Zoi Capital, LLC : Telio Program (Client) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance -6.22% Min Investment $ 200k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 17.88% Sharpe (RFR=1%) 0.53 CAROR 9.34% Assets $ 1.1M Worst DD -26.61 S&P Correlation 0.13 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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since4/2010 Telio Program (Client) -6.22 - - - - -13.23 12.83 92.47 S&P 500 1.93 - - - - 78.82 69.46 242.08 +/- S&P 500 -8.15 - - - - -92.05 -56.63 -149.61 Strategy Description SummaryThe majority of investment portfolios are excessively correlated to equities and bonds and benefit from diversification into alternative asset classes. Accordingly, the primary investment objective of Zoi Capital's Telio Program is to provide non-correlated returns in relation to the... Read More Account & Fees Type Managed Account Minimum Investment $ 200k Trading Level Incremental Increase $ 50k CTA Max Funding Factor 2.00 Management Fee 1.00% Performance Fee 20.00% Average Commission $5.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 1-7 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 1800 RT/YR/$M Avg. Margin-to-Equity 7% Targeted Worst DD Worst Peak-to-Trough 26.61% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 100.00% Composition Energy 20.00% Grains 20.00% Stock Indices 20.00% Currency Futures 17.00% Precious Metals 12.00% Industrial Metals 6.00% Interest Rates 5.00% SummaryThe majority of investment portfolios are excessively correlated to equities and bonds and benefit from diversification into alternative asset classes. Accordingly, the primary investment objective of Zoi Capital's Telio Program is to provide non-correlated returns in relation to the equity, bond, and commodities markets while seeking positive risk adjusted returns. Zoi Capital utilizes the managed futures model where customers have full transparency, segregation and liquidity of their account while participating in the program.Investment StrategyThe Telio system employed by Zoi Capital, LLC is designed to provide non-correlated returns by trading futures contracts in the direction of market trends using a short term statistical mean reversion strategy. The indicators that are employed by the system include trend, momentum, and standard deviation calculations on the daily price movements of the futures contracts. All trading is on regulated electronic futures exchanges including equity index futures, currency futures, and interest rate, metal, energy, and agriculture futures.Risk ManagementTo manage risk the Telio program utilizes a volatility algorithm for position sizing and volatility based protective stops to exit positions intraday when necessary. 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 -26.61 23 - 8/1/2013 7/1/2015 -16.48 2 5 4/1/2011 6/1/2011 -6.66 1 2 10/1/2010 11/1/2010 -5.48 1 2 11/1/2011 12/1/2011 -4.20 5 1 1/1/2013 6/1/2013 -3.07 1 2 8/1/2012 9/1/2012 -1.95 1 2 4/1/2012 5/1/2012 -0.74 1 1 4/1/2010 5/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 45.32 5 6/1/2010 10/1/2010 33.60 5 12/1/2010 4/1/2011 23.79 4 1/1/2012 4/1/2012 15.09 5 11/1/2016 3/1/2017 11.88 3 8/1/2015 10/1/2015 11.81 2 7/1/2013 8/1/2013 10.75 3 2/1/2014 4/1/2014 10.59 1 9/1/2011 9/1/2011 8.09 3 6/1/2012 8/1/2012 6.64 1 7/1/2011 7/1/2011 6.50 4 10/1/2012 1/1/2013 6.49 1 3/1/2016 3/1/2016 4.73 1 11/1/2014 11/1/2014 4.41 4 6/1/2014 9/1/2014 4.30 2 12/1/2015 1/1/2016 4.06 1 12/1/2013 12/1/2013 3.45 1 11/1/2011 11/1/2011 3.03 1 1/1/2015 1/1/2015 2.16 1 5/1/2017 5/1/2017 1.83 1 4/1/2015 4/1/2015 1.50 1 5/1/2013 5/1/2013 1.07 1 3/1/2013 3/1/2013 0.31 1 4/1/2010 4/1/2010 Show More Consecutive Losses Run-up Length (Mos.) Start End -16.93 7 4/1/2016 10/1/2016 -16.48 2 5/1/2011 6/1/2011 -15.94 2 2/1/2015 3/1/2015 -14.79 3 9/1/2013 11/1/2013 -10.38 3 5/1/2015 7/1/2015 -7.35 2 6/1/2017 7/1/2017 -6.66 1 11/1/2010 11/1/2010 -6.17 1 12/1/2014 12/1/2014 -5.48 1 12/1/2011 12/1/2011 -4.55 1 1/1/2014 1/1/2014 -4.10 1 4/1/2017 4/1/2017 -3.84 1 2/1/2013 2/1/2013 -3.07 1 9/1/2012 9/1/2012 -2.34 1 5/1/2014 5/1/2014 -2.22 1 6/1/2013 6/1/2013 -1.95 1 5/1/2012 5/1/2012 -1.71 1 8/1/2011 8/1/2011 -1.27 1 11/1/2015 11/1/2015 -1.13 1 10/1/2014 10/1/2014 -0.74 1 5/1/2010 5/1/2010 -0.68 1 4/1/2013 4/1/2013 -0.46 1 2/1/2016 2/1/2016 -0.14 1 10/1/2011 10/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods88.0086.0083.0077.0071.0065.0053.0041.0029.00 Percent Profitable59.0965.1271.0862.3461.9763.0845.2865.8589.66 Average Period Return0.882.885.779.8514.0018.1222.9028.9234.10 Average Gain4.017.8011.8821.0028.2535.9362.4149.6338.69 Average Loss-3.66-6.32-9.23-8.61-9.21-12.30-9.79-11.03-5.68 Best Period22.1731.1044.2479.8881.25110.50127.32131.22102.01 Worst Period-13.83-15.35-23.29-20.85-17.04-25.89-22.93-18.65-10.73 Standard Deviation5.169.1513.6520.8427.0936.5643.6946.7232.17 Gain Standard Deviation3.746.8210.5918.4825.1635.0636.0945.2130.75 Loss Standard Deviation3.184.797.126.295.027.075.424.214.40 Sharpe Ratio (1%)0.150.290.390.420.460.440.450.530.90 Average Gain / Average Loss1.101.231.292.443.072.926.374.506.81 Profit / Loss Ratio1.592.303.164.045.004.995.288.6859.04 Downside Deviation (10%)3.285.267.349.2111.0314.5719.3120.1215.37 Downside Deviation (5%)3.124.776.437.017.289.6610.279.133.78 Downside Deviation (0%)3.084.666.226.506.448.588.246.872.16 Sortino Ratio (10%)0.140.310.450.530.580.540.370.370.42 Sortino Ratio (5%)0.250.550.821.261.721.671.942.727.67 Sortino Ratio (0%)0.280.620.931.512.172.112.784.2115.77 Top Performer Badges Index Award Type Rank Performance Period Diversified Trader Index Month 3 4.11 3/2017 Systematic Trader Index Month 5 4.11 3/2017 IASG CTA Index Month 6 4.11 3/2017 IASG CTA Index Month 4 5.94 12/2016 Diversified Trader Index Month 3 5.94 12/2016 Systematic Trader Index Month 3 5.94 12/2016 IASG CTA Index Month 3 6.47 3/2016 Diversified Trader Index Month 5 6.47 3/2016 Systematic Trader Index Month 7 6.47 3/2016 Diversified Trader Index Month 8 2.40 12/2015 IASG CTA Index Month 10 2.40 12/2015 Systematic Trader Index Month 3 7.32 10/2015 IASG CTA Index Month 1 7.32 10/2015 Diversified Trader Index Month 2 7.32 10/2015 Systematic Trader Index Month 6 4.59 8/2013 Diversified Trader Index Month 6 4.59 8/2013 Diversified Trader Index Month 8 6.90 7/2013 Systematic Trader Index Month 9 6.90 7/2013 IASG CTA Index Month 8 9.11 3/2012 Systematic Trader Index Month 6 9.11 3/2012 Diversified Trader Index Month 5 9.11 3/2012 Diversified Trader Index Month 4 11.00 3/2011 Systematic Trader Index Month 3 11.00 3/2011 IASG CTA Index Month 8 11.00 3/2011 IASG CTA Index Month 8 7.97 1/2011 Systematic Trader Index Month 4 7.97 1/2011 Diversified Trader Index Month 4 7.97 1/2011 Systematic Trader Index Month 3 22.17 10/2010 Diversified Trader Index Month 3 22.17 10/2010 IASG CTA Index Month 7 22.17 10/2010 Systematic Trader Index Month 7 7.22 7/2010 Diversified Trader Index Month 8 7.22 7/2010 IASG CTA Index Month 10 7.22 7/2010 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