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Cazadores Investments Ltd - Cazadores Commodity Alpha
Cazadores Investments Ltd
Cazadores Commodity Alpha
QEP only
Overview
Charts
Stats & Ratios
Show All
Investment Strategy
The program uses a 100% systematic approach to trading commodity futures. We believe that commodity markets are not perfectly efficient, and we seek to systematically exploit this in the most robust way possible. When supply and demand curves shift, the market clearing price changes. It shifts through three phases; equilibrium, price discovery and over extension. Theseshifts leave characteristic signals in commodity markets that can be harvested for alpha
Performance (VAMI)
Monthly Returns
Fund Manager
Joel started with CIMB, South-East Asia’s largest investment bank, in the Structuring team where he developed bespoke investment products for the region’s largest asset managers, pension funds and insurance funds. In this role, he specialised in researching and implementing systematic trading strategies, from CDS index arbitrage to global equity momentum embedded in variable annuities
In 2014 he joined the Commodities team as a trader. While there he used his experience in commodity supply and demand fundamentals to develop a systematic trading strategy to extract alpha from the market
In 2019 Joel joined Cazadores Investments as a Portfolio Manager focusing on systematic commodity strategies
Fund Information
Inception Date
Oct 2019
Minimum Investment
5,000,000 USD
Management Fee
0.50%
Performance Fee
20.00%
Highwater Mark
Yes
Phone
02080502169
E-mail
[email protected]
Website
www.cazadoresinvestments.com
Statistics
Total Return Cumulative
10.65%
Sharpe Ratio
0.61
Sortino Ratio
0.82
Winning Months (%)
62.16%
Correlation vs. S&P 500 TR
0.24
Monthly Performance
Export Data
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2022
-3.28
-0.77
-0.82
-4.68
-2.93
0.37
0.54
-1.51
2.37
2.42
-8.29
2021
1.47
2.49
-1.19
0.14
0.42
1.45
1.33
1.54
1.34
-0.40
1.36
0.04
9.99
2020
-0.81
1.64
-0.07
1.82
0.12
1.59
-1.02
0.08
-1.02
2.69
2.04
-0.32
6.74
2019
1.63
-0.33
0.91
2.21
There is a substantial risk of loss in trading commodity futures, options and off-exchange foreign currency products. Past performance is not indicative of future results.
This communication is intended for information purposes only and is not an offer to sell or solicitation of an offer to purchase any security or investment product offered by Cazadores
Investments Ltd. Past performance is not indicative of future results. There is a substantial risk of loss in trading commodity futures, options and off-exchange foreign currency products. This informational material is directed exclusively to persons who meet the standards of a "Qualified Eligible Person" (QEP) under CFTC Regulation 4.7.
Monthly Returns
Performance (VAMI)
Distribution of Monthly Returns
12 Month Rolling ROR
Up Capture vs. S&P 500 TR
Down Capture vs. S&P 500 TR
AUM
Volatility (12 Months Rolling)
Risk/Return Comparison
Drawdown
Instruments
Data not available
This communication is intended for information purposes only and is not an offer to sell or solicitation of an offer to purchase any security or investment product offered by Cazadores
Investments Ltd. Past performance is not indicative of future results. There is a substantial risk of loss in trading commodity futures, options and off-exchange foreign currency products. This informational material is directed exclusively to persons who meet the standards of a "Qualified Eligible Person" (QEP) under CFTC Regulation 4.7.
Return Statistics
Last Month
-
Year To Date
-8.29%
3 Month ROR
3.28%
12 Months ROR
-6.89%
36 Month ROR
9.02%
Total Return Cumulative
10.65%
Total Return Annualized
3.45%
Best Month
2.69%
Winning Months (%)
62.16%
Gain Deviation
0.83
Risk Statistics
Standard Deviation Annualized
5.70%
Max Drawdown (Monthly)
-13.08%
Max Drawdown # of Months
8
Worst Month
-4.68%
Losing Months (%)
37.84%
Average Losing Month
-1.37%
Loss Deviation
1.29
Correlation vs S&P 500
0.24
Correlation vs DJ/CS MF
-0.37
Risk/Reward Statistics
Sharpe Ratio
0.61
Sortino Ratio
0.82
Omega Ratio
0.42
Skewness
-1.00
Kurtosis
1.38
Drawdown Report
No.
