Cypress Capital Management, LLC : Cypress Classic AG Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance 0.95% Min Investment $ 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 11.87% Sharpe (RFR=1%) 0.74 CAROR 9.55% Assets $ 36.0M Worst DD -11.15 S&P Correlation -0.15 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page Growth of 1,000 - VAMI Monthly Performance Export Data Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Period Returns Program / Index Aug Qtr 2020 1yr 3yr 5yr 10yr Since2/2006 Cypress Classic AG Program 0.95 - - - - - -5.39 82.30 S&P 500 1.98 - - - - - 53.52 190.26 +/- S&P 500 -1.03 - - - - - -58.91 -107.96 Strategy Description Summary-CCM utilizes a short to medium term technical strategy to trade commodity futures markets on a discretionary basis. The managed futures strategy focuses on the Agricultural Commodity markets (Grains, Livestock, Softs)The strategy is defined... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Redemption Frequency Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1200 RT/YR/$M Avg. Margin-to-Equity 4% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Agricultural Traders Holding Periods Over 12 Months 0% 4-12 Months 15.00% 1-3 Months 80.00% 1-30 Days 0% Intraday 5.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Counter-trend 5.00% Fundamental 5.00% Option-purchasing 5.00% Spreading/hedging 5.00% Technical 60.00% Trend-following 20.00% Composition Grains 34.00% Livestock 33.00% Softs 33.00% Summary-CCM utilizes a short to medium term technical strategy to trade commodity futures markets on a discretionary basis. The managed futures strategy focuses on the Agricultural Commodity markets (Grains, Livestock, Softs)The strategy is defined as momentum based trend following and seeks to identify and take advantage of the trends found within the underlying longer term trends. The strategy employs several proprietary indicators along with traditional technical analysis (trendlines, pattern identification, etc.)across multiple chart types and timeframes to identify potentially profitable risk/reward opportunities. *** The performance shown from February 2006-December 2008 reflects audited pro forma results from a proprietary account opened and traded by Mr. Brown for the specific purpose of creating a track record for the CTA before the CTA was formed. The Cypress Classic AG program began trading in January 2009 and utilizes the same strategy as Mr. Brown's proprietary account. Although traded as customer money and charged customer fees, the returns in the Cypress Classic program from Jan. 2009- Dec. 2009 must be considered Proprietary since the assets belong to an equity principal of the firm.Investment StrategyCCM's Manager: Brooks Brown - Mr. Brown has more than 13 years of experience in the commodity futures business. In 1996, he received his BA in Finance from Southern Methodist University. Mr. Brown started his professional career working in the Eurodollar Options pit at the Chicago Mercantile Exchange and later in the Grain pits of the Chicago Board of Trade. In 1998, he became an analyst at McVean Trading and Investments. While at McVean, Mr. Brown had positions as Soybean Oil and Lean Hog analyst, as well as, Head Technical Analyst/Trader. During this time, he was able to work with and learn from Mr. Charlie McVean and the late Mr. Martin Hilby, to whom he credits a great deal of his underlying trading philosophy.Risk ManagementCCM incorporates strict money management techniques to assess risk on the individual market and portfolio levels while making every effort to maximize reward. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year. Drawdown Report Depth Length (Mos.) Recovery (Mos.) Peak Valley -11.15 7 4 10/1/2006 5/1/2007 -10.83 15 - 2/1/2011 5/1/2012 -7.22 2 25 6/1/2008 8/1/2008 -4.43 2 1 3/1/2008 5/1/2008 -2.75 1 3 6/1/2006 7/1/2006 Show More Consecutive Gains Run-up Length (Mos.) Start End 62.23 7 9/1/2007 3/1/2008 13.32 6 9/1/2010 2/1/2011 11.02 3 8/1/2006 10/1/2006 9.70 2 6/1/2007 7/1/2007 7.87 1 6/1/2008 6/1/2008 5.40 2 6/1/2010 7/1/2010 4.52 3 9/1/2008 11/1/2008 4.50 5 2/1/2006 6/1/2006 4.22 1 2/1/2007 2/1/2007 2.99 3 6/1/2012 8/1/2012 1.99 1 2/1/2010 2/1/2010 1.90 3 4/1/2009 6/1/2009 1.41 1 2/1/2012 2/1/2012 1.35 1 8/1/2011 8/1/2011 1.32 2 10/1/2009 11/1/2009 1.15 1 12/1/2006 12/1/2006 0.40 1 4/1/2010 4/1/2010 0.35 1 8/1/2009 8/1/2009 0.09 1 1/1/2009 1/1/2009 Show More Consecutive Losses Run-up Length (Mos.) Start End -10.82 3 3/1/2007 5/1/2007 -7.22 2 7/1/2008 8/1/2008 -5.40 5 9/1/2011 1/1/2012 -4.43 2 4/1/2008 5/1/2008 -4.30 1 1/1/2007 1/1/2007 -4.28 5 3/1/2011 7/1/2011 -4.19 3 3/1/2012 5/1/2012 -3.79 1 8/1/2007 8/1/2007 -3.68 1 5/1/2010 5/1/2010 -2.75 1 7/1/2006 7/1/2006 -1.98 2 2/1/2009 3/1/2009 -1.24 1 11/1/2006 11/1/2006 -1.15 2 12/1/2009 1/1/2010 -0.94 1 7/1/2009 7/1/2009 -0.84 1 3/1/2010 3/1/2010 -0.28 1 9/1/2009 9/1/2009 -0.23 1 8/1/2010 8/1/2010 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods79.0077.0074.0068.0062.0056.0044.0032.00 Percent Profitable56.9658.4460.8170.5980.6598.21100.00100.00 Average Period Return0.822.535.3611.6819.7628.3937.5054.09 Average Gain2.736.0210.9018.0825.3328.9837.5054.09 Average Loss-1.77-2.37-3.24-3.69-3.42-4.14 Best Period11.7334.5761.2265.4971.1770.5771.7592.21 Worst Period-5.38-10.82-10.03-8.61-8.16-4.143.520.69 Standard Deviation3.437.2612.8319.2022.8125.3025.5728.99 Gain Standard Deviation3.227.6213.7819.4821.9625.1425.5728.99 Loss Standard Deviation1.522.132.143.023.14 Sharpe Ratio (1%)0.210.310.380.560.801.041.351.73 Average Gain / Average Loss1.552.543.364.907.417.00 Profit / Loss Ratio2.113.575.2211.7730.88384.94 Downside Deviation (10%)1.712.703.855.135.253.804.887.07 Downside Deviation (5%)1.542.162.693.002.540.850.60 Downside Deviation (0%)1.502.042.422.562.000.55 Sortino Ratio (10%)0.240.480.751.302.324.774.454.60 Sortino Ratio (5%)0.481.061.813.557.2030.8883.87 Sortino Ratio (0%)0.551.242.214.569.8751.31 Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel