Alpha Z Advisors LLC : Alpha Z Futures Fund, LLC Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance 3.00% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 26.54% Sharpe (RFR=1%) 1.37 CAROR 39.66% Assets $ 4.5M Worst DD -56.25 S&P Correlation 0.45 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page Growth of 1,000 - VAMI Monthly Performance Export Data Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Period Returns Program / Index Jul Qtr YTD 1yr 3yr 5yr 10yr Since7/2013 Alpha Z Futures Fund, LLC 3.00 - - -11.74 -36.59 -1.83 - 290.20 S&P 500 5.51 - - 9.76 31.27 53.90 - 154.87 +/- S&P 500 -2.51 - - -21.49 -67.86 -55.73 - 135.33 Strategy Description SummaryAlpha Z Futures Fund LLC is an alternative investment fund formed to trade futures and futures options on the Standard & Poor’s 500. The Fund’s trading is conducted by Alpha Z Advisors, LLC. Trading methods are quantitative, systemic and discretionary. Trades are based on decades of... Read More Account & Fees Type Fund Minimum Investment $ 100k Trading Level Incremental Increase $ 100k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $5.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 4500 RT/YR/$M Avg. Margin-to-Equity 30% Targeted Worst DD -24.12% Worst Peak-to-Trough 0% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 85.00% 1-30 Days 10.00% Intraday 5.00% Decision-Making Discretionary 90.00% Systematic 10.00% Strategy Arbitrage 10.00% Fundamental 5.00% Option-writing 20.00% Seasonal/cyclical 5.00% Technical 60.00% Composition Stock Indices 100.00% SummaryAlpha Z Futures Fund LLC is an alternative investment fund formed to trade futures and futures options on the Standard & Poor’s 500. The Fund’s trading is conducted by Alpha Z Advisors, LLC. Trading methods are quantitative, systemic and discretionary. Trades are based on decades of extensive research conducted by Dr. Ziemba and trading experience in stock market calendar anomalies, arbitrage strategies and behavioral biases. Investment StrategyThe trades involve long futures positions, futures spreads, option sales and option purchases that Dr. Ziemba’s proprietary research indicates to have mispricings. Market exposure is based on the calculated funds or margin behind each position. The Manager’s trading also employs Dr. Ziemba’s proprietary stock market prediction models and crash prediction models.Risk ManagementRisk/reward is assessed by the calculating potential loss of new and current positions. Overall portfolio is measured. Careful attention has been paid to current market conditions and adjusting portfolio size quickly. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year. Drawdown Report Depth Length (Mos.) Recovery (Mos.) Peak Valley -56.25 6 - 12/1/2019 6/1/2020 -28.52 3 18 12/1/2017 3/1/2018 -24.12 1 3 7/1/2015 8/1/2015 -12.86 2 1 11/1/2014 1/1/2015 -6.52 1 1 6/1/2014 7/1/2014 -5.73 1 2 12/1/2015 1/1/2016 -4.80 3 1 1/1/0001 9/1/2013 -3.98 1 2 12/1/2013 1/1/2014 -1.94 1 1 5/1/2016 6/1/2016 -1.52 1 1 1/1/2017 2/1/2017 -0.75 1 1 8/1/2014 9/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 109.08 6 2/1/2015 7/1/2015 52.67 10 3/1/2017 12/1/2017 44.06 4 9/1/2015 12/1/2015 40.06 4 2/1/2016 5/1/2016 30.28 7 7/1/2016 1/1/2017 