Paramount Capital Management LLC : Commodity Trading Program

archived programs
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=0.50%)
0.29
CAROR
3.30%
Assets
$ 882k
Worst DD
-57.77
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 Oct Qtr YTD 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

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... Read More

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
N/A
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%
Strategy Pie Chart

Composition

Grains
60.00%
Precious Metals
20.00%
Other
10.00%
Softs
10.00%
Composition Pie Chart

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.

   

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=0.50%)
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=0.50%)
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
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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
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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
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods88.0086.0083.0077.0071.0065.0053.0041.0029.00
Percent Profitable40.9137.2145.7850.6552.1173.8586.7992.6896.55
Average Period Return1.385.5411.2030.1141.9058.88110.49147.59172.69
Average Gain14.6736.6747.0483.8798.8488.44131.51160.30179.00
Average Loss-7.82-12.91-19.06-25.07-20.05-24.60-27.64-13.41-4.17
Best Period68.70217.39206.72367.71296.49285.70410.50318.94320.76
Worst Period-32.42-45.57-54.65-53.71-49.03-57.77-35.27-20.31-4.17
Standard Deviation15.9237.5547.5584.8776.4074.56127.1396.5284.52
Gain Standard Deviation15.9446.2049.6190.6464.8864.09123.4888.3378.80
Loss Standard Deviation6.858.999.9213.5314.1712.077.336.70
Sharpe Ratio (1%)0.080.140.230.340.530.760.851.491.98
Average Gain / Average Loss1.882.842.473.354.933.604.7611.9642.95
Profit / Loss Ratio1.301.682.083.435.3610.1531.26151.431202.74
Downside Deviation (10%)8.2013.2417.4223.1221.4518.8016.039.605.91
Downside Deviation (5%)8.0112.5916.1120.5817.7714.8711.424.951.72
Downside Deviation (0%)7.9612.4315.7819.9516.9113.9310.353.920.77
Sortino Ratio (10%)0.120.330.501.091.602.595.9113.1224.56
Sortino Ratio (5%)0.160.420.661.412.273.839.4128.9897.37
Sortino Ratio (0%)0.170.450.711.512.484.2310.6837.67223.16

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.