Mutual Fund Performance: November 2022

November came with a bang. The election, a Twitter takeover, Putin doubling down in Ukraine, and China’s covid problems created plenty of volatility. Equities and bond prices continued their correlation as the market priced in some sort of easing from the Fed, and the USD followed suit. Commodities were a mixed bag, with metals finally posting a decent month and energy down. Volatility declined most of the month, providing a difficult time for long-vol traders. The best opportunities suited the perma- bulls in equities, fixed income, and opportunistic commodity traders.

NameTickerMonth to DateYear to DateAssets Under Management
Hedged Equity
Catalyst Buffered Shield Fund ISHIIX3.76%-15.93%$44,394,011
Rational Equity Armor Fund InstlHDCTX0.57%-6.43%$70,499,602
EAVOL NASDAQ-100 Volatil Overlay Risk ACLPAX3.11%-24.49%$13,355,235
Equities + Managed Futures
Catalyst/Millburn Hedge Strategy IMBXIX-5.43%5.94%$5,501,545,223
Standpoint Multi-Asset InstitutionalBLNDX-0.44%5.62%$547,074,963
Active Fixed Income
Catalyst Multi-Strategy IACXIX2.11%-2.02%$5,625,845
All Weather / Multi-Strat
Rational/ReSolve Adaptive Asset Allc IRDMIX-3.00%-1.67%$180,679,733
Astor Macro Alternative IGBLMX-3.05%-5.18%$29,159,244
Catalyst/Millburn Dynamic Cmdty Stgy IDCXIX4.12%23.10%$19,635,374
Catalyst/Warrington Strategic Program ACWXAX-0.23%5.04%$155,251,965
AlphaCentric Premium Opportunity AHMXAX2.50%-8.25%$114,422,556
Rational Tactical Return InstlHRSTX0.12%-0.64%$229,461,527
SilverPepper Cmdty Strats Glb Macro InstSPCIX4.38%9.03%$190,057,107
Direxion Auspice Broad Commodity StrategyCOM (ETF)0.34%7.95%$280,736,717
SDCI USCF SummerHaven Dynamic CommoditySDCI (ETF)4.15%29.48%$10,337,818
Managed Futures
AXS Chesapeake Strategy IEQCHX-6.25%18.17%$58,303,144

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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