Track Record
Institutional-grade quantitative performance updated on a strict monthly-close cycle.
One Core Engine, Two Risk-Adjusted Executions
Calafate Capital operates a unified proprietary trading strategy executed across two distinct risk budgets. Built on identical algorithmic rules and risk management protocols in G10 currency markets (Forex), both profiles deliver non-correlated absolute returns tailored to specific investor risk tolerances.
Calafate Core
Systematic capital preservation profile engineered for absolute returns with tight risk parameters. Utilizes our core quantitative methodology at a conservative per-trade risk budget to deliver low volatility, drawdown defense, and steady compound growth.
- Real Yield & Capital Preservation: Target absolute returns exceeding US 3-Months T-Bill & US inflation rate (CPI).
- Uncorrelated Absolute Return: Generate consistent returns with near-zero beta to equity and bond markets.
- Active Drawdown Minimization: Prioritize loss containment through rigorous position sizing designed to suppress volatility and minimize drawdown depth.
| YEAR | JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | TOTAL |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | — | 0.00% | 4.84% | 0.01% | 2.01% | 2.50% | 2.33% | 0.66% | 0.90% | -2.19% | 1.00% | 0.07% | 12.65% |
| 2026 | 0.46% | 0.04% | -0.72% | 0.28% | -0.12% | 4.68% | 2.96% | 1.90% | 0.75% | 0.87% | — | — | 11.54% |
PERFORMANCE & RISK
25.65%
14.67%
-3.38%
-13.94%
9.88%
-2.19%
85.7%
RISK-ADJUSTED RATIOS
1.48
1.80
3.74
1.05
1.45
+1.22
0.19
NEXT STRATEGY PROFILE
Calafate Alpha
High-conviction quantitative execution sharing the exact same trading engine as Core, scaled to an expanded risk budget per transaction. Engineered for accelerated capital expansion while preserving systematic risk discipline.
- Equity Outperformance: Target returns competitive with long-term equity markets while maintaining low correlation and independent return drivers.
- Uncorrelated Asymmetric Alpha: Deliver asymmetric returns through systematic strategies uncorrelated to traditional market beta, with near-zero correlation to S&P500.
- Disciplined Capital Growth: Maximize long-term capital expansion while maintaining strict risk parameters and controlled drawdown tolerance.
| YEAR | JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | TOTAL |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | — | 0.00% | 9.99% | 3.08% | 15.19% | 17.19% | 15.24% | 4.70% | 5.84% | -11.24% | 4.77% | 0.09% | 81.91% |
| 2026 | 1.93% | -0.93% | -3.34% | 1.31% | -0.98% | 13.01% | 7.17% | 3.69% | 1.29% | 1.45% | — | — | 26.33% |
GROWTH STRATEGY — PERFORMANCE & RISK
129.81%
60.87%
-13.08%
-26.18%
23.85%
-11.24%
80.0%
RISK-ADJUSTED RATIOS & METRICS
2.55
6.82
2.43
2.33
1.54
+1.22
0.19
Gross returns are presented before management fees (tiered based on AUM) and a 20% performance fee subject to a high-water mark (HWM).
LTM metrics reflect the last twelve months of performance.
ITD metrics represent the full track record since inception (Feb 2025).
Risk-adjusted ratios (Sharpe & Sortino) are calculated assuming a 0% Risk-Free Rate.
Net returns and detailed fee schedule available upon request.
Track record verified via FCA-regulated trading infrastructure. Past performance is not indicative of future results.
Reporting Cycle: Performance data is updated during the first week of each month, following full closure and external verification of the prior month’s results.