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:$529,551,655 QEP:Yes Incentive Fee:10% Annual Mgt Fee:0% Min Investment:$100,000 Disclosure Doc:View Performance Program S&P 500 Total ROR:593.42%70.04% Annual ROR:84.32%18.25% YTD:11.88%-4.63% 1 Year:71.34%17.23% Alpha:5.06 Beta:0.11 Statistics Program S&P 500 Average Monthly Gain:5.24%3.40% Average Monthly Loss:N/A-2.30% Winning Months:3826 Losing Months:012 Current DD:0.000.87 Max DD:0.008.61 Sharpe Ratio (RF 1%):16.94 Annualized Std Dev:4.92 Methodology Discretionary:0% Systematic:100%Strategy StrategySingle Strategy DirectionalLong / Short Holding PeriodIntraday --------------------------- Trend Following:100%Monthly Returns as Percentage by Year JanFebMarAprMayJunJul AugSepOctNovDecYTD 20265.745.8111.88 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
