Coloma Capital Futures, LLC

Coloma Hedged Volatility Strategy *QEP*


Monthly Performance (%)

Date Range: 07/13 - 09/21
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2021 1.60 2.00 2.10 -0.90 0.30 0.80 -0.50 -1.80 -1.50   2.03 
2020 -0.10 1.40 -4.80 -5.00 -4.10 -5.90 -0.60 -2.00 3.10 -1.70 1.90 -2.60  -18.99 
2019 -1.60 -0.80 -0.70 0.20 5.20 -2.50 -0.30 -4.20 0.10 3.00 -0.10 3.30  1.24 
2018 5.30 -1.10 -2.00 -0.30 0.30 0.10 -1.80 -3.30 1.50 3.70 -1.10 1.70  2.70 
2017 3.40 0.20 2.30 -1.70 -2.50 -2.40 0.40 0.60 1.00 1.60 -0.80 2.00  3.98 
2016 -1.70 0.60 1.30 -1.00 3.10 -4.70 3.10 2.70 4.30 0.30 -0.20 -3.30  4.16 
2015 -0.50 4.90 1.50 3.90 2.00 0.90 1.30 8.50 -6.20 -3.70 2.80 -0.10  15.50 
2014 -1.40 -1.90 0.00 0.70 1.90 2.80 -1.00 -1.20 0.20 4.20 -1.90 -0.50  1.71 
2013 -1.00 0.40 -2.40 1.00 -1.30  -3.29 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Strategy Description

The Coloma Hedged Volatility Strategy looks to take advantage of mispricing in VIX futures while reducing risk with a statistically-driven overlay strategy. Conceptually, risk-sensitive market participants have alternating emotions of enthusiasm and fear which impact stock market volatility and the related futures. This influence on markets frequently creates mispricing opportunities in diverse market environments for the strategy. The strategy’s approach takes both long and short views on volatility. The day-to-day signal generation is systematic with human oversight and trade execution.

Performance Statistics

Date Range: 07/13 - 09/21
  Program S&P 500 Coquest 40 
Total Return 5.74% 215.79% 26.65% 
Annualized Return 0.69% 14.96% 2.91% 
Annualized Std. Deviation 8.89% 13.57% 7.74% 
Correlation -0.12 -0.17 
Sharpe Ratio (rf=2.5%) -0.20 0.92 0.05 
Worst Month -6.20% -12.35% -6.10% 
Date of Worst Month 09/2015 03/2020 02/2018 
Worst Drawdown -20.50% -19.60% -13.63% 
Date of Worst Drawdown 1/18 - 8/20 12/19 - 3/20 3/15 - 1/19 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 07/13 - 09/21
Year or YTD Program S&P 500 Coquest 40 
2021 2.03 15.93 6.73 
2020 -18.99 18.40 0.97 
2019 1.24 31.50 7.53 
2018 2.70 -4.38 -4.29 
2017 3.98 21.84 1.24 
2016 4.16 11.98 -3.13 
2015 15.50 1.41 0.09 
2014 1.71 13.69 15.75 
2013 -3.29 10.68 1.39 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 07/13 - 09/21
Date: 9/30/2021
Perf: $1,277.65 Date: 8/31/2021
Perf: $1,271.29 Date: 7/31/2021
Perf: $1,271.04 Date: 6/30/2021
Perf: $1,265.47 Date: 5/31/2021
Perf: $1,270.30 Date: 4/30/2021
Perf: $1,252.02 Date: 3/31/2021
Perf: $1,230.36 Date: 2/28/2021
Perf: $1,214.10 Date: 1/31/2021
Perf: $1,186.22 Date: 12/31/2020
Perf: $1,197.11 Date: 11/30/2020
Perf: $1,153.62 Date: 10/31/2020
Perf: $1,143.56 Date: 9/30/2020
Perf: $1,147.23 Date: 8/31/2020
Perf: $1,164.23 Date: 7/31/2020
Perf: $1,177.53 Date: 6/30/2020
Perf: $1,155.46 Date: 5/31/2020
Perf: $1,170.45 Date: 4/30/2020
Perf: $1,184.30 Date: 3/31/2020
Perf: $1,180.41 Date: 2/29/2020
Perf: $1,179.70 Date: 1/31/2020
Perf: $1,197.54 Date: 12/31/2019
Perf: $1,185.57 Date: 11/30/2019
Perf: $1,192.96 Date: 10/31/2019
Perf: $1,181.39 Date: 9/30/2019
Perf: $1,208.09 Date: 8/31/2019
Perf: $1,242.50 Date: 7/31/2019
Perf: $1,199.10 Date: 6/30/2019
Perf: $1,159.55 Date: 5/31/2019
Perf: $1,136.82 Date: 4/30/2019
Perf: $1,159.55 Date: 3/31/2019
Perf: $1,128.51 Date: 2/28/2019
Perf: $1,089.40 Date: 1/31/2019
Perf: $1,082.47 Date: 12/31/2018
Perf: $1,102.54 Date: 11/30/2018
Perf: $1,097.93 Date: 10/31/2018
Perf: $1,111.26 Date: 9/30/2018
Perf: $1,139.41 Date: 8/31/2018
Perf: $1,144.56 Date: 7/31/2018
Perf: $1,116.10 Date: 6/30/2018
Perf: $1,124.53 Date: 5/31/2018
Perf: $1,115.16 Date: 4/30/2018
Perf: $1,129.74 Date: 3/31/2018
Perf: $1,117.67 Date: 2/28/2018
Perf: $1,118.67 Date: 1/31/2018
Perf: $1,191.35 Date: 12/31/2017
Perf: $1,151.95 Date: 11/30/2017
Perf: $1,139.53 Date: 10/31/2017
Perf: $1,138.05 Date: 9/30/2017
Perf: $1,092.28 Date: 8/31/2017
Perf: $1,115.83 Date: 7/31/2017
Perf: $1,097.61 Date: 6/30/2017
Perf: $1,093.34 Date: 5/31/2017
Perf: $1,126.23 Date: 4/30/2017
Perf: $1,124.09 Date: 3/31/2017
Perf: $1,130.88 Date: 2/28/2017
Perf: $1,147.63 Date: 1/31/2017
Perf: $1,123.15 Date: 12/31/2016
Perf: $1,137.83 Date: 11/30/2016
Perf: $1,129.24 Date: 10/31/2016
Perf: $1,141.80 Date: 9/30/2016
Perf: $1,172.04 Date: 8/31/2016
Perf: $1,187.36 Date: 7/31/2016
Perf: $1,220.18 Date: 6/30/2016
Perf: $1,207.86 Date: 5/31/2016
Perf: $1,158.62 Date: 4/30/2016
Perf: $1,179.26 Date: 3/31/2016
Perf: $1,209.62 Date: 2/29/2016
Perf: $1,245.36 Date: 1/31/2016
Perf: $1,215.46 Date: 12/31/2015
Perf: $1,174.59 Date: 11/30/2015
Perf: $1,202.24 Date: 10/31/2015
Perf: $1,162.59 Date: 9/30/2015
Perf: $1,183.18 Date: 8/31/2015
Perf: $1,158.05 Date: 7/31/2015
Perf: $1,178.44 Date: 6/30/2015
Perf: $1,134.09 Date: 5/31/2015
Perf: $1,196.30 Date: 4/30/2015
Perf: $1,204.98 Date: 3/31/2015
Perf: $1,253.36 Date: 2/28/2015
Perf: $1,226.26 Date: 1/31/2015
Perf: $1,228.22 Date: 12/31/2014
Perf: $1,173.53 Date: 11/30/2014
Perf: $1,153.24 Date: 10/31/2014
Perf: $1,088.47 Date: 9/30/2014
Perf: $1,072.70 Date: 8/31/2014
Perf: $1,056.96 Date: 7/31/2014
Perf: $1,014.06 Date: 6/30/2014
Perf: $1,022.24 Date: 5/31/2014
Perf: $1,013.52 Date: 4/30/2014
Perf: $988.22 Date: 3/31/2014
Perf: $980.77 Date: 2/28/2014
Perf: $995.50 Date: 1/31/2014
Perf: $987.41 Date: 12/31/2013
Perf: $1,013.87 Date: 11/30/2013
Perf: $1,015.29 Date: 10/31/2013
Perf: $997.24 Date: 9/30/2013
Perf: $974.92 Date: 8/31/2013
Perf: $980.80 Date: 7/31/2013
Perf: $1,000.00 Date: 9/30/2021
Perf: $3,004.99 Date: 8/31/2021
Perf: $3,151.54 Date: 7/31/2021
Perf: $3,058.56 Date: 6/30/2021
Perf: $2,987.46 Date: 5/31/2021
Perf: $2,919.44 Date: 4/30/2021
Perf: $2,899.14 Date: 3/31/2021
Perf: $2,752.18 Date: 2/28/2021
Perf: $2,636.69 Date: 1/31/2021
Perf: $2,565.87 Date: 12/31/2020
Perf: $2,592.05 Date: 11/30/2020
Perf: $2,496.20 Date: 10/31/2020
Perf: $2,249.84 Date: 9/30/2020
Perf: $2,311.32 Date: 8/31/2020
Perf: $2,402.62 Date: 7/31/2020
Perf: $2,241.46 Date: 6/30/2020
Perf: $2,121.79 Date: 5/31/2020
Perf: $2,080.39 Date: 4/30/2020
Perf: $1,985.86 Date: 3/31/2020
Perf: $1,760.20 Date: 2/29/2020
Perf: $2,008.22 Date: 1/31/2020
Perf: $2,188.32 Date: 12/31/2019
Perf: $2,189.19 Date: 11/30/2019
Perf: $2,125.02 Date: 10/31/2019
Perf: $2,050.58 Date: 9/30/2019
Perf: $2,007.03 Date: 8/31/2019
Perf: $1,970.19 Date: 7/31/2019
Perf: $2,001.82 Date: 6/30/2019
Perf: $1,973.40 Date: 5/31/2019
Perf: $1,843.44 Date: 4/30/2019
Perf: $1,968.43 Date: 3/31/2019
Perf: $1,891.81 Date: 2/28/2019
Perf: $1,855.81 Date: 1/31/2019
Perf: $1,798.09 Date: 12/31/2018
Perf: $1,664.75 Date: 11/30/2018
Perf: $1,829.99 Date: 10/31/2018
Perf: $1,793.41 Date: 9/30/2018
Perf: $1,925.09 Date: 8/31/2018
Perf: $1,914.17 Date: 7/31/2018
Perf: $1,853.74 Date: 6/30/2018
Perf: $1,787.26 Date: 5/31/2018
Perf: $1,776.24 Date: 4/30/2018
Perf: $1,734.44 Date: 3/31/2018
Perf: $1,727.88 Date: 2/28/2018
Perf: $1,772.91 Date: 1/31/2018
Perf: $1,840.84 Date: 12/31/2017
Perf: $1,741.07 Date: 11/30/2017
Perf: $1,721.96 Date: 10/31/2017
Perf: $1,670.67 Date: 9/30/2017
Perf: $1,632.63 Date: 8/31/2017
Perf: $1,599.68 Date: 7/31/2017
Perf: $1,594.73 Date: 6/30/2017
Perf: $1,562.54 Date: 5/31/2017
Perf: $1,552.92 Date: 4/30/2017
Perf: $1,531.32 Date: 3/31/2017
Perf: $1,515.71 Date: 2/28/2017
Perf: $1,513.90 Date: 1/31/2017
Perf: $1,456.09 Date: 12/31/2016
Perf: $1,428.94 Date: 11/30/2016
Perf: $1,401.20 Date: 10/31/2016
Perf: $1,351.20 Date: 9/30/2016
Perf: $1,376.25 Date: 8/31/2016
Perf: $1,375.97 Date: 7/31/2016
Perf: $1,374.05 Date: 6/30/2016
Perf: $1,325.15 Date: 5/31/2016
Perf: $1,321.72 Date: 4/30/2016
Perf: $1,298.35 Date: 3/31/2016
Perf: $1,293.30 Date: 2/29/2016
Perf: $1,211.18 Date: 1/31/2016
Perf: $1,212.76 Date: 12/31/2015
Perf: $1,276.05 Date: 11/30/2015
Perf: $1,296.54 Date: 10/31/2015
Perf: $1,292.66 Date: 9/30/2015
Perf: $1,192.05 Date: 8/31/2015
Perf: $1,222.24 Date: 7/31/2015
Perf: $1,300.67 Date: 6/30/2015
Perf: $1,273.92 Date: 5/31/2015
Perf: $1,299.12 Date: 4/30/2015
Perf: $1,282.58 Date: 3/31/2015
Perf: $1,270.38 Date: 2/28/2015
Perf: $1,290.77 Date: 1/31/2015
Perf: $1,220.59 Date: 12/31/2014
Perf: $1,258.34 Date: 11/30/2014
Perf: $1,261.49 Date: 10/31/2014
Perf: $1,228.45 Date: 9/30/2014
Perf: $1,199.19 Date: 8/31/2014
Perf: $1,216.22 Date: 7/31/2014
Perf: $1,169.44 Date: 6/30/2014
Perf: $1,185.80 Date: 5/31/2014
Perf: $1,161.75 Date: 4/30/2014
Perf: $1,135.08 Date: 3/31/2014
Perf: $1,126.74 Date: 2/28/2014
Perf: $1,117.36 Date: 1/31/2014
Perf: $1,068.52 Date: 12/31/2013
Perf: $1,106.82 Date: 11/30/2013
Perf: $1,079.51 Date: 10/31/2013
Perf: $1,047.56 Date: 9/30/2013
Perf: $1,001.49 Date: 8/31/2013
Perf: $971.00 Date: 7/31/2013
Perf: $1,000.00 Date: 9/30/2021
Perf: $1,057.42 Date: 8/31/2021
Perf: $1,073.52 Date: 7/31/2021
Perf: $1,093.20 Date: 6/30/2021
Perf: $1,098.69 Date: 5/31/2021
Perf: $1,089.97 Date: 4/30/2021
Perf: $1,086.71 Date: 3/31/2021
Perf: $1,096.58 Date: 2/28/2021
Perf: $1,074.02 Date: 1/31/2021
Perf: $1,052.97 Date: 12/31/2020
Perf: $1,036.38 Date: 11/30/2020
Perf: $1,064.05 Date: 10/31/2020
Perf: $1,044.21 Date: 9/30/2020
Perf: $1,062.27 Date: 8/31/2020
Perf: $1,030.33 Date: 7/31/2020
Perf: $1,051.35 Date: 6/30/2020
Perf: $1,057.70 Date: 5/31/2020
Perf: $1,124.02 Date: 4/30/2020
Perf: $1,172.07 Date: 3/31/2020
Perf: $1,233.76 Date: 2/29/2020
Perf: $1,295.97 Date: 1/31/2020
Perf: $1,278.07 Date: 12/31/2019
Perf: $1,279.35 Date: 11/30/2019
Perf: $1,238.48 Date: 10/31/2019
Perf: $1,239.72 Date: 9/30/2019
Perf: $1,203.61 Date: 8/31/2019
Perf: $1,202.41 Date: 7/31/2019
Perf: $1,255.13 Date: 6/30/2019
Perf: $1,258.90 Date: 5/31/2019
Perf: $1,291.18 Date: 4/30/2019
Perf: $1,227.36 Date: 3/31/2019
Perf: $1,224.91 Date: 2/28/2019
Perf: $1,233.55 Date: 1/31/2019
Perf: $1,243.49 Date: 12/31/2018
Perf: $1,263.71 Date: 11/30/2018
Perf: $1,242.59 Date: 10/31/2018
Perf: $1,256.41 Date: 9/30/2018
Perf: $1,211.58 Date: 8/31/2018
Perf: $1,193.68 Date: 7/31/2018
Perf: $1,234.41 Date: 6/30/2018
Perf: $1,257.04 Date: 5/31/2018
Perf: $1,255.78 Date: 4/30/2018
Perf: $1,252.03 Date: 3/31/2018
Perf: $1,255.79 Date: 2/28/2018
Perf: $1,281.42 Date: 1/31/2018
Perf: $1,295.67 Date: 12/31/2017
Perf: $1,230.46 Date: 11/30/2017
Perf: $1,206.33 Date: 10/31/2017
Perf: $1,216.06 Date: 9/30/2017
Perf: $1,196.91 Date: 8/31/2017
Perf: $1,185.06 Date: 7/31/2017
Perf: $1,177.99 Date: 6/30/2017
Perf: $1,173.30 Date: 5/31/2017
Perf: $1,202.15 Date: 4/30/2017
Perf: $1,232.98 Date: 3/31/2017
Perf: $1,254.30 Date: 2/28/2017
Perf: $1,226.10 Date: 1/31/2017
Perf: $1,223.65 Date: 12/31/2016
Perf: $1,183.42 Date: 11/30/2016
Perf: $1,223.80 Date: 10/31/2016
Perf: $1,226.25 Date: 9/30/2016
Perf: $1,222.59 Date: 8/31/2016
Perf: $1,172.18 Date: 7/31/2016
Perf: $1,141.36 Date: 6/30/2016
Perf: $1,107.05 Date: 5/31/2016
Perf: $1,161.64 Date: 4/30/2016
Perf: $1,126.72 Date: 3/31/2016
Perf: $1,138.10 Date: 2/29/2016
Perf: $1,123.49 Date: 1/31/2016
Perf: $1,116.79 Date: 12/31/2015
Perf: $1,136.10 Date: 11/30/2015
Perf: $1,137.24 Date: 10/31/2015
Perf: $1,106.27 Date: 9/30/2015
Perf: $1,148.77 Date: 8/31/2015
Perf: $1,224.70 Date: 7/31/2015
Perf: $1,128.76 Date: 6/30/2015
Perf: $1,114.27 Date: 5/31/2015
Perf: $1,104.33 Date: 4/30/2015
Perf: $1,082.68 Date: 3/31/2015
Perf: $1,042.04 Date: 2/28/2015
Perf: $1,026.64 Date: 1/31/2015
Perf: $978.68 Date: 12/31/2014
Perf: $983.60 Date: 11/30/2014
Perf: $988.55 Date: 10/31/2014
Perf: $1,007.69 Date: 9/30/2014
Perf: $967.07 Date: 8/31/2014
Perf: $965.14 Date: 7/31/2014
Perf: $976.87 Date: 6/30/2014
Perf: $986.73 Date: 5/31/2014
Perf: $959.86 Date: 4/30/2014
Perf: $941.96 Date: 3/31/2014
Perf: $935.41 Date: 2/28/2014
Perf: $935.41 Date: 1/31/2014
Perf: $953.53 Date: 12/31/2013
Perf: $967.07 Date: 11/30/2013
Perf: $979.81 Date: 10/31/2013
Perf: $970.11 Date: 9/30/2013
Perf: $993.96 Date: 8/31/2013
Perf: $990.00 Date: 7/31/2013
Perf: $1,000.00

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Monthly Returns

Date Range: 07/13 - 09/21
Date: 9/30/2021
Return: -1.50 % Date: 8/31/2021
Return: -1.80 % Date: 7/31/2021
Return: -0.50 % Date: 6/30/2021
Return: 0.80 % Date: 5/31/2021
Return: 0.30 % Date: 4/30/2021
Return: -0.90 % Date: 3/31/2021
Return: 2.10 % Date: 2/28/2021
Return: 2.00 % Date: 1/31/2021
Return: 1.60 % Date: 12/31/2020
Return: -2.60 % Date: 11/30/2020
Return: 1.90 % Date: 10/31/2020
Return: -1.70 % Date: 9/30/2020
Return: 3.10 % Date: 8/31/2020
Return: -2.00 % Date: 7/31/2020
Return: -0.60 % Date: 6/30/2020
Return: -5.90 % Date: 5/31/2020
Return: -4.10 % Date: 4/30/2020
Return: -5.00 % Date: 3/31/2020
Return: -4.80 % Date: 2/29/2020
Return: 1.40 % Date: 1/31/2020
Return: -0.10 % Date: 12/31/2019
Return: 3.30 % Date: 11/30/2019
Return: -0.10 % Date: 10/31/2019
Return: 3.00 % Date: 9/30/2019
Return: 0.10 % Date: 8/31/2019
Return: -4.20 % Date: 7/31/2019
Return: -0.30 % Date: 6/30/2019
Return: -2.50 % Date: 5/31/2019
Return: 5.20 % Date: 4/30/2019
Return: 0.20 % Date: 3/31/2019
Return: -0.70 % Date: 2/28/2019
Return: -0.80 % Date: 1/31/2019
Return: -1.60 % Date: 12/31/2018
Return: 1.70 % Date: 11/30/2018
Return: -1.10 % Date: 10/31/2018
Return: 3.70 % Date: 9/30/2018
Return: 1.50 % Date: 8/31/2018
Return: -3.30 % Date: 7/31/2018
Return: -1.80 % Date: 6/30/2018
Return: 0.10 % Date: 5/31/2018
Return: 0.30 % Date: 4/30/2018
Return: -0.30 % Date: 3/31/2018
Return: -2.00 % Date: 2/28/2018
Return: -1.10 % Date: 1/31/2018
Return: 5.30 % Date: 12/31/2017
Return: 2.00 % Date: 11/30/2017
Return: -0.80 % Date: 10/31/2017
Return: 1.60 % Date: 9/30/2017
Return: 1.00 % Date: 8/31/2017
Return: 0.60 % Date: 7/31/2017
Return: 0.40 % Date: 6/30/2017
Return: -2.40 % Date: 5/31/2017
Return: -2.50 % Date: 4/30/2017
Return: -1.70 % Date: 3/31/2017
Return: 2.30 % Date: 2/28/2017
Return: 0.20 % Date: 1/31/2017
Return: 3.40 % Date: 12/31/2016
Return: -3.30 % Date: 11/30/2016
Return: -0.20 % Date: 10/31/2016
Return: 0.30 % Date: 9/30/2016
Return: 4.30 % Date: 8/31/2016
Return: 2.70 % Date: 7/31/2016
Return: 3.10 % Date: 6/30/2016
Return: -4.70 % Date: 5/31/2016
Return: 3.10 % Date: 4/30/2016
Return: -1.00 % Date: 3/31/2016
Return: 1.30 % Date: 2/29/2016
Return: 0.60 % Date: 1/31/2016
Return: -1.70 % Date: 12/31/2015
Return: -0.10 % Date: 11/30/2015
Return: 2.80 % Date: 10/31/2015
Return: -3.70 % Date: 9/30/2015
Return: -6.20 % Date: 8/31/2015
Return: 8.50 % Date: 7/31/2015
Return: 1.30 % Date: 6/30/2015
Return: 0.90 % Date: 5/31/2015
Return: 2.00 % Date: 4/30/2015
Return: 3.90 % Date: 3/31/2015
Return: 1.50 % Date: 2/28/2015
Return: 4.90 % Date: 1/31/2015
Return: -0.50 % Date: 12/31/2014
Return: -0.50 % Date: 11/30/2014
Return: -1.90 % Date: 10/31/2014
Return: 4.20 % Date: 9/30/2014
Return: 0.20 % Date: 8/31/2014
Return: -1.20 % Date: 7/31/2014
Return: -1.00 % Date: 6/30/2014
Return: 2.80 % Date: 5/31/2014
Return: 1.90 % Date: 4/30/2014
Return: 0.70 % Date: 3/31/2014
Return: 0.00 % Date: 2/28/2014
Return: -1.90 % Date: 1/31/2014
Return: -1.40 % Date: 12/31/2013
Return: -1.30 % Date: 11/30/2013
Return: 1.00 % Date: 10/31/2013
Return: -2.40 % Date: 9/30/2013
Return: 0.40 % Date: 8/31/2013
Return: -1.00 % Date: 7/31/2013
Return: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 07/13 - 09/21
Return: -3.00 %
Count: 4 Return: -5.00 %
Count: 3 Return: -4.00 %
Count: 3 Return: -6.00 %
Count: 2 Return: 8.00 %
Count: 1 Return: 5.00 %
Count: 3 Return: 4.00 %
Count: 4 Return: 3.00 %
Count: 9 Return: 2.00 %
Count: 10 Return: 1.00 %
Count: 12 Return: -2.00 %
Count: 14 Return: -1.00 %
Count: 13 Return: 0.00 %
Count: 21

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Underwater Curve

Date Range: 07/13 - 09/21
Date: 9/30/2021
Drawdown: -18.41 % Date: 8/31/2021
Drawdown: -17.16 % Date: 7/31/2021
Drawdown: -15.65 % Date: 6/30/2021
Drawdown: -15.22 % Date: 5/31/2021
Drawdown: -15.90 % Date: 4/30/2021
Drawdown: -16.15 % Date: 3/31/2021
Drawdown: -15.39 % Date: 2/28/2021
Drawdown: -17.13 % Date: 1/31/2021
Drawdown: -18.75 % Date: 12/31/2020
Drawdown: -20.03 % Date: 11/30/2020
Drawdown: -17.90 % Date: 10/31/2020
Drawdown: -19.43 % Date: 9/30/2020
Drawdown: -18.03 % Date: 8/31/2020
Drawdown: -20.50 % Date: 7/31/2020
Drawdown: -18.87 % Date: 6/30/2020
Drawdown: -18.39 % Date: 5/31/2020
Drawdown: -13.27 % Date: 4/30/2020
Drawdown: -9.56 % Date: 3/31/2020
Drawdown: -4.80 % Date: 2/29/2020
Drawdown: 0.00 % Date: 1/31/2020
Drawdown: -1.36 % Date: 12/31/2019
Drawdown: -1.26 % Date: 11/30/2019
Drawdown: -4.41 % Date: 10/31/2019
Drawdown: -4.32 % Date: 9/30/2019
Drawdown: -7.11 % Date: 8/31/2019
Drawdown: -7.20 % Date: 7/31/2019
Drawdown: -3.13 % Date: 6/30/2019
Drawdown: -2.84 % Date: 5/31/2019
Drawdown: -0.35 % Date: 4/30/2019
Drawdown: -5.27 % Date: 3/31/2019
Drawdown: -5.46 % Date: 2/28/2019
Drawdown: -4.80 % Date: 1/31/2019
Drawdown: -4.03 % Date: 12/31/2018
Drawdown: -2.47 % Date: 11/30/2018
Drawdown: -4.10 % Date: 10/31/2018
Drawdown: -3.03 % Date: 9/30/2018
Drawdown: -6.49 % Date: 8/31/2018
Drawdown: -7.87 % Date: 7/31/2018
Drawdown: -4.73 % Date: 6/30/2018
Drawdown: -2.98 % Date: 5/31/2018
Drawdown: -3.08 % Date: 4/30/2018
