Paramount Capital Management LLC : Commodity Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since7/2008 Commodity Trading Program -1.20 - - - - -4.41 59.73 26.92 S&P 500 8.30 - - - - 75.70 72.25 173.33 +/- S&P 500 -9.50 - - - - -80.11 -12.52 -146.41 Strategy Description SummaryParamount 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 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% SummaryParamount 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 StrategyVery 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 ManagementKnow what the risk/reward ratios are and trade accordingly. Use stops and other forms of aggressive defensive methods. Money management is of Paramount importance. 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 -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 Show More 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 Show More 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 Show More 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 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 Annual 1 86.01 2012 IASG CTA Index 3 Year 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 Annual 1 98.10 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. x {{title}} x {{title}} Add Cancel