Mutual Fund performance: February

February gave back some of the optimism in January. The markets continued to pay attention to point/counter-point of economic data and the Fed as if it was a lame televised political debate. The sentiment indicates more rate hikes are coming. Stocks and bonds were down most of the month (VOL up mildly). Predictably, the dollar strengthened. Commodity markets seemed to track their respective fundamentals creating a mixed bag of performance. Hedged Equity strategies suffered because there wasn’t much vol to use as a buffer. Strategies using Trend Following seemed to fare better, especially those capable of using smaller markets.

NameTickerMonth to DateYear to DateAssets Under Management
Hedged Equity
Catalyst Buffered Shield Fund ISHIIX-2.00%0.85%$40,613,300
Rational Equity Armor Fund InstlHDCTX-1.60%-3.45%$62,932,867
EAVOL NASDAQ-100 Volatil Overlay Risk ACLPAX0.66%6.37%$12,108,627
Equities + Managed Futures
Catalyst/Millburn Hedge Strategy IMBXIX0.78%0.86%$6,024,312,868
Standpoint Multi-Asset InstitutionalBLNDX-0.60%1.83%$563,892,390
Active Fixed Income
Catalyst Multi-Strategy IACXIX-3.59%1.00%$6,261,222
All Weather / Multi-Strat
Rational/ReSolve Adaptive Asset Allc IRDMIX-0.09%-0.55%$159,435,917
Astor Macro Alternative IGBLMX0.57%-2.21%$26,297,363
Catalyst/Millburn Dynamic Cmdty Stgy IDCXIX-6.58%-3.31%$15,126,464
Options
Catalyst/Warrington Strategic Program ACWXAX0.34%0.23%$160,343,242
AlphaCentric Premium Opportunity AHMXAX-1.25%2.42%$90,162,097
Rational Tactical Return InstlHRSTX0.29%0.41%$199,937,617
Commodities
SilverPepper Cmdty Strats Glb Macro InstSPCIX-4.98%-6.53%$151,380,471
Direxion Auspice Broad Commodity StrategyCOM (ETF)-2.93%0.24%$280,814,494
SDCI USCF SummerHaven Dynamic CommoditySDCI (ETF)-4.16%-5.24%$7,795,061
Managed Futures
AXS Chesapeake Strategy IEQCHX2.71%-0.41%$55,145,748

 

 

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.

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