27.98 8 4/1/2018 11/1/2018 23.46 7 6/1/2019 12/1/2019 21.06 5 2/1/2014 6/1/2014 18.89 3 10/1/2013 12/1/2013 13.84 2 10/1/2014 11/1/2014 8.77 1 8/1/2014 8/1/2014 4.63 4 1/1/2019 4/1/2019 3.00 1 7/1/2020 7/1/2020 0.14 1 5/1/2020 5/1/2020 Show More Consecutive Losses Run-up Length (Mos.) Start End -49.01 4 1/1/2020 4/1/2020 -28.52 3 1/1/2018 3/1/2018 -24.12 1 8/1/2015 8/1/2015 -14.31 1 6/1/2020 6/1/2020 -12.86 2 12/1/2014 1/1/2015 -6.52 1 7/1/2014 7/1/2014 -5.73 1 1/1/2016 1/1/2016 -4.80 3 7/1/2013 9/1/2013 -3.98 1 1/1/2014 1/1/2014 -3.28 1 12/1/2018 12/1/2018 -1.94 1 6/1/2016 6/1/2016 -1.52 1 2/1/2017 2/1/2017 -0.77 1 5/1/2019 5/1/2019 -0.75 1 9/1/2014 9/1/2014 Show More Top Performer Badges Index Award Type Rank Performance Period Stock Index Trader Index Month 1 6.31 9/2019 Discretionary Trader Index Month 2 6.31 9/2019 IASG CTA Index Month 3 6.31 9/2019 IASG CTA Index 3 Year 2 124.40 2015 - 2018 IASG CTA Index 5 Year 2 496.83 2013 - 2018 Stock Index Trader Index Month 2 3.32 11/2018 Discretionary Trader Index Month 6 3.32 11/2018 Stock Index Trader Index Month 4 1.97 9/2018 Discretionary Trader Index Month 10 1.97 9/2018 Discretionary Trader Index Month 3 5.33 7/2018 Stock Index Trader Index Month 3 5.33 7/2018 IASG CTA Index Month 4 5.33 7/2018 Stock Index Trader Index Month 2 6.74 4/2018 IASG CTA Index Month 2 6.74 4/2018 Discretionary Trader Index Month 2 6.74 4/2018 IASG CTA Index 3 Year 1 428.96 2014 - 2017 IASG CTA Index Annual 2 56.77 2017 Stock Index Trader Index Month 10 1.32 12/2017 IASG CTA Index Sharpe 9 1.71 2017 Stock Index Trader Index Month 4 2.56 11/2017 Discretionary Trader Index Month 6 2.56 11/2017 Stock Index Trader Index Month 3 2.12 10/2017 Stock Index Trader Index Month 1 3.58 9/2017 Discretionary Trader Index Month 6 3.58 9/2017 IASG CTA Index Month 7 3.58 9/2017 Discretionary Trader Index Month 7 3.23 8/2017 Stock Index Trader Index Month 2 3.23 8/2017 Discretionary Trader Index Month 3 5.27 7/2017 Stock Index Trader Index Month 1 5.27 7/2017 Discretionary Trader Index Month 9 2.73 6/2017 Stock Index Trader Index Month 4 2.73 6/2017 Discretionary Trader Index Month 5 3.81 5/2017 Stock Index Trader Index Month 1 3.81 5/2017 Discretionary Trader Index Month 3 5.53 4/2017 Stock Index Trader Index Month 2 5.53 4/2017 IASG CTA Index Month 4 5.53 4/2017 Stock Index Trader Index Month 1 13.57 3/2017 Discretionary Trader Index Month 2 13.57 3/2017 IASG CTA Index Month 2 13.57 3/2017 Stock Index Trader Index Month 3 4.27 1/2017 IASG CTA Index Month 10 4.27 1/2017 Discretionary Trader Index Month 7 4.27 1/2017 IASG CTA Index Sharpe 9 1.56 2016 Discretionary Trader Index Month 6 3.13 12/2016 Stock Index Trader Index Month 3 3.13 12/2016 IASG CTA Index Annual 1 61.77 2016 IASG CTA Index 3 Year 1 330.27 2013 - 2016 Stock Index Trader Index Month 5 4.31 11/2016 Stock Index Trader Index Month 5 2.61 10/2016 Stock Index Trader Index Month 6 2.94 9/2016 Discretionary Trader Index Month 7 2.94 9/2016 IASG CTA Index Month 10 3.20 8/2016 Stock Index Trader Index Month 3 3.20 8/2016 IASG CTA Index Month 4 6.55 7/2016 Stock Index Trader Index Month 1 6.55 7/2016 Discretionary Trader Index Month 2 6.55 7/2016 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel