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.