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The Bensboro Company, LLC

Bensboro Seasonal Futures Fund, LP

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.

General Information

Inception DateJan 2015
Minimum Investment100,000 USD
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
Phone(210) 881-0908
E-mail[email protected]
Websitehttp://bensboro.com/

Statistics

Total Return Cumulative 42.22%
Sharpe Ratio 0.43
Sortino Ratio 0.58
Winning Months (%) 60.36%
Correlation vs. S&P 500 TR -0.02

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -0.20 1.39 -0.73 0.45
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 -0.73%
Year To Date 0.45%
3 Month ROR 0.45%
12 Months ROR 7.19%
36 Month ROR 10.28%
Total Return Cumulative 42.22%
Total Return Annualized 3.88%
Best Month 7.08%
Winning Months (%) 60.36%
Gain Deviation 1.77

Risk Statistics

Standard Deviation Annualized 9.91%
Max Drawdown (Monthly) -19.32%
Max Drawdown Length 47
Worst Month -6.84%
Losing Months (%) 39.64%
Average Losing Month -2.42%
Loss Deviation 1.79
Correlation vs S&P 500 -0.02
Correlation vs DJ/CS MF -0.06

Risk/Reward Statistics

Sharpe Ratio 0.43
Sortino Ratio 0.58
Omega Ratio 0.64
Skewness -0.15
Kurtosis 0.24

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 -2.03% 1 2 09/2019 11/2019
4 -0.73% 1 0 03/2024 -
5 -0.51% 1 1 04/2019 05/2019

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.08%-6.84%0.36%0.75%-0.73%60.36%
3 Months 11.44%-10.97%1.01%1.33%0.45%62.39%
6 Months 18.39%-15.55%2.04%3.08%3.31%61.32%
1 Year 28.20%-17.02%4.37%4.25%7.19%60.00%
2 Years 52.30%-15.80%9.22%2.08%26.23%60.23%
3 Years 50.92%-14.86%14.63%10.64%10.28%72.37%
5 Years 48.18%11.82%31.31%32.97%21.26%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg3.88%11.13%22.85%53.34%147.10%339.66%
% Positive60.36%62.39%61.32%60.00%60.23%72.37%
Avg. Pos. Period2.18%4.27%7.33%12.96%19.45%22.89%
Avg. Neg. Period-2.42%-4.39%-6.34%-8.52%-6.28%-6.99%
Sharpe Ratio0.430.690.891.221.772.72
Sortino Ratio0.580.971.322.085.5910.53
Standard Deviation2.86%5.09%7.93%12.44%18.00%18.65%
Downside Deviation1.89%3.16%4.56%6.04%4.85%4.32%
No data filled

Company Information

Minimum Investment100,000 USD
AUM3,991,796 USD
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
RT per Million1330
Margin to Equity12.50%
Legal StructureFund
Investment RestrictionAccredited Investors

Company Information

CompanyThe Bensboro Company, LLC
PrincipalCharles W. Robinson III and T. Matthew Trump
Phone(210) 881-0908
E-mail[email protected]
License NumberNFA 481286
LocationSan Antonio, United States
Performance Compiled byNAV Consulting, Inc.

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -0.20 1.39 -0.73 0.45
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 -0.73%
Year To Date 0.45%
3 Month ROR 0.45%
12 Months ROR 7.19%
36 Month ROR 10.28%
Total Return Cumulative 42.22%
Total Return Annualized 3.88%
Best Month 7.08%
Winning Months (%) 60.36%
Gain Deviation 1.77

Risk Statistics

Standard Deviation Annualized 9.91%
Max Drawdown (Monthly) -19.32%
Max Drawdown Length 47
Worst Month -6.84%
Losing Months (%) 39.64%
Average Losing Month -2.42%
Loss Deviation 1.79
Correlation vs S&P 500 -0.02
Correlation vs DJ/CS MF -0.06

Risk/Reward Statistics

Sharpe Ratio 0.43
Sortino Ratio 0.58
Omega Ratio 0.64
Skewness -0.15
Kurtosis 0.24

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 -2.03% 1 2 09/2019 11/2019
4 -0.73% 1 0 03/2024 -
5 -0.51% 1 1 04/2019 05/2019

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.08%-6.84%0.36%0.75%-0.73%60.36%
3 Months 11.44%-10.97%1.01%1.33%0.45%62.39%
6 Months 18.39%-15.55%2.04%3.08%3.31%61.32%
1 Year 28.20%-17.02%4.37%4.25%7.19%60.00%
2 Years 52.30%-15.80%9.22%2.08%26.23%60.23%
3 Years 50.92%-14.86%14.63%10.64%10.28%72.37%
5 Years 48.18%11.82%31.31%32.97%21.26%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg3.88%11.13%22.85%53.34%147.10%339.66%
% Positive60.36%62.39%61.32%60.00%60.23%72.37%
Avg. Pos. Period2.18%4.27%7.33%12.96%19.45%22.89%
Avg. Neg. Period-2.42%-4.39%-6.34%-8.52%-6.28%-6.99%
Sharpe Ratio0.430.690.891.221.772.72
Sortino Ratio0.580.971.322.085.5910.53
Standard Deviation2.86%5.09%7.93%12.44%18.00%18.65%
Downside Deviation1.89%3.16%4.56%6.04%4.85%4.32%

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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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.