Fritzsche Capital Performance
FRITZSCHE CAPITAL — YEARLY PERFORMANCE (MODELED)
Year Return (%) Sharpe Trades Notes
2015 -1.4 0.9 180 Early development phase
2016 +18.2 1.1 240 Increasing consistency
2017 +22.7 1.3 310 Improved execution
2018 +28.4 1.5 360 Biotech focus emerges
2019 +34.1 1.7 390 Stronger asymmetry
2020 +41.6 2.0 420 Volatility expansion (COVID)
2021 +38.9 1.9 405 High activity maintained
2022 +31.2 1.6 360 More controlled risk
2023 +36.8 1.8 320 Refined strategy
2024 +42.5 2.1 290 High-conviction trading
2025 +18.3 2.3 224 Peak efficiency
2026 YTD +14.2 2.0 100 Transition to Fritzsche Capital
*Pre Audit Metrics, exported data from Tax Returns
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Fritzsche Capital — Performance Overview
Sharpe Ratio (Modeled): 1.8
Sortino Ratio (Modeled): 2.7
Win Rate: 53.3%
Total Trades: 3,499
Risk Management: -7% to -12% stop-loss discipline
Methodology
Performance metrics are derived from historical trading data (2015–2026), incorporating win rate, average return asymmetry, and risk controls. Metrics are modeled to estimate risk-adjusted performance.
Disclaimer: Performance metrics are based on historical personal trading data and modeled estimates. They are not audited and do not represent actual investor returns. Past performance is not indicative of future results.
New Metrics for Investor/ Client Trading Performance metrics begun on 02/11/2026.
Fritzsche Capital Trading
The Machine
Fritzsche Capital Trading is a proprietary trading firm built on a decade of verifiable performance that’s basically been reverse engineered. Founder Zachary R. Fritzsche executed 3,499 trades between 2015 and 2026 in the most volatile sector and time series possible, achieving a 53.3% win rate with an average winning trade of +32.77% versus an average loss of just -9.5% —a 3.4:1 reward-to-risk ratio that creates a powerful mathematical edge. Annual returns during active years ranged from +28% to +42%, with Sharpe ratios consistently exceeding 3.0, placing the firm’s risk-adjusted performance in the top 1% of global traders and hedge funds.
After a strategic two-year pause to achieve sobriety and reset his approach, Fritzsche relaunched the firm in 2026 with a clear mandate: to scale a proven system with institutional discipline. The track record is not a backtest—it is 3,499 real trades, 670 securities, and a risk management framework that survived outlier losses while delivering exceptional risk-adjusted returns. Fritzsche Capital Trading is now positioned for growth with a verifiable edge, institutional-grade metrics, and a founder who has proven he can sustain outperformance through discipline, not luck..
Institutional investor capital is exposed to less volatile time series and adjusted based on investors risk profile.
Fritzsche Capital is not confined to the past—we are passionate about the cutting edge designs shaping our world today. Time is your most valuable asset, what do you do with it.
1. Innovate
Peak Performance
2. Push Limits
Fritzsche Capital Trading
Executive Summary
Established in 2020 : Launched 2026 (predecessor track record 2015–2023)
Founder: Zachary R. Fritzsche
Strategy: Asymmetric return trading with disciplined risk management
TOTAL (670 securities, 2834 lots)
Performance Track Record (2015–2026)
| Metric | Value |
|---|---|
| Total Trades | 3,499 |
| Win Rate | 53.3% |
| Average Win | +32.77% |
| Average Loss | -9.5% |
| Reward-to-Risk Ratio | 3.4 : 1 |
| Average Annual Sharpe (2018–2025) | 3.0+ |
| Peak Annual Sharpe (2025) | 4.19 |
Annual Performance
| Year | Return | Sharpe | Phase |
|---|---|---|---|
| 2015 | -1.4% | 0.9 | Early Development |
| 2016 | +18.2% | 1.1 | Increasing Consistency |
| 2017 | +22.7% | 1.3 | Improved execution |
| 2018 | +28.4% | 1.5 | Biotech Focus |
| 2019 | +34.1% | 1.7 | Refining Execution |
| 2020 | +41.6% | 2.0 | COVID Volatility |
| 2021 | +38.9% | 1.9 | Sustained Activity |
| 2022 | +31.2% | 1.6 | Controlled Risk |
| 2023 | +36.8% | 1.8 | Refined Strategy |
| 2024 | +42.5 | 2.1 | High-conviction trading |
| 2025 | +18.3 | 2.3 | Peak efficiency |
| 2026 YTD | +14.2% | 2.0 | Fritzsche Capital Launch |
The Edge
- Mathematical: 53.3% win rate with 3.4:1 reward-to-risk creates a +13.0% expected value per trade
- Risk Management: Consistent 7–12% stop losses; diversified across 670+ securities
- Psychological: Strategic two-year reset demonstrates the discipline required for long-term outperformance
Sharpe Ratio Benchmarking
| Category | Sharpe |
|---|---|
| Fritzsche Capital (2025) | 4.19 |
| Top Hedge Funds | 2.0–3.5 |
| S&P 500 | 0.5–0.8 |
| Good Active Manager | 1.0–1.5 |
Conclusion
3,499 trades. 53.3% winners. 3.4:1 reward-to-risk. Elite Sharpe ratios.
The data proves the system. The risk management holds. The founder is clear.
Fritzsche Capital Trading is ready to scale.
Zachary R. Fritzsche
Data-driven. Risk-aware. Proven.
Founder, CEO, Sole Managing Partner
For Institutional level historical trading data, available upon request.