Mutual Funds Performance Summary

Stocks took a hiatus from the ever-long bull run characterizing 2021 so far. The ever-grander narrative from China spooked US stock prices into their worst month since March 2020 (-4.66%). See our asset class scorecard to see the macro performance picture.

The mutual funds listed below mostly struggled during this month’s heightened volatility. This provided a brief pause in what otherwise has been solid year-to-date performance. However, there were some bright spots, especially if the strategy included commodity exposure, which is growing to be the darling alternative this year amidst the threat of inflation. (Is it really transitory?) Special shout out to the short-vol options strategy from Warrington, which bucked expectations and posted a commendable gain despite rising vol (+2.52%).

NameTickerSeptember ReturnYear to DateAssets Under ManagementMorningstar Link
Catalyst Multi-Strategy IACXIX-1.04%3.32%$4,306,625 https://www.morningstar.com/funds/xnas/acxix/quote
Alpha Fiduciary Quantitative StratAFQSX-7.33%24.41%$16,775,538 https://www.morningstar.com/funds/xnas/afqsx/quote
Standpoint Multi-Asset InstitutionalBLNDX-0.22%17.06%$94,371,816 https://www.morningstar.com/funds/xnas/blndx/quote
Certeza Convex Core ACNVEX-3.16%16.40%$3,963,235 https://www.morningstar.com/funds/xnas/cnvex/quote
Catalyst/Warrington Strategic Program ACWXAX2.52%5.45%$98,725,841 https://www.morningstar.com/funds/xnas/cwxax/quote
Catalyst/Millburn Dynamic Cmdty Stgy IDCXIX3.22%-2.64%$10,395,732 https://www.morningstar.com/funds/xnas/dcxix/quote
Astor Macro Alternative IGBLMX-2.02%-0.33%$44,049,240 https://www.morningstar.com/funds/xnas/gblmx/quote
Rational Strategic Allocation AHBAFX-4.37%19.21%$8,760,020 https://www.morningstar.com/funds/xnas/hbafx/quote
Catalyst/Stone Beach Income Opp IIOXIX-0.30%-3.53%$24,870,096 https://www.morningstar.com/funds/xnas/ioxix/quote
Catalyst/Millburn Hedge Strategy IMBXIX-4.26%10.24%$2,945,537,108 https://www.morningstar.com/funds/xnas/mbxix/quote
Rational/ReSolve Adaptive Asset Allc IRDMIX-1.79%8.50%$64,416,297 https://www.morningstar.com/funds/xnas/rdmix/quote
Catalyst/Teza Algorithmic Alloc ITEZIX-5.87%-7.91%$5,978,304 https://www.morningstar.com/funds/xnas/tezix/quote

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.

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