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1290 Multi-Alternative Strategies Fund Class A (TN...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

Issuer
Equitable
Inception Date
Jul 6, 2015
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 1290 Multi-Alternative Strategies Fund Class A, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

1290 Multi-Alternative Strategies Fund Class A (TNMAX) has returned 4.02% so far this year and 15.92% over the past 12 months. Over the last ten years, TNMAX has returned 3.54% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


1290 Multi-Alternative Strategies Fund Class A

1D
-0.09%
1M
-3.38%
YTD
4.02%
6M
6.14%
1Y
15.92%
3Y*
10.18%
5Y*
3.81%
10Y*
3.54%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 4, 2016, TNMAX's average daily return is +0.02%, while the average monthly return is +0.32%. At this rate, your investment would double in approximately 18.1 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +4.9%, while the worst month was Mar 2020 at -8.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TNMAX closed higher 48% of trading days. The best single day was Apr 9, 2025 with a return of +3.3%, while the worst single day was Mar 16, 2020 at -4.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.12%3.40%-3.38%4.02%
20252.13%-0.10%-0.42%0.10%1.26%2.07%0.51%2.22%2.76%1.15%0.76%0.11%13.21%
2024-0.23%1.26%3.06%-1.21%1.45%0.77%1.20%1.40%2.12%-1.04%1.99%-2.03%8.95%
20234.08%-2.58%-0.57%0.12%-1.15%2.57%2.51%-1.33%-1.46%-1.14%2.08%2.11%5.08%
2022-2.22%0.41%1.23%-3.25%-1.36%-3.61%1.87%-1.41%-4.83%0.81%2.40%-1.69%-11.31%
20210.66%1.68%-0.18%2.48%0.90%0.53%-0.71%0.18%-1.69%1.90%-3.28%0.64%3.00%

Benchmark Metrics

1290 Multi-Alternative Strategies Fund Class A has an annualized alpha of 0.03%, beta of 0.30, and R² of 0.59 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

  • This fund participated in 41.27% of S&P 500 Index downside but only 29.99% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.30 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
0.03%
Beta
0.30
0.59
Upside Capture
29.99%
Downside Capture
41.27%

Expense Ratio

TNMAX has a high expense ratio of 1.52%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TNMAX ranks 91 for risk / return — in the top 91% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


TNMAX Risk / Return Rank: 9191
Overall Rank
TNMAX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
TNMAX Sortino Ratio Rank: 8989
Sortino Ratio Rank
TNMAX Omega Ratio Rank: 9090
Omega Ratio Rank
TNMAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
TNMAX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for 1290 Multi-Alternative Strategies Fund Class A (TNMAX) and compare them to a chosen benchmark (S&P 500 Index).


TNMAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.86

0.90

+0.96

Sortino ratio

Return per unit of downside risk

2.52

1.39

+1.14

Omega ratio

Gain probability vs. loss probability

1.40

1.21

+0.19

Calmar ratio

Return relative to maximum drawdown

2.71

1.40

+1.32

Martin ratio

Return relative to average drawdown

13.65

6.61

+7.04

Explore TNMAX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

1290 Multi-Alternative Strategies Fund Class A provided a 1.86% dividend yield over the last twelve months, with an annual payout of $0.20 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.20$0.20$0.12$0.27$0.22$1.03$0.06$0.20$0.10$0.04$0.04

Dividend yield

1.86%1.94%1.33%3.12%2.59%10.42%0.55%1.92%0.97%0.37%0.37%

Monthly Dividends

The table displays the monthly dividend distributions for 1290 Multi-Alternative Strategies Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.03$1.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the 1290 Multi-Alternative Strategies Fund Class A. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 1290 Multi-Alternative Strategies Fund Class A was 17.29%, occurring on Mar 19, 2020. Recovery took 172 trading sessions.

The current 1290 Multi-Alternative Strategies Fund Class A drawdown is 3.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.29%Jan 21, 202042Mar 19, 2020172Nov 20, 2020214
-16.46%Jun 11, 2021340Oct 14, 2022578Feb 5, 2025918
-7.27%Feb 19, 202535Apr 8, 202539Jun 4, 202574
-6.75%Jan 25, 2018231Dec 24, 2018246Dec 16, 2019477
-3.64%Mar 3, 202618Mar 26, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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