Coloma Capital Futures, LLC

Coloma Capital Futures *QEP*


Monthly Performance (%)

Date Range: 07/10 - 04/19
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2019 0.10 0.20 -0.10 0.40   0.60 
2018 -0.40 -0.40 0.30 0.20 0.80 -1.20 1.00 -0.30 -0.10 -1.10 0.70 0.80  0.27 
2017 0.60 0.30 0.00 -0.60 -1.00 0.40 0.60 0.30 1.00 0.30 -0.40 0.00  1.49 
2016 -2.10 0.60 -0.30 0.50 -0.40 -1.40 1.40 1.30 1.10 -0.80 0.80 0.20  0.84 
2015 1.60 0.02 1.90 -0.40 0.01 1.30 0.70 -0.90 0.90 0.20 -0.50 1.80  6.78 
2014 -1.60 -1.30 0.60 -1.00 1.50 1.00 0.70 -0.20 0.10 -0.10 0.90 -0.60  -0.05 
2013 -0.40 -0.10 -0.50 -0.80 0.10 0.30 0.40 -0.20 0.10 -0.60 0.10 -0.20  -1.79 
2012 0.30 0.00 -0.30 -0.10 0.30 -1.50 -0.70 -0.20 0.20 -0.40 0.40 0.00  -2.00 
2011 -0.10 1.10 1.20 1.50 0.10 0.70 -0.30 0.80 0.20 -0.20 0.70 0.30  6.15 
2010 2.80 -0.80 1.00 0.70 0.00  3.72 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

ColoCap Commodities Futures is an emerging commodities manager that invests in global commodities futures and options contracts representing various “hard assets” such as crude oil, gold, wheat, copper and lean hogs. 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 grounded in fundamental aspects and then dissected using quantitative measures to create reasonable and more reliable signals. 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.

Performance Statistics

Date Range: 07/10 - 04/19
  Program S&P 500 Altegris 40 
Total Return 16.75% 243.80% 12.49% 
Annualized Return 1.79% 15.00% 1.34% 
Annualized Std. Deviation 2.77% 11.91% 8.60% 
Correlation -0.08 0.07 
Sharpe Ratio (rf=2.5%) -0.26 1.05 -0.13 
Worst Month -2.10% -9.03% -6.10% 
Date of Worst Month 01/2016 12/2018 02/2018 
Worst Drawdown -7.18% -16.26% -15.74% 
Date of Worst Drawdown 1/12 - 4/14 4/11 - 9/11 4/11 - 9/13 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 07/10 - 04/19

Year or YTD Program S&P 500 Altegris 40 
2019 0.60 18.24 5.17 
2018 0.27 -4.38 -4.29 
2017 1.49 21.84 1.24 
2016 0.84 11.98 -3.13 
2015 6.78 1.41 0.09 
2014 -0.05 13.69 15.75 
2013 -1.79 32.41 -2.45 
2012 -2.00 15.98 -4.75 
2011 6.15 2.12 -3.23 
2010 3.72 15.19 10.81 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 07/10 - 04/19
Date: 4/30/2019
Perf: $1,139.59 Date: 3/31/2019
Perf: $1,109.09 Date: 2/28/2019
Perf: $1,070.65 Date: 1/31/2019
Perf: $1,063.84 Date: 12/31/2018
Perf: $1,083.57 Date: 11/30/2018
Perf: $1,079.03 Date: 10/31/2018
Perf: $1,092.14 Date: 9/30/2018
Perf: $1,119.80 Date: 8/31/2018
Perf: $1,124.86 Date: 7/31/2018
Perf: $1,096.89 Date: 6/30/2018
Perf: $1,105.18 Date: 5/31/2018
Perf: $1,095.97 Date: 4/30/2018
Perf: $1,110.29 Date: 3/31/2018
Perf: $1,098.43 Date: 2/28/2018
Perf: $1,099.42 Date: 1/31/2018
Perf: $1,170.84 Date: 12/31/2017
Perf: $1,132.12 Date: 11/30/2017
Perf: $1,119.92 Date: 10/31/2017
Perf: $1,118.46 Date: 9/30/2017
Perf: $1,073.48 Date: 8/31/2017
Perf: $1,096.62 Date: 7/31/2017
Perf: $1,078.72 Date: 6/30/2017
Perf: $1,074.53 Date: 5/31/2017
Perf: $1,106.85 Date: 4/30/2017
Perf: $1,104.75 Date: 3/31/2017
Perf: $1,111.41 Date: 2/28/2017
Perf: $1,127.88 Date: 1/31/2017
Perf: $1,103.82 Date: 12/31/2016
Perf: $1,118.24 Date: 11/30/2016
Perf: $1,109.81 Date: 10/31/2016
Perf: $1,122.15 Date: 9/30/2016
Perf: $1,151.87 Date: 8/31/2016
Perf: $1,166.92 Date: 7/31/2016
Perf: $1,199.18 Date: 6/30/2016
Perf: $1,187.07 Date: 5/31/2016
Perf: $1,138.68 Date: 4/30/2016
Perf: $1,158.96 Date: 3/31/2016
Perf: $1,188.80 Date: 2/29/2016
Perf: $1,223.93 Date: 1/31/2016
Perf: $1,194.54 Date: 12/31/2015
Perf: $1,154.37 Date: 11/30/2015
Perf: $1,181.55 Date: 10/31/2015
Perf: $1,142.58 Date: 9/30/2015
Perf: $1,162.82 Date: 8/31/2015
Perf: $1,138.12 Date: 7/31/2015
Perf: $1,158.16 Date: 6/30/2015
Perf: $1,114.58 Date: 5/31/2015
Perf: $1,175.71 Date: 4/30/2015
Perf: $1,184.24 Date: 3/31/2015
Perf: $1,231.79 Date: 2/28/2015
Perf: $1,205.15 Date: 1/31/2015
Perf: $1,207.08 Date: 12/31/2014
Perf: $1,153.34 Date: 11/30/2014
Perf: $1,133.39 Date: 10/31/2014
Perf: $1,069.74 Date: 9/30/2014
Perf: $1,054.24 Date: 8/31/2014
Perf: $1,038.77 Date: 7/31/2014
Perf: $996.61 Date: 6/30/2014
Perf: $1,004.65 Date: 5/31/2014
Perf: $996.08 Date: 4/30/2014
Perf: $971.22 Date: 3/31/2014
Perf: $963.89 Date: 2/28/2014
Perf: $978.37 Date: 1/31/2014
Perf: $970.41 Date: 12/31/2013
Perf: $996.42 Date: 11/30/2013
Perf: $997.82 Date: 10/31/2013
Perf: $980.08 Date: 9/30/2013
Perf: $958.14 Date: 8/31/2013
Perf: $963.92 Date: 7/31/2013
Perf: $982.79 Date: 6/30/2013
Perf: $991.42 Date: 5/31/2013
Perf: $1,030.47 Date: 4/30/2013
Perf: $1,076.77 Date: 3/31/2013
Perf: $1,049.69 Date: 2/28/2013
Perf: $1,034.79 Date: 1/31/2013
Perf: $1,040.82 Date: 12/31/2012
Perf: $1,021.42 Date: 11/30/2012
Perf: $1,016.44 Date: 10/31/2012
Perf: $1,013.60 Date: 9/30/2012
Perf: $1,051.67 Date: 8/31/2012
Perf: $1,069.31 Date: 7/31/2012
Perf: $1,084.06 Date: 6/30/2012
Perf: $1,041.46 Date: 5/31/2012
Perf: $1,082.15 Date: 4/30/2012
Perf: $1,061.97 Date: 3/31/2012
Perf: $1,055.64 Date: 2/29/2012
Perf: $1,080.16 Date: 1/31/2012
Perf: $1,075.75 Date: 12/31/2011
Perf: $1,072.32 Date: 11/30/2011
Perf: $1,062.12 Date: 10/31/2011
Perf: $1,058.94 Date: 9/30/2011
Perf: $1,102.61 Date: 8/31/2011
Perf: $1,103.27 Date: 7/31/2011
Perf: $1,105.48 Date: 6/30/2011
Perf: $1,067.17 Date: 5/31/2011
Perf: $1,095.65 Date: 4/30/2011
Perf: $1,137.16 Date: 3/31/2011
Perf: $1,094.48 Date: 2/28/2011
