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4yrs ago Managed Futures rcmalternatives Views: 90

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 August performance snapshot below: 

Commodity

 Program  Last Month  YTD Compound
 ROR Max DD Minimum Inception Auspice Short TermQ 9.50% -1.78% 11.80% -17.56% 1MM 2014 Red Rock Commodity Long Short 4.38% 1.79%` 7.44% -30.11% 500K 2013 Catalyst Hedged Commodity (CFHAX) 1.10% 1.73% 3.66% -9.85% 2K 2015 Nu Wave CommodityQ 1.03% -0.70% 5.06% -3.17% 2MM 2014 Jaguar AegirQ  -0.01% 0.68% 12.33% -6.31% 1MM 2012 Emil Van Essen SpreadQ -0.79% -2.08% 1.45% -14.97% 3MM 2013 Aquantum CommodityQ -1.97% -5.71% 6.20% -20.40% 5MM 2013 Aquantum EnergyQ -3.60% 0.07% 11.25% -3.60% 3MM 2017 Cayler CapitalQ -5.59% 2.52% 3.81% -7.59% 125K 2019 EVE MLP Yield CaptureA -12.53% -14.20% -17.03% -26.74% 100K 2018

 

Volatility

 Program  Last Month  YTD Compound
ROR Max DD Minimum Inception Orion Algorithmic Trading PortfolioQ 6.08%  1.41% 4.32% -13.43% 100K 2013 Certeza 4X Macro Vega 3.63% 10.67% 14.35% -12.54% 100K 2012 Covenant Tactical 3.36% 5.58% 8.60% -11.51% 100K 2017 Deep Field Vol ArbQ -2.98% -4.36% 11.36% -12.26% 2MM 2014 Pearl Hedged VIXQ -5.68% -10.19% 6.73% -15.44% 2MM 2014

 

Short Term

 Program  Last Month  YTD Compound
ROR Max DD Minimum Inception Deep Field ICAQ 1.39% 0.68% 9.02% -5.41% 1MM 2017 Numeri Intraday 0.45% 0.00% 0.59% -7.67% 500K 2017 ATP Capital Management -6.27% -4.78% 4.59% -13.74% 100K 2014 Eamon Capital Not  Yet Reported – 600K 2016


Agriculture

 Program  Last Month  YTD Compound
ROR  Max DD  Minimum Inception Wharton 8.19% 8.95% 9.71% -12.00% 100K 2011 Four Seasons Hawkeye -0.30% -2.48% 7.41% -12.48% 500K 2005  Sector Arc -1.95% -7.53% 7.02% -7.91% 250K 2015 Gamma Q CommodityQ -2.24% 5.55% 5.66% -15.78% 2-3MM 2011 Alternative Capital Advisors -2.57% 2.93% -1.92% -19.54% 100K 2016


Trend/Macro/Diversified

 Program  Last Month  YTD Compound
 ROR  Max DD  Minimum Inception Red Rock Global Macro 5.43% 15.96% 7.81% -24.63% 500K 2003 Campbell – Managed FuturesQ  4.13% 22.45% 7.69% -22.20% 500K 1998 EMC AlphaQ 3.60% 15.49% 6.33% -10.69% 3MM 2013 Rational Resolve (A) (RDMAX) 3.44% 21.57% 4.51% -15.8% 1K 2016  Three RockQ 2.66% 2.27% 5.60% -15.56% 1MM 2009 EVE Global Tactical Allocation ProgramQ 2.29% 10.85% 3.45% -9.94% 1MM 2017 MaCX EvolutionQ 1.50% 6.4% 5.09% -11.58% 1MM 2013 County Cork Acclivity Program LLC 0.75% 17.73% 6.01% -9.94% 500K 2016 Catalyst Multi-Strategy Fund (ACXIX) -0.47% 1.65% -0.26% -10.31%  2.5K  2015

 

 

Options

 Program  Last Month  YTD Compound
ROR Max DD Minimum Inception Catalyst Hedged Futures Fund (HFXAX) 0.25% -0.90% 9.43% -30.00% 2K 2005 Rational Tactical Return Fund (HRSAX) 0.17% 6.23% 14.90% -1.14% 2K 2017 Warrington TacticalQ  -0.17% 3.25% 6.11% -1.28% 500K 2015 AlphaCentric Premium Opportunity 1 (HMXIX) -1.23% 10.26% 2.13% -14.74% 2K 2017 Flora Lake FundA -3.10% 5.89% 6.12% -3.80%  50K 2018 Diamond -6.99% 6.10% 11.60% -12.65% 150K 2009

Crypto Futures

 Program  Last Month  YTD Compound
ROR Max DD Minimum Inception  Systematic AlphaQ 7.15% 5.95% -2.96% -34.45% 100K 2018

 

 

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 August ‘19.


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ALL ALPHAMAVEN CONTENT IS FOR INFORMATIONAL PURPOSES ONLY. CONTENT POSTED BY MEMBERS DOES NOT NECESSARILY REFLECT THE OPINION OR BELIEFS OF ALPHAMAVEN AND HAS NOT ALWAYS BEEN INDEPENDENTLY VERIFIED BY ALPHAMAVEN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. THIS IS NOT A SOLICITATION FOR INVESTMENT. THE MATERIAL PROVIDED HEREIN IS FOR INFORMATIONAL PURPOSES ONLY. IT DOES NOT CONSTITUTE AN OFFER TO SELL OR A SOLICITATION OF AN OFFER TO BUY ANY INTERESTS OF ANY FUND OR ANY OTHER SECURITIES. ANY SUCH OFFERINGS CAN BE MADE ONLY IN ACCORDANCE WITH THE TERMS AND CONDITIONS SET FORTH IN THE INVESTMENT'S PRIVATE PLACEMENT MEMORANDUM. PRIOR TO INVESTING, INVESTORS ARE STRONGLY URGED TO REVIEW CAREFULLY THE PRIVATE PLACEMENT MEMORANDUM (INCLUDING THE RISK FACTORS DESCRIBED THEREIN), THE LIMITED PARTNERSHIP AGREEMENT AND THE SUBSCRIPTION DOCUMENTS, TO ASK SUCH QUESTIONS OF THE INVESTMENT MANAGER AS THEY DEEM APPROPRIATE, AND TO DISCUSS ANY PROSPECTIVE INVESTMENT IN THE FUND WITH THEIR LEGAL AND TAX ADVISERS IN ORDER TO MAKE AN INDEPENDENT DETERMINATION OF THE SUITABILITY AND CONSEQUENCES OF AN INVESTMENT.