1.
Commentary
February provided yet
another low volatility negative month for Zone Capital. Having such an
extended period without any significantly positive returns is clearly
testing for our clients and ourselves, both as managers and significant
investors in our own right.
As noted previously, it appears that the relatively low volatility and
random conditions following the Global Financial Crisis have not
provided very attractive conditions for systems traders, not only in
foreign exchange but also for some associates running systems in other
asset classes. We remain optimistic that profits will return in due
course, either as a result of our continuing research and development
program or from the markets once again favouring our existing portfolio
of systems. Until then, we appreciate the patience of our clients and
will continue to ensure capital is preserved during this draw down.
For more information please
visit our website:
www.zonecapital.com.au
2. Performance
|
|
Feb 10 |
Jan 10 |
|
%
Return |
(0.1%) |
(0.2%) |
|
3.
Track Record* Update
Cumulative
Performance
Summary Performance Statistics
|
|
Since Jan 04 |
|
Cumulative % return |
839% |
|
Annualised % return |
44% |
|
Maximum Drawdown |
18.7% |
|
Sharpe Ratio |
1.4 |
|
Sortino Ratio |
5.1 |
|
*Track Record, as presented, is based on the trading account of