MF Mutual Fund Performance – March

Beware the ides of March. This past month showed madness in more than one way. Markets began to internalize the ramifications of the ongoing tragedy in Ukraine amidst the backdrop of inflation in the west. Despite much uncertainty, market volatility generally declined for the later 2/3rd of the month. Equity prices rallied hard. Commodities, which were already trending, continued in their momentum but then largely stalled out, looking for more support (Natural Gas a notable exception). Bond markets continued their steep decline after a brief reprieve early in the month. Generally, this kind of environment is fertile soil for trend-following strategies, especially those with a commodity emphasis. Volatility strategies also faired well despite volatility falling near 40% from the highs – an environment very difficult for the true long vol trader. The strategies below bear witness and are worth a good look if you need to diversify your mutual funds.


NameTickerMonth to DateYear to DateAssets Under Management
Hedged Equity
Catalyst Buffered Shield Fund ISHIIX0.32%-7.18%$95,259,274
Rational Equity Armor Fund InstlHDCTX2.38%0.98%$70,225,703
EAVOL NASDAQ-100 Volatil Overlay Risk ACLPAX2.41%-6.59%$15,585,747
Certeza Convex Core ACNVEX0.63%-15.91%$8,703,014
Equities + Managed Futures
Catalyst/Millburn Hedge Strategy IMBXIX7.10%4.23%$3,474,740,578
Standpoint Multi-Asset InstitutionalBLNDX6.26%5.77%$272,188,556
Active Fixed Income
Catalyst/Stone Beach Income Opp IIOXIX-0.56%-0.12%$20,638,002
Catalyst Multi-Strategy IACXIX7.49%4.87%$4,686,937
All Weather / Multi-Strat
Rational/ReSolve Adaptive Asset Allc IRDMIX6.91%6.96%$88,861,538
Astor Macro Alternative IGBLMX-0.09%-2.34%$40,855,928
Catalyst/Teza Algorithmic Alloc ITEZIX-6.44%-13.03%$5,492,534
Catalyst/Millburn Dynamic Cmdty Stgy IDCXIX17.92%37.91%$22,397,666
Catalyst/Warrington Strategic Program ACWXAX0.36%1.68%$105,604,044
AlphaCentric Premium Opportunity AHMXAX1.53%-3.08%$177,966,546
Rational Tactical Return InstlHRSTX0.18%-0.18%$299,729,010
SilverPepper Cmdty Strats Glb Macro InstSPCIX8.98%22.62%$215,325,004
Direxion Auspice Broad Commodity StrategyCOM (ETF)5.64%15.45%$401,879,790
SDCI USCF SummerHaven Dynamic CommoditySDCI (ETF)11.64%27.69%$10,632,698
Managed Futures
AXS Chesapeake Strategy IEQCHX6.73%13.99%$30,607,203

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.

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