Mutual Fund Performance: October 2022

November 29, 2022 rcm-alternatives 0 comment Like

Chart of the Week, Managed Futures

October seems like a world away, given the events of this month. Nevertheless, funds generally performed well across the board. Stocks and bond prices behaved more traditionally, and volatility was generally down over the month. Commodities were mixed but provided some opportunities for trend followers. (Hey everyone, good news, coffee futures were down almost 20%!). Keep an eye out for our November update in the next few weeks, which should be interesting.

Name	Ticker	Month to Date	Year to Date	Assets Under Management
Hedged Equity
Catalyst Buffered Shield Fund I	SHIIX	0.73%	-18.98%	$4,221,562
Rational Equity Armor Fund Instl	HDCTX	6.44%	-6.96%	$70,166,387
EAVOL NASDAQ-100 Volatil Overlay Risk A	CLPAX	0.76%	-26.77%	$13,189,860
Equities + Managed Futures
Catalyst/Millburn Hedge Strategy I	MBXIX	5.41%	12.02%	$5,592,691,235
Standpoint Multi-Asset Institutional	BLNDX	2.68%	6.08%	$543,134,537
Active Fixed Income
Catalyst Multi-Strategy I	ACXIX	1.77%	-4.04%	$5,598,429
All Weather / Multi-Strat
Rational/ReSolve Adaptive Asset Allc I	RDMIX	1.90%	1.37%	$197,277,782
Astor Macro Alternative I	GBLMX	-0.58%	-2.20%	$30,694,752
Catalyst/Millburn Dynamic Cmdty Stgy I	DCXIX	3.41%	18.23%	$19,261,741
Options
Catalyst/Warrington Strategic Program A	CWXAX	0.00%	5.28%	$115,161,727
AlphaCentric Premium Opportunity A	HMXAX	2.97%	-10.49%	$120,791,071
Rational Tactical Return Instl	HRSTX	-0.12%	-0.76%	$250,795,516
Commodities
SilverPepper Cmdty Strats Glb Macro Inst	SPCIX	-2.36%	4.45%	$182,267,968
Direxion Auspice Broad Commodity Strategy	COM (ETF)	0.10%	7.59%	$297,287,806
SDCI USCF SummerHaven Dynamic Commodity	SDCI (ETF)	3.87%	24.32%	$9,981,225
Managed Futures
AXS Chesapeake Strategy I	EQCHX	0.15%	26.04%	$63,321,979

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.

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.

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.

See the full terms of use and risk disclaimer here.

Disclaimers
RCM Ag Services is a registered DBA of Reliance Capital Markets II LLC. Trading futures, options on futures, and retail off-exchange foreign currency transactions are complex and involve substantial risk of loss and are not suitable for all investors. Loss-limiting strategies such as stop loss orders may not be effective because market conditions or technological issues may make it impossible to execute such orders. Likewise, strategies using combinations of options and/or futures positions such as “spread” or “straddle” trades may be just as risky as simple long and short positions. There are no guarantees of profit. You should carefully consider whether trading is suitable for you in light of your circumstances, knowledge and financial resources. You may lose all or more than your initial investment. You should not rely on any of the information herein as a substitute for the exercise of your own skill and judgment in making such a decision on the appropriateness of such investments. Opinions, market data and recommendations are subject to change without notice. Reliance Capital Markets II LLC shall not be held responsible for any actions taken based on this website or attached links. Parties acting on this electronic communication are responsible for their own actions. Past performance is not necessarily indicative of future results.