Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Nov-2025
Print to PDF
Red Rock Capital, LLC - Commodity Long-Short
Trading Strategy: Systematic / Trend Following / Diversified
| Performance Since January 2020 | Please See Accounting Notes |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.97% | -0.07% | -1.91% | 1.40% | -3.66% | 0.13% | -4.60% | -2.81% | 4.96% | 1.95% | 0.14% | – | -1.91% | -11.10% |
| 2024 | 6.23% | 5.96% | 1.92% | 2.19% | -1.14% | 2.75% | 2.54% | -4.76% | -0.36% | -2.15% | 2.38% | -3.94% | 11.51% | -8.68% |
| 2023 | -3.13% | 2.62% | 4.67% | 8.63% | 3.80% | -0.65% | -1.76% | -1.84% | -0.86% | 2.14% | -2.45% | -2.49% | 8.27% | -7.72% |
| 2022 | 9.08% | 1.23% | 7.44% | 5.57% | -2.22% | -2.80% | 1.81% | 1.28% | -7.51% | 1.24% | -6.11% | 0.75% | 8.73% | -13.84% |
| 2021 | 2.10% | 11.67% | -1.92% | 13.18% | 2.22% | -3.25% | -0.30% | 4.43% | 7.09% | 3.76% | -2.14% | -0.83% | 40.53% | -3.54% |
| 2020 | 2.23% | 8.18% | 13.16% | -2.97% | -0.99% | -1.59% | -1.65% | -4.58% | -0.25% | -0.16% | -1.76% | 3.49% | 12.42% | -13.20% |
Program Description: Commodity futures regularly exhibit various degrees of disequilibrium as producers, consumers, and speculators attempt to maximize their gains and limit their risks. Tangible / raw / physical commodities are particularly prone to supply & demand shocks as the post Covid-19 era has demonstrated. From time to time these significant flows of capital produce sustained price trends, either up or down. Our Commodity Long-Short strategy is designed to identify these trends and to signal an opportune time to deploy risk capital in an attempt to exploit them for profit. All positions are taken in the direction of the longer-term trend, whether going long or short. The average holding period of a trade is 9 days and historically the strategy has exhibited very low or even negative correlation to stocks, bonds, hedge funds, CTAs, and long-only commodity indexes.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -30.09% |
| From Nov 2015 to Jan 2019 | |
| Worst Month (Jan 2019) | -8.76% |
| Current Losing Streak | -10.42% |
| Average Monthly Return | 0.84% |
| Annualized Performance |
|
| Compound ROR (1) | 9.27% |
| Standard Deviation | 15.86% |
| Sharpe Ratio | 0.61 |
| Sterling Ratio | 0.31 |
| Calmar Ratio (3) | 0.37 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISOR'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
