Cazadores Investments Limited : Cazadores Commodity Alpha Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 3.35% Aug Performance 0.08% Min Investment $ 1,000k Mgmt. Fee 0.50% Perf. Fee 20.00% Annualized Vol 3.64% Sharpe (RFR=1%) 1.39 CAROR - Assets $ 3.0M Worst DD -1.02 S&P Correlation 0.06 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page Growth of 1,000 - VAMI Monthly Performance Export Data Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD 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 Program / Index Aug Qtr YTD 1yr 3yr 5yr 10yr Since10/2019 Cazadores Commodity Alpha 0.08 0.63 3.35 - - - - 5.64 S&P 500 7.01 14.98 8.34 - - - - 15.23 +/- S&P 500 -6.93 -14.34 -4.99 - - - - -9.59 Strategy Description SummaryCazadores Investments is a London based CTA, focusing on trading liquid commodity futures and harvesting alpha 100% systematically. Our strategy is uniquely uncorrelated with the broader financial market, both equity (S&P 500) and fixed income (IShares 20y Treasuries). Live Returns... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 500k CTA Max Funding Factor 5.00 Management Fee 0.50% Performance Fee 20.00% Average Commission Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 7-14 Days Redemption Frequency 7-14 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 600 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 20.00% 1-3 Months 40.00% 1-30 Days 40.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Composition Industrial Metals 17.00% Precious Metals 17.00% Energy 17.00% Grains 17.00% Livestock 16.00% Softs 16.00% SummaryCazadores Investments is a London based CTA, focusing on trading liquid commodity futures and harvesting alpha 100% systematically. Our strategy is uniquely uncorrelated with the broader financial market, both equity (S&P 500) and fixed income (IShares 20y Treasuries). Live Returns and Sharpe Ratio have outperformed both the Bridge Alternatives Commodity Hedge Fund Index and the Barclays CTA Index since 2019Investment StrategyAll major commodity markets make up our investible universe. Systematic signals, based on risk, trend and mean reversion, assign the commodities into long and short buckets. Positions are finally sized to build the most robust overall portfolioRisk ManagementThe fund operates with enforced position limits for each market. The limits are both external (Regulatory) and internal (Market Liquidity, Volatility and Correlation metrics). The aim is to build robust portfolios that limit the expected aggregate impact of any large market moves Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year. Drawdown Report Depth Length (Mos.) Recovery (Mos.) Peak Valley -1.02 1 - 6/1/2020 7/1/2020 -0.81 1 1 12/1/2019 1/1/2020 -0.33 1 1 10/1/2019 11/1/2019 -0.07 1 1 2/1/2020 3/1/2020 Show More Consecutive Gains Run-up Length (Mos.) Start End 3.56 3 4/1/2020 6/1/2020 1.64 1 2/1/2020 2/1/2020 1.63 1 10/1/2019 10/1/2019 0.91 1 12/1/2019 12/1/2019 0.08 1 8/1/2020 8/1/2020 Show More Consecutive Losses Run-up Length (Mos.) Start End -1.02 1 7/1/2020 7/1/2020 -0.81 1 1/1/2020 1/1/2020 -0.33 1 11/1/2019 11/1/2019 -0.07 1 3/1/2020 3/1/2020 Show More Time Windows Analysis 1 Month3 Month Number of Periods11.009.00 Percent Profitable63.6488.89 Average Period Return0.511.62 Average Gain1.111.86 Average Loss-0.56-0.24 Best Period1.823.56 Worst Period-1.02-0.24 Standard Deviation1.051.30 Gain Standard Deviation0.751.17 Loss Standard Deviation0.43 Sharpe Ratio (1%)0.401.06 Average Gain / Average Loss2.007.81 Profit / Loss Ratio3.4962.50 Downside Deviation (10%)0.640.58 Downside Deviation (5%)0.450.16 Downside Deviation (0%)0.410.08 Sortino Ratio (10%)0.150.68 Sortino Ratio (5%)0.948.48 Sortino Ratio (0%)1.2520.50 Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel