Coloma Capital Futures(r), LLC : ColoCap Commodities Partners, LP
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Year-to-Date
1.99%
Apr -0.70%
|
Min. Investment
|
$ 25k
|
Inception
|
Aug 2009
|
Assets
|
$ 1.5M
|
|
Mgmt Fee
|
2.00%
|
Sharpe (RFR=1%)
|
0.23
|
Worst DD
|
-5.86
|
|
Perf Fee
|
20.00%
|
CAROR
|
1.90%
|
S&P Correlation
|
-0.12
|
Growth of 1,000 - VAMI
Monthly Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2013 | -0.40 | -0.10 | -0.80 | -0.70 | | | | | | | | | -1.99 | -1.99 |
| 2012 | 0.30 | 0.00 | -0.70 | -0.20 | 0.40 | -1.90 | -0.80 | -0.30 | -0.10 | -0.50 | 0.40 | -0.30 | -3.66 | -4.04 |
| 2011 | 0.00 | 1.00 | 1.50 | 2.10 | 0.00 | 0.70 | -0.40 | 1.00 | 0.10 | -0.30 | 0.90 | -0.10 | 6.66 | -0.40 |
| 2010 | 0.70 | -0.20 | 2.60 | 3.20 | -1.80 | -0.80 | -1.90 | 3.40 | -1.20 | 1.00 | 0.90 | -0.50 | 5.34 | -4.44 |
| 2009 | | | | | | | | -1.40 | -1.10 | 0.40 | 2.30 | 1.00 | 1.16 | -2.48 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS
IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.
Period Returns
|
|
Apr
|
Qtr
|
YTD
|
1yr
|
3yr
|
5yr
|
10yr
|
Since
8/2009
|
|
ColoCap Commodities Partners, LP
|
-0.70
|
-1.59
|
-1.99
|
-5.00
|
-0.30
|
-
|
-
|
7.32
|
|
S&P 500
|
1.81
|
6.64
|
12.02
|
14.28
|
34.60
|
-
|
-
|
56.50
|
|
+/- S&P 500
|
-2.51
|
-8.23
|
-14.00
|
-19.28
|
-34.90
|
-
|
-
|
-49.18
|
Strategy Description
Summary
ColoCap Commodities Partners, LP (CCP) is an emerging commodities pool operated by Coloma Capital Futures TM, LLC (CCF). This pool invests in global commodities futures and options contracts representing various “hard assets” such as crude oil, gold, wheat,...
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Strategy Description
Summary
ColoCap Commodities Partners, LP (CCP) is an emerging commodities pool operated by Coloma Capital Futures TM, LLC (CCF). This pool invests in global commodities futures and options contracts representing various “hard assets” such as crude oil, gold, wheat, copper and lean hogs.
Investment Strategy
The overarching investment themes are relative value spread trading and directional positioning. Trend-following and similar “black box” methods are not part of the philosophy. Instead, alpha opportunities are dissected using quantitative measures to create reasonable and more reliable signals and grounded in fundamental aspects.
Risk Management
This approach outlines risk and return directly and allows for greater scope and confidence in investment decision-making. Leverage is part of the strategy, though primarily by paired long and short positions that reduce overall net leverage. While not impervious to investment loss, the fund is subject to independent oversight and regulation via third-party clearing, banking and audit as well as CFTC registration.