Zone Capital : FX Managed Accounts

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

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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

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

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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:

Monthly Annual

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Risk
Standard Deviation:
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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:
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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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	80.00	78.00	75.00	69.00	63.00	57.00	45.00	33.00
Percent Profitable	55.00	60.26	69.33	84.06	93.65	100.00	100.00	100.00
Average Period Return	3.06	10.08	23.00	58.70	105.44	148.20	232.35	363.63
Average Gain	7.24	18.84	34.25	70.62	112.96	148.20	232.35	363.63
Average Loss	-2.05	-3.20	-2.44	-4.15	-5.46
Best Period	33.40	65.27	144.27	392.68	444.75	529.37	613.34	752.61
Worst Period	-11.80	-18.76	-6.89	-8.69	-9.31	10.38	29.67	27.71
Standard Deviation	7.86	18.36	34.60	80.39	126.96	167.57	218.42	264.40
Gain Standard Deviation	8.25	18.86	36.26	82.48	127.76	167.57	218.42	264.40
Loss Standard Deviation	2.62	4.13	1.62	2.52	3.66
Sharpe Ratio (1%)	0.38	0.54	0.65	0.72	0.82	0.87	1.05	1.36
Average Gain / Average Loss	3.53	5.90	14.06	17.00	20.69
Profit / Loss Ratio	4.31	8.94	31.79	89.62	305.20
Downside Deviation (10%)	2.40	3.79	2.88	3.81	3.43
Downside Deviation (5%)	2.25	3.36	1.85	2.27	1.93
Downside Deviation (0%)	2.21	3.26	1.61	1.92	1.59
Sortino Ratio (10%)	1.11	2.34	7.13	14.10	28.53
Sortino Ratio (5%)	1.32	2.93	12.19	25.42	53.91
Sortino Ratio (0%)	1.38	3.09	14.30	30.64	66.27

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.

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More Programs by Zone Capital

Program Name	CAROR

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Zone Capital : FX Managed Accounts

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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Zone Capital : FX Managed Accounts

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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