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Manager List » Parizek Capital Inc. »

Parizek Capital Inc. - Futures Trading Program

Principal(s): Scot Lowry
Strategy: Systematic LT Trend Following
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Statistics & Program Information

Feb Return 0.48%	Worst Drawdown ⁽²⁾ -48.27%	Minimum Investment $1,000,000
YTD Return 0.43%	Losing Streak ⁽³⁾ -10.69 %	AUM⁽⁵⁾ $1,678,756
Annualized CROR:¹ 5.01%	Sharpe Ratio ⁽⁴⁾ 0.29	Calmar Ratio ⁽⁶⁾ N/A

Trading Methodology 95% Systematic 5% Discretionary	Style Sub-Categories Trend Following Pattern Recognition	Trading Style 90% Trend Following 10% Contrarian
Market Sector 13% Stock Indices 13% Currencies 15% Financials 15% Metals 7% Energies 15% Agriculturals 7% Meats 15% Softs	Holding Period 100% Long Term	Geographic Sector Global Contracts: Futures

Start Date Apr-2000	Currency US Dollars	Margin ⁽⁷⁾ 18%
New Money Yes	AUM ⁽⁵⁾ $1,678,756	Management Fee 2.00%
Min Investment $1,000,000	Annualized CROR ¹ 5.01%	Incentive Fee 20.00%
Fund Minimum $0	Losing Streak ⁽³⁾ -10.69 %	Other Fees None
Notional Funds Yes	Worst Drawdown ⁽²⁾ -48.27 %	Avg Comm ⁽⁸⁾ $15
NFA Member Yes	Sharpe Ratio ⁽⁴⁾ 0.29	Max Comm ⁽⁹⁾ 0.00
NFA Number 0371845	Calmar Ratio ⁽⁶⁾ N/A	Round Turns ⁽¹⁰⁾ 1,500

Starting Date: Apr-2000	Currency: US Dollars
Open to New Investors: Yes	Current Assets: $1,678,756
Open to US Investors: Yes	Annualized CROR: 5.01%
Minimum Fund Investment: $0	Worst Monthly Drawdown: -48.27
Minimum Managed Account: $1,000,000	Current Losing Streak: -10.69 %
Domocile:	Calmar: N/A
Subscriptions: N/A	Sharpe Ratio: 0.29
Redemptions: N/A	US Attorney: Not Listed
Lock Up: N/A	Offshore Attorney: Not Listed
Hurdle Rate: N/A	Administrator: Not Listed
Administraton Fee: 0.00%	Prime Broker: Not Listed
Management Fee: 2.00%	Auditor: Not Listed
Incentive Fee: 20.00%	NFA Member: Yes
Selling Fee: 0.00%	FINRA Member: No
Other Fees: None	Other Memberships: MFA

Type of Fund:	Domicile:	Strategy:

Track Record Prepared By: Futures Accounting & Compliance

Correlations: AG CTA Index: 0.555 AG Systematic CTA Index: 0.600

Trading Description, Risk Strategy & Background

Trading Description

The Futures Trading Program is a proprietary systematic long-term trend following system developed by Scot Lowry. Mr. Lowry converted his knowledge and research of the markets into a mechanical trading approach. The Program looks for specific turning points which signal new trends, and attempts to enter trades earlier than most long-term technical systems. The Program is 99% mechanical, based on technical data, using price information to signal entry and exit points. The only discretion used is to add or delete markets traded due to liquidity issues. The Futures Trading Program trades on-exchange futures and currencies in Asia, Europe and the United States. It also trades Metal Contracts on the LME exchange in London.

Risk Strategy

The Futures Trading Program employs its own built in risk management procedures to limit risk to individual trades and provide overall portfolio protection.

Background

N/A

Performance

Performance of the Futures Program of the L&E Investment Group, L.P. See Accounting Notes for Details.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2025	-0.05%	0.48%											0.43%	-0.05%
2024	-2.73%	9.95%	9.75%	4.66%	-6.27%	-0.58%	0.49%	0.92%	0.56%	-5.35%	2.77%	-0.41%	13.09%	-10.05%
2023	-0.67%	-2.47%	-2.92%	-1.69%	2.99%	-3.77%	0.90%	-4.23%	1.96%	6.89%	1.78%	2.10%	0.28%	-11.45%
2022	4.20%	8.49%	6.50%	8.13%	-4.68%	2.86%	-5.53%	-2.79%	2.86%	-3.34%	0.99%	-1.04%	16.47%	-10.53%
2021	2.57%	5.35%	-2.36%	7.98%	-1.99%	-2.50%	-1.87%	-3.03%	0.47%	2.66%	-1.71%	-4.74%	0.05%	-12.18%
2020	-3.34%	4.39%	2.74%	-4.65%	0.36%	-3.68%	2.79%	2.50%	-0.11%	3.99%	0.22%	7.23%	12.38%	-7.83%
2019	-4.59%	2.35%	0.19%	3.92%	2.04%	-1.43%	-2.24%	7.66%	-5.26%	-0.88%	2.94%	2.35%	6.49%	-6.09%
2018	2.90%	-0.96%	1.22%	-3.09%	-1.83%	3.20%	2.54%	-1.80%	1.65%	0.73%	-0.72%	2.87%	6.65%	-4.86%
2017	-3.39%	-0.27%	-2.08%	-0.21%	-4.35%	1.45%	0.51%	-1.57%	-2.77%	0.97%	-0.10%	1.04%	-10.44%	-12.12%
2016	3.44%	4.75%	-3.47%	-1.89%	-13.51%	4.60%	5.51%	-4.26%	-5.24%	-7.91%	-0.43%	-1.08%	-19.4%	-25.61%
2015	7.68%	2.24%	-1.01%	-1.49%	-8.32%	-0.24%	-4.22%	-1.01%	7.02%	-11.76%	13.37%	-11.61%	-11.9%	-20.15%
2014	-3.68%	5.35%	-2.67%	0.96%	2.74%	-5.03%	9.61%	2.04%	4.60%	-1.89%	7.11%	5.81%	26.56%	-5.03%
2013	-1.41%	-0.48%	6.73%	-4.18%	-2.07%	-2.94%	-9.29%	-5.09%	-5.83%	-0.91%	-1.19%	1.44%	-23.22%	-27.71%
2012	1.87%	1.98%	-6.52%	-6.39%	16.17%	-5.79%	1.07%	0.41%	0.10%	-3.16%	-2.34%	0.62%	-3.82%	-12.49%
2011	5.22%	-2.09%	-7.07%	-2.20%	-7.43%	-9.13%	8.64%	8.79%	10.43%	-15.05%	19.73%	-10.73%	-6.66%	-25.15%
2010	-3.20%	-5.42%	9.35%	-4.61%	2.93%	-3.68%	1.41%	2.25%	11.54%	13.21%	-7.32%	11.52%	28.14%	-8.45%
2009	-3.53%	-0.11%	-11.24%	-4.68%	13.36%	-6.58%	3.35%	1.60%	0.15%	-5.52%	7.35%	-1.88%	-9.66%	-18.47%
2008	7.82%	22.84%	-6.53%	-7.33%	7.35%	1.63%	-5.85%	7.83%	14.68%	34.13%	7.32%	5.23%	120.75%	-13.38%
2007	0.55%	-2.23%	3.51%	3.59%	-2.66%	6.93%	0.58%	-4.45%	7.97%	-1.08%	6.87%	-2.25%	17.58%	-4.45%
2006	6.10%	-2.08%	0.34%	1.60%	2.21%	-5.23%	-6.01%	-1.27%	2.45%	-0.50%	1.84%	1.21%	0.03%	-12.06%
2005	-6.85%	3.88%	-2.00%	-4.27%	0.03%	0.67%	-1.82%	-8.19%	1.91%	2.55%	4.12%	5.03%	-5.82%	-17.6%
2004	5.65%	5.77%	0.72%	-8.03%	-10.36%	-8.07%	-4.92%	-7.94%	2.54%	-1.97%	-1.47%	-0.40%	-26.35%	-34.56%
2003	4.35%	6.22%	-12.10%	3.73%	12.26%	-12.09%	6.06%	3.60%	-1.18%	8.83%	-5.26%	6.13%	18.5%	-12.1%
2002	1.78%	-6.77%	1.46%	0.57%	1.25%	13.42%	7.53%	0.61%	5.53%	-12.31%	-2.48%	2.50%	11.27%	-14.48%
2001	5.32%	-4.46%	14.02%	0.44%	0.23%	2.22%	1.79%	3.97%	9.66%	2.42%	-7.53%	-3.69%	24.98%	-10.94%
2000				-0.04%	-2.92%	-1.14%	-0.87%	0.54%	-2.59%	3.11%	0.71%	8.19%	4.64%	-6.86%

Annual Performance

Years	2000	2001	2002	2003	2004	2005
ROR	4.64%	24.98%	11.27%	18.50%	-26.35%	-5.82%
Max DD	-6.86%	-10.94%	-14.48%	-12.10%	-34.56%	-17.60%

Years	2006	2007	2008	2009	2010	2011
ROR	0.03%	17.58%	120.75%	-9.66%	28.14%	-6.66%
Max DD	-12.06%	-4.45%	-13.38%	-18.47%	-8.45%	-25.15%

Years	2012	2013	2014	2015	2016	2017
ROR	-3.82%	-23.22%	26.56%	-11.90%	-19.40%	-10.44%
Max DD	-12.49%	-27.71%	-5.03%	-20.15%	-25.61%	-12.12%

Years	2018	2019	2020	2021	2022	2023
ROR	6.65%	6.49%	12.38%	0.05%	16.47%	0.28%
Max DD	-4.86%	-6.09%	-7.83%	-12.18%	-10.53%	-11.45%

Years	2024	2025 YTD
ROR	13.09%	0.43%
Max DD	-10.05%	-0.05%

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

VAMI, Assets under Management & Worst Drawdown

Monthly Returns

Accounting Notes:

The performance listed is based on the performance of an exempt pool (L&E Investment Group, L.P. is an exempt pool under CFTC rule 4.13). This pool trades in Futures Program that was created and operated by Scot Lowry. The capsule shows only the performance of the Futures Program. The account was funded with an initial amount of $210,000 actual and $290,000 of notional funds ($500,000 nominal). In November 2001 when the actual funds reached 393,000 an additional notional amount was added of $250,000 bringing the total account to approximately 933,000 (at that point). On January 1, 2004 $360,000 of notional funding was added, bringing the total notional funding to $900,000. On August 1, 2008 the notional funding was reduced by $300,000 bringing the total notional funding level to $600,000.

RISK DISCLOSURE

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS, FOREIGN EXCHANGE ('FOREX') AND/OR CRYPTOCURRENCIES IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.

THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.

AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.