Zone Capital : FX Managed Accounts

archived programs
Year-to-Date
N / A
Aug Performance
0.19%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
25.00%
Annualized Vol
27.21%
Sharpe (RFR=1%)
1.31
CAROR
39.03%
Assets
$ 919k
Worst DD
-18.76
S&P Correlation
-0.02

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 Since
1/2004
FX Managed Accounts 0.19 - - - - - - 799.53
S&P 500 -4.74 - - - - - - 186.10
+/- S&P 500 4.93 - - - - - - 613.43

Strategy Description

Summary

-Zone Capital specializes in the design and operation of highly advanced automated programs that trade 24 hours a day, running from multiple servers world-wide. Individual trading decisions and the level of risk taken for each trade are automated within each system; however the capital... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 25.00%
Average Commission $0
Available to US Investors

Subscriptions

High Water Mark No
Subscription Frequency Anytime
Redemption Frequency Anytime
Investor Requirements Any Investor
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

-Zone Capital specializes in the design and operation of highly advanced automated programs that trade 24 hours a day, running from multiple servers world-wide. Individual trading decisions and the level of risk taken for each trade are automated within each system; however the capital allocation between each particular system is determined discretionarily on a periodic basis. Zone Capital's trading approach utilizes specific skills of the principals in the Analysis of virtually all tradable currency pairs and synthetics Development and implementation of world class mechanical trading systems in a highly secure manner  Management of trading risk, such that returns are accelerated during profitable periods, while losses are contained during unprofitable times Proven track record of world class returns, maintaining strict downside risk controls

   

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
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
-18.76 3 2 7/1/2004 10/1/2004
-17.14 4 3 11/1/2005 3/1/2006
-9.31 18 - 1/1/2009 7/1/2010
-6.20 1 2 2/1/2004 3/1/2004
-5.17 8 1 12/1/2006 8/1/2007
-3.86 2 3 7/1/2006 9/1/2006
-3.47 6 1 2/1/2008 8/1/2008
-1.30 1 1 9/1/2005 10/1/2005
-1.00 1 1 11/1/2007 12/1/2007
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Consecutive Gains

Run-up Length (Mos.) Start End
295.14 11 11/1/2004 9/1/2005
46.01 4 4/1/2006 7/1/2006
40.74 4 4/1/2004 7/1/2004
33.40 1 11/1/2005 11/1/2005
23.02 5 9/1/2008 1/1/2009
21.43 3 9/1/2007 11/1/2007
4.14 2 1/1/2004 2/1/2004
4.00 1 10/1/2006 10/1/2006
2.52 2 1/1/2008 2/1/2008
2.30 1 12/1/2006 12/1/2006
1.62 2 5/1/2009 6/1/2009
0.90 2 5/1/2007 6/1/2007
0.90 1 1/1/2006 1/1/2006
0.69 1 3/1/2009 3/1/2009
0.19 1 8/1/2010 8/1/2010
0.15 1 6/1/2008 6/1/2008
0.02 1 11/1/2009 11/1/2009
0.01 1 3/1/2007 3/1/2007
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Consecutive Losses

Run-up Length (Mos.) Start End
-18.76 3 8/1/2004 10/1/2004
-11.80 1 12/1/2005 12/1/2005
-6.89 2 2/1/2006 3/1/2006
-6.20 1 3/1/2004 3/1/2004
-6.08 8 12/1/2009 7/1/2010
-3.86 2 8/1/2006 9/1/2006
-3.37 2 7/1/2007 8/1/2007
-2.89 4 7/1/2009 10/1/2009
-2.72 2 1/1/2007 2/1/2007
-1.88 2 7/1/2008 8/1/2008
-1.76 3 3/1/2008 5/1/2008
-1.64 1 2/1/2009 2/1/2009
-1.30 1 10/1/2005 10/1/2005
-1.22 1 4/1/2009 4/1/2009
-1.00 1 12/1/2007 12/1/2007
-0.80 1 11/1/2006 11/1/2006
-0.02 1 4/1/2007 4/1/2007
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods80.0078.0075.0069.0063.0057.0045.0033.00
Percent Profitable55.0060.2669.3384.0693.65100.00100.00100.00
Average Period Return3.0610.0823.0058.70105.44148.20232.35363.63
Average Gain7.2418.8434.2570.62112.96148.20232.35363.63
Average Loss-2.05-3.20-2.44-4.15-5.46
Best Period33.4065.27144.27392.68444.75529.37613.34752.61
Worst Period-11.80-18.76-6.89-8.69-9.3110.3829.6727.71
Standard Deviation7.8618.3634.6080.39126.96167.57218.42264.40
Gain Standard Deviation8.2518.8636.2682.48127.76167.57218.42264.40
Loss Standard Deviation2.624.131.622.523.66
Sharpe Ratio (1%)0.380.540.650.720.820.871.051.36
Average Gain / Average Loss3.535.9014.0617.0020.69
Profit / Loss Ratio4.318.9431.7989.62305.20
Downside Deviation (10%)2.403.792.883.813.43
Downside Deviation (5%)2.253.361.852.271.93
Downside Deviation (0%)2.213.261.611.921.59
Sortino Ratio (10%)1.112.347.1314.1028.53
Sortino Ratio (5%)1.322.9312.1925.4253.91
Sortino Ratio (0%)1.383.0914.3030.6466.27

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.