Centurion Investment Management Inc. : Zero Margin Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 0.81% May Performance 1.13% Min Investment $ 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 2.32% Sharpe (RFR=1%) -0.08 CAROR 0.80% Assets $ 26.0M Worst DD -3.25 S&P Correlation -0.12 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 May Qtr YTD 1yr 3yr 5yr 10yr Since5/2016 Zero Margin Program 1.13 0.04 0.81 1.14 2.74 - - 2.48 S&P 500 -6.58 -1.17 9.77 1.72 29.91 - - 29.91 +/- S&P 500 7.71 1.21 -8.97 -0.59 -27.17 - - -27.43 Strategy Description Investment Strategy CENTURION ZERO MARGIN Program (ZMP) employs short term systematic trading of 50 liquid global financial and commodity markets. Trades are held on average 4 hours and holding periods are all on the intraday level. The portfolio consists of more than 60 independent and... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 1,000k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 4000 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 5.00% Momentum 95.00% Composition Stock Indices 30.00% Currency Futures 20.00% Interest Rates 20.00% Energy 15.00% Precious Metals 5.00% Grains 4.00% Softs 3.00% Industrial Metals 2.00% Livestock 1.00% Investment Strategy CENTURION ZERO MARGIN Program (ZMP) employs short term systematic trading of 50 liquid global financial and commodity markets. Trades are held on average 4 hours and holding periods are all on the intraday level. The portfolio consists of more than 60 independent and momentum and mean-revision trading strategies which are dynamically weighted based on volatility, correlation, and performance. 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 -3.25 10 8 1/1/0001 2/1/2017 -2.23 7 - 12/1/2017 7/1/2018 Show More Consecutive Gains Run-up Length (Mos.) Start End 4.17 5 8/1/2017 12/1/2017 2.54 4 3/1/2017 6/1/2017 2.10 7 8/1/2018 2/1/2019 1.25 2 4/1/2019 5/1/2019 0.58 1 11/1/2016 11/1/2016 0.21 1 9/1/2016 9/1/2016 0.12 1 5/1/2018 5/1/2018 0.06 1 6/1/2016 6/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -2.44 3 12/1/2016 2/1/2017 -1.39 4 1/1/2018 4/1/2018 -1.20 1 3/1/2019 3/1/2019 -1.00 2 7/1/2016 8/1/2016 -0.98 2 6/1/2018 7/1/2018 -0.70 1 7/1/2017 7/1/2017 -0.42 1 10/1/2016 10/1/2016 -0.25 1 5/1/2016 5/1/2016 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods37.0035.0032.0026.0020.0014.00 Percent Profitable59.4654.2956.2569.23100.00100.00 Average Period Return0.070.160.461.232.492.67 Average Gain0.501.081.652.122.492.67 Average Loss-0.56-0.92-1.06-0.78 Best Period1.272.754.156.034.085.88 Worst Period-1.25-2.44-2.21-1.530.101.21 Standard Deviation0.671.231.721.951.031.36 Gain Standard Deviation0.410.811.261.661.031.36 Loss Standard Deviation0.420.580.760.42 Sharpe Ratio (1%)-0.02-0.07-0.020.120.960.49 Average Gain / Average Loss0.891.171.562.73 Profit / Loss Ratio1.301.382.006.15 Downside Deviation (10%)0.681.562.604.225.207.69 Downside Deviation (5%)0.490.881.141.040.330.38 Downside Deviation (0%)0.440.730.850.48 Sortino Ratio (10%)-0.50-0.68-0.77-0.89-0.98-0.99 Sortino Ratio (5%)-0.03-0.10-0.030.222.961.74 Sortino Ratio (0%)0.150.220.552.55 Top Performer Badges Index Award Type Rank Performance Period 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