Zoi Capital, LLC : Telio Program (Proprietary) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance -2.23% Min Investment $ 200k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 17.41% Sharpe (RFR=1%) 0.67 CAROR 11.84% Assets $ 1.1M Worst DD -28.33 S&P Correlation 0.14 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 YTD 1yr 3yr 5yr 10yr Since7/2007 Telio Program (Proprietary) -2.23 - - - - 15.25 31.99 206.11 S&P 500 0.33 - - - - 77.64 60.93 217.98 +/- S&P 500 -2.56 - - - - -62.39 -28.93 -11.86 Strategy Description SummaryThe majority of investment portfolios are excessively correlated to the 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... 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 $3.50 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency 1-7 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 1800 RT/YR/$M Avg. Margin-to-Equity 7% Targeted Worst DD Worst Peak-to-Trough 28.33% 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 the 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 -28.33 9 - 11/1/2014 8/1/2015 -15.83 2 8 4/1/2011 6/1/2011 -13.17 5 10 8/1/2013 1/1/2014 -10.76 3 2 10/1/2007 1/1/2008 -8.94 3 2 6/1/2008 9/1/2008 -7.61 1 3 10/1/2010 11/1/2010 -6.44 3 2 11/1/2008 2/1/2009 -5.92 2 2 5/1/2009 7/1/2009 -5.51 2 3 11/1/2009 1/1/2010 -5.12 1 5 1/1/2013 2/1/2013 -3.16 1 2 1/1/0001 7/1/2007 -2.70 2 1 3/1/2008 5/1/2008 -2.13 1 1 8/1/2012 9/1/2012 -1.36 1 2 4/1/2012 5/1/2012 -1.29 1 1 4/1/2010 5/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 42.06 5 6/1/2010 10/1/2010 29.74 4 8/1/2009 11/1/2009 23.89 5 11/1/2016 3/1/2017 22.65 3 8/1/2007 10/1/2007 21.23 2 2/1/2008 3/1/2008 19.14 4 1/1/2012 4/1/2012 19.11 5 12/1/2010 4/1/2011 13.06 3 7/1/2011 9/1/2011 12.67 2 7/1/2013 8/1/2013 11.82 2 9/1/2015 10/1/2015 11.62 3 2/1/2014 4/1/2014 11.51 3 3/1/2009 5/1/2009 10.53 2 10/1/2008 11/1/2008 8.70 2 3/1/2016 4/1/2016 7.42 3 2/1/2010 4/1/2010 6.79 3 6/1/2012 8/1/2012 5.94 4 10/1/2012 1/1/2013 5.71 1 6/1/2008 6/1/2008 5.00 2 12/1/2015 1/1/2016 4.79 4 6/1/2014 9/1/2014 4.77 1 11/1/2014 11/1/2014 3.96 1 12/1/2013 12/1/2013 2.68 1 5/1/2017 5/1/2017 2.56 1 1/1/2015 1/1/2015 2.48 1 4/1/2015 4/1/2015 1.79 1 11/1/2011 11/1/2011 1.75 1 5/1/2013 5/1/2013 1.30 1 3/1/2013 3/1/2013 1.03 1 8/1/2008 8/1/2008 Show More Consecutive Losses Run-up Length (Mos.) Start End -17.61 6 5/1/2016 10/1/2016 -16.70 2 2/1/2015 3/1/2015 -15.83 2 5/1/2011 6/1/2011 -12.97 3 9/1/2013 11/1/2013 -12.53 4 5/1/2015 8/1/2015 -10.76 3 11/1/2007 1/1/2008 -7.61 1 11/1/2010 11/1/2010 -6.44 3 12/1/2008 2/1/2009 -6.41 1 12/1/2014 12/1/2014 -6.13 1 9/1/2008 9/1/2008 -5.92 2 6/1/2009 7/1/2009 -5.51 2 12/1/2009 1/1/2010 -5.12 1 2/1/2013 2/1/2013 -4.03 1 1/1/2014 1/1/2014 -3.98 1 7/1/2008 7/1/2008 -3.93 1 4/1/2017 4/1/2017 -3.68 1 12/1/2011 12/1/2011 -3.16 1 7/1/2007 7/1/2007 -3.10 1 2/1/2016 2/1/2016 -2.70 2 4/1/2008 5/1/2008 -2.26 1 5/1/2014 5/1/2014 -2.23 1 6/1/2017 6/1/2017 -2.13 1 9/1/2012 9/1/2012 -2.04 1 6/1/2013 6/1/2013 -1.36 1 5/1/2012 5/1/2012 -1.29 1 5/1/2010 5/1/2010 -1.18 1 11/1/2015 11/1/2015 -1.08 1 10/1/2014 10/1/2014 -0.73 1 4/1/2013 4/1/2013 -0.02 1 10/1/2011 10/1/2011 Show More 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