Tzanetatos Capital Management LLC : Global Titan Original Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance 35.85% Min Investment $ 500k Mgmt. Fee 1.50% Perf. Fee 20.00% Annualized Vol 43.49% Sharpe (RFR=1%) -0.07 CAROR -13.83% Assets $ 440k Worst DD -88.15 S&P Correlation -0.32 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 2020 1yr 3yr 5yr 10yr Since7/2004 Global Titan Original Program 35.85 - - - - - -78.80 -73.82 S&P 500 -1.50 - - - - - 64.80 237.40 +/- S&P 500 37.35 - - - - - -143.60 -311.22 Strategy Description SummaryThe trading program's (The Program) principal investment objective is capital appreciation through speculative trading of commodity and financial interests. It seeks to identify, leverage and trade positive as well as negative trends at the macroeconomic level on the domestic and global... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.50% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 1250 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD Worst Peak-to-Trough 0% 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 100.00% Systematic 0% Strategy Fundamental 100.00% Composition SummaryThe trading program's (The Program) principal investment objective is capital appreciation through speculative trading of commodity and financial interests. It seeks to identify, leverage and trade positive as well as negative trends at the macroeconomic level on the domestic and global capital markets. The investment process applied is discretionary. It constitutes the synthesis of fundamental, macroeconomic, internal market dynamics, technical, quantitative and risk management analysis of capital market conditions to capitalize on price movements through the deployment of thematic driven strategies and to implement strategic and tactical allocation decisions. Trading program's risk parameters are also set within the context of overall portfolio exposure. Although the program is designed and could employ an arsenal of varied exchange and over the counter traded instruments which could include Foreign Exchange, Exchange Traded funds (ETF'S), Broad and Narrow Exchange traded indices, individual equities, swaps, options and fixed income, the emphasis is on trading listed financial futures, such as currencies, interest rates, indices, commodities and options in the major domestic and international futures and capital markets. The Trading Advisor is a discretionary trader that bases its trading decisions on a combination of fundamental, macroeconomic and political analysis and technical indicators. The Trading Advisor combines extensive fundamental knowledge of the international situation with technical experience derived from direct involvement with the world's largest financial markets and exchanges. The Trading Advisor intends to construct, manage, and maintain a trading and investment portfolio that leverages global macroeconomic trends to maximize capital appreciation within a given degree of risk tolerance, taking into account liquidity requirements. The Trading Advisor's trading methodology encompasses a strategic evaluation management system through which it seeks to identify emerging social, economic, and political trends globally. Within the context of a longer term perspective the Trading Advisor seeks to identify and trade trends of short, medium and longer term nature. The trading advisor is not precluded from engaging in active daily trading activity as part of strategies deployed but the emphasis is on longer duration trades and market trends. The trading program includes analyses of capital market conditions, and takes account of internal capital market dynamics, business cycles, and cross-border capital movements. The strategies employed use a variety of instruments and asset classes to express directional views, both long and short. The Trading Advisor believes that the development of Trading Methodology is a continual process. The Trading Advisor constantly evaluates trading methods in the various commodity and financial markets it trades and modifies or changes the implementation of its trading strategy accordingly without prior notice or approval by the managed program's clients. The thematic-driven strategies include macro or global directional investment strategies, which require that positions be taken in a wide variety of primarily liquid markets based on perceived broad economic trends. Such strategies could be deployed across the investment spectrum in all the major global capital markets in any asset class, including equities, fixed income, foreign exchange, commodities and financial futures and options. The Program identifies negative, as well as positive, trends at the macroeconomic level and overvalued, as well as undervalued, securities and markets. It intends to capitalize on upward as well as downward price movements of the various traded instruments in the global capital markets. Consequently, the Program's portfolio may include both long and short positions, as appropriate. Depending upon the Investment Manager's view of the market and particular markets, short positions may be substantial. Risk Management. An integral consideration in the Risk ManagementInvestment Manager's trading and investment analysis and decision-making process is risk management. In order to maintain appropriate levels of risk and volatility, the Investment Manager monitors the portfolio continuously throughout the trading day in all world markets. It seeks to identify and quantify the sources of risk and employs modeling tools to demonstrate how changes in the relevant markets would affect the value and liquidity of various portfolio positions and the overall performance of the Program. Trading program's risk parameters are also set within the context of overall portfolio exposure. 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 -88.15 12 - 5/1/2012 5/1/2013 -39.77 14 7 8/1/2010 10/1/2011 -37.72 22 4 12/1/2005 10/1/2007 -11.75 6 3 12/1/2004 6/1/2005 -9.41 17 1 11/1/2008 4/1/2010 -9.28 2 2 3/1/2008 5/1/2008 -3.55 2 3 1/1/0001 8/1/2004 -1.19 2 1 5/1/2010 7/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 94.37 5 11/1/2007 3/1/2008 64.49 2 4/1/2012 5/1/2012 45.23 2 11/1/2011 12/1/2011 35.85 1 6/1/2013 6/1/2013 28.58 6 7/1/2005 12/1/2005 24.89 2 5/1/2011 6/1/2011 20.40 6 6/1/2008 11/1/2008 14.19 2 8/1/2011 9/1/2011 10.83 1 5/1/2010 5/1/2010 7.98 1 2/1/2013 2/1/2013 6.53 1 2/1/2007 2/1/2007 6.01 2 6/1/2007 7/1/2007 5.68 1 7/1/2012 7/1/2012 5.61 1 2/1/2005 2/1/2005 4.98 4 9/1/2004 12/1/2004 4.79 1 7/1/2006 7/1/2006 4.69 3 3/1/2006 5/1/2006 4.44 1 1/1/2009 1/1/2009 3.94 1 8/1/2010 8/1/2010 3.69 2 7/1/2009 8/1/2009 3.31 1 1/1/2010 1/1/2010 3.14 1 10/1/2009 10/1/2009 2.67 1 3/1/2009 3/1/2009 1.19 1 5/1/2005 5/1/2005 1.13 1 12/1/2012 12/1/2012 0.78 1 11/1/2010 11/1/2010 0.52 1 10/1/2012 10/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -87.45 3 3/1/2013 5/1/2013 -30.02 5 12/1/2010 4/1/2011 -27.81 3 1/1/2012 3/1/2012 -21.36 6 8/1/2006 1/1/2007 -18.37 1 10/1/2011 10/1/2011 -15.41 3 3/1/2007 5/1/2007 -15.07 3 8/1/2007 10/1/2007 -14.83 1 7/1/2011 7/1/2011 -13.86 2 9/1/2010 10/1/2010 -9.79 1 1/1/2013 1/1/2013 -9.28 2 4/1/2008 5/1/2008 -8.32 2 3/1/2005 4/1/2005 -7.79 3 2/1/2010 4/1/2010 -7.48 2 1/1/2006 2/1/2006 -6.33 1 6/1/2012 6/1/2012 -5.90 1 1/1/2005 1/1/2005 -5.66 1 12/1/2008 12/1/2008 -5.20 3 4/1/2009 6/1/2009 -4.28 1 6/1/2005 6/1/2005 -3.83 1 6/1/2006 6/1/2006 -3.55 2 7/1/2004 8/1/2004 -3.37 1 11/1/2012 11/1/2012 -2.93 2 11/1/2009 12/1/2009 -2.88 1 2/1/2009 2/1/2009 -1.65 1 9/1/2009 9/1/2009 -1.19 2 6/1/2010 7/1/2010 -0.35 2 8/1/2012 9/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods108.00106.00103.0097.0091.0085.0073.0061.0049.00 Percent Profitable48.1546.2352.4355.6758.2452.9463.0186.8983.67 Average Period Return-0.16-0.251.966.858.788.7615.7824.8833.25 Average Gain7.1712.4217.3928.8333.0136.0340.8034.7446.48 Average Loss-6.97-11.14-15.04-20.76-25.02-21.91-26.87-40.48-34.55 Best Period53.4161.3384.90112.14106.81107.9996.9360.42125.48 Worst Period-73.79-87.45-87.64-88.15-82.63-81.75-87.36-86.60-84.72 Standard Deviation12.5520.6926.1334.7238.1838.1240.8331.8444.89 Gain Standard Deviation9.4016.4121.6828.0129.3329.2825.7315.8132.79 Loss Standard Deviation11.2617.6219.2119.0417.9818.4321.7734.8237.35 Sharpe Ratio (1%)-0.02-0.020.060.170.190.180.310.650.63 Average Gain / Average Loss1.031.121.161.391.321.641.520.861.35 Profit / Loss Ratio0.950.961.271.741.841.852.595.696.90 Downside Deviation (10%)9.6315.7017.8421.2624.0425.4129.1325.8730.31 Downside Deviation (5%)9.5015.2916.9319.1620.6220.6222.3519.9821.37 Downside Deviation (0%)9.4715.1916.7218.6619.8219.5420.8718.8219.85 Sortino Ratio (10%)-0.06-0.09-0.030.090.05-0.060.000.130.19 Sortino Ratio (5%)-0.03-0.030.090.310.350.330.571.041.32 Sortino Ratio (0%)-0.02-0.020.120.370.440.450.761.321.67 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