Mutual Fund Performance: March

The Ides of March came this year with some volatility. All eyes were on the banking crisis as the Fed effectively bailed out two notable US banks, and Credit Suisse was forced to merge with UBS.  Bond volatility spiked considerably, hurting some strategies and providing an opportunity for others. Anyone still short bond prices took it on the chin while equities markets ended the month positive. Alternative funds were a mixed bag, with commodities diverging. (Anyone notice that Sugar is up over 40% in the past six months?) All that said, March was a good litmus test to see how diversified your alternative allocation is. Are you participating in smaller markets or mostly the big four asset classes?

NameTickerMonth to DateYear to DateAssets Under Management
Hedged Equity
Catalyst Buffered Shield Fund ISHIIX2.41%3.20%$41,414,681
Rational Equity Armor Fund InstlHDCTX1.12%-2.37%$55,902,818
EAVOL NASDAQ-100 Volatil Overlay Risk ACLPAX8.39%15.30%$12,134,519
Equities + Managed Futures
Catalyst/Millburn Hedge Strategy IMBXIX-5.25%-4.43%$5,818,488,780
Standpoint Multi-Asset InstitutionalBLNDX-0.15%1.68%$577,458,882
Active Fixed Income
Catalyst Multi-Strategy IACXIX-4.80%-3.85%$5,990,880
All Weather / Multi-Strat
Rational/ReSolve Adaptive Asset Allc IRDMIX-2.75%-3.28%$147,755,103
Astor Macro Alternative IGBLMX-0.85%-3.04%$25,667,156
Catalyst/Millburn Dynamic Cmdty Stgy IDCXIX2.38%-1.00%$14,939,716
Catalyst/Warrington Strategic Program ACWXAX0.23%0.46%$148,890,375
AlphaCentric Premium Opportunity AHMXAX1.31%3.76%$89,206,054
Rational Tactical Return InstlHRSTX0.35%0.76%$193,212,868
SilverPepper Cmdty Strats Glb Macro InstSPCIX-0.63%-7.12%$149,176,527
Direxion Auspice Broad Commodity StrategyCOM (ETF)4.00%4.25%$284,654,265
SDCI USCF SummerHaven Dynamic CommoditySDCI (ETF)0.14%-5.11%$8,624,829
Managed Futures
AXS Chesapeake Strategy IEQCHX-2.15%-2.55%$54,321,334

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.

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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. Individuals cannot invest in the index itself, and actual rates of return may be significantly different and more volatile than those of the index.

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