Coloma Capital Futures(r), LLC : ColoCap Commodities Partners, LP Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 Since8/2009 ColoCap Commodities Partners, LP -1.00 - - - - - 0.31 5.41 S&P 500 3.77 - - - - - 81.40 226.10 +/- S&P 500 -4.77 - - - - - -81.09 -220.69 Strategy Description SummaryColoCap 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% Decision-Making Discretionary 100.00% Systematic 0% Strategy Option-spreads 3.00% Spreading/hedging 97.00% Composition Energy 25.00% Livestock 25.00% Grains 20.00% Softs 20.00% Industrial Metals 5.00% Precious Metals 5.00% SummaryColoCap 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 StrategyThe 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 ManagementThis 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: 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 -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 Show More 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 Show More 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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods61.0059.0056.0050.0044.0038.0026.0014.00 Percent Profitable42.6257.6351.7946.0047.7352.6357.6971.43 Average Period Return0.090.370.580.851.301.511.813.20 Average Gain1.151.803.085.737.778.096.305.44 Average Loss-0.76-1.56-2.11-3.30-4.60-5.79-4.30-2.40 Best Period3.405.679.958.7513.9215.9812.7410.17 Worst Period-1.90-4.44-4.73-5.86-7.28-10.22-9.06-5.77 Standard Deviation1.202.183.204.856.778.056.534.83 Gain Standard Deviation0.951.602.262.033.414.934.313.53 Loss Standard Deviation0.601.111.261.361.622.533.032.28 Sharpe Ratio (1%)0.010.060.03-0.03-0.03-0.06-0.19-0.18 Average Gain / Average Loss1.521.151.461.741.691.401.462.27 Profit / Loss Ratio1.231.561.571.481.541.552.005.67 Downside Deviation (10%)0.951.993.366.239.0411.6915.3518.93 Downside Deviation (5%)0.751.382.003.314.565.635.183.86 Downside Deviation (0%)0.701.241.702.623.524.333.371.66 Sortino Ratio (10%)-0.33-0.43-0.56-0.67-0.70-0.75-0.91-0.97 Sortino Ratio (5%)0.010.090.04-0.04-0.04-0.09-0.23-0.22 Sortino Ratio (0%)0.130.300.340.330.370.350.541.93 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. x {{title}} x {{title}} Add Cancel