Realized Trading Revenue [Member] | Frontier Trading Company II LLC [Member] | Energies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 3,898,838 | 5,800,067 | (2,918,095) | |||
Realized Trading Revenue [Member] | Frontier Trading Company II LLC [Member] | Agriculturals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 295,065 | (1,089,242) | 2,015,773 | |||
Realized Trading Revenue [Member] | Frontier Trading Company II LLC [Member] | Interest rates [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 4,204,957 | 12,258,469 | (7,118,246) | |||
Realized Trading Revenue [Member] | Frontier Trading Company II LLC [Member] | Stock indices [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (1,544,747) | 1,689,346 | 13,887,786 | |||
Realized Trading Revenue [Member] | Frontier Trading Company V LLC [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [3] | 5,910,215 | ||||
Realized Trading Revenue [Member] | Frontier Trading Company V LLC [Member] | Metals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (177,747) | |||||
Realized Trading Revenue [Member] | Frontier Trading Company V LLC [Member] | Currencies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 1,296,788 | |||||
Realized Trading Revenue [Member] | Frontier Trading Company V LLC [Member] | Energies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (1,334,769) | |||||
Realized Trading Revenue [Member] | Frontier Trading Company V LLC [Member] | Agriculturals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 471,906 | |||||
Realized Trading Revenue [Member] | Frontier Trading Company V LLC [Member] | Interest rates [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (757,720) | |||||
Realized Trading Revenue [Member] | Frontier Trading Company V LLC [Member] | Stock indices [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 6,411,757 | |||||
Realized Trading Revenue [Member] | Frontier Trading Company VII, LLC [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [3] | 17,335,609 | 147,793 | (3,200,393) | ||
Realized Trading Revenue [Member] | Frontier Trading Company VII, LLC [Member] | Metals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 2,770,377 | 690,535 | (1,480,598) | |||
Realized Trading Revenue [Member] | Frontier Trading Company VII, LLC [Member] | Currencies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 572,927 | 2,527,403 | 790,928 | |||
Realized Trading Revenue [Member] | Frontier Trading Company VII, LLC [Member] | Energies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 13,476,409 | (3,255,197) | (4,910,183) | |||
Realized Trading Revenue [Member] | Frontier Trading Company VII, LLC [Member] | Agriculturals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 1,146,162 | (158,431) | 341,441 | |||
Realized Trading Revenue [Member] | Frontier Trading Company VII, LLC [Member] | Interest rates [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (803,460) | 123,894 | 598,983 | |||
Realized Trading Revenue [Member] | Frontier Trading Company VII, LLC [Member] | Stock indices [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 173,194 | 219,589 | 1,459,036 | |||
Realized Trading Revenue [Member] | Frontier Trading Company XIV, LLC [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [3] | 128,198 | 5,151,877 | (25,933,929) | ||
Realized Trading Revenue [Member] | Frontier Trading Company XIV, LLC [Member] | Metals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (173,565) | (882,227) | 6,112,168 | |||
Realized Trading Revenue [Member] | Frontier Trading Company XIV, LLC [Member] | Currencies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (1,062,588) | 2,737,165 | (19,294,266) | |||
Realized Trading Revenue [Member] | Frontier Trading Company XIV, LLC [Member] | Energies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 1,755,803 | 237,904 | (2,176,306) | |||
Realized Trading Revenue [Member] | Frontier Trading Company XIV, LLC [Member] | Agriculturals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (308,178) | 829,935 | (705,599) | |||
Realized Trading Revenue [Member] | Frontier Trading Company XIV, LLC [Member] | Interest rates [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 767,420 | 3,297,947 | (22,508,513) | |||
Realized Trading Revenue [Member] | Frontier Trading Company XIV, LLC [Member] | Stock indices [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (850,694) | (1,068,847) | 12,638,587 | |||
Realized Trading Revenue [Member] | Frontier Trading Company XV, LLC [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [3] | 1,385,257 | 4,680,757 | (166,464) | ||
Realized Trading Revenue [Member] | Frontier Trading Company XV, LLC [Member] | Metals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 318,485 | 575,380 | (493,033) | |||
Realized Trading Revenue [Member] | Frontier Trading Company XV, LLC [Member] | Currencies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (1,140,254) | 1,090,109 | (79,489) | |||
Realized Trading Revenue [Member] | Frontier Trading Company XV, LLC [Member] | Energies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 2,554,164 | 561,158 | (927,698) | |||
Realized Trading Revenue [Member] | Frontier Trading Company XV, LLC [Member] | Agriculturals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (430,338) | 949,454 | (618,122) | |||
Realized Trading Revenue [Member] | Frontier Trading Company XV, LLC [Member] | Interest rates [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 466,376 | 2,379,839 | (1,567,281) | |||
Realized Trading Revenue [Member] | Frontier Trading Company XV, LLC [Member] | Stock indices [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (383,176) | (875,183) | 3,519,159 | |||
Realized Trading Revenue [Member] | Frontier Trading Company XVIII, LLC [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [3] | (742,638) | ||||
Realized Trading Revenue [Member] | Frontier Trading Company XVIII, LLC [Member] | Metals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (247,744) | |||||
Realized Trading Revenue [Member] | Frontier Trading Company XVIII, LLC [Member] | Currencies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (51,616) | |||||
Realized Trading Revenue [Member] | Frontier Trading Company XVIII, LLC [Member] | Energies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (237,383) | |||||
Realized Trading Revenue [Member] | Frontier Trading Company XVIII, LLC [Member] | Agriculturals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (337,113) | |||||
Realized Trading Revenue [Member] | Frontier Trading Company XVIII, LLC [Member] | Interest rates [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (571,998) | |||||
Realized Trading Revenue [Member] | Frontier Trading Company XVIII, LLC [Member] | Stock indices [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 703,216 | |||||
Realized Trading Revenue [Member] | Frontier Trading Company XXIII, LLC [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [3] | 1,982,679 | 6,829,347 | [4] | (1,174,950) | |
Realized Trading Revenue [Member] | Frontier Trading Company XXIII, LLC [Member] | Metals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (321,260) | (217,610) | [4] | (322,627) | ||
Realized Trading Revenue [Member] | Frontier Trading Company XXIII, LLC [Member] | Currencies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (349,146) | 1,160,826 | [4] | 40,582 | ||
Realized Trading Revenue [Member] | Frontier Trading Company XXIII, LLC [Member] | Energies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 685,793 | (605,056) | [4] | (252,872) | ||
Realized Trading Revenue [Member] | Frontier Trading Company XXIII, LLC [Member] | Agriculturals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (292,693) | |||||
Realized Trading Revenue [Member] | Frontier Trading Company XXIII, LLC [Member] | Interest rates [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 1,569,067 | 5,823,668 | [4] | (1,305,716) | ||
Realized Trading Revenue [Member] | Frontier Trading Company XXIII, LLC [Member] | Stock indices [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 398,225 | 667,519 | [4] | 958,376 | ||
Realized Trading Revenue [Member] | Frontier Trading Company XXIX, LLC [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [3],[4] | (1,811,908) | (310,258) | [5] | ||
Realized Trading Revenue [Member] | Frontier Trading Company XXIX, LLC [Member] | Metals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [4] | (680,920) | (52,470) | [5] | ||
Realized Trading Revenue [Member] | Frontier Trading Company XXIX, LLC [Member] | Currencies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [4] | (68,374) | (94,092) | [5] | ||
Realized Trading Revenue [Member] | Frontier Trading Company XXIX, LLC [Member] | Energies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [4] | (755,954) | (358,642) | [5] | ||
Realized Trading Revenue [Member] | Frontier Trading Company XXIX, LLC [Member] | Agriculturals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [4] | (405,228) | (24,200) | [5] | ||
Realized Trading Revenue [Member] | Frontier Trading Company XXIX, LLC [Member] | Interest rates [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [4] | (162,699) | 138,650 | [5] | ||
Realized Trading Revenue [Member] | Frontier Trading Company XXIX, LLC [Member] | Stock indices [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [4] | 261,267 | 80,496 | [5] | ||
Realized Trading Revenue [Member] | Frontier Trading Company XXXIV, LLC [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [3],[4] | (463,603) | (2,060,335) | |||
Realized Trading Revenue [Member] | Frontier Trading Company XXXIV, LLC [Member] | Metals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [4] | (2,157) | 7,721 | |||
Realized Trading Revenue [Member] | Frontier Trading Company XXXIV, LLC [Member] | Currencies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [4] | 31,785 | (261,257) | |||
Realized Trading Revenue [Member] | Frontier Trading Company XXXIV, LLC [Member] | Energies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [4] | 180 | ||||
Realized Trading Revenue [Member] | Frontier Trading Company XXXIV, LLC [Member] | Interest rates [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [4] | (69,996) | ||||
Realized Trading Revenue [Member] | Frontier Trading Company XXXIV, LLC [Member] | Stock indices [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [4] | (423,235) | (1,806,979) | |||
Realized Trading Revenue [Member] | Frontier Trading Company XXXVIII, LLC [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | [3] | (2,416,059) | 1,616,525 | [4] | 124,173 | [4] |
Realized Trading Revenue [Member] | Frontier Trading Company XXXVIII, LLC [Member] | Metals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (146,993) | (111,695) | [4] | 45,320 | [3] | |
Realized Trading Revenue [Member] | Frontier Trading Company XXXVIII, LLC [Member] | Currencies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | 776,564 | 5,323,603 | [4] | 1,639,963 | [3] | |
Realized Trading Revenue [Member] | Frontier Trading Company XXXVIII, LLC [Member] | Energies [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (702,562) | 408,068 | [4] | (894,269) | [3] | |
Realized Trading Revenue [Member] | Frontier Trading Company XXXVIII, LLC [Member] | Agriculturals [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (755,577) | (248,904) | [4] | (604,553) | [3] | |
Realized Trading Revenue [Member] | Frontier Trading Company XXXVIII, LLC [Member] | Interest rates [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | (2,939,346) | (5,722,822) | [4] | (271,753) | [3] | |
Realized Trading Revenue [Member] | Frontier Trading Company XXXVIII, LLC [Member] | Stock indices [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Trading Revenue from Futures, Forwards and Options | $ 1,351,855 | $ 1,968,275 | [4] | $ 209,465 | [3] | |
[1] | In the Consolidated Statement of Operations under net realized gain/(loss) on futures, forwards and options | |||||
[2] | Amounts recorded in the Statements of Operations under Net realized gain(loss) on futures forwards and options. | |||||
[3] | In the Statements of Operations under Net realized gain/(loss) on futures, forwards and options. | |||||
[4] | Frontier Trading Company XXIII, LLC commenced operations in January 2012. | |||||
[5] | Trading Companies XXIX commenced trading operations in November 2014. |
Derivative Instruments and He44
Derivative Instruments and Hedging Activities - Net Change in Open Trade Equity from Futures, Forwards and Options (Detail) - USD ($) | 12 Months Ended | |||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | ||
Equinox Frontier Select Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | $ 212,691 | $ 1,105,633 | $ 651,099 | |
Equinox Frontier Balanced Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (3,107,463) | (336,954) | 2,951,432 | |
Equinox Frontier Diversified Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (5,072,429) | (1,949,801) | 3,194,508 | |
Equinox Frontier Long/Short Commodity Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (2,286,767) | (366,603) | 403,819 | |
Equinox Frontier Winton Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (512,999) | (665,353) | 1,493,379 | |
Open Trade Equity (Deficit) [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | [1] | (19,985,903) | (1,839,399) | 13,437,427 |
Open Trade Equity (Deficit) [Member] | Equinox Frontier Select Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | [2] | (1,200,359) | ||
Open Trade Equity (Deficit) [Member] | Equinox Frontier Balanced Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | [2] | 450,401 | (375,319) | 2,917,532 |
Open Trade Equity (Deficit) [Member] | Equinox Frontier Diversified Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | [2] | (1,623,264) | 1,421,570 | (566,777) |
Open Trade Equity (Deficit) [Member] | Equinox Frontier Long/Short Commodity Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | [2] | 961,346 | (332,329) | |
Open Trade Equity (Deficit) [Member] | Equinox Frontier Winton Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | [2] | (2,127,402) | ||
Open Trade Equity (Deficit) [Member] | Metals [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (2,022,111) | (1,062,356) | 6,511,874 | |
Open Trade Equity (Deficit) [Member] | Metals [Member] | Equinox Frontier Select Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | 341,471 | |||
Open Trade Equity (Deficit) [Member] | Metals [Member] | Equinox Frontier Balanced Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | 826,351 | (637,522) | 4,030,402 | |
Open Trade Equity (Deficit) [Member] | Metals [Member] | Equinox Frontier Diversified Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | 98,396 | (146,990) | 608,392 | |
Open Trade Equity (Deficit) [Member] | Metals [Member] | Equinox Frontier Long/Short Commodity Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (162,388) | 579,039 | ||
Open Trade Equity (Deficit) [Member] | Metals [Member] | Equinox Frontier Winton Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (258,245) | |||
Open Trade Equity (Deficit) [Member] | Currencies [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (661,383) | (3,251,824) | 3,826,678 | |
Open Trade Equity (Deficit) [Member] | Currencies [Member] | Equinox Frontier Select Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | 68,644 | |||
Open Trade Equity (Deficit) [Member] | Currencies [Member] | Equinox Frontier Balanced Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (193,292) | (1,098,156) | (1,946,654) | |
Open Trade Equity (Deficit) [Member] | Currencies [Member] | Equinox Frontier Diversified Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | 326,929 | 844,069 | (1,191,389) | |
Open Trade Equity (Deficit) [Member] | Currencies [Member] | Equinox Frontier Long/Short Commodity Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (6,439) | (243,835) | ||
Open Trade Equity (Deficit) [Member] | Currencies [Member] | Equinox Frontier Winton Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (1,135,570) | |||
Open Trade Equity (Deficit) [Member] | Energies [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (11,513,437) | 2,821,849 | (238,494) | |
Open Trade Equity (Deficit) [Member] | Energies [Member] | Equinox Frontier Select Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (87,484) | |||
Open Trade Equity (Deficit) [Member] | Energies [Member] | Equinox Frontier Balanced Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | 147,793 | 711,051 | (1,775,939) | |
Open Trade Equity (Deficit) [Member] | Energies [Member] | Equinox Frontier Diversified Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (655,732) | 533,875 | 2,210 | |
Open Trade Equity (Deficit) [Member] | Energies [Member] | Equinox Frontier Long/Short Commodity Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | 1,631,427 | 1,460,697 | ||
Open Trade Equity (Deficit) [Member] | Energies [Member] | Equinox Frontier Winton Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (477,721) | |||
Open Trade Equity (Deficit) [Member] | Agriculturals [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (220,936) | 385,834 | 654,420 | |
Open Trade Equity (Deficit) [Member] | Agriculturals [Member] | Equinox Frontier Select Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (193,259) | |||
Open Trade Equity (Deficit) [Member] | Agriculturals [Member] | Equinox Frontier Balanced Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | 90,444 | (445,848) | 16,719 | |
Open Trade Equity (Deficit) [Member] | Agriculturals [Member] | Equinox Frontier Diversified Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (27,073) | 17,224 | (21,226) | |
Open Trade Equity (Deficit) [Member] | Agriculturals [Member] | Equinox Frontier Long/Short Commodity Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (574,982) | (459,762) | ||
Open Trade Equity (Deficit) [Member] | Agriculturals [Member] | Equinox Frontier Winton Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | 195,067 | |||
Open Trade Equity (Deficit) [Member] | Interest rates [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (5,067,720) | 4,804,024 | (3,278,656) | |
Open Trade Equity (Deficit) [Member] | Interest rates [Member] | Equinox Frontier Select Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (1,031,494) | |||
Open Trade Equity (Deficit) [Member] | Interest rates [Member] | Equinox Frontier Balanced Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (924,670) | 1,984,817 | (1,899,034) | |
Open Trade Equity (Deficit) [Member] | Interest rates [Member] | Equinox Frontier Diversified Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (1,209,945) | 2,428,862 | 79,060 | |
Open Trade Equity (Deficit) [Member] | Interest rates [Member] | Equinox Frontier Long/Short Commodity Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | 322,580 | (1,213,355) | ||
Open Trade Equity (Deficit) [Member] | Interest rates [Member] | Equinox Frontier Winton Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (587,015) | |||
Open Trade Equity (Deficit) [Member] | Stock indices [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (500,316) | (5,536,926) | 5,961,605 | |
Open Trade Equity (Deficit) [Member] | Stock indices [Member] | Equinox Frontier Select Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (298,237) | |||
Open Trade Equity (Deficit) [Member] | Stock indices [Member] | Equinox Frontier Balanced Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | 503,775 | (889,661) | 4,492,038 | |
Open Trade Equity (Deficit) [Member] | Stock indices [Member] | Equinox Frontier Diversified Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | (155,839) | (2,255,470) | (43,824) | |
Open Trade Equity (Deficit) [Member] | Stock indices [Member] | Equinox Frontier Long/Short Commodity Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | $ (248,852) | $ (455,113) | ||
Open Trade Equity (Deficit) [Member] | Stock indices [Member] | Equinox Frontier Winton Fund [Member] | ||||
Derivative Instruments, Gain (Loss) [Line Items] | ||||
Net Change in Open Trade Equity from Futures, Forwards and Options | $ 136,082 | |||
[1] | In the Consolidated Statement of Operations under net change in open trade equity (deficit), at fair value. | |||
[2] | Amounts recorded in the Statements of Operations under Net realized gain/(loss) of furutres, forwards and options. |
Derivative Instruments and He45
Derivative Instruments and Hedging Activities - Summary of Derivative Assets and Liabilities Disclosed on Statements of Financial Condition (Detail) - USD ($) | Dec. 31, 2015 | Dec. 31, 2014 |
Swap [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | $ 40,136,065 | $ 35,990,887 |
Net Amounts Presented in the Statement of Financial Condition | 40,136,065 | 35,990,887 |
Total Open Trade Equity (Deficit) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 2,101,541 | 17,120,111 |
Gross Amounts offset in the Statement of Financial Condition | (6,450,413) | (2,295,689) |
Net Amounts Presented in the Statement of Financial Condition | (4,348,870) | 14,824,422 |
Options Purchased [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 526,288 | 9,075,883 |
Net Amounts Presented in the Statement of Financial Condition | 526,288 | 9,075,883 |
Options Written [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts offset in the Statement of Financial Condition | (165,760) | (8,963,838) |
Net Amounts Presented in the Statement of Financial Condition | (165,760) | (8,963,838) |
Equinox Frontier Balanced Fund [Member] | Swap [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 19,157,520 | 18,246,954 |
Net Amounts Presented in the Statement of Financial Condition | 19,157,520 | 18,246,954 |
Equinox Frontier Balanced Fund [Member] | Total Open Trade Equity (Deficit) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 26,882 | 4,281,391 |
Gross Amounts offset in the Statement of Financial Condition | (15,352) | (983,842) |
Net Amounts Presented in the Statement of Financial Condition | 11,530 | 3,297,549 |
Equinox Frontier Diversified Fund [Member] | Swap [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 8,685,849 | 6,570,408 |
Net Amounts Presented in the Statement of Financial Condition | 8,685,849 | 6,570,408 |
Equinox Frontier Diversified Fund [Member] | Total Open Trade Equity (Deficit) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 3,215,206 | |
Net Amounts Presented in the Statement of Financial Condition | 3,215,206 | |
Equinox Frontier Diversified Fund [Member] | Options Purchased [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 288,413 | |
Net Amounts Presented in the Statement of Financial Condition | 288,413 | |
Equinox Frontier Diversified Fund [Member] | Options Written [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts offset in the Statement of Financial Condition | (253,018) | |
Net Amounts Presented in the Statement of Financial Condition | (253,018) | |
Equinox Frontier Long/Short Commodity Fund [Member] | Swap [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 4,332,428 | 3,633,060 |
Net Amounts Presented in the Statement of Financial Condition | 4,332,428 | 3,633,060 |
Equinox Frontier Heritage Fund [Member] | Swap [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 7,960,268 | 7,540,465 |
Net Amounts Presented in the Statement of Financial Condition | 7,960,268 | 7,540,465 |
Equinox Frontier Select Fund [Member] | Total Open Trade Equity (Deficit) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 495,020 | |
Gross Amounts offset in the Statement of Financial Condition | (32,681) | |
Net Amounts Presented in the Statement of Financial Condition | 462,339 | |
Equinox Frontier Winton Fund [Member] | Total Open Trade Equity (Deficit) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 768,118 | |
Gross Amounts offset in the Statement of Financial Condition | (168,539) | |
Net Amounts Presented in the Statement of Financial Condition | 599,579 | |
Frontier Trading Company I LLC [Member] | Total Open Trade Equity (Deficit) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 795,813 | 3,369,866 |
Gross Amounts offset in the Statement of Financial Condition | (40,361) | (154,661) |
Net Amounts Presented in the Statement of Financial Condition | 755,452 | 3,215,205 |
Frontier Trading Company I LLC [Member] | Options Purchased [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 371,758 | 288,413 |
Net Amounts Presented in the Statement of Financial Condition | 371,758 | 288,413 |
Frontier Trading Company I LLC [Member] | Options Written [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts offset in the Statement of Financial Condition | (165,760) | (253,017) |
Net Amounts Presented in the Statement of Financial Condition | (165,760) | (253,017) |
Frontier Trading Company II LLC [Member] | Total Open Trade Equity (Deficit) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 768,117 | 4,029,155 |
Gross Amounts offset in the Statement of Financial Condition | (168,538) | (555,871) |
Net Amounts Presented in the Statement of Financial Condition | 599,579 | 3,473,284 |
Frontier Trading Company VII, LLC [Member] | Total Open Trade Equity (Deficit) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 11,386 | 4,471,373 |
Gross Amounts offset in the Statement of Financial Condition | (6,493,885) | (1,002,034) |
Net Amounts Presented in the Statement of Financial Condition | (6,482,499) | 3,469,339 |
Frontier Trading Company VII, LLC [Member] | Options Purchased [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 154,380 | 8,787,472 |
Net Amounts Presented in the Statement of Financial Condition | 154,380 | 8,787,472 |
Frontier Trading Company VII, LLC [Member] | Options Written [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts offset in the Statement of Financial Condition | (8,710,817) | |
Net Amounts Presented in the Statement of Financial Condition | (8,710,817) | |
Frontier Trading Company XIV, LLC [Member] | Total Open Trade Equity (Deficit) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 34,484 | 1,341,051 |
Gross Amounts offset in the Statement of Financial Condition | (316,183) | |
Net Amounts Presented in the Statement of Financial Condition | 34,484 | 1,024,868 |
Frontier Trading Company XV, LLC [Member] | Total Open Trade Equity (Deficit) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 495,019 | 2,047,683 |
Gross Amounts offset in the Statement of Financial Condition | (32,681) | (388,766) |
Net Amounts Presented in the Statement of Financial Condition | 462,338 | 1,658,917 |
Frontier Trading Company XXIII, LLC [Member] | Total Open Trade Equity (Deficit) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 7,381 | 893,605 |
Gross Amounts offset in the Statement of Financial Condition | (35,087) | |
Net Amounts Presented in the Statement of Financial Condition | (27,706) | 893,605 |
Frontier Trading Company XXIX, LLC [Member] | Swap [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts offset in the Statement of Financial Condition | (279,840) | |
Net Amounts Presented in the Statement of Financial Condition | (279,840) | |
Frontier Trading Company XXIX, LLC [Member] | Total Open Trade Equity (Deficit) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 4,750 | |
Net Amounts Presented in the Statement of Financial Condition | 4,750 | |
Frontier Trading Company XXXIV, LLC [Member] | Swap [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 19,157,522 | 18,246,955 |
Net Amounts Presented in the Statement of Financial Condition | 19,157,522 | 18,246,955 |
Frontier Trading Company XXXV, LLC [Member] | Swap [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 8,685,850 | 6,570,409 |
Net Amounts Presented in the Statement of Financial Condition | 8,685,850 | 6,570,409 |
Frontier Trading Company XXXVII, LLC [Member] | Swap [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 4,332,427 | |
Net Amounts Presented in the Statement of Financial Condition | 4,332,427 | |
Frontier Trading Company XXXVII, LLC [Member] | Total Open Trade Equity (Deficit) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 3,633,060 | |
Net Amounts Presented in the Statement of Financial Condition | 3,633,060 | |
Frontier Trading Company XXXVIII, LLC [Member] | Swap [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 1,369,043 | |
Net Amounts Presented in the Statement of Financial Condition | 1,369,043 | |
Frontier Trading Company XXXVIII, LLC [Member] | Total Open Trade Equity (Deficit) [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 304,878 | |
Net Amounts Presented in the Statement of Financial Condition | 304,878 | |
Frontier Trading Company XXXIX, LLC [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 7,540,466 | |
Net Amounts Presented in the Statement of Financial Condition | $ 7,540,466 | |
Frontier Trading Company XXXIX, LLC [Member] | Swap [Member] | ||
Derivatives, Fair Value [Line Items] | ||
Gross Amounts of recognized Derivative Assets | 7,960,269 | |
Net Amounts Presented in the Statement of Financial Condition | $ 7,960,269 |
Trading Activities and Relate46
Trading Activities and Related Risks - Additional Information (Detail) | 12 Months Ended |
Dec. 31, 2015 | |
Trading Activity, Gains and Losses, Net [Line Items] | |
Percentage of loss realize by the holder of Units in Series | 100.00% |
The Series of Equinox Frontier Funds [Member] | |
Trading Activity, Gains and Losses, Net [Line Items] | |
Percentage of loss realize by the holder of Units in Series | 100.00% |
Maximum [Member] | |
Trading Activity, Gains and Losses, Net [Line Items] | |
Trading advisor's margin-to-equity ratio percentage | 35.00% |
Maximum [Member] | The Series of Equinox Frontier Funds [Member] | |
Trading Activity, Gains and Losses, Net [Line Items] | |
Trading advisor's margin-to-equity ratio percentage | 35.00% |
Maximum [Member] | The Trading Companies of the Equinox Frontier Funds [Member] | |
Trading Activity, Gains and Losses, Net [Line Items] | |
Trading advisor's margin-to-equity ratio percentage | 35.00% |
Derivative Instruments and He47
Derivative Instruments and Hedging Activities - Additional Information (Detail) - Equinox Frontier Funds [Member] - Future [Member] - Contracts | 12 Months Ended | ||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | |
Derivative [Line Items] | |||
Derivative Numbers of Instruments Bought | 40,214 | 28,999 | 75,200 |
Derivative Numbers of Instruments Sold | 40,589 | 28,961 | 81,900 |
Derivative Instruments and He48
Derivative Instruments and Hedging Activities - Unrealized Trading Revenue From Future, Forwards and Options (Detail) - USD ($) | 12 Months Ended | ||||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | |||
Frontier Trading Company I LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | [1] | $ (1,192,808) | $ 1,184,932 | $ 2,385,268 | |
Frontier Trading Company II LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | [1] | (2,873,705) | (848,009) | 2,821,855 | |
Frontier Trading Company VII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | [1] | (12,031,602) | 560,559 | 3,638,941 | |
Frontier Trading Company XIV, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | [1] | (990,384) | 318,685 | 2,826,621 | |
Frontier Trading Company XV, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | [1] | (1,196,519) | (1,450,012) | 3,883,575 | |
Frontier Trading Company XXIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | [1] | (921,311) | 825,760 | [2] | (163,336) |
Frontier Trading Company XXIX, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | [1] | 284,591 | (279,840) | [3] | |
Frontier Trading Company XXXVIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | [1] | (1,064,164) | (2,151,473) | [4] | 3,520,288 |
Frontier Trading Company V LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | [1] | (1,311,171) | |||
Frontier Trading Company XVIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | [1] | (85,660) | |||
Metals [Member] | Frontier Trading Company I LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 225,190 | (111,947) | 1,212,080 | ||
Metals [Member] | Frontier Trading Company II LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 342,136 | (379,502) | 1,436,076 | ||
Metals [Member] | Frontier Trading Company VII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (3,034,728) | (67,120) | (8,186,850) | ||
Metals [Member] | Frontier Trading Company XIV, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 134,618 | 164,178 | 874,183 | ||
Metals [Member] | Frontier Trading Company XV, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 341,471 | (593,950) | 1,897,220 | ||
Metals [Member] | Frontier Trading Company XXIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (66,888) | 20,878 | [2] | 40,362 | |
Metals [Member] | Frontier Trading Company XXIX, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 30,664 | (41,409) | [3] | ||
Metals [Member] | Frontier Trading Company XXXVIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 5,425 | (53,485) | [4] | 105,975 | |
Metals [Member] | Frontier Trading Company V LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 366,938 | ||||
Metals [Member] | Frontier Trading Company XVIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 24,089 | ||||
Currencies [Member] | Frontier Trading Company I LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (346,776) | 365,702 | 104,438 | ||
Currencies [Member] | Frontier Trading Company II LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (77,235) | (685,924) | (898,048) | ||
Currencies [Member] | Frontier Trading Company VII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (166,305) | 90,671 | 2,874,502 | ||
Currencies [Member] | Frontier Trading Company XIV, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 334,553 | (743,778) | 1,309,342 | ||
Currencies [Member] | Frontier Trading Company XV, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 72,012 | (1,724,126) | 2,953,457 | ||
Currencies [Member] | Frontier Trading Company XXIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (39,897) | (278,910) | [2] | 364,150 | |
Currencies [Member] | Frontier Trading Company XXIX, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 28,909 | 9,969 | [3] | ||
Currencies [Member] | Frontier Trading Company XXXVIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (466,640) | (285,427) | [4] | 1,089,489 | |
Currencies [Member] | Frontier Trading Company V LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (374,472) | ||||
Currencies [Member] | Frontier Trading Company XVIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (48,985) | ||||
Energies [Member] | Frontier Trading Company I LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (487,009) | 389,322 | (289,840) | ||
Energies [Member] | Frontier Trading Company II LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (369,441) | 526,450 | 107,134 | ||
Energies [Member] | Frontier Trading Company VII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (9,809,446) | 410,565 | (21,526,796) | ||
Energies [Member] | Frontier Trading Company XIV, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (950,395) | 873,446 | (1,070,845) | ||
Energies [Member] | Frontier Trading Company XV, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (87,414) | 875,619 | (558,216) | ||
Energies [Member] | Frontier Trading Company XXIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (38,274) | 2,817 | [2] | (58,852) | |
Energies [Member] | Frontier Trading Company XXIX, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 332,868 | (322,182) | [3] | ||
Energies [Member] | Frontier Trading Company XXXVIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (104,322) | 65,813 | [4] | 35,080 | |
Energies [Member] | Frontier Trading Company V LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 136,348 | ||||
Energies [Member] | Frontier Trading Company XVIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 1,489 | ||||
Agriculturals [Member] | Frontier Trading Company I LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 28,013 | (89,486) | (63,428) | ||
Agriculturals [Member] | Frontier Trading Company II LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 51,330 | (281,100) | 515,298 | ||
Agriculturals [Member] | Frontier Trading Company VII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 115,115 | 967,983 | 7,375,646 | ||
Agriculturals [Member] | Frontier Trading Company XIV, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (4,647) | (28,250) | 255,624 | ||
Agriculturals [Member] | Frontier Trading Company XV, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (193,258) | (53,695) | 556,113 | ||
Agriculturals [Member] | Frontier Trading Company XXIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (224,679) | ||||
Agriculturals [Member] | Frontier Trading Company XXIX, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (22,429) | (18,006) | [3] | ||
Agriculturals [Member] | Frontier Trading Company XXXVIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (195,062) | (111,612) | [4] | 265,629 | |
Agriculturals [Member] | Frontier Trading Company V LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (190,376) | ||||
Agriculturals [Member] | Frontier Trading Company XVIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 40,202 | ||||
Interest rates [Member] | Frontier Trading Company I LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (1,490,244) | 1,577,387 | (1,483,357) | ||
Interest rates [Member] | Frontier Trading Company II LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (2,060,991) | 2,337,987 | (1,007,888) | ||
Interest rates [Member] | Frontier Trading Company VII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 740,922 | (432,162) | 17,321,998 | ||
Interest rates [Member] | Frontier Trading Company XIV, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (437,886) | 371,048 | 502,102 | ||
Interest rates [Member] | Frontier Trading Company XV, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (1,031,166) | 464,025 | (233,344) | ||
Interest rates [Member] | Frontier Trading Company XXIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (705,395) | 1,653,065 | [2] | (978,553) | |
Interest rates [Member] | Frontier Trading Company XXIX, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (66,993) | 61,567 | [3] | ||
Interest rates [Member] | Frontier Trading Company XXXVIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (15,968) | (1,228,893) | [4] | 1,233,037 | |
Interest rates [Member] | Frontier Trading Company V LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (97,299) | ||||
Interest rates [Member] | Frontier Trading Company XVIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (39,175) | ||||
Stock indices [Member] | Frontier Trading Company I LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 878,018 | (946,046) | 2,905,375 | ||
Stock indices [Member] | Frontier Trading Company II LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (759,504) | (2,365,920) | 2,669,283 | ||
Stock indices [Member] | Frontier Trading Company VII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | 122,840 | (409,378) | 5,780,441 | ||
Stock indices [Member] | Frontier Trading Company XIV, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (66,627) | (317,959) | 956,215 | ||
Stock indices [Member] | Frontier Trading Company XV, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (298,164) | (417,885) | (731,655) | ||
Stock indices [Member] | Frontier Trading Company XXIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (70,857) | (572,090) | [2] | 694,236 | |
Stock indices [Member] | Frontier Trading Company XXIX, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (18,428) | 30,221 | [3] | ||
Stock indices [Member] | Frontier Trading Company XXXVIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | $ (287,597) | $ (537,869) | [4] | 791,078 | |
Stock indices [Member] | Frontier Trading Company V LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | (1,152,310) | ||||
Stock indices [Member] | Frontier Trading Company XVIII, LLC [Member] | |||||
Schedule Of Loans And Allowance For Loan By Class Individually And Collectively Evaluated For Impairment [Line Items] | |||||
Unrealized Trading Revenue from Futures, Forwards and Options | $ (63,280) | ||||
[1] | In the Statements of Operations under net change in open trade equity (deficit), at fair value. | ||||
[2] | Frontier Trading Company XXIII, LLC commenced operations in January 2012. | ||||
[3] | Trading Companies XXIX commenced trading operations in November 2014. | ||||
[4] | Frontier Trading Company XXXVIII, LLC commenced operations in November 2013. |