Zephyr Asset Management : Moderate Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance 3.77% Min Investment $ 0k Mgmt. Fee 0% Perf. Fee 0% Annualized Vol 12.79% Sharpe (RFR=1%) 0.86 CAROR 11.75% Assets $ 551k Worst DD -20.23 S&P Correlation 0.28 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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since9/2003 Moderate Program 3.77 - - - - - - 74.25 S&P 500 1.22 - - - - - - 247.82 +/- S&P 500 2.55 - - - - - - -173.56 Strategy Description Summary-Zephyr Asset Management studies financial markets with the goal of developing and implementing strategies to generate better than average growth to investment portfolios. Trading strategies seek to be flexible enough to profit in rising markets as well as declining markets and has... Read More Account & Fees Type Managed Account Minimum Investment $ 0k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 0% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Redemption Frequency Investor Requirements Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days Intraday 0% Decision-Making Discretionary 0% Systematic 0% Strategy Summary-Zephyr Asset Management studies financial markets with the goal of developing and implementing strategies to generate better than average growth to investment portfolios. Trading strategies seek to be flexible enough to profit in rising markets as well as declining markets and has the potential to perform well in both inflationary and deflationary periods. Presently, the strategy that best meets the criteria for effective growth to risk management is one that focuses on the writing (selling) of options using the S&P 500 Futures contracts. 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 -20.23 17 - 1/1/2007 6/1/2008 -3.06 1 2 10/1/2004 11/1/2004 -2.99 3 1 4/1/2006 7/1/2006 -2.62 1 1 6/1/2005 7/1/2005 -1.07 1 1 9/1/2005 10/1/2005 Show More Consecutive Gains Run-up Length (Mos.) Start End 53.66 14 9/1/2003 10/1/2004 15.04 4 9/1/2007 12/1/2007 14.46 7 12/1/2004 6/1/2005 11.73 6 8/1/2006 1/1/2007 10.52 6 11/1/2005 4/1/2006 9.04 2 5/1/2007 6/1/2007 6.39 2 8/1/2005 9/1/2005 4.35 2 7/1/2008 8/1/2008 2.95 1 6/1/2006 6/1/2006 1.22 1 3/1/2007 3/1/2007 0.87 1 2/1/2008 2/1/2008 0.08 1 5/1/2008 5/1/2008 Show More Consecutive Losses Run-up Length (Mos.) Start End -18.88 2 7/1/2007 8/1/2007 -10.64 1 1/1/2008 1/1/2008 -9.59 1 2/1/2007 2/1/2007 -3.06 1 11/1/2004 11/1/2004 -2.98 1 5/1/2006 5/1/2006 -2.88 1 7/1/2006 7/1/2006 -2.62 1 7/1/2005 7/1/2005 -2.10 2 3/1/2008 4/1/2008 -1.86 1 6/1/2008 6/1/2008 -1.16 1 4/1/2007 4/1/2007 -1.07 1 10/1/2005 10/1/2005 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods60.0058.0055.0049.0043.0037.0025.0013.00 Percent Profitable78.3374.1472.7373.4769.7775.6896.00100.00 Average Period Return1.002.805.4510.8316.6323.6036.6244.03 Average Gain2.505.979.9418.6728.1734.0638.2344.03 Average Loss-4.43-6.27-6.53-10.88-9.99-8.94-2.06 Best Period6.8912.5824.5449.4357.6571.7793.9572.02 Worst Period-14.25-17.25-13.33-19.12-19.78-13.44-2.0615.92 Standard Deviation3.696.629.7816.7921.6225.9132.0422.46 Gain Standard Deviation1.413.407.1911.8314.3820.6231.6722.46 Loss Standard Deviation4.324.953.734.956.023.34 Sharpe Ratio (1%)0.250.390.510.590.700.831.051.78 Average Gain / Average Loss0.560.951.521.722.823.8118.52 Profit / Loss Ratio2.042.734.064.756.5111.85444.41 Downside Deviation (10%)2.974.535.098.5810.189.876.982.27 Downside Deviation (5%)2.854.114.126.597.075.631.15 Downside Deviation (0%)2.834.013.896.126.354.670.41 Sortino Ratio (10%)0.200.350.590.680.891.352.999.91 Sortino Ratio (5%)0.320.621.201.492.143.8429.28 Sortino Ratio (0%)0.350.701.401.772.625.0588.68 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