Perf: $1,111.48 Date: 1/31/2011
Perf: $1,092.90 Date: 12/31/2010
Perf: $1,108.08 Date: 11/30/2010
Perf: $1,062.50 Date: 10/31/2010
Perf: $1,101.50 Date: 9/30/2010
Perf: $1,060.35 Date: 8/31/2010
Perf: $1,041.40 Date: 7/31/2010
Perf: $1,000.00 Date: 4/30/2019
Perf: $3,212.76 Date: 3/31/2019
Perf: $3,087.71 Date: 2/28/2019
Perf: $3,028.94 Date: 1/31/2019
Perf: $2,934.74 Date: 12/31/2018
Perf: $2,717.10 Date: 11/30/2018
Perf: $2,986.81 Date: 10/31/2018
Perf: $2,927.10 Date: 9/30/2018
Perf: $3,142.01 Date: 8/31/2018
Perf: $3,124.20 Date: 7/31/2018
Perf: $3,025.57 Date: 6/30/2018
Perf: $2,917.05 Date: 5/31/2018
Perf: $2,899.08 Date: 4/30/2018
Perf: $2,830.86 Date: 3/31/2018
Perf: $2,820.14 Date: 2/28/2018
Perf: $2,893.64 Date: 1/31/2018
Perf: $3,004.50 Date: 12/31/2017
Perf: $2,841.68 Date: 11/30/2017
Perf: $2,810.48 Date: 10/31/2017
Perf: $2,726.77 Date: 9/30/2017
Perf: $2,664.68 Date: 8/31/2017
Perf: $2,610.90 Date: 7/31/2017
Perf: $2,602.83 Date: 6/30/2017
Perf: $2,550.29 Date: 5/31/2017
Perf: $2,534.58 Date: 4/30/2017
Perf: $2,499.34 Date: 3/31/2017
Perf: $2,473.86 Date: 2/28/2017
Perf: $2,470.89 Date: 1/31/2017
Perf: $2,376.54 Date: 12/31/2016
Perf: $2,332.23 Date: 11/30/2016
Perf: $2,286.95 Date: 10/31/2016
Perf: $2,205.35 Date: 9/30/2016
Perf: $2,246.23 Date: 8/31/2016
Perf: $2,245.78 Date: 7/31/2016
Perf: $2,242.64 Date: 6/30/2016
Perf: $2,162.83 Date: 5/31/2016
Perf: $2,157.23 Date: 4/30/2016
Perf: $2,119.08 Date: 3/31/2016
Perf: $2,110.85 Date: 2/29/2016
Perf: $1,976.82 Date: 1/31/2016
Perf: $1,979.39 Date: 12/31/2015
Perf: $2,082.70 Date: 11/30/2015
Perf: $2,116.13 Date: 10/31/2015
Perf: $2,109.80 Date: 9/30/2015
Perf: $1,945.59 Date: 8/31/2015
Perf: $1,994.87 Date: 7/31/2015
Perf: $2,122.88 Date: 6/30/2015
Perf: $2,079.21 Date: 5/31/2015
Perf: $2,120.35 Date: 4/30/2015
Perf: $2,093.34 Date: 3/31/2015
Perf: $2,073.44 Date: 2/28/2015
Perf: $2,106.72 Date: 1/31/2015
Perf: $1,992.17 Date: 12/31/2014
Perf: $2,053.79 Date: 11/30/2014
Perf: $2,058.94 Date: 10/31/2014
Perf: $2,005.00 Date: 9/30/2014
Perf: $1,957.24 Date: 8/31/2014
Perf: $1,985.03 Date: 7/31/2014
Perf: $1,908.69 Date: 6/30/2014
Perf: $1,935.40 Date: 5/31/2014
Perf: $1,896.15 Date: 4/30/2014
Perf: $1,852.61 Date: 3/31/2014
Perf: $1,839.00 Date: 2/28/2014
Perf: $1,823.68 Date: 1/31/2014
Perf: $1,743.98 Date: 12/31/2013
Perf: $1,806.49 Date: 11/30/2013
Perf: $1,761.91 Date: 10/31/2013
Perf: $1,709.76 Date: 9/30/2013
Perf: $1,634.57 Date: 8/31/2013
Perf: $1,584.81 Date: 7/31/2013
Perf: $1,632.14 Date: 6/30/2013
Perf: $1,553.09 Date: 5/31/2013
Perf: $1,574.18 Date: 4/30/2013
Perf: $1,538.19 Date: 3/31/2013
Perf: $1,509.06 Date: 2/28/2013
Perf: $1,454.52 Date: 1/31/2013
Perf: $1,435.00 Date: 12/31/2012
Perf: $1,364.33 Date: 11/30/2012
Perf: $1,352.03 Date: 10/31/2012
Perf: $1,344.23 Date: 9/30/2012
Perf: $1,369.57 Date: 8/31/2012
Perf: $1,335.12 Date: 7/31/2012
Perf: $1,305.74 Date: 6/30/2012
Perf: $1,287.84 Date: 5/31/2012
Perf: $1,236.88 Date: 4/30/2012
Perf: $1,315.97 Date: 3/31/2012
Perf: $1,324.32 Date: 2/29/2012
Perf: $1,282.13 Date: 1/31/2012
Perf: $1,229.04 Date: 12/31/2011
Perf: $1,176.34 Date: 11/30/2011
Perf: $1,164.46 Date: 10/31/2011
Perf: $1,167.03 Date: 9/30/2011
Perf: $1,052.04 Date: 8/31/2011
Perf: $1,131.59 Date: 7/31/2011
Perf: $1,196.56 Date: 6/30/2011
Perf: $1,221.36 Date: 5/31/2011
Perf: $1,242.10 Date: 4/30/2011
Perf: $1,256.30 Date: 3/31/2011
Perf: $1,220.18 Date: 2/28/2011
Perf: $1,219.69 Date: 1/31/2011
Perf: $1,179.24 Date: 12/31/2010
Perf: $1,151.94 Date: 11/30/2010
Perf: $1,079.81 Date: 10/31/2010
Perf: $1,079.70 Date: 9/30/2010
Perf: $1,040.08 Date: 8/31/2010
Perf: $954.90 Date: 7/31/2010
Perf: $1,000.00 Date: 4/30/2019
Perf: $1,167.47 Date: 3/31/2019
Perf: $1,162.82 Date: 2/28/2019
Perf: $1,163.98 Date: 1/31/2019
Perf: $1,161.66 Date: 12/31/2018
Perf: $1,160.50 Date: 11/30/2018
Perf: $1,151.29 Date: 10/31/2018
Perf: $1,143.28 Date: 9/30/2018
Perf: $1,156.00 Date: 8/31/2018
Perf: $1,157.16 Date: 7/31/2018
Perf: $1,160.64 Date: 6/30/2018
Perf: $1,149.15 Date: 5/31/2018
Perf: $1,163.11 Date: 4/30/2018
Perf: $1,153.87 Date: 3/31/2018
Perf: $1,151.57 Date: 2/28/2018
Perf: $1,148.13 Date: 1/31/2018
Perf: $1,152.74 Date: 12/31/2017
Perf: $1,157.37 Date: 11/30/2017
Perf: $1,157.37 Date: 10/31/2017
Perf: $1,162.02 Date: 9/30/2017
Perf: $1,158.54 Date: 8/31/2017
Perf: $1,147.07 Date: 7/31/2017
Perf: $1,143.64 Date: 6/30/2017
Perf: $1,136.82 Date: 5/31/2017
Perf: $1,132.29 Date: 4/30/2017
Perf: $1,143.73 Date: 3/31/2017
Perf: $1,150.63 Date: 2/28/2017
Perf: $1,150.63 Date: 1/31/2017
Perf: $1,147.19 Date: 12/31/2016
Perf: $1,140.35 Date: 11/30/2016
Perf: $1,138.07 Date: 10/31/2016
Perf: $1,129.04 Date: 9/30/2016
Perf: $1,138.14 Date: 8/31/2016
Perf: $1,125.76 Date: 7/31/2016
Perf: $1,111.31 Date: 6/30/2016
Perf: $1,095.97 Date: 5/31/2016
Perf: $1,111.53 Date: 4/30/2016
Perf: $1,115.99 Date: 3/31/2016
Perf: $1,110.44 Date: 2/29/2016
Perf: $1,113.78 Date: 1/31/2016
Perf: $1,107.14 Date: 12/31/2015
Perf: $1,130.89 Date: 11/30/2015
Perf: $1,110.89 Date: 10/31/2015
Perf: $1,116.47 Date: 9/30/2015
Perf: $1,114.25 Date: 8/31/2015
Perf: $1,104.31 Date: 7/31/2015
Perf: $1,114.34 Date: 6/30/2015
Perf: $1,106.59 Date: 5/31/2015
Perf: $1,092.39 Date: 4/30/2015
Perf: $1,092.28 Date: 3/31/2015
Perf: $1,096.67 Date: 2/28/2015
Perf: $1,076.22 Date: 1/31/2015
Perf: $1,076.00 Date: 12/31/2014
Perf: $1,059.06 Date: 11/30/2014
Perf: $1,065.45 Date: 10/31/2014
Perf: $1,055.95 Date: 9/30/2014
Perf: $1,057.00 Date: 8/31/2014
Perf: $1,055.95 Date: 7/31/2014
Perf: $1,058.06 Date: 6/30/2014
Perf: $1,050.71 Date: 5/31/2014
Perf: $1,040.31 Date: 4/30/2014
Perf: $1,024.93 Date: 3/31/2014
Perf: $1,035.29 Date: 2/28/2014
Perf: $1,029.11 Date: 1/31/2014
Perf: $1,042.67 Date: 12/31/2013
Perf: $1,059.62 Date: 11/30/2013
Perf: $1,061.74 Date: 10/31/2013
Perf: $1,060.68 Date: 9/30/2013
Perf: $1,067.08 Date: 8/31/2013
Perf: $1,066.02 Date: 7/31/2013
Perf: $1,068.16 Date: 6/30/2013
Perf: $1,063.90 Date: 5/31/2013
Perf: $1,060.72 Date: 4/30/2013
Perf: $1,059.66 Date: 3/31/2013
Perf: $1,068.20 Date: 2/28/2013
Perf: $1,073.57 Date: 1/31/2013
Perf: $1,074.65 Date: 12/31/2012
Perf: $1,078.96 Date: 11/30/2012
Perf: $1,078.96 Date: 10/31/2012
Perf: $1,074.66 Date: 9/30/2012
Perf: $1,078.98 Date: 8/31/2012
Perf: $1,076.83 Date: 7/31/2012
Perf: $1,078.98 Date: 6/30/2012
Perf: $1,086.59 Date: 5/31/2012
Perf: $1,103.14 Date: 4/30/2012
Perf: $1,099.84 Date: 3/31/2012
Perf: $1,100.94 Date: 2/29/2012
Perf: $1,104.25 Date: 1/31/2012
Perf: $1,104.25 Date: 12/31/2011
Perf: $1,100.95 Date: 11/30/2011
Perf: $1,097.65 Date: 10/31/2011
Perf: $1,090.02 Date: 9/30/2011
Perf: $1,092.21 Date: 8/31/2011
Perf: $1,090.03 Date: 7/31/2011
Perf: $1,081.38 Date: 6/30/2011
Perf: $1,084.63 Date: 5/31/2011
Perf: $1,077.09 Date: 4/30/2011
Perf: $1,076.02 Date: 3/31/2011
Perf: $1,060.11 Date: 2/28/2011
Perf: $1,047.54 Date: 1/31/2011
Perf: $1,036.15 Date: 12/31/2010
Perf: $1,037.18 Date: 11/30/2010
Perf: $1,037.18 Date: 10/31/2010
Perf: $1,029.97 Date: 9/30/2010
Perf: $1,019.78 Date: 8/31/2010
Perf: $1,028.00 Date: 7/31/2010
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 07/10 - 04/19
Date: 4/30/2019
Return: 0.40 % Date: 3/31/2019
Return: -0.10 % Date: 2/28/2019
Return: 0.20 % Date: 1/31/2019
Return: 0.10 % Date: 12/31/2018
Return: 0.80 % Date: 11/30/2018
Return: 0.70 % Date: 10/31/2018
Return: -1.10 % Date: 9/30/2018
Return: -0.10 % Date: 8/31/2018
Return: -0.30 % Date: 7/31/2018
Return: 1.00 % Date: 6/30/2018
Return: -1.20 % Date: 5/31/2018
Return: 0.80 % Date: 4/30/2018
Return: 0.20 % Date: 3/31/2018
Return: 0.30 % Date: 2/28/2018
Return: -0.40 % Date: 1/31/2018
Return: -0.40 % Date: 12/31/2017
Return: 0.00 % Date: 11/30/2017
Return: -0.40 % Date: 10/31/2017
Return: 0.30 % Date: 9/30/2017
Return: 1.00 % Date: 8/31/2017
Return: 0.30 % Date: 7/31/2017
Return: 0.60 % Date: 6/30/2017
Return: 0.40 % Date: 5/31/2017
Return: -1.00 % Date: 4/30/2017
Return: -0.60 % Date: 3/31/2017
Return: 0.00 % Date: 2/28/2017
Return: 0.30 % Date: 1/31/2017
Return: 0.60 % Date: 12/31/2016
Return: 0.20 % Date: 11/30/2016
Return: 0.80 % Date: 10/31/2016
Return: -0.80 % Date: 9/30/2016
Return: 1.10 % Date: 8/31/2016
Return: 1.30 % Date: 7/31/2016
Return: 1.40 % Date: 6/30/2016
Return: -1.40 % Date: 5/31/2016
Return: -0.40 % Date: 4/30/2016
Return: 0.50 % Date: 3/31/2016
Return: -0.30 % Date: 2/29/2016
Return: 0.60 % Date: 1/31/2016
Return: -2.10 % Date: 12/31/2015
Return: 1.80 % Date: 11/30/2015
Return: -0.50 % Date: 10/31/2015
Return: 0.20 % Date: 9/30/2015
Return: 0.90 % Date: 8/31/2015
Return: -0.90 % Date: 7/31/2015
Return: 0.70 % Date: 6/30/2015
Return: 1.30 % Date: 5/31/2015
Return: 0.01 % Date: 4/30/2015
Return: -0.40 % Date: 3/31/2015
Return: 1.90 % Date: 2/28/2015
Return: 0.02 % Date: 1/31/2015
Return: 1.60 % Date: 12/31/2014
Return: -0.60 % Date: 11/30/2014
Return: 0.90 % Date: 10/31/2014
Return: -0.10 % Date: 9/30/2014
Return: 0.10 % Date: 8/31/2014
Return: -0.20 % Date: 7/31/2014
Return: 0.70 % Date: 6/30/2014
Return: 1.00 % Date: 5/31/2014
Return: 1.50 % Date: 4/30/2014
Return: -1.00 % Date: 3/31/2014
Return: 0.60 % Date: 2/28/2014
Return: -1.30 % Date: 1/31/2014
Return: -1.60 % Date: 12/31/2013
Return: -0.20 % Date: 11/30/2013
Return: 0.10 % Date: 10/31/2013
Return: -0.60 % Date: 9/30/2013
Return: 0.10 % Date: 8/31/2013
Return: -0.20 % Date: 7/31/2013
Return: 0.40 % Date: 6/30/2013
Return: 0.30 % Date: 5/31/2013
Return: 0.10 % Date: 4/30/2013
Return: -0.80 % Date: 3/31/2013
Return: -0.50 % Date: 2/28/2013
Return: -0.10 % Date: 1/31/2013
Return: -0.40 % Date: 12/31/2012
Return: 0.00 % Date: 11/30/2012
Return: 0.40 % Date: 10/31/2012
Return: -0.40 % Date: 9/30/2012
Return: 0.20 % Date: 8/31/2012
Return: -0.20 % Date: 7/31/2012
Return: -0.70 % Date: 6/30/2012
Return: -1.50 % Date: 5/31/2012
Return: 0.30 % Date: 4/30/2012
Return: -0.10 % Date: 3/31/2012
Return: -0.30 % Date: 2/29/2012
Return: 0.00 % Date: 1/31/2012
Return: 0.30 % Date: 12/31/2011
Return: 0.30 % Date: 11/30/2011
Return: 0.70 % Date: 10/31/2011
Return: -0.20 % Date: 9/30/2011
Return: 0.20 % Date: 8/31/2011
Return: 0.80 % Date: 7/31/2011
Return: -0.30 % Date: 6/30/2011
Return: 0.70 % Date: 5/31/2011
Return: 0.10 % Date: 4/30/2011
Return: 1.50 % Date: 3/31/2011
Return: 1.20 % Date: 2/28/2011
Return: 1.10 % Date: 1/31/2011
Return: -0.10 % Date: 12/31/2010
Return: 0.00 % Date: 11/30/2010
Return: 0.70 % Date: 10/31/2010
Return: 1.00 % Date: 9/30/2010
Return: -0.80 % Date: 8/31/2010
Return: 2.80 % Date: 7/31/2010
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 07/10 - 04/19
Return: 2.00 %
Count: 4 Return: -2.00 %
Count: 3 Return: 1.00 %
Count: 27 Return: -1.00 %
Count: 14 Return: 3.00 %
Count: 1 Return: 0.00 %
Count: 57
Note: All performance data is since program inception.

Underwater Curve

Date Range: 07/10 - 04/19
Date: 4/30/2019
Drawdown: 0.00 % Date: 3/31/2019
Drawdown: -0.10 % Date: 2/28/2019
Drawdown: 0.00 % Date: 1/31/2019
Drawdown: -0.12 % Date: 12/31/2018
Drawdown: -0.22 % Date: 11/30/2018
Drawdown: -1.02 % Date: 10/31/2018
Drawdown: -1.70 % Date: 9/30/2018
Drawdown: -0.61 % Date: 8/31/2018
Drawdown: -0.51 % Date: 7/31/2018
Drawdown: -0.21 % Date: 6/30/2018
Drawdown: -1.20 % Date: 5/31/2018
Drawdown: 0.00 % Date: 4/30/2018
Drawdown: -0.70 % Date: 3/31/2018
Drawdown: -0.90 % Date: 2/28/2018
Drawdown: -1.20 % Date: 1/31/2018
Drawdown: -0.80 % Date: 12/31/2017
Drawdown: -0.40 % Date: 11/30/2017
Drawdown: -0.40 % Date: 10/31/2017
Drawdown: 0.00 % Date: 9/30/2017
Drawdown: 0.00 % Date: 8/31/2017
Drawdown: -0.31 % Date: 7/31/2017
Drawdown: -0.61 % Date: 6/30/2017
Drawdown: -1.20 % Date: 5/31/2017
Drawdown: -1.59 % Date: 4/30/2017
Drawdown: -0.60 % Date: 3/31/2017
Drawdown: 0.00 % Date: 2/28/2017
Drawdown: 0.00 % Date: 1/31/2017
Drawdown: 0.00 % Date: 12/31/2016
Drawdown: 0.00 % Date: 11/30/2016
Drawdown: -0.01 % Date: 10/31/2016
Drawdown: -0.80 % Date: 9/30/2016
Drawdown: 0.00 % Date: 8/31/2016
Drawdown: -0.45 % Date: 7/31/2016
Drawdown: -1.73 % Date: 6/30/2016
Drawdown: -3.09 % Date: 5/31/2016
Drawdown: -1.71 % Date: 4/30/2016
Drawdown: -1.32 % Date: 3/31/2016
Drawdown: -1.81 % Date: 2/29/2016
Drawdown: -1.51 % Date: 1/31/2016
Drawdown: -2.10 % Date: 12/31/2015
Drawdown: 0.00 % Date: 11/30/2015
Drawdown: -0.50 % Date: 10/31/2015
Drawdown: 0.00 % Date: 9/30/2015
Drawdown: -0.01 % Date: 8/31/2015
Drawdown: -0.90 % Date: 7/31/2015
Drawdown: 0.00 % Date: 6/30/2015
Drawdown: 0.00 % Date: 5/31/2015
Drawdown: -1.07 % Date: 4/30/2015
Drawdown: -1.08 % Date: 3/31/2015
Drawdown: -0.69 % Date: 2/28/2015
Drawdown: -2.54 % Date: 1/31/2015
Drawdown: -2.56 % Date: 12/31/2014
Drawdown: -4.09 % Date: 11/30/2014
Drawdown: -3.51 % Date: 10/31/2014
Drawdown: -4.37 % Date: 9/30/2014
Drawdown: -4.28 % Date: 8/31/2014
Drawdown: -4.37 % Date: 7/31/2014
Drawdown: -4.18 % Date: 6/30/2014
Drawdown: -4.85 % Date: 5/31/2014
Drawdown: -5.79 % Date: 4/30/2014
Drawdown: -7.18 % Date: 3/31/2014
Drawdown: -6.25 % Date: 2/28/2014
Drawdown: -6.80 % Date: 1/31/2014
Drawdown: -5.58 % Date: 12/31/2013
Drawdown: -4.04 % Date: 11/30/2013
Drawdown: -3.85 % Date: 10/31/2013
Drawdown: -3.95 % Date: 9/30/2013
Drawdown: -3.37 % Date: 8/31/2013
Drawdown: -3.46 % Date: 7/31/2013
Drawdown: -3.27 % Date: 6/30/2013
Drawdown: -3.65 % Date: 5/31/2013
Drawdown: -3.94 % Date: 4/30/2013
Drawdown: -4.04 % Date: 3/31/2013
Drawdown: -3.26 % Date: 2/28/2013
Drawdown: -2.78 % Date: 1/31/2013
Drawdown: -2.68 % Date: 12/31/2012
Drawdown: -2.29 % Date: 11/30/2012
Drawdown: -2.29 % Date: 10/31/2012
Drawdown: -2.68 % Date: 9/30/2012
Drawdown: -2.29 % Date: 8/31/2012
Drawdown: -2.48 % Date: 7/31/2012
Drawdown: -2.29 % Date: 6/30/2012
Drawdown: -1.60 % Date: 5/31/2012
Drawdown: -0.10 % Date: 4/30/2012
Drawdown: -0.40 % Date: 3/31/2012
Drawdown: -0.30 % Date: 2/29/2012
Drawdown: 0.00 % Date: 1/31/2012
Drawdown: 0.00 % Date: 12/31/2011