Depth (%)
Length (Months)
Recovery (Months)
Start date
End date
Fund
Index
Fund
Index
Fund
Index
Fund
Index
Fund
Index
1
-13.08%
-
8
-
0
-
01/2022
-
-
-
2
-1.96%
-
3
-
1
-
07/2020
-
10/2020
-
3
-1.19%
-
1
-
3
-
03/2021
-
06/2021
-
4
-0.81%
-
1
-
1
-
01/2020
-
02/2020
-
5
-0.40%
-
1
-
1
-
10/2021
-
11/2021
-
Return Report
Period
Best
Worst
Average
Median
Last
Winning %
1 Month
2.69%
-4.68%
0.29%
0.37%
2.42%
62.16%
3 Months
4.41%
-8.43%
0.62%
1.74%
3.28%
68.57%
6 Months
7.35%
-12.44%
1.12%
3.09%
1.26%
75.00%
1 Year
13.40%
-10.74%
3.75%
6.91%
-6.89%
73.08%
2 Years
17.94%
0.30%
8.66%
7.85%
3.42%
100.00%
3 Years
9.02%
8.23%
8.63%
8.63%
9.02%
100.00%
5 Years
-
-
-
-
-
-
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Annual Compounded Avg
3.34%
7.02%
12.11%
50.93%
164.61%
169.85%
% Positive
62.16%
68.57%
75.00%
73.08%
100.00%
100.00%
Avg. Pos. Period
1.30%
2.50%
4.05%
7.77%
8.66%
8.63%
Avg. Neg. Period
-1.37%
-3.47%
-7.68%
-7.17%
-
-
Sharpe Ratio
0.61
0.65
0.69
1.81
4.45
75.64
Sortino Ratio
0.82
0.79
0.79
3.07
0.00
0.00
Standard Deviation
1.64%
3.31%
5.59%
7.18%
6.74%
0.39%
Downside Deviation
1.15%
2.48%
4.22%
3.94%
0.00%
0.00%
This communication is intended for information purposes only and is not an offer to sell or solicitation of an offer to purchase any security or investment product offered by Cazadores
Investments Ltd. Past performance is not indicative of future results. There is a substantial risk of loss in trading commodity futures, options and off-exchange foreign currency products. This informational material is directed exclusively to persons who meet the standards of a "Qualified Eligible Person" (QEP) under CFTC Regulation 4.7.
Fund Information
Minimum Investment
5,000,000 USD (notional funding: 25.00%)
AUM
102,507,988 USD
Management Fee
0.50%
Performance Fee
20.00%
Highwater Mark
Yes
RT per Million
600
Margin to Equity
0.10%
Legal Structure
Managed Account
Investment Restriction
Only for Qualified Eligible Persons
Company Information
Company
Cazadores Investments Ltd
Principal
-
Phone
02080502169
E-mail
[email protected]
License Number
NFA 528019
Location
London, United Kingdom
Performance Compiled by
Sudrania Fund Services
Monthly Performance
Export Data
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2022
-3.28
-0.77
-0.82
-4.68
-2.93
0.37
0.54
-1.51
2.37
2.42
-8.29
2021
1.47
2.49
-1.19
0.14
0.42
1.45
1.33
1.54
1.34
-0.40
1.36
0.04
9.99
2020
-0.81
1.64
-0.07
1.82
0.12
1.59
-1.02
0.08
-1.02
2.69
2.04
-0.32
6.74
2019
1.63
-0.33
0.91
2.21
There is a substantial risk of loss in trading commodity futures, options and off-exchange foreign currency products. Past performance is not indicative of future results.