Drawdown: -3.37 % Date: 3/31/2018
Drawdown: -3.08 % Date: 2/28/2018
Drawdown: -1.10 % Date: 1/31/2018
Drawdown: 0.00 % Date: 12/31/2017
Drawdown: -1.90 % Date: 11/30/2017
Drawdown: -3.82 % Date: 10/31/2017
Drawdown: -3.05 % Date: 9/30/2017
Drawdown: -4.58 % Date: 8/31/2017
Drawdown: -5.52 % Date: 7/31/2017
Drawdown: -6.08 % Date: 6/30/2017
Drawdown: -6.46 % Date: 5/31/2017
Drawdown: -4.16 % Date: 4/30/2017
Drawdown: -1.70 % Date: 3/31/2017
Drawdown: 0.00 % Date: 2/28/2017
Drawdown: -0.01 % Date: 1/31/2017
Drawdown: -0.21 % Date: 12/31/2016
Drawdown: -3.49 % Date: 11/30/2016
Drawdown: -0.20 % Date: 10/31/2016
Drawdown: 0.00 % Date: 9/30/2016
Drawdown: -0.17 % Date: 8/31/2016
Drawdown: -4.29 % Date: 7/31/2016
Drawdown: -6.80 % Date: 6/30/2016
Drawdown: -9.61 % Date: 5/31/2016
Drawdown: -5.15 % Date: 4/30/2016
Drawdown: -8.00 % Date: 3/31/2016
Drawdown: -7.07 % Date: 2/29/2016
Drawdown: -8.26 % Date: 1/31/2016
Drawdown: -8.81 % Date: 12/31/2015
Drawdown: -7.23 % Date: 11/30/2015
Drawdown: -7.14 % Date: 10/31/2015
Drawdown: -9.67 % Date: 9/30/2015
Drawdown: -6.20 % Date: 8/31/2015
Drawdown: 0.00 % Date: 7/31/2015
Drawdown: 0.00 % Date: 6/30/2015
Drawdown: 0.00 % Date: 5/31/2015
Drawdown: 0.00 % Date: 4/30/2015
Drawdown: 0.00 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: 0.00 % Date: 1/31/2015
Drawdown: -2.88 % Date: 12/31/2014
Drawdown: -2.39 % Date: 11/30/2014
Drawdown: -1.90 % Date: 10/31/2014
Drawdown: 0.00 % Date: 9/30/2014
Drawdown: -3.29 % Date: 8/31/2014
Drawdown: -3.49 % Date: 7/31/2014
Drawdown: -2.31 % Date: 6/30/2014
Drawdown: -1.33 % Date: 5/31/2014
Drawdown: -4.01 % Date: 4/30/2014
Drawdown: -5.80 % Date: 3/31/2014
Drawdown: -6.46 % Date: 2/28/2014
Drawdown: -6.46 % Date: 1/31/2014
Drawdown: -4.65 % Date: 12/31/2013
Drawdown: -3.29 % Date: 11/30/2013
Drawdown: -2.02 % Date: 10/31/2013
Drawdown: -2.99 % Date: 9/30/2013
Drawdown: -0.60 % Date: 8/31/2013
Drawdown: -1.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

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
 Other Futures Yes 
 Investment Methodology
 Technical Yes 
 Systematic Yes 
 Sector Specialist Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 United States Yes 
 Holding Period
 Long Term Yes 
 Medium Term Yes 
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $250,000 
 Margin / Equity Ratio: 10% 
 Managed Account Availability: Open 
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