Zentak Capital LLP : Zentak

archived programs
Year-to-Date
N / A
Feb Performance
0.79%
Min Investment
$ 1,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
9.61%
Sharpe (RFR=1%)
0.95
CAROR
10.16%
Assets
$ 2.0M
Worst DD
-12.35
S&P Correlation
0.27

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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since
6/2012
Zentak 0.79 - - - - - - 30.47
S&P 500 5.49 - - - - - - 154.35
+/- S&P 500 -4.70 - - - - - - -123.88

Strategy Description

Summary

Zentak Capital is an arbitrage program, trading listed equity index options and futures using a novel and unique systematic approach to create the best hedging strategies.... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 2.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $0
Available to US Investors No

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Accredited Investors
Lock-up Period 0

Trading

Trading Frequency 5000 RT/YR/$M
Avg. Margin-to-Equity 30%
Targeted Worst DD -6.00%
Worst Peak-to-Trough 12.00%
Sector Focus Arbitrage & Spread Traders

Holding Periods

Over 12 Months 0%
4-12 Months 20.00%
1-3 Months 60.00%
1-30 Days 20.00%
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Option-spreads
100.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

Zentak Capital is an arbitrage program, trading listed equity index options and futures using a novel and unique systematic approach to create the best hedging strategies.

Investment Strategy

Zentak is designed to capture the premium between the historical and implied volatility using options for a specified underlying. We trade simple strategies with an iterative process contingent on a clear trading signal. The trading indicator aims to qualify the current economic and financial market environment as stable (signal to trade) or unstable(signal not to trade). We enter trades daily in small amounts for a strategy when the proprietary signal gives us the go ahead. Our edge is a unique back test platform, the only way to validate the signal and select the most efficient option strategies. All our moves are statistically calibrated and backtested and follow a strict trading process.

Risk Management

Our prime concern is to minimize draw-downs and lower our downside correlation. The portfolio is built to be very resilient with the collusion of three effects:
- Dispersion: we trade different indices for different strategies
-Long protection: we are long the downside ans also risk on options goes down when the market goes down
-Timing, the proprietary signal proved extremely reliable and lowers risk exposure.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
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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
-12.35 5 8 1/1/2013 6/1/2013
-3.02 2 - 10/1/2014 12/1/2014
-1.85 1 2 2/1/2014 3/1/2014
-1.44 2 1 1/1/0001 7/1/2012
-0.03 1 2 7/1/2014 8/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
25.01 6 8/1/2012 1/1/2013
11.90 6 7/1/2013 12/1/2013
7.43 4 4/1/2014 7/1/2014
3.00 1 2/1/2014 2/1/2014
2.44 2 1/1/2015 2/1/2015
0.78 2 9/1/2014 10/1/2014
0.42 1 3/1/2013 3/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-7.22 1 2/1/2013 2/1/2013
-5.93 3 4/1/2013 6/1/2013
-3.02 2 11/1/2014 12/1/2014
-1.85 1 3/1/2014 3/1/2014
-1.44 2 6/1/2012 7/1/2012
-0.68 1 1/1/2014 1/1/2014
-0.03 1 8/1/2014 8/1/2014
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods33.0031.0028.0022.0016.00
Percent Profitable66.6774.1971.4395.45100.00
Average Period Return0.852.695.098.8615.26
Average Gain2.194.778.629.4015.26
Average Loss-1.85-3.28-3.74-2.59
Best Period7.1015.1225.0118.9621.78
Worst Period-7.22-9.10-11.07-2.595.79
Standard Deviation2.775.227.575.625.24
Gain Standard Deviation2.044.105.535.125.24
Loss Standard Deviation1.993.043.66
Sharpe Ratio (1%)0.280.470.611.402.63
Average Gain / Average Loss1.191.452.303.63
Profit / Loss Ratio2.384.185.7576.31
Downside Deviation (10%)1.702.743.821.790.45
Downside Deviation (5%)1.562.302.910.76
Downside Deviation (0%)1.532.212.710.55
Sortino Ratio (10%)0.260.530.692.1517.02
Sortino Ratio (5%)0.491.061.5710.27
Sortino Ratio (0%)0.551.221.8816.06

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.