Eamon Capital : Zephyr Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 4.38% Jun Performance 4.56% Min Investment $ 600k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 10.45% Sharpe (RFR=1%) 1.59 CAROR 18.44% Assets $ 25.8M Worst DD -14.22 S&P Correlation -0.17 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since1/2016 Zephyr Program 4.56 15.24 4.38 0.52 53.65 - - 80.80 S&P 500 6.89 3.78 17.34 8.21 38.73 - - 50.08 +/- S&P 500 -2.33 11.46 -12.96 -7.69 14.91 - - 30.72 Strategy Description SummaryThe Zephyr program seeks to provide a strong rate of return with comparatively low volatility. The program employs a fully automated, trend-following breakout system.... Read More Account & Fees Type Managed Account Minimum Investment $ 600k Trading Level Incremental Increase $ 150k CTA Max Funding Factor 1.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $2.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 3000 RT/YR/$M Avg. Margin-to-Equity 4% Targeted Worst DD -18.00% Worst Peak-to-Trough 0% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 1.00% 1-30 Days 64.00% Intraday 35.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Technical 50.00% Trend-following 50.00% Composition Precious Metals 34.00% Energy 33.00% Softs 33.00% SummaryThe Zephyr program seeks to provide a strong rate of return with comparatively low volatility. The program employs a fully automated, trend-following breakout system.Investment StrategyThe system runs independently in multiple commodity sectors (metals, energies, softs) on multiple time scales in order to further reduce overall program drawdown and improve risk-to-reward ratio. 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 -14.22 11 - 4/1/2018 3/1/2019 -3.57 1 1 3/1/2017 4/1/2017 -2.00 4 1 7/1/2017 11/1/2017 -0.46 1 1 1/1/2018 2/1/2018 Show More Consecutive Gains Run-up Length (Mos.) Start End 53.78 15 1/1/2016 3/1/2017 15.24 3 4/1/2019 6/1/2019 12.20 3 5/1/2017 7/1/2017 7.72 2 12/1/2017 1/1/2018 4.62 2 3/1/2018 4/1/2018 1.68 1 10/1/2018 10/1/2018 0.77 1 8/1/2018 8/1/2018 0.66 1 9/1/2017 9/1/2017 0.18 1 12/1/2018 12/1/2018 0.09 1 6/1/2018 6/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -9.43 3 1/1/2019 3/1/2019 -4.70 1 7/1/2018 7/1/2018 -3.57 1 4/1/2017 4/1/2017 -1.93 2 10/1/2017 11/1/2017 -1.75 1 5/1/2018 5/1/2018 -1.54 1 9/1/2018 9/1/2018 -0.73 1 8/1/2017 8/1/2017 -0.46 1 2/1/2018 2/1/2018 -0.01 1 11/1/2018 11/1/2018 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods42.0040.0037.0031.0025.0019.00 Percent Profitable71.4377.5072.9783.8788.00100.00 Average Period Return1.464.128.1617.0326.7036.48 Average Gain2.866.6912.8721.8830.8736.48 Average Loss-2.04-4.71-4.55-8.19-3.92 Best Period8.1415.2430.2145.4762.1571.20 Worst Period-4.70-9.43-7.75-12.57-5.632.02 Standard Deviation3.026.2910.2918.2622.5225.55 Gain Standard Deviation2.194.387.7015.6720.6725.55 Loss Standard Deviation1.612.802.394.051.49 Sharpe Ratio (1%)0.460.620.750.881.121.35 Average Gain / Average Loss1.411.422.832.677.89 Profit / Loss Ratio3.524.897.6313.9057.83 Downside Deviation (10%)1.543.093.865.634.262.10 Downside Deviation (5%)1.402.662.883.971.93 Downside Deviation (0%)1.362.562.643.601.42 Sortino Ratio (10%)0.680.941.482.144.4912.49 Sortino Ratio (5%)0.991.452.664.0413.07 Sortino Ratio (0%)1.071.613.094.7418.80 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 2 8.14 5/2019 Systematic Trader Index Month 3 8.14 5/2019 Diversified Trader Index Month 3 8.14 5/2019 IASG CTA Index Month 4 8.14 5/2019 IASG CTA Index 3 Year Rolling 4 66.86 2015 - 2018 IASG CTA Index Sharpe 4 1.92 2017 - 2018 Trend Following Strategy Index Month 5 1.68 10/2018 Trend Following Strategy Index Month 2 2.88 4/2018 Diversified Trader Index Month 6 2.88 4/2018 Trend Following Strategy Index Month 2 2.88 4/2018 Diversified Trader Index Month 6 2.88 4/2018 Systematic Trader Index Month 10 2.88 4/2018 Trend Following Strategy Index Month 7 1.72 3/2018 Trend Following Strategy Index Month 10 -0.50 2/2018 Systematic Trader Index Month 7 5.11 12/2017 Diversified Trader Index Month 6 5.11 12/2017 Trend Following Strategy Index Month 5 5.11 12/2017 Trend Following Strategy Index Month 8 0.65 9/2017 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