November Manager Performance Snapshot

December 13, 2019 rcm-alternatives 0 comment  Like
Alternative Investments, Commdities, Hedge Funds, Managed Futures, Markets, Statistics, Why Alternatives?, Your Investments

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.

 

Commodity

 Program  Last Month  YTD Minimum
Aquantum EnergyQ 1.25% 4.88% 5MM
Auspice Short TermQ 1.08% -7.38% 5MM
Catalyst Hedged Commodity (CFHIX) 0.35% 3.73% 2.5K
Jaguar AegirQ  0.21% 2.93% 1MM
Aquantum Commodity -0.70% -10.97% 5MM
Emil Van Essen SpreadQ -0.75% -6.13% 5MM
Red Rock Commodity Long Short -0.88% -8.45% 500K
Cayler CapitalQ -0.91% 9.39% 125K
Caerus Group Oil Futures Trading Program -1.50% -0.11% 200K
EVE InfrastructureA -6.46% -23.32% 100K

Volatility

 Program  Last Month  YTD Minimum
Deep Field Vol ArbQ 5.50% 9.26% 500K
Covenant Total Volatility Fund 0.95% 22.62% 100K
Pearl Hedged VIXQ 0.68%  -10.67%  500K
Deep Field ICCQ 0.43% 5.44% 500K
Certeza 4X Macro Vega -0.23% 11.35% 1MM
Orion Capital Advisors-Beta Opportunity Not Yet Reported 100K

 

Short Term

 Program  Last Month  YTD Minimum
Breakout Funds 2.97% 11.32% 1MM
Linnis ONE 2.70% 17.60% 500K
Deep Field ICAQ 2.52% 1.25% 1MM
Numeri Intraday -0.01% -0.75% 500K

 

Agriculture

 Program  Last Month  YTD  Minimum
 Sector Arc 0.47% -6.98% 250K
Gamma Q CommodityQ 0.20% 13.70% 5MM
Four Seasons Hawkeye 0.16% 1.60% 500K
Wharton -2.35% 3.68% 100K
Alternative Capital Advisors -4.44% -7.66% 100K

 

Trend/Macro/Diversified

 Program  Last Month  YTD  Minimum
Rational Resolve (I) (RDMIX) 2.35% 22.73% 1K
County Cork Acclivity Program LLCQ 1.15% 24.34% 500K
Campbell – Managed FuturesQ  0.71% 15.33% 500K
MaCX EvolutionQ 0.40% 1.60% 3MM
Red Rock Global Macro 0.39% 10.81% 500K
Catalyst Multi-Strategy Fund (ACXIX) 0.34% 1.78%  2.5K
EMC AlphaQ 0.20% 13.50% 3MM
EVE Global Tactical Allocation ProgramQ 0.02% 8.90% 1MM

 

Options

 Program  Last Month  YTD Minimum
AlphaCentric Premium Opportunity 1 (HMXIX) 1.50% 14.73% 2K
Flora Lake FundA 1.43% 11.72%  50K
Rational Tactical Return Fund (HRSTX) 0.69% 7.59% 2K
Diamond 0.52% 5.00% 150K
Warrington TacticalQ  0.45% 4.18% 500K
Catalyst Hedged Futures Fund (HFXIX) -2.38% -1.89% 2K

 

Crypto Futures

 Program  Last Month  YTD Minimum
 Systematic AlphaQ 9.31% -7.96% 100K

 

Past Performance is Not Necessarily Indicative of Future Results.
Q indicates 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 November 31. 

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.

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.

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.

See the full terms of use and risk disclaimer here.

logo