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Tzanetatos Capital Management LLC 

Global Titan/ Original Program

Manager: GEORGE TZANETATOS

Address: 340 W. SUPERIOR #1211, CHICAGO, IL, 60610, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jul 15, 2004
AUM:$440,000
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:1.5%
Min Investment:$500,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:-73.82%107.10%
Annual ROR:-13.83%8.43%
YTD:0.00%5.53%
1 Year:0.00%14.71%
Alpha:0.22
Beta:-0.93
Statistics Program S&P 500
Average Monthly Gain:7.17%2.98%
Average Monthly Loss:-6.97%-3.78%
Winning Months:5267
Losing Months:5641
Current DD:83.911.50
Max DD:88.1552.56
Sharpe Ratio (RF 1%):-0.34
Annualized Std Dev:43.49

Methodology

Discretionary:100%
Systematic:0%

Strategy

DirectionalLong / Short
Holding PeriodLong Term
---------------------------

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2013-9.797.98-14.95-73.79-43.7035.85-83.39
2012-13.24-15.17-1.927.2253.41-6.335.68-0.26-0.090.52-3.371.1315.05
2011-4.21-5.77-3.19-11.8210.9912.52-14.836.766.96-18.3717.5723.5310.96
20103.31-2.76-4.84-0.3510.83-1.17-0.023.94-6.33-8.040.78-9.18-14.51
20094.44-2.882.67-0.85-2.79-1.643.370.31-1.653.14-0.35-2.590.80
200814.4115.9017.20-7.56-1.863.399.360.424.341.550.08-5.6660.14
2007-3.686.53-1.42-6.42-8.300.645.34-5.59-5.44-4.8711.7411.93-2.26
2006-3.20-4.421.232.720.68-3.834.79-5.11-5.55-2.68-0.57-5.86-20.31
2005-5.905.61-3.08-5.411.19-4.2810.452.273.721.764.123.5813.46
2004-3.20-0.360.211.592.200.901.25

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Overview: Global Titan Original Program. The trading program's ("The Program") principal investment objective is capital appreciation through speculative trading of commodity and financial interests. It seeks to identify, leverage and trade positive as well as negative trends at the macroeconomic level on the domestic and global capital markets. The investment process applied is discretionary. It constitutes the synthesis of fundamental, macroeconomic, internal market dynamics, technical, quantitative and risk management analysis of capital market conditions to capitalize on price movements through the deployment of thematic driven strategies and to implement strategic and tactical allocation decisions. Trading program's risk parameters are also set within the context of overall portfolio exposure. Although the program is designed and could employ an arsenal of varied exchange and over the counter traded instruments which could include Foreign Exchange, Exchange Traded funds ("ETF'S"), Broad and Narrow Exchange traded indices, individual equities, swaps, options and fixed income, the emphasis is on trading listed financial futures, such as currencies, interest rates, indices, commodities and options in the major domestic and international futures and capital markets. The Trading Advisor is a discretionary trader that bases its trading decisions on a combination of fundamental, macroeconomic and political analysis and technical indicators. The Trading Advisor combines extensive fundamental knowledge of the international situation with technical experience derived from direct involvement with the world's largest financial markets and exchanges. The Trading Advisor intends to construct, manage, and maintain a trading and investment portfolio that leverages global macroeconomic trends to maximize capital appreciation within a given degree of risk tolerance, taking into account liquidity requirements. The Trading Advisor's trading methodology encompasses a strategic evaluation management system through which it seeks to identify emerging social, economic, and political trends globally. Within the context of a longer term perspective the Trading Advisor seeks to identify and trade trends of short, medium and longer term nature. The trading advisor is not precluded from engaging in active daily trading activity as part of strategies deployed but the emphasis is on longer duration trades and market trends. The trading program includes analyses of capital market conditions, and takes account of internal capital market dynamics, business cycles, and cross-border capital movements. The strategies employed use a variety of instruments and asset classes to express directional views, both long and short. The Trading Advisor believes that the development of Trading Methodology is a continual process. The Trading Advisor constantly evaluates trading methods in the various commodity and financial markets it trades and modifies or changes the implementation of its trading strategy accordingly without prior notice or approval by the managed program's clients. The thematic-driven strategies include macro or global directional investment strategies, which require that positions be taken in a wide variety of primarily liquid markets based on perceived broad economic trends. Such strategies could be deployed across the investment spectrum in all the major global capital markets in any asset class, including equities, fixed income, foreign exchange, commodities and financial futures and options. The Program identifies negative, as well as positive, trends at the macroeconomic level and overvalued, as well as undervalued, securities and markets. It intends to capitalize on upward as well as downward price movements of the various traded instruments in the global capital markets. Consequently, the Program's portfolio may include both long and short positions, as appropriate. Depending upon the Investment Manager's view of the market and particular markets, short positions may be substantial. Risk Management. An integral consideration in the Investment Manager's trading and investment analysis and decision-making process is risk management. In order to maintain appropriate levels of risk and volatility, the Investment Manager monitors the portfolio continuously throughout the trading day in all world markets. It seeks to identify and quantify the sources of risk and employs modeling tools to demonstrate how changes in the relevant markets would affect the value and liquidity of various portfolio positions and the overall performance of the Program. Trading program's risk parameters are also set within the context of overall portfolio exposure.

Company Info

Tzanetatos Capital Management, LLC is a Chicago based, Delaware incorporated limited liability company and is registered as a Commodity Trading Advisor ("CTA") and Commodity Pool Operator ("CPO") with the Commodity Futures Trading Commission and is a Member of the National Futures Association (NFA). It provides private and institutional alternative investments capital asset management through global macro strategies specializing in the financial and commodity futures global capital markets to investors worldwide.

URL:www.TzanetatosCapital.com

Manager Info

Mr. George Tzanetatos is the President of Tzanetatos Capital Management LLC, a Chicago based boutique Managed Futures Global Macro trading firm. Mr.Tzanetatos has been involved in the futures industry since 1982. He began his career in Chicago on the floor of the International Monetary Market (IMM) for Merrill Lynch. He became Member of the Chicago Mercantile Exchange (CME) in (1984), the Foreign Currencies Specialist for the firm on the International Monetary Market (IMM) and was appointed Vice President for Merrill Lynch Futures (1989). His in depth currency, fundamental and technical research forecasting and futures and options trading strategies were made available to all Merrill Lynch clients, brokers, retail and institutional offices worldwide. He then became a broker and Vice President in the firm's Commodities unit at the Chicago Board of Trade Office, a small highly leveraged group at Merrill Lynch, where he traveled extensively in Europe working with European Financial Institutions and Private Clients. He was a substantial user of futures in global exchanges. He developed currency forecasting and applied analytical and quantitative techniques that offered institutional clients integrated solutions for macro - driven global thematic portfolio futures trading, synthetic exposure, hedge risk management and build the foundation for the methodology of the capital management services offered today to his clients. He went independent and founded in (2000) his firm, Tzanetatos Capital Management LLC. Mr. Tzanetatos was born in Athens, Greece (1960). He studied in the United Kingdom and then continued his studies in Chicago. He holds a Bachelor of Science degree with honors in Economics (1982) and an MBA in Finance (1986) from DePaul University in Chicago. He is a collector of contemporary art. A member of the Chicago Council on Global Affairs and on the board of various non- profit organizations. Mr. Tzanetatos travels extensively worldwide to canvass opportunities and acquire first-hand exposure to developing socio-economic and political trends.