Tracking CTAs since 1994
CTA Profiles
Tracking CTAs since 1994
Principal(s): Colton Loder
Strategy: Systematic & Discretionary / Long Short / VIX
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The Cohalo Dynamic Volatility Strategies - Futures program is a futures trading program incorporating elements of systematic and discretionary trading, based on instruments and industry knowledge utilized by the Trading Principal. The program will primarily take long and short positions on the VIX futures curve.
The manager operates a securities (equities)-based implementation of the DVS strategy with an inception of July 2018 that achieved attractive performance through the inception of this futures-based implementation. Tracking error between the implementation methods is expected to be minimal. Please contact the manager for more details.
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Colton Loder, CFA, CAIA, founded Cohalo in the Seattle area in 2018 and has been involved in the investment industry since 2007, holding prior roles in risk and portfolio management with elite institutions overseeing multi-billion dollar multi-asset portfolios.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.82% | 2.29% | 0.55% | 0.07% | 2.97% | 0.53% | -1.62% | 5.68% | -1.62% | |||||
| 2023 | 2.64% | -0.76% | -0.30% | 3.40% | 0.78% | 4.12% | 1.96% | 0.83% | -0.87% | -1.52% | 6.03% | 1.30% | 18.78% | -2.38% |
| 2022 | -8.73% | -6.95% | 2.52% | -2.56% | 0.60% | -1.91% | 3.67% | -0.40% | -0.18% | -0.86% | 3.12% | 0.57% | -11.28% | -16.28% |
| 2021 | 1.20% | 2.99% | 4.86% | 2.47% | -1.75% | 3.45% | -2.81% | 2.64% | -5.05% | 4.83% | -3.33% | 4.65% | 14.33% | -5.29% |
| 2020 | 1.42% | -1.36% | 0.21% | 0.20% | 0.45% | -1.36% | ||||||||
| Years | 2020 | 2021 | 2022 | 2023 | 2024 YTD |
|---|---|---|---|---|---|
| ROR | 0.45% | 14.33% | -11.28% | 18.78% | 5.68% |
| Max DD | -1.36% | -5.29% | -16.28% | -2.38% | -1.62% |
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.
AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.
