Red Rock Capital, LLC
Commodity Long-Short
Principal(s): Thomas Rollinger
Strategy: Systematic / Trend Following / Diversified
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
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.
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Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.88% | 3.37% | 2.47% | -1.67% | -5.45% | -4.15% | 8.07% | – | – | – | – | – | 2.91% | -10.89% |
| 2025 | 2.97% | -0.07% | -1.91% | 1.40% | -3.66% | 0.13% | -4.60% | -2.81% | 4.96% | 1.95% | 0.14% | 3.36% | 1.40% | -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% |
| 2019 | -8.76% | 4.29% | -3.07% | 1.40% | 8.12% | -2.44% | -1.15% | 4.38% | -6.29% | -3.17% | -0.88% | 5.24% | -3.66% | -10.06% |
| 2018 | 1.13% | -2.08% | 3.18% | -2.05% | -8.39% | 4.25% | 1.45% | 4.65% | 4.28% | -4.30% | -2.71% | -2.30% | -3.74% | -10.27% |
| 2017 | -0.61% | -5.78% | -1.84% | -1.23% | -1.56% | 4.65% | -7.67% | 7.32% | -6.14% | 1.31% | -7.88% | 5.62% | -14.25% | -18.81% |
| 2016 | -3.01% | -0.46% | -6.72% | -3.67% | -1.83% | 5.87% | 3.38% | -0.09% | 0.64% | 0.99% | 0.68% | -1.45% | -6.07% | -14.84% |
| 2015 | 2.97% | -2.09% | 2.76% | -5.03% | 2.63% | 3.79% | 8.20% | 4.29% | 0.63% | -2.50% | 14.50% | -1.17% | 31.30% | -5.03% |
| 2014 | 0.94% | 5.27% | 8.14% | -6.08% | 0.44% | 1.92% | 5.37% | -3.06% | 17.07% | -1.66% | 4.79% | 4.12% | 41.74% | -6.08% |
| 2013 | – | – | – | – | – | – | – | – | 0.18% | 0.42% | 3.33% | 0.77% | 4.76% | 0.00% |
Accounting Notes: From Sep 2013 - Apr 2014 the returns for this composite are presented pro forma net of 2/20 fees. Effective December 2014, the daily compounded method of calculating ROR was used for all accounts in the composite. Before December 2014, accounts that were opened or closed during the month or experienced material additions, withdrawals, or changes in nominal account size during the month were not included in the composite.
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.