1.
Commentary
January was another
flat month for Zone Capital with a small loss of 0.2% posted on our
track record month. Given the underperformance of our systems at
present, risk levels have been wound back to our minimum while we
continue to wait for the market to start favouring our systems once
again.
We have now been testing a new concept in high frequency automated
trading that has been developed since late last year and will be putting
real money against the system by the end of the month. If the results
continue to be positive a small allocation of client funds will also be
traded shortly thereafter.
Despite the length of the current drawdown we continue to believe that
we will soon have systems that can perform in the current market and are
pleased that the drawdown has been kept under 5%.
For more information please
visit our website:
www.zonecapital.com.au
2. Performance
|
|
Jan 10 |
Nov 09 |
|
%
Return |
(0.2%) |
(0.9%) |
|
3.
Track Record* Update
Cumulative
Performance
Summary Performance Statistics
|
|
Since Jan 04 |
|
Cumulative % return |
840% |
|
Annualised % return |
45% |
|
Maximum Drawdown |
18.7% |
|
Sharpe Ratio |
1.4 |
|
Sortino Ratio |
5.1 |
|
*Track Record, as presented, is based on the trading account of