We field a bunch of calls at the start of each month asking how that hedge fund, this emerging manager, and that mutual fund did last month, and thought to simplify things for you with this categorized list of different alternative investment performance for the month gone by.
Q4 2019 hedge fund letters, conferences and more
Note: These performance numbers and calculations include returns reported by managers prior to their calculation by a third party admin or auditor, and should not be relied upon separate from the returns reported by managers in their individual disclosure documents. Past Performance is Not Necessarily Indicative of Future Performance.
Commodity
| Program | Last Month | YTD | Minimum |
| EVE InfrastructureA | 7.33% | -17.07% | 100K |
| Red Rock Commodity Long Short | 5.24% | -3.66% | 500K |
| Emil Van Essen SpreadQ | 3.23% | -3.05% | 5MM |
| Aquantum Commodity | 1.59% | -9.56% | 5MM |
| Aquantum EnergyQ | 1.25% | 6.19% | 5MM |
| Jaguar AegirQ | 0.83% | 3.57% | 1MM |
| Catalyst Hedged Commodity (CFHIX) | 0.01% | 3.82% | 2.5K |
| Cayler CapitalQ | -2.38% | 6.97% | 125K |
| Caerus Group Oil Futures Trading Program | -2.54% | -2.65% | 200K |
| Auspice Short TermQ | -2.78% | -9.94% | 5MM |
Volatility
| Program | Last Month | YTD | Minimum |
| Pearl Hedged VIXQ | 3.10% | -7.91% | 500K |
| The GEM Fund, LLC | 2.42% | 2.84% | 250K |
| Deep Field ICCQ | -1.28% | 4.09% | 500K |
| Certeza 4X Macro Vega | -1.43% | 9.93% | 1MM |
| Covenant Total Volatility Fund | -3.52% | 18.30% | 100K |
| Deep Field Vol ArbQ | -5.32% | 3.78% | 500K |
Short Term
| Program | Last Month | YTD | Minimum |
| Linnis ONE | 4.30% | 22.60% | 500K |
| Breakout Funds | 0.37% | 11.73% | 1MM |
| Numeri Intraday | -0.75% | 3.44% | 500K |
| Deep Field ICAQ | -1.73% | -0.53% | 1MM |
Agriculture
| Program | Last Month | YTD | Minimum |
| Gamma Q CommodityQ | 1.40% | 15.10% | 5MM |
| Four Seasons Hawkeye | 0.50% | -0.70% | 500K |
| Sector Arc | -1.15% | -8.05% | 250K |
| Alternative Capital Advisors | -2.41% | -9.88% | 100K |
| Wharton | -2.86% | 0.72% | 100K |
Trend/Macro/Diversified
| Program | Last Month | YTD | Minimum |
| Red Rock Global Macro | 2.72% | 13.83% | 500K |
| EMC AlphaQ | 2.02% | 15.80% | 3MM |
| EVE Global Tactical Allocation ProgramQ | -0.04% | 8.87% | 1MM |
| MaCX EvolutionQ | -0.40% | 1.20% | 3MM |
| County Cork Acclivity Program Low Leverage (LL)Q | -1.84% | 16.46% | 500K |
| Catalyst Multi-Strategy Fund (ACXIX) | -3.37% | 2.68% | 2.5K |
| Campbell – Managed FuturesQ | -3.41% | 11.40% | 500K |
| Rational Resolve (I) (RDMIX) | -3.44% | 18.32% | 1K |
Options
| Program | Last Month | YTD | Minimum |
| Diamond | 3.16% | 8.33% | 150K |
| Flora Lake FundA | 1.74% | 13.66% | 50K |
| AlphaCentric Premium Opportunity 1 (HMXIX) | 1.50% | 16.54% | 2K |
| Rational Tactical Return Fund (HRSTX) | 1.20% | 8.35% | 2K |
| Warrington TacticalQ | 0.39% | 4.59% | 500K |
| Catalyst Hedged Futures Fund (HFXIX) | -2.95% | -4.78% | 2K |
Crypto Futures
| Program | Last Month | YTD | Minimum |
| Systematic AlphaQ | -22.47% | -28.64% | 100K |
Past Performance is Not Necessarily Indicative of Future Results.
Q indicates program only available to Qualified Eligible Persons (QEPs).
A indicates a private fund offered by RCM affiliate Attain Portfolio Advisors.
‘Compound ROR’ is the annual rate of return which, if compounded since the program’s inception, would equal the cumulative gain over that period.
‘Max DD’ is the worst peak to valley loss incurred since inception, on a month end basis.
‘Min Investment’ amounts are listed in thousands of dollars (‘K’) or millions of dollars (‘MM’).
‘Inception’ is the year that the program’s track record began.
Data through December 31.
Article by RCM Alternatives
