Zone Capital : FX Managed Accounts Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Since1/2004 FX Managed Accounts 0.19 - - - - - - 799.53 S&P 500 -4.74 - - - - - - 309.10 +/- S&P 500 4.93 - - - - - - 490.43 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 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 -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 Show More 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 Show More 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 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