COAGX vs. LSEIX

Last updated Jun 5, 2026

COAGX (Caldwell & Orkin - Gator Capital Long/Short Fund) and LSEIX (Persimmon Long/Short Fund) are both Long-Short funds. A 0.58 correlation means they provide meaningful diversification when combined. COAGX charges 2.00%/yr vs 1.91%/yr for LSEIX.

Performance

COAGX vs. LSEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Caldwell & Orkin - Gator Capital Long/Short Fund (COAGX) and Persimmon Long/Short Fund (LSEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

COAGX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LSEIX

• 1D: 0.22%
• 1M: 1.37%
• YTD: 6.52%
• 6M: 6.58%
• 1Y: 20.48%
• 3Y*: 16.01%
• 5Y*: 9.52%
• 10Y*: 7.11%

*Multi-year figures are annualized to reflect compound growth (CAGR)

COAGX vs. LSEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COAGX Caldwell & Orkin - Gator Capital Long/Short Fund	3.61%	17.44%	35.58%	31.98%	-7.18%	27.17%	11.06%	24.20%	-15.53%	0.93%
LSEIX Persimmon Long/Short Fund	6.52%	12.02%	17.36%	15.70%	-9.95%	14.67%	8.13%	5.28%	-6.10%	13.39%

Correlation

The correlation between COAGX and LSEIX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (10Y) Calculated over the trailing 10-year period	0.62
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013	0.58

The correlation between COAGX and LSEIX shifts across timeframes, from 0.53 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

COAGX vs. LSEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LSEIX

LSEIX Risk / Return Rank: 78
LSEIX Sharpe Ratio Rank: 69
LSEIX Sortino Ratio Rank: 64
LSEIX Omega Ratio Rank: 67
LSEIX Calmar Ratio Rank: 94
LSEIX Martin Ratio Rank: 94

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COAGX vs. LSEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Caldwell & Orkin - Gator Capital Long/Short Fund (COAGX) and Persimmon Long/Short Fund (LSEIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	COAGX	LSEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.38	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.88	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.63	—

Drawdowns

Drawdown Indicators

	COAGX	LSEIX	Difference
Max Drawdown Largest peak-to-trough decline	—	-19.92%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-3.90%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.63%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.63%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-19.92%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-4.05%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.00%	—

Volatility

Volatility by Period

	COAGX	LSEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.87%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.57%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	8.67%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	10.89%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	10.66%	—

COAGX vs. LSEIX - Expense Ratio Comparison

COAGX has a 2.00% expense ratio, which is higher than LSEIX's 1.91% expense ratio.

Dividends

COAGX vs. LSEIX - Dividend Comparison

Neither COAGX nor LSEIX has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COAGX Caldwell & Orkin - Gator Capital Long/Short Fund	0.00%	0.00%	0.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	5.81%
LSEIX Persimmon Long/Short Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.23%	3.49%	6.18%	0.00%	4.88%

Frequently Asked Questions

Can I hold both COAGX and LSEIX in my portfolio?

COAGX and LSEIX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.