Strategy Description
The program uses a 100% systematic approach to trading commodity futures. We believe that commodity markets are not perfectly efficient, and we seek to systematically exploit this in the most robust way possible. When supply and demand curves shift, the market clearing price changes. It shifts through three phases; equilibrium, price discovery and over extension. Theseshifts leave characteristic signals in commodity markets that can be harvested for alpha
Return Statistics
Last Month
-
Year To Date
-8.29%
3 Month ROR
3.28%
12 Months ROR
-6.89%
36 Month ROR
9.02%
Total Return Cumulative
10.65%
Total Return Annualized
3.45%
Best Month
2.69%
Winning Months (%)
62.16%
Gain Deviation
0.83
Risk Statistics
Standard Deviation Annualized
5.70%
Max Drawdown (Monthly)
-13.08%
Max Drawdown # of Months
8
Worst Month
-4.68%
Losing Months (%)
37.84%
Average Losing Month
-1.37%
Loss Deviation
1.29
Correlation vs S&P 500
0.24
Correlation vs DJ/CS MF
-0.37
Risk/Reward Statistics
Sharpe Ratio
0.61
Sortino Ratio
0.82
Omega Ratio
0.42
Skewness
-1.00
Kurtosis
1.38
Monthly Returns
Performance (VAMI)
Fund Manager
Joel started with CIMB, South-East Asia’s largest investment bank, in the Structuring team where he developed bespoke investment products for the region’s largest asset managers, pension funds and insurance funds. In this role, he specialised in researching and implementing systematic trading strategies, from CDS index arbitrage to global equity momentum embedded in variable annuities
In 2014 he joined the Commodities team as a trader. While there he used his experience in commodity supply and demand fundamentals to develop a systematic trading strategy to extract alpha from the market
In 2019 Joel joined Cazadores Investments as a Portfolio Manager focusing on systematic commodity strategies
Distribution of Monthly Returns
12 Month Rolling ROR
Drawdown Report
No.
Depth (%)
Length (Months)
Recovery (Months)
Start date
End date
Fund
Index
Fund
Index
Fund
Index
Fund
Index
Fund
Index
1
-13.08%
-
8
-
0
-
01/2022
-
-
-
2
-1.96%
-
3
-
1
-
07/2020
-
10/2020
-
3
-1.19%
-
1
-
3
-
03/2021
-
06/2021
-
4
-0.81%
-
1
-
1
-
01/2020
-
02/2020
-
5
-0.40%
-
1
-
1
-
10/2021
-
11/2021
-
Return Report
Period
Best
Worst
Average
Median
Last
Winning %
1 Month
2.69%
-4.68%
0.29%
0.37%
2.42%
62.16%
3 Months
4.41%
-8.43%
0.62%
1.74%
3.28%
68.57%
6 Months
7.35%
-12.44%
1.12%
3.09%
1.26%
75.00%
1 Year
13.40%
-10.74%
3.75%
6.91%
-6.89%
73.08%
2 Years
17.94%
0.30%
8.66%
7.85%
3.42%
100.00%
3 Years
9.02%
8.23%
8.63%
8.63%
9.02%
100.00%
5 Years
-
-
-
-
-
-
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Annual Compounded Avg
3.34%
7.02%
12.11%
50.93%
164.61%
169.85%
% Positive
62.16%
68.57%
75.00%
73.08%
100.00%
100.00%
Avg. Pos. Period
1.30%
2.50%
4.05%
7.77%
8.66%
8.63%
Avg. Neg. Period
-1.37%
-3.47%
-7.68%
-7.17%
-
-
Sharpe Ratio
0.61
0.65
0.69
1.81
4.45
75.64
Sortino Ratio
0.82
0.79
0.79
3.07
0.00
0.00
Standard Deviation
1.64%
3.31%
5.59%
7.18%
6.74%
0.39%
Downside Deviation
1.15%
2.48%
4.22%
3.94%
0.00%
0.00%
Up Capture vs. S&P 500 TR
Down Capture vs. S&P 500 TR
Drawdown
Volatility (12 Months Rolling)
Instruments
Data not available
AUM
For the latest performance, please scan the image above with a QR Reader.
This communication is intended for information purposes only and is not an offer to sell or solicitation of an offer to purchase any security or investment product offered by Cazadores
Investments Ltd. Past performance is not indicative of future results. There is a substantial risk of loss in trading commodity futures, options and off-exchange foreign currency products. This informational material is directed exclusively to persons who meet the standards of a "Qualified Eligible Person" (QEP) under CFTC Regulation 4.7.
