Program DetailsPDFPermalinkZTB Capital Ltd ZTB Quantum FundManager: Oliver GrantAddress: Clarence Thomas Building, Road Town, , United KingdomPAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.Overview Program Type:CTA Inception Date:Jan 1, 2023 AUM:$644,931,181 QEP:Yes Incentive Fee:10% Annual Mgt Fee:0% Min Investment:$100,000 Disclosure Doc:View Performance Program S&P 500 Total ROR:771.31%87.76% Annual ROR:85.62%19.72% YTD:40.59%5.31% 1 Year:89.52%16.18% Alpha: Beta: Statistics Program S&P 500 Average Monthly Gain:5.30%3.66% Average Monthly Loss:N/A-2.52% Winning Months:4227 Losing Months:013 Current DD:0.000.00 Max DD:0.008.61 Sharpe Ratio (RF 1%):17.48 Annualized Std Dev:4.84 Methodology Discretionary:0% Systematic:100%Strategy StrategySingle Strategy DirectionalLong / Short Holding PeriodIntraday --------------------------- Trend Following:100%Monthly Returns as Percentage by Year JanFebMarAprMayJunJul AugSepOctNovDecYTD 20265.745.816.454.216.786.0840.59 20255.176.114.515.846.776.404.234.895.455.734.046.3089.04 20246.086.914.715.877.897.903.834.263.445.503.335.5888.63 20237.381.956.015.416.926.613.213.913.024.833.414.0773.81PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.Program Info A systematic intraday trend following program seeking to deliver high absolute returns in rising and falling markets.Company Info No data loadedManager Info No data loaded
