Paramount Capital Management LLC : Commodity Trading Program

Year-to-Date: N / A
Oct Performance: -1.20%

Min Investment: $ 100k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 55.14%
Sharpe (RFR=1%): 0.28
CAROR: 3.30%

Assets: $ 882k
Worst DD: -57.77
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	Oct	Qtr	2019	1yr	3yr	5yr	10yr	Since 7/2008
Commodity Trading Program	-1.20	-8.31	-	-38.84	-32.87	26.85	-	26.92
S&P 500	8.30	-1.16	-	3.04	47.25	75.70	-	64.04
+/- S&P 500	-9.50	-7.15	-	-41.87	-80.11	-48.85	-	-37.12

Strategy Description

Summary

Account & Fees

Type: Managed Account
Minimum Investment: $ 100k
Trading Level Incremental Increase: $ 0k
CTA Max Funding Factor: 1.00
Management Fee: 2.00%
Performance Fee: 20.00%
Average Commission: $15.00
Available to US Investors: Yes

Subscriptions

High Water Mark: Yes
Subscription Frequency: Daily
Redemption Frequency: Daily
Investor Requirements: QEP
Lock-up Period: 0

Trading

Trading Frequency: 7000 RT/YR/$M
Avg. Margin-to-Equity: 15%
Targeted Worst DD
Worst Peak-to-Trough: 0%
Sector Focus: Agricultural Traders

Holding Periods

Over 12 Months: 0%
4-12 Months: 5.00%
1-3 Months: 15.00%
1-30 Days: 80.00%
Intraday: 0%

Decision-Making

Discretionary: 100.00%
Systematic: 0%

Strategy

Fundamental: 40.00%
Technical: 60.00%

Composition

Grains: 60.00%
Precious Metals: 20.00%
Softs: 10.00%
Other: 10.00%

Summary

Paramount Capital Management (PCM) utilizes a discretionary trading strategy developed by Jack Marshall over his long 38 year career in the commodity trading industry. Jack Marshall has traded his own money for 36 consecutive years in the commodities market. He is a former floor trader in Chicago where he lived and owned a seat on the Mid-America Commodity Exchange (now the mini-contract division of the CBT). Over his long career Marshall has developed very strong, expert commercial grain and cotton contacts. He is a member and former director of the Memphis Cotton Exchange and his office is located in the Exchange Building. Memphis is a world leading location for commodity production, transportation, warehousing, and utilization.

Investment Strategy

Very simple----Identify markets that have potential---that are either under-valued or over-valued and take aggressive positions to maximize a move back to a more normal valuation. This process requires both fundamental and technical analysis as well as an aggressive offensive/defensive approach.

Risk Management

Know what the risk/reward ratios are and trade accordingly. Use stops and other forms of aggressive defensive methods. Money management is of Paramount importance.

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Index: Chart Type:

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:

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
-57.77	24	3	1/1/0001	6/1/2010
-54.65	6	9	4/1/2011	10/1/2011
-45.35	2	3	9/1/2010	11/1/2010
-45.05	32	-	2/1/2013	10/1/2015
-14.49	2	5	7/1/2012	9/1/2012

Consecutive Gains

Run-up	Length (Mos.)	Start	End
217.39	3	7/1/2010	9/1/2010
190.60	5	12/1/2010	4/1/2011
117.00	3	5/1/2012	7/1/2012
28.14	1	9/1/2014	9/1/2014
21.43	2	6/1/2014	7/1/2014
21.10	3	11/1/2011	1/1/2012
19.76	3	12/1/2008	2/1/2009
15.48	2	1/1/2013	2/1/2013
14.65	2	10/1/2012	11/1/2012
14.34	1	5/1/2009	5/1/2009
10.18	2	10/1/2009	11/1/2009
5.88	1	8/1/2009	8/1/2009
5.14	1	9/1/2013	9/1/2013
5.10	1	2/1/2010	2/1/2010
4.81	2	1/1/2015	2/1/2015
4.15	1	4/1/2010	4/1/2010
2.87	1	4/1/2013	4/1/2013
2.22	1	3/1/2014	3/1/2014
1.08	1	1/1/2014	1/1/2014

