Red Rock Capital, LLC

Commodity Long-Short

Minimum Investment
$ 500,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 17.27%
Sharpe (RFR=1%) 0.62
CAROR 10.76%
Assets $8,320,685
Worst Drawdown -30.11
S&P Correlation -0.28


Inspired by the strategy Red Rock portfolio manager Thomas Rollinger developed with Edward O. Thorp. The Commodity Long/Short Program utilizes a unique, quantitative pattern recognition strategy that is designed to capture long or short directional “volatility bursts” in physical commodity futures (no financials). The patterns are not visible to the naked eye. Positions are generated in both counter-trend and trending environments. The average holding period of a trade is 9 days.