Cypress Energy Capital Management, LP : Cypress Energy, LP

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

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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	2019	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

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%

Composition

Energy: 100.00%

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.

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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:

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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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	87.00	85.00	82.00	76.00	70.00	64.00	52.00	40.00	28.00
Percent Profitable	56.32	62.35	64.63	60.53	61.43	60.94	63.46	65.00	60.71
Average Period Return	0.66	1.83	2.80	4.26	5.95	8.56	15.93	20.87	19.10
Average Gain	4.40	7.28	9.94	15.85	20.19	26.48	36.09	40.44	37.96
Average Loss	-4.16	-7.18	-10.24	-13.51	-16.73	-19.39	-19.09	-15.46	-10.04
Best Period	14.41	23.30	36.68	64.53	65.24	71.10	92.04	97.67	102.93
Worst Period	-11.85	-17.31	-22.75	-30.32	-30.67	-37.97	-32.40	-24.76	-17.96
Standard Deviation	5.55	8.77	12.40	18.64	21.49	26.44	32.87	37.06	34.05
Gain Standard Deviation	3.44	5.80	8.41	14.09	13.44	15.31	22.65	31.05	31.33
Loss Standard Deviation	3.72	4.19	6.40	7.10	8.01	11.32	10.46	8.95	4.50
Sharpe Ratio (1%)	0.10	0.18	0.19	0.18	0.21	0.25	0.39	0.45	0.41
Average Gain / Average Loss	1.06	1.01	0.97	1.17	1.21	1.37	1.89	2.62	3.78
Profit / Loss Ratio	1.37	1.68	1.77	1.80	1.92	2.13	3.28	4.86	5.84
Downside Deviation (10%)	3.87	5.75	8.45	12.46	15.90	19.83	22.15	23.46	25.33
Downside Deviation (5%)	3.71	5.21	7.40	10.12	12.33	15.07	14.72	12.65	9.91
Downside Deviation (0%)	3.67	5.08	7.14	9.55	11.48	13.96	13.08	10.47	6.84
Sortino Ratio (10%)	0.07	0.11	0.04	-0.06	-0.10	-0.09	0.01	-0.03	-0.34
Sortino Ratio (5%)	0.16	0.30	0.31	0.32	0.36	0.43	0.88	1.33	1.41
Sortino Ratio (0%)	0.18	0.36	0.39	0.45	0.52	0.61	1.22	1.99	2.79

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.

^#2

Top Performer

IASG CTA INDEX

APRIL
2014

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Cypress Energy Capital Management, LP : Cypress Energy, LP

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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