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-54.65	6	5/1/2011	10/1/2011
-45.35	2	10/1/2010	11/1/2010
-33.37	5	7/1/2008	11/1/2008
-30.89	8	3/1/2015	10/1/2015
-21.89	2	3/1/2009	4/1/2009
-21.66	4	5/1/2013	8/1/2013
-20.18	2	6/1/2009	7/1/2009
-18.48	3	10/1/2014	12/1/2014
-17.35	1	3/1/2010	3/1/2010
-15.71	3	2/1/2012	4/1/2012
-15.20	1	9/1/2009	9/1/2009
-14.49	2	8/1/2012	9/1/2012
-10.60	2	12/1/2009	1/1/2010
-10.45	1	2/1/2014	2/1/2014
-8.35	3	10/1/2013	12/1/2013
-7.21	2	5/1/2010	6/1/2010
-7.19	2	4/1/2014	5/1/2014
-7.15	1	8/1/2014	8/1/2014
-4.60	1	12/1/2012	12/1/2012
-3.40	1	3/1/2013	3/1/2013

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	88.00	86.00	83.00	77.00	71.00	65.00	53.00	41.00	29.00
Percent Profitable	40.91	37.21	45.78	50.65	52.11	73.85	86.79	92.68	96.55
Average Period Return	1.38	5.54	11.20	30.11	41.90	58.88	110.49	147.59	172.69
Average Gain	14.67	36.67	47.04	83.87	98.84	88.44	131.51	160.30	179.00
Average Loss	-7.82	-12.91	-19.06	-25.07	-20.05	-24.60	-27.64	-13.41	-4.17
Best Period	68.70	217.39	206.72	367.71	296.49	285.70	410.50	318.94	320.76
Worst Period	-32.42	-45.57	-54.65	-53.71	-49.03	-57.77	-35.27	-20.31	-4.17
Standard Deviation	15.92	37.55	47.55	84.87	76.40	74.56	127.13	96.52	84.52
Gain Standard Deviation	15.94	46.20	49.61	90.64	64.88	64.09	123.48	88.33	78.80
Loss Standard Deviation	6.85	8.99	9.92	13.53	14.17	12.07	7.33	6.70
Sharpe Ratio (1%)	0.08	0.14	0.23	0.34	0.53	0.76	0.85	1.49	1.98
Average Gain / Average Loss	1.88	2.84	2.47	3.35	4.93	3.60	4.76	11.96	42.95
Profit / Loss Ratio	1.30	1.68	2.08	3.43	5.36	10.15	31.26	151.43	1202.74
Downside Deviation (10%)	8.20	13.24	17.42	23.12	21.45	18.80	16.03	9.60	5.91
Downside Deviation (5%)	8.01	12.59	16.11	20.58	17.77	14.87	11.42	4.95	1.72
Downside Deviation (0%)	7.96	12.43	15.78	19.95	16.91	13.93	10.35	3.92	0.77
Sortino Ratio (10%)	0.12	0.33	0.50	1.09	1.60	2.59	5.91	13.12	24.56
Sortino Ratio (5%)	0.16	0.42	0.66	1.41	2.27	3.83	9.41	28.98	97.37
Sortino Ratio (0%)	0.17	0.45	0.71	1.51	2.48	4.23	10.68	37.67	223.16

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Agricultural Trader Index	Month	3	0.90	2/2015
Agricultural Trader Index	Month	5	3.88	1/2015
IASG CTA Index	5 Year Rolling	3	243.72	2009 - 2014
Agricultural Trader Index	Month	2	28.14	9/2014
IASG CTA Index	Month	3	28.14	9/2014
Discretionary Trader Index	Month	2	28.14	9/2014
Agricultural Trader Index	Month	1	18.94	6/2014
IASG CTA Index	Month	1	18.94	6/2014
Discretionary Trader Index	Month	1	18.94	6/2014
Agricultural Trader Index	Month	6	2.22	3/2014
Agricultural Trader Index	Month	8	1.08	1/2014
Discretionary Trader Index	Month	7	5.14	9/2013
Agricultural Trader Index	Month	5	5.14	9/2013
Agricultural Trader Index	Month	3	2.87	4/2013
Agricultural Trader Index	Month	2	8.20	2/2013
IASG CTA Index	Month	6	8.20	2/2013
Discretionary Trader Index	Month	4	8.20	2/2013
Discretionary Trader Index	Month	5	6.73	1/2013
Agricultural Trader Index	Month	1	6.73	1/2013
IASG CTA Index	Year Rolling	1	86.01	2011 - 2012
IASG CTA Index	3 Year Rolling	3	292.34	2009 - 2012
IASG CTA Index	Month	4	10.89	11/2012
Agricultural Trader Index	Month	1	10.89	11/2012
Discretionary Trader Index	Month	2	10.89	11/2012
Agricultural Trader Index	Month	2	3.39	10/2012
IASG CTA Index	Month	2	47.90	7/2012
Discretionary Trader Index	Month	2	47.90	7/2012
Agricultural Trader Index	Month	2	47.90	7/2012
Agricultural Trader Index	Month	3	18.13	6/2012
Discretionary Trader Index	Month	4	18.13	6/2012
IASG CTA Index	Month	6	18.13	6/2012
Agricultural Trader Index	Month	1	24.20	5/2012
Discretionary Trader Index	Month	1	24.20	5/2012
IASG CTA Index	Month	9	24.20	5/2012
Discretionary Trader Index	Month	7	8.74	1/2012
Agricultural Trader Index	Month	3	8.74	1/2012
Agricultural Trader Index	Month	2	5.93	12/2011
Discretionary Trader Index	Month	7	5.93	12/2011
Discretionary Trader Index	Month	10	5.13	11/2011
Agricultural Trader Index	Month	3	5.13	11/2011
Agricultural Trader Index	Month	2	10.60	4/2011
Discretionary Trader Index	Month	4	10.60	4/2011
IASG CTA Index	Month	1	38.87	3/2011
Discretionary Trader Index	Month	1	38.87	3/2011
Agricultural Trader Index	Month	1	38.87	3/2011
IASG CTA Index	Month	2	25.47	2/2011
Discretionary Trader Index	Month	2	25.47	2/2011
Agricultural Trader Index	Month	2	25.47	2/2011
Agricultural Trader Index	Month	3	9.40	1/2011
Discretionary Trader Index	Month	5	9.40	1/2011
IASG CTA Index	Month	7	9.40	1/2011
Agricultural Trader Index	Month	2	37.84	12/2010
Discretionary Trader Index	Month	2	37.84	12/2010
IASG CTA Index	Month	2	37.84	12/2010
IASG CTA Index	Year Rolling	1	98.10	2009 - 2010
Discretionary Trader Index	Month	1	68.70	9/2010
IASG CTA Index	Month	1	68.70	9/2010
Agricultural Trader Index	Month	1	68.70	9/2010
Agricultural Trader Index	Month	1	43.32	8/2010
Discretionary Trader Index	Month	1	43.32	8/2010
IASG CTA Index	Month	1	43.32	8/2010
IASG CTA Index	Month	1	31.27	7/2010
Discretionary Trader Index	Month	1	31.27	7/2010
Agricultural Trader Index	Month	1	31.27	7/2010
Agricultural Trader Index	Month	6	4.15	4/2010
Discretionary Trader Index	Month	9	4.15	4/2010
Discretionary Trader Index	Month	9	5.10	2/2010
Agricultural Trader Index	Month	1	5.10	2/2010
Agricultural Trader Index	Month	3	4.81	11/2009
Agricultural Trader Index	Month	2	5.12	10/2009
Discretionary Trader Index	Month	7	5.12	10/2009
Agricultural Trader Index	Month	5	5.88	8/2009
Discretionary Trader Index	Month	6	14.34	5/2009
Agricultural Trader Index	Month	1	14.34	5/2009
Agricultural Trader Index	Month	1	7.49	2/2009
IASG CTA Index	Month	5	7.49	2/2009
Discretionary Trader Index	Month	4	7.49	2/2009
Agricultural Trader Index	Month	5	2.40	1/2009
Discretionary Trader Index	Month	5	8.80	12/2008
Agricultural Trader Index	Month	4	8.80	12/2008
Agricultural Trader Index	Month	6	0.00	7/2008

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

^#3

Top Performer

AGRICULTURAL TRADER INDEX

FEBRUARY
2015

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Paramount Capital Management LLC : Commodity Trading Program

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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