Coloma Capital Futures LLC
Hedged Volatility
Principal:
David Burkart
Volatility Trading in VIX Futures | Valuation with Limited Discretion
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Month Performance
0.00%
Jul 2026
YTD Return
0.00%
Through Jul 2026
AUM
N/A
Assets Under Management
Overview
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 volitility and the related futures. This influence on market structure frequently creates mispricing opportunities in diverse market environments for the strategy. The approach takes both long and short views on volatility. The day-to-day signal generation is systematic with human oversight and trade execution.
Program Details
| Inception Date | May 2013 |
| Trading Style | Valuation with Limited Discretion |
| Holding Period | Long Term, Medium Term, Short Term |
| Markets Traded | VIX |
| Margin | 9.8% |
| Minimum Investment | $250,000 |
| Management Fee | 2.00% |
| Performance Fee | 20.00% |
This is a snapshot only. Investors should read Disclosure/Offering documents to determine suitability of investment.
GROWTH OF $1,000 VAMI
Program vs. Autumn Gold CTA Index
About the Autumn Gold CTA Index:
The Autumn Gold CTA Index is a non-investable index comprised of performance from CTA programs included in the Autumn Gold database and does not represent the complete universe of CTAs.
Hypothetical growth of $1,000 based on reported monthly returns.
PERFORMANCE SUMMARY
Annual Returns (Net)
| YEAR | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|
| RETURN | 0.00% | -2.68% | -9.35% | +11.04% |
Maximum Drawdown Since Inception
-20.41%
Past performance is not indicative of future results.
Performance / Program Note
Proprietary Performance from May 10, 2013 to July 17, 2013 Pro-Forma adjusted for 2% management and 20% incentive fee. Client Performance from July 18, 2013.
Investor Eligibility
What is a QEP?
A Qualified Eligible Person (QEP) is an investor or entity that meets the eligibility requirements described in CFTC Regulation 4.7. The applicable requirements vary by investor type and may include financial, portfolio, professional, or institutional qualifications.
This information is provided for general reference only. QEP status is
self-identified here and should be determined by reviewing the applicable
regulation and, when appropriate, with your professional advisers.
FUTURES, OPTIONS, CRYPTO, AND FOREX TRADING INVOLVES RISK AND MAY NOT BE SUITABLE FOR ALL INVESTORS. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.