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Subject:
The Bensboro Company, LLC - Bensboro Seasonal Futures Fund, LP
The Bensboro Company, LLC
Bensboro Seasonal Futures Fund, LP
Overview
Charts
Stats & Ratios
Show All
Investment Strategy
We invest in spreads that exhibit some seasonal tendencies, using futures contracts in eight major categories (Currencies, Energy, Grains, Interest Rates, Meats, Metals, and Softs). If a spread’s current pattern is similar to its long-term and intermediate term seasonal patterns then we expect, generally, past patterns will repeat to a significant degree based on similar economic and fundamental conditions. The investment strategy uses time targets rather than price targets when determining optimal entry and exit points for trade execution.
Performance (VAMI)
Monthly Returns
Fund Manager
Mr. Robinson is the co-founder of The Bensboro Company, LLC, CPO and GP to the Bensboro Seasonal Futures Fund, L.P., which invests exclusively in seasonal futures spreads. He is also the founder and managing principal of Robinson Value Management, Ltd. ("RVM"), a RIA providing discretionary investment management services to clients pursuant to defined investment strategies since 1997. Previously, Charles was a portfolio manager in the private client/trust division of NationsBank, an analyst and portfolio manager with Leavy Investment Management, Inc. and an analyst at Ventex. He started his career as a runner and phone clerk for RB&H on the floor of the CME, before serving as a commodities broker at W.D. Gann Trading Company. He served as a finance professor at the University of Texas San Antonio and is past president of the CFA Society of San Antonio. Mr. Trump began his career as a registered representative at Legg Mason Wood Walker, Inc. (August 1996 to November 2000). He then became a registered principal with Raymond James Financial Services, Inc. (November 2000 to December 2005). From January 2006 to May 2008, Mr. Trump served as a registered representative at Chapin Davis, Inc., while simultaneously serving as an investment advisor representative with Calvert Investment Counsel (January 2006 to January 2007). From May 2008 to August 2014, Mr. Trump became a regional vice president with ProFunds Distributors, Inc. He founded and chaired the Market Technicians Association's Baltimore chapter and is currently co-chair of their Dallas chapter. Prior to the organization of the Trading Advisor and the General Partner, Mr. Trump focused on the investment and management of his proprietary assets and accounts.
Fund Information
Inception Date
Jan 2015
Minimum Investment
100,000 USD
Management Fee
2.00%
Performance Fee
20.00%
Highwater Mark
Yes
Phone
(210) 881-0908
E-mail
[email protected]
Website
http://bensboro.com/
Statistics
Total Return Cumulative
36.30%
Sharpe Ratio
0.37
Sortino Ratio
0.47
Winning Months (%)
60.17%
Correlation vs. S&P 500 TR
-0.02
Monthly Performance
Export Data
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2024
-0.20
1.39
-0.73
-2.41
-4.44
3.50
2.92
0.25
-3.87
0.11
-3.73
2023
1.20
-0.13
2.85
-6.84
2.93
1.60
-1.58
1.97
6.12
1.09
1.19
0.54
10.92
2022
1.88
-0.86
-3.99
6.00
0.96
2.63
0.04
-4.82
-1.75
1.35
6.45
2.20
9.86
2021
2.08
-2.58
0.92
0.76
-1.94
-3.06
0.77
-2.83
0.32
-2.68
-1.76
0.15
-9.58
2020
2.86
2.11
0.53
4.31
-1.52
-0.73
1.33
-1.96
-2.90
-2.01
-1.28
0.92
1.40
2019
1.98
3.39
5.69
-0.51
3.33
0.34
0.82
2.28
-2.03
0.36
2.00
1.29
20.41
2018
0.75
1.16
0.42
-0.25
2.75
0.22
1.20
2.97
0.74
4.57
1.18
0.41
17.25
2017
2.82
-0.68
-6.84
7.08
-1.45
-5.03
-4.87
-0.90
-4.12
-0.18
2.31
0.78
-11.30
2016
-6.34
-3.56
2.18
-3.43
7.06
-0.82
2.87
4.24
0.91
2.15
0.80
-2.45
2.86
2015
3.08
3.90
0.76
-3.17
-0.27
-1.16
-3.44
-1.23
-4.74
-2.65
3.24
4.61
-1.61
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.
No data filled
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
No data filled
Return Statistics
Last Month
0.11%
Year To Date
-3.73%
3 Month ROR
-3.52%
12 Months ROR
-2.06%
36 Month ROR
15.43%
Total Return Cumulative
36.30%
Total Return Annualized
3.20%
Best Month
7.08%
Winning Months (%)
60.17%
Gain Deviation
1.76
Risk Statistics
Standard Deviation Annualized
9.95%
Max Drawdown (Monthly)
-19.32%
Max Drawdown # of Months
47
Worst Month
-6.84%
Losing Months (%)
39.83%
Average Losing Month
-2.49%
Loss Deviation
1.77
Correlation vs S&P 500
-0.02
Correlation vs DJ/CS MF
-0.05
Risk/Reward Statistics
Sharpe Ratio
0.37
Sortino Ratio
0.47
Omega Ratio
0.61
Skewness
-0.13
Kurtosis
0.11
Drawdown Report
No.
Depth (%)
Length (Months)
Recovery (Months)
Start date
End date
Fund
Index
Fund
Index
Fund
Index
Fund
Index
Fund
Index
1
-19.32%
-
31
-
16
-
04/2015
-
02/2019
-
2
-19.28%
-
23
-
20
-
05/2020
-
11/2023
-
3
-7.42%
-
3
-
0
-
03/2024
-
-
-
4
-2.03%
-
1
-
2
-
09/2019
-
11/2019
-
5
-0.51%
-
1
-
1
-
04/2019
-
05/2019
-
Return Report
Period
Best
Worst
Average
Median
Last
Winning %
1 Month
7.08%
-6.84%
0.30%
0.64%
0.11%
60.17%
3 Months
11.44%
-10.97%
0.88%
1.15%
-3.52%
60.34%
6 Months
18.39%
-15.55%
1.77%
1.84%
-1.79%
57.52%
1 Year
28.20%
-17.02%
4.45%
4.46%
-2.06%
60.75%
2 Years
52.30%
-15.80%
9.64%
2.95%
16.17%
63.16%
3 Years
50.92%
-14.86%
14.37%
11.13%
15.43%
74.70%
5 Years
48.18%
10.00%
29.20%
31.92%
11.12%
100.00%
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Annual Compounded Avg
3.20%
9.39%
19.16%
55.58%
161.55%
332.78%
% Positive
60.17%
60.34%
57.52%
60.75%
63.16%
74.70%
Avg. Pos. Period
2.15%
4.27%
7.33%
12.62%
18.93%
21.60%
Avg. Neg. Period
-2.49%
-4.28%
-5.75%
-8.19%
-6.28%
-6.99%
Sharpe Ratio
0.37
0.60
0.79
1.27
1.92
2.78
Sortino Ratio
0.47
0.82
1.14
2.22
6.19
10.88
Standard Deviation
2.87%
5.07%
7.77%
12.10%
17.41%
17.91%
Downside Deviation
1.93%
3.18%
4.48%
5.84%
4.67%
4.13%
No data filled
Fund Information
Minimum Investment
100,000 USD
AUM
3,736,576 USD
Management Fee
2.00%
Performance Fee
20.00%
Highwater Mark
Yes
RT per Million
1330
Margin to Equity
12.50%
Legal Structure
Fund
Investment Restriction
Accredited Investors
Company Information
Company
The Bensboro Company, LLC
Principal
Charles W. Robinson III and T. Matthew Trump
Phone
(210) 881-0908
E-mail
[email protected]
License Number
NFA 481286
Location
San Antonio, United States
Performance Compiled by
NAV Consulting, Inc.
Monthly Performance
Export Data
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2024
-0.20
1.39
-0.73
-2.41
-4.44
3.50
2.92
0.25
-3.87
0.11
-3.73
2023
1.20
-0.13
2.85
-6.84
2.93
1.60
-1.58
1.97
6.12
1.09
1.19
0.54
10.92
2022
1.88
-0.86
-3.99
6.00
0.96
2.63
0.04
-4.82
-1.75
1.35
6.45
2.20
9.86
2021
2.08
-2.58
0.92
0.76
-1.94
-3.06
0.77
-2.83
0.32
-2.68
-1.76
0.15
-9.58
2020
2.86
2.11
0.53
4.31
-1.52
-0.73
1.33
-1.96
-2.90
-2.01
-1.28
0.92
1.40
2019
1.98
3.39
5.69
-0.51
3.33
0.34
0.82
2.28
-2.03
0.36
2.00
1.29
20.41
2018
0.75
1.16
0.42
-0.25
2.75
0.22
1.20
2.97
0.74
4.57
1.18
0.41
17.25
2017
2.82
-0.68
-6.84
7.08
-1.45
-5.03
-4.87
-0.90
-4.12
-0.18
2.31
0.78
-11.30
2016
-6.34
-3.56
2.18
-3.43
7.06
-0.82
2.87
4.24
0.91
2.15
0.80
-2.45
2.86
2015
3.08
3.90
0.76
-3.17
-0.27
-1.16
-3.44
-1.23
-4.74
-2.65
3.24
4.61
-1.61
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.
