Mutual Funds Performance Summary – October 2021

October was the opposite of September in every sense. After brushing off contagion concerns from China’s Evergrande, the stock market jumped into a risk-on environment. U.S. stock prices reached new all-time highs, providing a good reminder that even “non-correlated” assets may occasionally move in the same direction. Commodity trend traders enjoyed strong trends in energy, grains, and soft commodities like coffee and cotton. This isn’t always the case but it feels nice to see positive numbers across the board for every mutual fund we track — our hats off to the trend traders. Be sure to check out our 21 link field guide that dives into trend-following, commodities and inflation here.

NameTickerMonth to DateYear to DateAssets Under Management
Hedged Equity
Catalyst Buffered Shield Fund ISHIIX3.72%12.26%$94,642,483
Rational Equity Armor Fund InstlHDCTX4.69%12.91%$72,010,720
EAVOL NASDAQ-100 Volatil Overlay Risk ACLPAX5.10%11.15%$15,034,795
Certeza Convex Core ACNVEX5.76%23.10%$5,291,336
Equities + Managed Futures
Standpoint Multi-Asset InstitutionalBLNDX4.98%22.89%$126,089,345
Active Fixed Income
Catalyst/Stone Beach Income Opp IIOXIX0.05%-3.48%$23,472,523
Catalyst Multi-Strategy IACXIX3.22%6.64%$4,668,802
All Weather / Multi-Strat
Rational/ReSolve Adaptive Asset Allc IRDMIX5.82%14.81%$62,965,364
Astor Macro Alternative IGBLMX0.91%0.57%$45,411,116
Catalyst/Teza Algorithmic Alloc ITEZIX7.76%-0.76%$6,437,772
Catalyst/Millburn Dynamic Cmdty Stgy IDCXIX7.24%4.40%$10,548,913
Catalyst/Warrington Strategic Program ACWXAX0.37%5.84%$98,193,154
AlphaCentric Premium Opportunity AHMXAX2.04%6.52%$196,714,515
Rational Tactical Return InstlHRSTX0.34%3.87%$272,761,583
Catalyst/Millburn Hedge Strategy IMBXIX6.53%17.44%$3,172,813,620
SDCI USCF SummerHaven Dynamic CommoditySDCI (ETF)6.47%36.56%$8,116,302
Direxion Auspice Broad Commodity StrategyCOM (ETF)3.41%29.95%$253,430,937
SilverPepper Cmdty Strats Glb Macro InstSPCIX2.42%25.77%$185,478,546
Managed Futures
AXS Chesapeake Strategy IEQCHX3.08%15.01%$19,459,274

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.

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