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Program Details

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Intex Capital 

Intex Capital Covered Options

Manager: ruben zagagi

Address: 101 W 67th St Suite 52F, New York, NY, 10023, U.S.A.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jan 1, 2012
AUM:$98,521
QEP:No
Incentive Fee:25%
Annual Mgt Fee:0%
Min Investment:$25,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:304.80%305.24%
Annual ROR:12.45%12.46%
YTD:0.00%6.84%
1 Year:31.98%24.02%
Alpha:0.38
Beta:1.40
Statistics Program S&P 500
Average Monthly Gain:3.86%3.18%
Average Monthly Loss:-11.83%-3.62%
Winning Months:12497
Losing Months:1946
Current DD:28.104.16
Max DD:68.9124.77
Sharpe Ratio (RF 1%):0.25
Annualized Std Dev:46.05

Methodology

Discretionary:50%
Systematic:50%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodShort Term
---------------------------
Option Spreads:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20232.87-2.04-0.094.03-6.567.3714.394.572.512.170.9432.88
20220.861.711.460.87-7.32-38.282.89-11.22-18.2624.251.450.50-43.19
2021-1.242.952.471.502.1411.193.184.712.013.78-3.468.7544.21
20201.13-54.56-31.5943.6320.708.42115.4520.365.95-0.119.091.8380.14
20190.430.870.361.541.882.302.954.690.431.812.670.7222.61
20180.75-40.703.582.252.531.434.214.670.811.453.667.38-18.29
20170.840.840.751.041.010.400.621.120.450.560.990.519.52
20161.441.291.280.821.660.571.101.090.510.451.110.5612.54
20153.731.38-0.580.951.290.652.46-4.102.321.301.501.6113.02
2014-1.804.133.392.602.690.381.122.862.57-1.26-0.87-0.7215.92
20133.771.723.660.000.000.000.000.000.000.000.000.009.42
20124.572.103.242.800.000.000.000.000.000.002.150.7516.62

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The options program uses a systematic approach to trading and relies heavily on a program of selling out of the money options on the S&P futures and other commodities, such as energies and metals. The implementation of the program each month depends on the risk associated with the strike price of the option positions. Option contracts are written at a sufficient distance out of the money, to allow in most cases, for the options to expire worthless. As part of risk management, options may be purchased before expiration.

Company Info

No data loaded

Manager Info

Ruben Zagagi is the President of Intex Capital Mr. Zagagi is directly
responsible for all trading and money management decisions made by Intex Capital.

Mr. Zagagi received an MBA in Finance and Accounting from the University of Tennessee in 1989. Prior to entering the trading and management business, Mr. Zagagi
was involved in IT and financial management consulting. Mr. Zagagi worked for IBM, whose line of business is information technology consulting, from February 2001 to February 2009 in the capacity of a managing consultant. In that capacity, Mr. Zagagi managed IT projects in various industries. Mr. Zagagi has been trading proprietary funds and has done extensive research in the development of proprietary formulas for use in the trading of options on futures.

Mr. Zagagi has been registered with Intex as an associated person since June 2, 2008 and as a principal since May 29, 2008