Zentak Capital LLP : Zentak Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since6/2012 Zentak 0.79 - - - - - - 30.47 S&P 500 5.49 - - - - - - 154.35 +/- S&P 500 -4.70 - - - - - - -123.88 Strategy Description SummaryZentak 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% Composition Stock Indices 100.00% SummaryZentak 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 StrategyZentak 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 ManagementOur 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. 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 -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 Show More 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 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel