Monday, December 8th, 2014 - Zen Capital Management

Sydney, Australia – The Zen Capital Management Global Fund SP rose 3.03% in November, outperforming the HFRI index by1.8%. Over the last three months the fund has returned 8.0% vs the HFRI index which has risen 0.9%, an outperformance of 7.1%.

Managing Director Gregory Carroll said “Our system identified a range of attractive trends over the month. Like many funds, we profited from the sharp decline in Oil. However, our largest returns actually came from Japanese Equities and the USD/JPY. We also generated healthy returns from the GBP/USD and Wheat”.

Zen’s return over the last three months has been delivered with a slightly higher volatility than that of the S&P500. Its Sharpe Ratio over the same period is a very impressive 2.87 suggesting the fund is delivering attractive returns whilst successfully controlling risk.

Mr Carroll Said “The changes we made to our system six or so months ago were subtle but important. Our recent results have demonstrated the potential of our approach. However, given our chequered past, we need several more months of good performance before opening our doors to new investors”.

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Zen Capital Management


Zen Capital Management was formed in 2012 with the sole purpose of providing Investment Advisory services to the Zen Capital Management Global Fund SP. The company employs a proprietary investment process which is driven by a rigorous quantitative model, macro-economics, and over decade of experience in financial markets. Zen’s strategy is highly scalable since it only trades highly liquid securities consisting predominantly of US-listed stocks. The fund is Cayman-domiciled and is currently available to wholesale investors who are non-US taxpayers. The fund is administered by Apex Fund Services and all trading is through Interactive Brokers LLC. The fund commenced trading on 1 October 2012.

Keywords

Systematic, Long/Short Equity, Hedge Fund.

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Gregory Carroll
P: +612 8005 2308
M: +61414419396
W: www.zencm.com

Keywords

Global Macro, Hedge Fund

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