Drawdown: 0.00 % Date: 11/30/2011
Drawdown: 0.00 % Date: 10/31/2011
Drawdown: -0.20 % Date: 9/30/2011
Drawdown: 0.00 % Date: 8/31/2011
Drawdown: 0.00 % Date: 7/31/2011
Drawdown: -0.30 % Date: 6/30/2011
Drawdown: 0.00 % Date: 5/31/2011
Drawdown: 0.00 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: 0.00 % Date: 2/28/2011
Drawdown: 0.00 % Date: 1/31/2011
Drawdown: -0.10 % Date: 12/31/2010
Drawdown: 0.00 % Date: 11/30/2010
Drawdown: 0.00 % Date: 10/31/2010
Drawdown: 0.00 % Date: 9/30/2010
Drawdown: -0.80 % Date: 8/31/2010
Drawdown: 0.00 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  Coloma Capital Futures, LLC
Address: 315 Montgomery Street, Suite 900
City: San Francisco
State: CA
Zip: 94104
Country: United States

Key People

Name:  David Burkart
Position:  Principal
Biography: 

The Manager, CFA, founded CCF in June 2009 and brought over eight years of portfolio management, research and client relationship experience from Barclays Global Investors where he created and managed institutional and exchange-traded commodities products and separate accounts. In addition to building an $800 million institutional commodities business from the ground up, he was instrumental in leading BGI’s $9 billion commodities iShares efforts. Prior to his commodities responsibilities at BGI, the Manager served in the Allocations Group managing fund-of-fund products ranging from balanced funds to target-risk strategies that utilized active derivative positioning. The Manager graduated from the Wharton School of Business with his MBA in finance, holds an MA from the University of Virginia in foreign affairs and received his BA in economics from the University of California at Santa Barbara. The Manager is a Chartered Financial Analyst (CFA) charterholder, a CFTC-registered Principal and Associated Person and holds the Series 3 FINRA license. On behalf of CFA Institute, the Manager lectured regarding commodities investing in the United States, Canada, Mexico, France and the Middle East. More recently, he has presented for CE credit on commodities investing and hedge fund management for Chartered Financial Analyst Institute’s San Francisco Chapter as well as to student groups in the San Francisco Bay Area. Inspired by his ancestors that crossed the United States by wagon train in the mid-1800's, the Manager named his firm after the heart of California Gold Country, the city of Coloma. Situated close to the state capital of Sacramento, Coloma was the site of Sutter's Mill where James W. Marshall discovered gold on January 24th, 1848.


Additional Information

 Futures Sectors Traded
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Grains Yes 
 Meats Yes 
 Investment Methodology
 Fundamental Analysis Yes 
 Macro-economic Yes 
 Discretionary Yes 
 Arbitrage Yes 
 Options Writing Yes 
 Instruments Traded
 Futures Yes 
 Listed Options Yes 
 Geographical Focus
 United States Yes 
 Europe Yes 
 Holding Period
 Investment Terms & Information
 Managed Account Minimum: $1,000,000 
 Margin / Equity Ratio: 3% 
 Managed Account Availability: Open