October Performance Snapshot of CTAs, Macro & Vol Funds – ValueWalk Premium
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October Performance Snapshot of CTAs, Macro & Vol Funds

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. Check out the October performance snapshot below:

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Commodity

Program Last Month YTD Minimum
Cayler CapitalQ 3.54% 10.39% 125K
Aquantum Commodity 1.35% -10.35% 5MM
Catalyst Hedged Commodity (CFHIX) 0.89% 3.36% 2.5K
Caerus Group Oil Futures Trading Program 0.69% 1.41% 200K
Aquantum EnergyQ 0.21% 3.59% 5MM
Jaguar AegirQ  0.20% 1.87% 1MM
Auspice Short TermQ -0.76% -8.13% 5MM
Red Rock Commodity Long Short -3.17% -7.64% 500K
EVE MLP Yield CaptureA -4.29% -18.02% 100K
Emil Van Essen SpreadQ -4.50% -5.42% 5MM

Volatility

 Program  Last Month  YTD Minimum
Covenant Total Volatility Fund 5.44% 15.96% 100K
Deep Field Vol ArbQ 3.21% 3.57% 500K
Orion Capital Advisors-Beta Opportunity 2.83% 2.13% 100K
Deep Field ICCQ 1.77% 4.99% 500K
Certeza 4X Macro Vega -0.74% 12.03% 1MM
Pearl Hedged VIXQ -2.65%  -11.28%  500K

Short Term

 Program  Last Month  YTD Minimum
Linnis ONE 3.93% 14.52% 500K
Numeri Intraday -0.31% -0.77% 500K
Deep Field ICAQ -2.10% -1.28% 1MM
Breakout Funds -3.65% 8.11% 1MM

Agriculture

 Program  Last Month  YTD  Minimum
Gamma Q CommodityQ 1.07% 9.30% 5MM
Four Seasons Hawkeye -0.16% -1.43% 500K
 Sector Arc -0.20% -7.41% 250K
Wharton -0.92% 7.95% 100K
Alternative Capital Advisors -4.32% -3.37% 100K

Trend/Macro/Diversified

 Program  Last Month  YTD  Minimum
Catalyst Multi-Strategy Fund (ACXIX) 1.17% 1.44%  2.5K
Red Rock Global Macro 0.01% 10.37% 500K
EVE Global Tactical Allocation ProgramQ -0.63% 8.88% 1MM
EMC AlphaQ -1.13% 11.16% 3MM
County Cork Acclivity Program LLC -1.37% 22.84% 500K
Rational Resolve (I) (RDMIX) -1.77% 19.91% 1K
MaCX EvolutionQ -2.40% 1.26% 3MM
Campbell – Managed FuturesQ  -4.87% 14.24% 500K

Options

 Program  Last Month  YTD Minimum
Flora Lake FundA 1.76% 10.14%  50K
AlphaCentric Premium Opportunity 1 (HMXIX) 1.32% 13.07% 2K
Catalyst Hedged Futures Fund (HFXIX) 0.38% 0.50% 2K
Warrington TacticalQ  0.05% 3.72% 500K
Rational Tactical Return Fund (HRSTX) 0.00% 6.85% 2K
Diamond -1.74% 4.45% 150K

Crypto Futures

 Program  Last Month  YTD Minimum
 Systematic AlphaQ Not Yet Reported

Past Performance is Not Necessarily Indicative of Future Results.

Qindicates 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 October 31.

Article by RCM Alternatives


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