Mutual Fund Performance – December 2021

December markets brought some volatility as the world attempted to figure out the relative impact of omicron and the Fed likelihood of raising rates sooner than expected amidst some potentially improving job numbers and high inflation metrics. Trend following programs generally fared poorly (unless you stayed long oil), but not bad enough to erase a strong year. Volatility strategies didn’t fare well either after headlines reported omicron’s milder symptoms. Other strategies were a mixed bag.

NameTickerMonth to DateYear to DateAssets Under Management
Hedged Equity
Catalyst Buffered Shield Fund ISHIIX2.41%14.28%$96,374,216
Rational Equity Armor Fund InstlHDCTX4.02%14.52%$72,617,262
EAVOL NASDAQ-100 Volatil Overlay Risk ACLPAX-0.14%13.12%$15,130,121
Certeza Convex Core ACNVEX4.19%26.70%$9,199,704
Equities + Managed Futures
Catalyst/Millburn Hedge Strategy IMBXIX-0.03%16.89%$3,214,304,182
Standpoint Multi-Asset InstitutionalBLNDX3.18%20.06%$161,207,870
Active Fixed Income
Catalyst/Stone Beach Income Opp IIOXIX-0.23%-4.31%$20,850,294
Catalyst Multi-Strategy IACXIX-0.84%1.85%$4,252,836
All Weather / Multi-Strat
Rational/ReSolve Adaptive Asset Allc IRDMIX1.12%11.28%$65,736,832
Astor Macro Alternative IGBLMX-0.88%-2.34%$40,562,003
Catalyst/Teza Algorithmic Alloc ITEZIX-0.32%1.41%$6,493,226
Catalyst/Millburn Dynamic Cmdty Stgy IDCXIX7.66%0.39%$9,383,327
Catalyst/Warrington Strategic Program ACWXAX1.22%8.04%$104,804,526
AlphaCentric Premium Opportunity AHMXAX1.44%7.58%$213,653,763
Rational Tactical Return InstlHRSTX0.07%3.94%$292,003,292
SilverPepper Cmdty Strats Glb Macro InstSPCIX1.32%22.50%$165,418,529
Direxion Auspice Broad Commodity StrategyCOM (ETF)3.37%27.85%$244,677,895
SDCI USCF SummerHaven Dynamic CommoditySDCI (ETF)7.10%36.52%$7,376,618
Managed Futures
AXS Chesapeake Strategy IEQCHX2.41%12.22%$23,832,564

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.

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