Strategy Description
We invest in spreads that exhibit some seasonal tendencies, using futures contracts in eight major categories (Currencies, Energy, Grains, Interest Rates, Meats, Metals, and Softs). If a spread’s current pattern is similar to its long-term and intermediate term seasonal patterns then we expect, generally, past patterns will repeat to a significant degree based on similar economic and fundamental conditions. The investment strategy uses time targets rather than price targets when determining optimal entry and exit points for trade execution.
Return Statistics
Last Month
0.11%
Year To Date
-3.73%
3 Month ROR
-3.52%
12 Months ROR
-2.06%
36 Month ROR
15.43%
Total Return Cumulative
36.30%
Total Return Annualized
3.20%
Best Month
7.08%
Winning Months (%)
60.17%
Gain Deviation
1.76
Risk Statistics
Standard Deviation Annualized
9.95%
Max Drawdown (Monthly)
-19.32%
Max Drawdown # of Months
47
Worst Month
-6.84%
Losing Months (%)
39.83%
Average Losing Month
-2.49%
Loss Deviation
1.77
Correlation vs S&P 500
-0.02
Correlation vs DJ/CS MF
-0.05
Risk/Reward Statistics
Sharpe Ratio
0.37
Sortino Ratio
0.47
Omega Ratio
0.61
Skewness
-0.13
Kurtosis
0.11
Monthly Returns
Performance (VAMI)
Fund Manager
Mr. Robinson is the co-founder of The Bensboro Company, LLC, CPO and GP to the Bensboro Seasonal Futures Fund, L.P., which invests exclusively in seasonal futures spreads. He is also the founder and managing principal of Robinson Value Management, Ltd. ("RVM"), a RIA providing discretionary investment management services to clients pursuant to defined investment strategies since 1997. Previously, Charles was a portfolio manager in the private client/trust division of NationsBank, an analyst and portfolio manager with Leavy Investment Management, Inc. and an analyst at Ventex. He started his career as a runner and phone clerk for RB&H on the floor of the CME, before serving as a commodities broker at W.D. Gann Trading Company. He served as a finance professor at the University of Texas San Antonio and is past president of the CFA Society of San Antonio. Mr. Trump began his career as a registered representative at Legg Mason Wood Walker, Inc. (August 1996 to November 2000). He then became a registered principal with Raymond James Financial Services, Inc. (November 2000 to December 2005). From January 2006 to May 2008, Mr. Trump served as a registered representative at Chapin Davis, Inc., while simultaneously serving as an investment advisor representative with Calvert Investment Counsel (January 2006 to January 2007). From May 2008 to August 2014, Mr. Trump became a regional vice president with ProFunds Distributors, Inc. He founded and chaired the Market Technicians Association's Baltimore chapter and is currently co-chair of their Dallas chapter. Prior to the organization of the Trading Advisor and the General Partner, Mr. Trump focused on the investment and management of his proprietary assets and accounts.
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
-19.32%
-
31
-
16
-
04/2015
-
02/2019
-
2
-19.28%
-
23
-
20
-
05/2020
-
11/2023
-
3
-7.42%
-
3
-
0
-
03/2024
-
-
-
4
-2.03%
-
1
-
2
-
09/2019
-
11/2019
-
5
-0.51%
-
1
-
1
-
04/2019
-
05/2019
-
Return Report
Period
Best
Worst
Average
Median
Last
Winning %
1 Month
7.08%
-6.84%
0.30%
0.64%
0.11%
60.17%
3 Months
11.44%
-10.97%
0.88%
1.15%
-3.52%
60.34%
6 Months
18.39%
-15.55%
1.77%
1.84%
-1.79%
57.52%
1 Year
28.20%
-17.02%
4.45%
4.46%
-2.06%
60.75%
2 Years
52.30%
-15.80%
9.64%
2.95%
16.17%
63.16%
3 Years
50.92%
-14.86%
14.37%
11.13%
15.43%
74.70%
5 Years
48.18%
10.00%
29.20%
31.92%
11.12%
100.00%
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Annual Compounded Avg
3.20%
9.39%
19.16%
55.58%
161.55%
332.78%
% Positive
60.17%
60.34%
57.52%
60.75%
63.16%
74.70%
Avg. Pos. Period
2.15%
4.27%
7.33%
12.62%
18.93%
21.60%
Avg. Neg. Period
-2.49%
-4.28%
-5.75%
-8.19%
-6.28%
-6.99%
Sharpe Ratio
0.37
0.60
0.79
1.27
1.92
2.78
Sortino Ratio
0.47
0.82
1.14
2.22
6.19
10.88
Standard Deviation
2.87%
5.07%
7.77%
12.10%
17.41%
17.91%
Downside Deviation
1.93%
3.18%
4.48%
5.84%
4.67%
4.13%
Up Capture vs. S&P 500 TR
Down Capture vs. S&P 500 TR
Drawdown
Volatility (12 Months Rolling)
Instruments
AUM
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