August Performance Snapshot

September 11, 2019 rcm-alternatives 0 comment  Like
Alternative Investments, Commodities and Ag Markets, Hedge Funds, Investing Insight, Managed Futures, Markets, Why Alternatives?

We field a bunch of calls at the start of each month asking how that hedge fund, this emerging manager, and that mutual fund did last month, and thought to simplify things for you with this categorized list of different alternative investment performance for the month gone by. Check out the August performance snapshot below: 

Commodity

 Program  Last Month  YTD Compound
 ROR		 Max DD Minimum Inception
Auspice Short TermQ 9.50% -1.78% 11.80% -17.56% 1MM 2014
Red Rock Commodity Long Short 4.38% 1.79%` 7.44% -30.11% 500K 2013
Catalyst Hedged Commodity (CFHAX) 1.10% 1.73% 3.66% -9.85% 2K 2015
Nu Wave CommodityQ 1.03% -0.70% 5.06% -3.17% 2MM 2014
Jaguar AegirQ  -0.01% 0.68% 12.33% -6.31% 1MM 2012
Emil Van Essen SpreadQ -0.79% -2.08% 1.45% -14.97% 3MM 2013
Aquantum CommodityQ -1.97% -5.71% 6.20% -20.40% 5MM 2013
Aquantum EnergyQ -3.60% 0.07% 11.25% -3.60% 3MM 2017
Cayler CapitalQ -5.59% 2.52% 3.81% -7.59% 125K 2019
EVE MLP Yield CaptureA -12.53% -14.20% -17.03% -26.74% 100K 2018

 

Volatility

 Program  Last Month  YTD Compound
ROR		 Max DD Minimum Inception
Orion Algorithmic Trading PortfolioQ 6.08%  1.41% 4.32% -13.43% 100K 2013
Certeza 4X Macro Vega 3.63% 10.67% 14.35% -12.54% 100K 2012
Covenant Tactical 3.36% 5.58% 8.60% -11.51% 100K 2017
Deep Field Vol ArbQ -2.98% -4.36% 11.36% -12.26% 2MM 2014
Pearl Hedged VIXQ -5.68% -10.19% 6.73% -15.44% 2MM 2014

 

Short Term

 Program  Last Month  YTD Compound
ROR		 Max DD Minimum Inception
Deep Field ICAQ 1.39% 0.68% 9.02% -5.41% 1MM 2017
Numeri Intraday 0.45% 0.00% 0.59% -7.67% 500K 2017
ATP Capital Management -6.27% -4.78% 4.59% -13.74% 100K 2014
Eamon Capital Not  Yet Reported – 600K 2016


Agriculture

 Program  Last Month  YTD Compound
ROR		  Max DD  Minimum Inception
Wharton 8.19% 8.95% 9.71% -12.00% 100K 2011
Four Seasons Hawkeye -0.30% -2.48% 7.41% -12.48% 500K 2005
 Sector Arc -1.95% -7.53% 7.02% -7.91% 250K 2015
Gamma Q CommodityQ -2.24% 5.55% 5.66% -15.78% 2-3MM 2011
Alternative Capital Advisors -2.57% 2.93% -1.92% -19.54% 100K 2016


Trend/Macro/Diversified

 Program  Last Month  YTD Compound
 ROR		  Max DD  Minimum Inception
Red Rock Global Macro 5.43% 15.96% 7.81% -24.63% 500K 2003
Campbell – Managed FuturesQ  4.13% 22.45% 7.69% -22.20% 500K 1998
EMC AlphaQ 3.60% 15.49% 6.33% -10.69% 3MM 2013
Rational Resolve (A) (RDMAX) 3.44% 21.57% 4.51% -15.8% 1K 2016
 Three RockQ 2.66% 2.27% 5.60% -15.56% 1MM 2009
EVE Global Tactical Allocation ProgramQ 2.29% 10.85% 3.45% -9.94% 1MM 2017
MaCX EvolutionQ 1.50% 6.4% 5.09% -11.58% 1MM 2013
County Cork Acclivity Program LLC 0.75% 17.73% 6.01% -9.94% 500K 2016
Catalyst Multi-Strategy Fund (ACXIX) -0.47% 1.65% -0.26% -10.31%  2.5K  2015

 

 

Options

 Program  Last Month  YTD Compound
ROR		 Max DD Minimum Inception
Catalyst Hedged Futures Fund (HFXAX) 0.25% -0.90% 9.43% -30.00% 2K 2005
Rational Tactical Return Fund (HRSAX) 0.17% 6.23% 14.90% -1.14% 2K 2017
Warrington TacticalQ  -0.17% 3.25% 6.11% -1.28% 500K 2015
AlphaCentric Premium Opportunity 1 (HMXIX) -1.23% 10.26% 2.13% -14.74% 2K 2017
Flora Lake FundA -3.10% 5.89% 6.12% -3.80%  50K 2018
Diamond -6.99% 6.10% 11.60% -12.65% 150K 2009

Crypto Futures

 Program  Last Month  YTD Compound
ROR		 Max DD Minimum Inception
 Systematic AlphaQ 7.15% 5.95% -2.96% -34.45% 100K 2018

 

 

Past Performance is Not Necessarily Indicative of Future Results.
Qindicates program only available to Qualified Eligible Persons (QEPs).
A indicates a private fund offered by RCM affiliate Attain Portfolio Advisors.
‘Compound ROR’ is the annual rate of return which, if compounded since the program’s inception, would equal the cumulative gain over that period.
‘Max DD’ is the worst peak to valley loss incurred since inception, on a month end basis.
‘Min Investment’ amounts are listed in thousands of dollars (‘K’) or millions of dollars (‘MM’).
‘Inception’ is the year that the program’s track record began.
Data through August ‘19.

Disclaimer
The performance data displayed herein is compiled from various sources, including BarclayHedge, and reports directly from the advisors. These performance figures should not be relied on independent of the individual advisor's disclosure document, which has important information regarding the method of calculation used, whether or not the performance includes proprietary results, and other important footnotes on the advisor's track record.

The programs listed here are a sub-set of the full list of programs able to be accessed by subscribing to the database and reflect programs we currently work with and/or are more familiar with.

Benchmark index performance is for the constituents of that index only, and does not represent the entire universe of possible investments within that asset class. And further, that there can be limitations and biases to indices such as survivorship, self reporting, and instant history. Individuals cannot invest in the index itself, and actual rates of return may be significantly different and more volatile than those of the index.

Managed futures accounts can subject to substantial charges for management and advisory fees. The numbers within this website include all such fees, but it may be necessary for those accounts that are subject to these charges to make substantial trading profits in the future to avoid depletion or exhaustion of their assets.

Investors interested in investing with a managed futures program (excepting those programs which are offered exclusively to qualified eligible persons as that term is defined by CFTC regulation 4.7) will be required to receive and sign off on a disclosure document in compliance with certain CFT rules The disclosure documents contains a complete description of the principal risk factors and each fee to be charged to your account by the CTA, as well as the composite performance of accounts under the CTA's management over at least the most recent five years. Investor interested in investing in any of the programs on this website are urged to carefully read these disclosure documents, including, but not limited to the performance information, before investing in any such programs.

Those investors who are qualified eligible persons as that term is defined by CFTC regulation 4.7 and interested in investing in a program exempt from having to provide a disclosure document and considered by the regulations to be sophisticated enough to understand the risks and be able to interpret the accuracy and completeness of any performance information on their own.

RCM receives a portion of the commodity brokerage commissions you pay in connection with your futures trading and/or a portion of the interest income (if any) earned on an account's assets. The listed manager may also pay RCM a portion of the fees they receive from accounts introduced to them by RCM.

Limitations on RCM Quintile + Star Rankings

The Quintile Rankings and RCM Star Rankings shown here are provided for informational purposes only. RCM does not guarantee the accuracy, timeliness or completeness of this information. The ranking methodology is proprietary and the results have not been audited or verified by an independent third party. Some CTAs may employ trading programs or strategies that are riskier than others. CTAs may manage customer accounts differently than their model results shown or make different trades in actual customer accounts versus their own accounts. Different CTAs are subject to different market conditions and risks that can significantly impact actual results. RCM and its affiliates receive compensation from some of the rated CTAs. Investors should perform their own due diligence before investing with any CTA. This ranking information should not be the sole basis for any investment decision.

See the full terms of use and risk disclaimer here.

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