I think asking for 4 day loop hike is a bit vague since no one knows how many miles you want to do. I would clarify with the type of trip of you would prefer. Do you want to hang out on a couple of days and enjoy scenery, do you want a lot of miles, do you want to bag some peaks, is a loop required etc... anything would help.
One of the top Backpack trips in Colorado is the 4-Pass Loop in the Maroon Bells Wilderness, however, it wouldn't meet your 4-5 day criteria unless you were also going to take your time and maybe bag some peaks as well or fish.
RMNP has some loops you could construct that would meet larger mileage requirements but of course there is Red Tape involved with permits to obtain etc..
Another possibility if the loop wasn't an absolute requirement is to do a multi section hike of the Colorado Trail, particularly the sections in the San Juan mountains.