June Mutual Fund Performance

The theme for June is “non-correlated does not mean negatively correlated.” We’ve written about this before. While equities continued their bear tread and bonds seemed to hit a temporary low, volatility never really picked up. The real story seemed to be in commodities. Agriculture, metals, and energy all reversed course as the world began to digest the story of Fed-created demand destruction. Even if you were diversified across assets, your long positions likely suffered, volatility went nowhere, and trends reversed. It’s not hard to see why many alternative funds had a rough month. (Congrats to Warrington Asset Mgt as the notable exception.) We suggest noting YTD performance alongside the monthly number for healthy context. And remember, don’t expect a negative correlation from a “non-correlated” asset.

NameTickerMonth to DateYear to DateAssets Under Management
Hedged Equity
Catalyst Buffered Shield Fund ISHIIX-4.05%-16.22%$75,252,335
Rational Equity Armor Fund InstlHDCTX-4.50%-11.12%$67,878,958
EAVOL NASDAQ-100 Volatil Overlay Risk ACLPAX-5.70%-24.65%$14,341,704
Certeza Convex Core ACNVEX-5.04%-27.54%$4,725,761
Equities + Managed Futures
Catalyst/Millburn Hedge Strategy IMBXIX-2.56%2.93%$4,007,015,896
Standpoint Multi-Asset InstitutionalBLNDX-2.49%5.54%$404,904,034
Active Fixed Income
Catalyst/Stone Beach Income Opp IIOXIX-0.93%-2.25%$18,494,034
Catalyst Multi-Strategy IACXIX-3.21%-3.27%$5,212,723
All Weather / Multi-Strat
Rational/ReSolve Adaptive Asset Allc IRDMIX-3.03%8.63%$163,044,430
Astor Macro Alternative IGBLMX-2.15%-5.68%$35,289,118
Catalyst/Millburn Dynamic Cmdty Stgy IDCXIX-11.50%25.24%$24,532,928
Options
Catalyst/Warrington Strategic Program ACWXAX1.40%4.68%$124,676,749
AlphaCentric Premium Opportunity AHMXAX-4.12%-11.14%$142,145,839
Rational Tactical Return InstlHRSTX-0.29%-0.76%$275,597,409
Commodities
SilverPepper Cmdty Strats Glb Macro InstSPCIX-10.48%13.12%$208,451,431
Direxion Auspice Broad Commodity StrategyCOM (ETF)-4.73%11.76%$400,897,695
SDCI USCF SummerHaven Dynamic CommoditySDCI (ETF)-8.06%27.43%$10,607,488
Managed Futures
AXS Chesapeake Strategy IEQCHX-0.08%20.70%$44,604,417

 

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.

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.

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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