December markets brought some volatility as the world attempted to figure out the relative impact of omicron and the Fed likelihood of raising rates sooner than expected amidst some potentially improving job numbers and high inflation metrics. Trend following programs generally fared poorly (unless you stayed long oil), but not bad enough to erase a strong year. Volatility strategies didn’t fare well either after headlines reported omicron’s milder symptoms. Other strategies were a mixed bag.
| Name | Ticker | Month to Date | Year to Date | Assets Under Management |
|---|---|---|---|---|
| Hedged Equity | ||||
| Catalyst Buffered Shield Fund I | SHIIX | 2.41% | 14.28% | $96,374,216 |
| Rational Equity Armor Fund Instl | HDCTX | 4.02% | 14.52% | $72,617,262 |
| EAVOL NASDAQ-100 Volatil Overlay Risk A | CLPAX | -0.14% | 13.12% | $15,130,121 |
| Certeza Convex Core A | CNVEX | 4.19% | 26.70% | $9,199,704 |
| Equities + Managed Futures | ||||
| Catalyst/Millburn Hedge Strategy I | MBXIX | -0.03% | 16.89% | $3,214,304,182 |
| Standpoint Multi-Asset Institutional | BLNDX | 3.18% | 20.06% | $161,207,870 |
| Active Fixed Income | ||||
| Catalyst/Stone Beach Income Opp I | IOXIX | -0.23% | -4.31% | $20,850,294 |
| Catalyst Multi-Strategy I | ACXIX | -0.84% | 1.85% | $4,252,836 |
| All Weather / Multi-Strat | ||||
| Rational/ReSolve Adaptive Asset Allc I | RDMIX | 1.12% | 11.28% | $65,736,832 |
| Astor Macro Alternative I | GBLMX | -0.88% | -2.34% | $40,562,003 |
| Catalyst/Teza Algorithmic Alloc I | TEZIX | -0.32% | 1.41% | $6,493,226 |
| Catalyst/Millburn Dynamic Cmdty Stgy I | DCXIX | 7.66% | 0.39% | $9,383,327 |
| Options | ||||
| Catalyst/Warrington Strategic Program A | CWXAX | 1.22% | 8.04% | $104,804,526 |
| AlphaCentric Premium Opportunity A | HMXAX | 1.44% | 7.58% | $213,653,763 |
| Rational Tactical Return Instl | HRSTX | 0.07% | 3.94% | $292,003,292 |
| Commodities | ||||
| SilverPepper Cmdty Strats Glb Macro Inst | SPCIX | 1.32% | 22.50% | $165,418,529 |
| Direxion Auspice Broad Commodity Strategy | COM (ETF) | 3.37% | 27.85% | $244,677,895 |
| SDCI USCF SummerHaven Dynamic Commodity | SDCI (ETF) | 7.10% | 36.52% | $7,376,618 |
| Managed Futures | ||||
| AXS Chesapeake Strategy I | EQCHX | 2.41% | 12.22% | $23,832,564 |