Mutual Fund Performance: August 2022

At first, August looked like it would continue this bear market rally, but the trend kicked back in. Led by bonds dropping, the world started pricing in a stronger fed stance. Stocks turned over, and the dollar strengthened. Stock volatility (i.e., VIX) rose but in a more orderly way, making it challenging for some long volatility players. Hedged equities strategies demonstrated their value by easing the pain of equities by a fraction. Commodity markets mainly remained choppy (currencies and natural gas were the exceptions). So managed futures strategies with a long-term look at bonds, FX, and equities likely fared the best. The mixed results shown in the mutual funds make for a lackluster month. Year-to-date numbers tell a better story.

NameTickerMonth to DateYear to DateAssets Under Management
Hedged Equity
Catalyst Buffered Shield Fund ISHIIX-2.83%-15.73%$61,068,115
Rational Equity Armor Fund InstlHDCTX-2.20%-11.27%$67,606,271
EAVOL NASDAQ-100 Volatil Overlay Risk ACLPAX-3.27%-23.31%$14,165,916
Equities + Managed Futures
Catalyst/Millburn Hedge Strategy IMBXIX1.82%3.56%$4,392,561,531
Standpoint Multi-Asset InstitutionalBLNDX-0.87%4.77%$473,920,458
Active Fixed Income
Catalyst/Stone Beach Income Opp IIOXIX-4.23%-4.76%$15,749,160
Catalyst Multi-Strategy IACXIX-2.10%0.49%$5,599,430
All Weather / Multi-Strat
Rational/ReSolve Adaptive Asset Allc IRDMIX-3.78%4.14%$187,656,959
Astor Macro Alternative IGBLMX-0.19%-4.51%$32,301,370
Catalyst/Millburn Dynamic Cmdty Stgy IDCXIX-2.07%29.24%$21,299,253
Catalyst/Warrington Strategic Program ACWXAX0.46%4.68%$131,000,682
AlphaCentric Premium Opportunity AHMXAX-1.67%-9.37%$136,584,619
Rational Tactical Return InstlHRSTX0.06%-0.64%$274,511,833
SilverPepper Cmdty Strats Glb Macro InstSPCIX1.89%16.85%$216,193,762
Direxion Auspice Broad Commodity StrategyCOM (ETF)0.00%8.71%$313,805,949
SDCI USCF SummerHaven Dynamic CommoditySDCI (ETF)1.42%28.45%$9,4528,142
Managed Futures
AXS Chesapeake Strategy IEQCHX2.74%20.41%$56,137,658

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.

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