The Mission Crest Macro fund declined -0.6% in the month of May compared to a return of 0.89% for the HFRX Macro CTA Index benchmark. According to a copy of the fund’s May investor update, which ValueWalk has been able to review, the Mission Crest fund is down -5.4% year-to-date, compared to a decline of -0.29% for its benchmark. Since its inception in March 2019, the fund has produced a total return of 9.03%, compared to 3.02% for its benchmark. Volatility since inception is 6.57% compared to 4.89% for the benchmark, and the Sharpe ratio was 1.11 compared to 0.35….
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