Trade Capital Markets (TCM) Ltd

Zeus

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2022 0.23 1.74 0.19 0.58 -2.42 -1.71 -0.19 0.59 -4.69 0.74 -0.37 -0.42 -5.73
2021 0.15 -1.40 2.47 1.71 -4.22 0.54 0.82 0.86 -0.56 -0.28 -1.49 0.33 -1.06
2020 2.92 1.43 1.59 3.21 1.59 2.49 1.27 0.46 0.57 -0.14 0.12 -0.12 15.39
2019 5.34 -1.39 2.65 0.07 1.25 1.49 1.02 1.23 -2.14 1.09 0.87 -2.25 9.23
2018 0.92 0.95 0.33 1.42 4.85 -0.31 1.02 1.84 -1.46 -0.39 -0.32 -0.89 7.96
2017 -0.42 2.34 0.82 1.95 0.42 -1.27 1.34 1.62 0.03 2.66 0.22 -0.15 9.56
2016 -1.88 0.27 1.43 0.11 1.05 0.86 1.22 -1.81 2.16 -1.01 -0.46 0.90 2.84
2015 0.32 2.05 0.11 -1.02 1.40 -1.30 2.38 -2.98 0.22 3.09 0.92 -1.16 4.03
2014 1.96 1.93 -2.26 -2.18 1.40 3.12 0.92 3.39 -1.28 0.70 2.14 0.81 10.65
2013 -0.04 1.18 3.20 1.43 1.65 0.87 1.60 0.59 4.27 1.05 1.36 -0.09 17.07
2012 1.24 1.69 1.16 1.43 1.83 -1.31 2.28 0.24 -0.17 -0.58 1.43 0.55 9.79
2011 0.62 2.31 -0.58 1.91 1.96 -0.72 4.03 -0.12 0.24 1.90 -1.59 1.71 11.67
2010 1.16 2.59 1.77 1.11 -0.42 -1.18 1.41 1.95 3.68 0.36 -1.51 1.20 12.12

Strategy Description

Zeus is a weighted Portfolio of existing TCM strategies, namely Oceanus (75%-100%) and Hyperion (0%-25%). The dynamic monthly rebalancing derives from quantitative modelling of financial markets volatility indicators.

Oceanus is a dynamically weighted portfolio of 3 distinct quantitative strategies that mainly targets sophisticated Trend Following of the Equities Markets while also investing in Interest Rates dynamics; all continuously protected by a shock/crisis insurance premium. In short, the portfolio consists of (i) a Long Equities Premium strategy, (ii) an Equities/Bonds Risk-Parity strategy  and (iii) an Equities protection strategy. This is a fully systematic algorithmic alpha strategy that offers well-risk-managed positive long-term returns and endures any given market phase and risk sentiment.

Hyperion is an algorithmic alpha strategy for the FX Markets based on quantitative mathematical and statistical modelling that achieves a robust positive performance uncorrelated with the risk on/off sentiment of any asset class. Its FX investment portfolio consists of the EURUSDFX Pair trading Mean Reversion at intraday frequencies of 1min, 5mins, 15mins and 60mins bars. The Strategy is automatically risk-managed using take-profit and stop-loss levels on every single transaction while maintaining a pre-defined target portfolio volatility and drawdown thresholds as agreed with the investor.

Monthly Returns

Statistics

Last Month -0.42%
3 Month ROR -0.05%
Year To Date -5.73%
12 Months ROR -5.73%
36 Month ROR 8.60%
Total Return Annualized 7.96%
Total Return Cumulative 103.52%
Winning Months (%) 69.87%
Losing Months (%) 30.13%
Average Winning Month 1.45%
Average Losing Month -1.16%

Performance (VAMI)

General Information

Minimum Investment20,000 EUR
Notional Funding
 -
AUM -
Management Fee1.00%
Performance Fee20.00%
CompanyTrade Capital Markets (TCM) Ltd
Phone
E-mail -

​NOTES

1. Third party Management Fees may apply for the external managers of possible investments in Funds, ETFs, UCITS and other structured products.
2. Different brokerage fees may apply on direct investing in stocks, bonds, CFDs, derivative products, structured products, etc. Please refer to the Company's website for more information.
3. Accounts smaller than Euro 1,000 will be charged Euro 1 per month instead of 1% Management fee
4. Performance results are gross of management fees and performance fees; all other brokerage fees are included.
5. Please note that the calculation of the Sharpe Ratio on this termsheet uses 0% per year as a risk-free return.
6. S&P 500 Index (‘benchmark’) is a widely known and followed Index, and has a different composition to that of the investment strategy.
7. Data used for calculation of historical returns and other information is provided by third party data vendors and has neither being audited nor validated by Trade Capital Markets (TCM) Ltd. 
8. Please note that the strategy's performance from May 2021 and onwards is based on real live trading account data that are verified by Deloitte Limited [carried out in accordance with the International Standard on Assurance Engagements (ISAE) 3000: Assurance Engagements other than Audits or Reviews of Historical Financial Information (Revised). The report provides reasonable assurance as defined in this standard]. Performance of Apr 2021 and before is based on backtesting (simulation) data that effectively and fairly capture dynamic real market conditions and relevant costs and thus should be treated as trustworthy.

DISCLAIMER

The information submitted here is only for informative purposes and is addressed only to the recipient. Any copy or redistribution of this or part of this presentation is strictly prohibited without written permission from Trade Capital Markets (TCM) Ltd. 
​TRADE.COM is a trade name operated by Trade Capital Markets (TCM) Ltd and Trade Capital UK (TCUK) Ltd. Trade Capital Markets (TCM) Ltd is authorized and regulated in Cyprus by the Cyprus Securities and Exchange Commission (license number 227/14), and authorized in South Africa by the Financial Sector Conduct Authority (FSP number 47857). Trade Capital UK (TCUK) Ltd is authorized and regulated in the United Kingdom by the Financial Conduct Authority (Firm Reference Number 738538).
Trade Asset Management is provided by Trade Capital Markets (TCM) Ltd.
Restricted Jurisdictions: We do not establish accounts to residents of certain jurisdictions including Japan, Canada and USA. For further details please see Terms & Conditions.

RISK WARNING

The specific risks to which you are exposed will depend on the underlying investments. For further information please see Risk Disclosure.
All financial instruments involve an element of risk.
The value of shares, bonds, ETFs, ETCs, futures, options and any other financial product bought through Asset Management Service can fall as well as rise, which could mean getting back less than you originally put in. Past performance is no guarantee of future results.
CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage.