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Rosen Capital Advisors, LLC 

Rosen Capital Advisors

Manager: Mahsa Zeinali

Address: 2400 Broadway, Suite 220, Santa Monica, CA, 90404, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Apr 1, 2013
AUM:$60
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:1%
Min Investment:$500,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:25.15%53.94%
Annual ROR:8.50%16.99%
YTD:0.00%7.90%
1 Year:0.00%15.09%
Alpha:0.72
Beta:0.03
Statistics Program S&P 500
Average Monthly Gain:2.12%2.73%
Average Monthly Loss:-3.57%-2.44%
Winning Months:2521
Losing Months:812
Current DD:3.283.01
Max DD:16.708.89
Sharpe Ratio (RF 1%):0.61
Annualized Std Dev:12.21

Methodology

Discretionary:25%
Systematic:75%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodShort Term
---------------------------
Volatility:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2015-1.561.641.520.28-0.265.13-4.23-7.5112.401.07-1.103.359.85
20142.260.842.620.271.240.731.101.311.13-7.930.22-4.58-1.32
20131.761.81-1.401.902.892.951.340.982.3115.44

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Rosen Capital Advisors employs an options volatility arbitrage strategy that aims to generate alpha with a low correlation to other asset classes. We have a 20 year track record and the current fund exclusively trades short dated S&P 500 Weekly options and is dedicated to achieving absolute returns, regardless of market trends. The fund attempts to arbitrage mispriced options, while maintaining a market neutral portfolio by delta hedging in real time. The fund targets monthly net returns of 1-2% during periods of moderate volatility and 3-4% during periods of high volatility. Various tail risk techniques are utilized to hedge against gap risk and overnight drawdowns.

Company Info

In May 1999, Mr. Kyle Rosen establishes Rosen Capital Management, LLC. In January 2012, Kyle Rosen established Rosen Capital Advisors LLC, a California registered investment advisory firm. The firm specializes in the active management of U.S. equity options portfolios on behalf of both domestic and offshore investors.
Mr. Kyle Rosen is the portfolio manager, and he is fully supported by the administrative back office of Panoptic Fund Administration, LLC, which assists with regulatory, accounting, reporting and other operations.
The auditor is Rothstein, Kass & Co., the primary brokers are Jefferies LLC, JP Morgan Clearing Corp. & Interactive Brokers and the legal advisors are Paul,Hastings, Janofsky & Walker LLP and Mourant Ozannes Corporate Services (Cayman) Ltd.

Manager Info

Mahsa Zeinali oversees all day-to-day operations and investor relations matters at Rosen Capital Advisors. Prior to joining Rosen Capital Advisors, Mahsa was as a Hedge Fund Analyst at Maguire Asset Management, where she was responsible for investment analysis on equities. Prior to Maguire Asset Management, Mahsa was an Financial Analyst at the Sage Group, LLC. She also served as an Financial analyst in the Mergers and Acquisitions group of the Los Angeles office of Houlihan Lokey. Mahsa earned her Honors Business Administration Degree, with a concentration in Finance, from the Richard Ivey School of Business at the University of Western Ontario.