Coloma Capital Futures(r), LLC : ColoCap Commodities Partners, LP

Year-to-Date: N / A
Aug Performance: -1.00%

Min Investment: $ 25k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 4.15%
Sharpe (RFR=1%): 0.03
CAROR: 1.04%

Assets: $ 1.0M
Worst DD: -11.03
S&P Correlation: -0.10

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	Since 8/2009
ColoCap Commodities Partners, LP	-1.00	1.49	-	-1.98	-6.70	6.91	-	5.41
S&P 500	3.77	4.15	-	22.68	64.34	96.26	-	96.26
+/- S&P 500	-4.77	-2.66	-	-24.66	-71.04	-89.35	-	-90.85

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. ... Read More

Account & Fees

Type: Fund
Minimum Investment: $ 25k
Trading Level Incremental Increase: $ 10k
CTA Max Funding Factor
Management Fee: 2.00%
Performance Fee: 20.00%
Average Commission: $7.00
Available to US Investors: Yes

Subscriptions

High Water Mark: Yes
Subscription Frequency: 1-7 Days
Redemption Frequency: 1-7 Days
Investor Requirements: QEP
Lock-up Period: 0

Trading

Trading Frequency: 3500 RT/YR/$M
Avg. Margin-to-Equity: 2%
Targeted Worst DD: -7.00%
Worst Peak-to-Trough: 4.50%
Sector Focus: Arbitrage & Spread Traders

Holding Periods

Over 12 Months: 0%
4-12 Months: 0%
1-3 Months: 10.00%
1-30 Days: 80.00%
Intraday: 10.00%

Summary

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.

Compare to:

{{result.name}} {{result.description}}

Index: Chart Type:

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:

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
-11.03	26	-	2/1/2012	4/1/2014
-4.44	3	8	4/1/2010	7/1/2010
-2.48	2	2	1/1/0001	9/1/2009
-0.40	1	1	6/1/2011	7/1/2011
-0.30	1	1	9/1/2011	10/1/2011
-0.20	1	1	1/1/2010	2/1/2010
-0.10	1	1	11/1/2011	12/1/2011

Consecutive Gains

Run-up	Length (Mos.)	Start	End
5.88	2	3/1/2010	4/1/2010
4.98	3	5/1/2014	7/1/2014
4.67	3	2/1/2011	4/1/2011
4.46	4	10/1/2009	1/1/2010
3.40	1	8/1/2010	8/1/2010
1.91	2	10/1/2010	11/1/2010
1.10	2	8/1/2011	9/1/2011
0.90	1	11/1/2011	11/1/2011
0.70	1	6/1/2011	6/1/2011
0.60	2	6/1/2013	7/1/2013
0.50	1	3/1/2014	3/1/2014
0.40	1	11/1/2012	11/1/2012
0.40	1	5/1/2012	5/1/2012
0.30	1	1/1/2012	1/1/2012
0.10	1	11/1/2013	11/1/2013

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-4.44	3	5/1/2010	7/1/2010
-3.76	3	12/1/2013	2/1/2014
-3.56	5	6/1/2012	10/1/2012
-2.48	2	8/1/2009	9/1/2009
-2.38	6	12/1/2012	5/1/2013
-1.60	1	4/1/2014	4/1/2014
-1.30	3	8/1/2013	10/1/2013
-1.20	1	9/1/2010	9/1/2010
-1.00	1	8/1/2014	8/1/2014
-0.90	3	2/1/2012	4/1/2012
-0.50	2	12/1/2010	1/1/2011
-0.40	1	7/1/2011	7/1/2011
-0.30	1	10/1/2011	10/1/2011
-0.20	1	2/1/2010	2/1/2010
-0.10	1	12/1/2011	12/1/2011

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	61.00	59.00	56.00	50.00	44.00	38.00	26.00	14.00
Percent Profitable	42.62	57.63	51.79	46.00	47.73	52.63	57.69	71.43
Average Period Return	0.09	0.37	0.58	0.85	1.30	1.51	1.81	3.20
Average Gain	1.15	1.80	3.08	5.73	7.77	8.09	6.30	5.44
Average Loss	-0.76	-1.56	-2.11	-3.30	-4.60	-5.79	-4.30	-2.40
Best Period	3.40	5.67	9.95	8.75	13.92	15.98	12.74	10.17
Worst Period	-1.90	-4.44	-4.73	-5.86	-7.28	-10.22	-9.06	-5.77
Standard Deviation	1.20	2.18	3.20	4.85	6.77	8.05	6.53	4.83
Gain Standard Deviation	0.95	1.60	2.26	2.03	3.41	4.93	4.31	3.53
Loss Standard Deviation	0.60	1.11	1.26	1.36	1.62	2.53	3.03	2.28
Sharpe Ratio (1%)	0.01	0.06	0.03	-0.03	-0.03	-0.06	-0.19	-0.18
Average Gain / Average Loss	1.52	1.15	1.46	1.74	1.69	1.40	1.46	2.27
Profit / Loss Ratio	1.23	1.56	1.57	1.48	1.54	1.55	2.00	5.67
Downside Deviation (10%)	0.95	1.99	3.36	6.23	9.04	11.69	15.35	18.93
Downside Deviation (5%)	0.75	1.38	2.00	3.31	4.56	5.63	5.18	3.86
Downside Deviation (0%)	0.70	1.24	1.70	2.62	3.52	4.33	3.37	1.66
Sortino Ratio (10%)	-0.33	-0.43	-0.56	-0.67	-0.70	-0.75	-0.91	-0.97
Sortino Ratio (5%)	0.01	0.09	0.04	-0.04	-0.04	-0.09	-0.23	-0.22
Sortino Ratio (0%)	0.13	0.30	0.34	0.33	0.37	0.35	0.54	1.93

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.

Get Free Research Report on This CTA

Get additional information on Coloma Capital Futures(r), LLC, including performance, charts, statistics, ratios, and more.

First Name is required.

Last Name is required.

Email is required. This is not a valid email.

Phone is required.

* Required fields

More Programs by Coloma Capital Futures(r), LLC

Program Name	CAROR
Hedged Volatility Strategy	6.26%
Coloma Capital Futures Sep A/C	2.07%

IASG Activity

Blends 14
Portfolios 5
Watchlists 10

Account Log In

Reset Password

Register for an Account

Thank You

Find the right managed futures programs for you with our comprehensive free CTA database.

Coloma Capital Futures(r), LLC : ColoCap Commodities Partners, LP

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

{{title}}

{{title}}

Connect With Us for Latest CTA News & Rankings

Get the Full Picture

Register now to access our complete CTA database: