Cypress Energy Capital Management, LP : Cypress Energy, LP

archived programs
Year-to-Date
N / A
Sep Performance
3.17%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
19.23%
Sharpe (RFR=1%)
0.36
CAROR
6.32%
Assets
$ 6.5M
Worst DD
-37.97
S&P Correlation
-0.08

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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
7/2008
Cypress Energy, LP 3.17 8.42 - -8.56 -25.77 -1.53 - 55.89
S&P 500 -2.64 -6.94 - -2.65 33.27 68.22 - 51.47
+/- S&P 500 5.81 15.36 - -5.91 -59.05 -69.75 - 4.42

Strategy Description

Summary

Cypress Energy, LP (the Fund) is a Houston-based discretionary energy commodity hedge fund launched in July 2008 and continuously managed by Paul A. Lewis. The Fund utilizes fundamental analysis to primarily trade U.S. natural gas derivatives listed on regulated commodity exchanges.... Read More

Account & Fees

Type
Fund
Minimum Investment
$ 50k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
4.00
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$0
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
15-30 Days
Redemption Frequency
15-30 Days
Investor Requirements
QEP
Lock-up Period
0

Trading

Trading Frequency
2200 RT/YR/$M
Avg. Margin-to-Equity
20%
Targeted Worst DD
-20.00%
Worst Peak-to-Trough
20.00%
Sector Focus
Energy Traders

Holding Periods

Over 12 Months
10.00%
4-12 Months
15.00%
1-3 Months
50.00%
1-30 Days
25.00%
Intraday
0%

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Fundamental
100.00%
Strategy Pie Chart

Composition

Energy
100.00%
Composition Pie Chart

Summary

Cypress Energy, LP (the Fund) is a Houston-based discretionary energy commodity hedge fund launched in July 2008 and continuously managed by Paul A. Lewis. The Fund utilizes fundamental analysis to primarily trade U.S. natural gas derivatives listed on regulated commodity exchanges. Modern risk management techniques are applied to quantify and control portfolio risk. Investing in the Fund is solely for Qualified Eligible Persons, involves a substantial risk of loss and is not suitable for all investors. www.cypressenergylp.com

Investment Strategy

The Fund’s investment objective is to seek consistent superior long-term absolute returns through discretionary positions in energy derivatives listed on regulated commodity exchanges. The Fund analyzes fundamentals within the energy sector as they relate to current and future supply and demand in order to detect and exploit outright and relative commodity mispricing. The Fund utilizes financially settled futures, swaps and options cleared through major clearinghouses to implement its strategy. No assurance can be given, however, that the Fund will achieve its objective, and investment results may vary substantially from period to period.

Risk Management

The Fund takes no over-the-counter counterparty credit risk and does not take physical delivery of energy commodities. The Fund relies on the experience and knowlege of the investment management team to optimize the risk/reward profile of the portfolio.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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
-37.97 24 - 1/1/2013 1/1/2015
-20.25 4 5 11/1/2009 3/1/2010
-10.84 1 5 8/1/2010 9/1/2010
-10.09 4 6 3/1/2012 7/1/2012
-9.65 3 2 2/1/2011 5/1/2011
-7.88 2 1 12/1/2011 2/1/2012
-7.67 1 2 8/1/2009 9/1/2009
-5.97 1 2 12/1/2008 1/1/2009
-3.12 2 2 7/1/2011 9/1/2011
-2.99 1 1 4/1/2009 5/1/2009
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Consecutive Gains

Run-up Length (Mos.) Start End
36.68 6 7/1/2008 12/1/2008
20.03 3 2/1/2014 4/1/2014
20.01 3 6/1/2009 8/1/2009
18.71 5 10/1/2010 2/1/2011
14.58 6 8/1/2012 1/1/2013
14.12 3 2/1/2009 4/1/2009
13.76 2 6/1/2011 7/1/2011
13.67 2 4/1/2010 5/1/2010
12.56 2 10/1/2009 11/1/2009
12.27 1 3/1/2012 3/1/2012
10.99 2 7/1/2010 8/1/2010
10.25 3 10/1/2011 12/1/2011
8.02 3 5/1/2015 7/1/2015
5.78 2 2/1/2015 3/1/2015
4.83 1 1/1/2010 1/1/2010
3.17 1 9/1/2015 9/1/2015
2.93 1 8/1/2014 8/1/2014
2.43 1 6/1/2014 6/1/2014
1.06 1 11/1/2014 11/1/2014
0.14 1 4/1/2013 4/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-21.96 9 5/1/2013 1/1/2014
-14.85 2 2/1/2010 3/1/2010
-14.17 2 12/1/2014 1/1/2015
-11.85 1 5/1/2014 5/1/2014
-10.84 1 9/1/2010 9/1/2010
-10.66 1 12/1/2009 12/1/2009
-10.09 4 4/1/2012 7/1/2012
-9.65 3 3/1/2011 5/1/2011
-8.83 2 9/1/2014 10/1/2014
-8.21 1 7/1/2014 7/1/2014
-7.88 2 1/1/2012 2/1/2012
-7.67 1 9/1/2009 9/1/2009
-5.97 1 1/1/2009 1/1/2009
-3.12 2 8/1/2011 9/1/2011
-2.99 1 5/1/2009 5/1/2009
-2.35 1 4/1/2015 4/1/2015
-1.98 2 2/1/2013 3/1/2013
-0.68 1 8/1/2015 8/1/2015
-0.55 1 6/1/2010 6/1/2010
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods87.0085.0082.0076.0070.0064.0052.0040.0028.00
Percent Profitable56.3262.3564.6360.5361.4360.9463.4665.0060.71
Average Period Return0.661.832.804.265.958.5615.9320.8719.10
Average Gain4.407.289.9415.8520.1926.4836.0940.4437.96
Average Loss-4.16-7.18-10.24-13.51-16.73-19.39-19.09-15.46-10.04
Best Period14.4123.3036.6864.5365.2471.1092.0497.67102.93
Worst Period-11.85-17.31-22.75-30.32-30.67-37.97-32.40-24.76-17.96
Standard Deviation5.558.7712.4018.6421.4926.4432.8737.0634.05
Gain Standard Deviation3.445.808.4114.0913.4415.3122.6531.0531.33
Loss Standard Deviation3.724.196.407.108.0111.3210.468.954.50
Sharpe Ratio (1%)0.100.180.190.180.210.250.390.450.41
Average Gain / Average Loss1.061.010.971.171.211.371.892.623.78
Profit / Loss Ratio1.371.681.771.801.922.133.284.865.84
Downside Deviation (10%)3.875.758.4512.4615.9019.8322.1523.4625.33
Downside Deviation (5%)3.715.217.4010.1212.3315.0714.7212.659.91
Downside Deviation (0%)3.675.087.149.5511.4813.9613.0810.476.84
Sortino Ratio (10%)0.070.110.04-0.06-0.10-0.090.01-0.03-0.34
Sortino Ratio (5%)0.160.300.310.320.360.430.881.331.41
Sortino Ratio (0%)0.180.360.390.450.520.611.221.992.79

Top Performer Badges

Index Award Type Rank Performance Period
Discretionary Trader Index Month 2 14.41 4/2014
IASG CTA Index Month 2 14.41 4/2014
Discretionary Trader Index Month 9 3.64 3/2014
Discretionary Trader Index Month 8 6.93 8/2012
Discretionary Trader Index Month 1 12.27 3/2012
IASG CTA Index Month 3 12.27 3/2012
Discretionary Trader Index Month 7 7.38 11/2011
IASG CTA Index Month 5 9.13 6/2011
Discretionary Trader Index Month 3 9.13 6/2011
Discretionary Trader Index Month 7 8.02 2/2011
Discretionary Trader Index Month 9 2.25 11/2010
Discretionary Trader Index Month 8 5.32 7/2010
Discretionary Trader Index Month 7 5.79 5/2010
Discretionary Trader Index Month 4 7.45 4/2010
Discretionary Trader Index Month 9 4.83 1/2010
Discretionary Trader Index Month 8 7.84 11/2009
IASG CTA Index Month 8 10.30 8/2009
Discretionary Trader Index Month 5 10.30 8/2009
Discretionary Trader Index Month 8 4.81 7/2009
IASG CTA Index Month 9 5.97 3/2009
Discretionary Trader Index Month 7 5.97 3/2009
Discretionary Trader Index Month 6 6.81 12/2008
Discretionary Trader Index Month 3 3.79 11/2008
Discretionary Trader Index Month 3 4.12 10/2008
Discretionary Trader Index Month 2 14.10 9/2008
IASG CTA Index Month 7 14.10 9/2008

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.