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Ascent Capital Management CTA Report
Report Start Date: Jan-2024 - Report End Date: Oct-2024
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Report Start Date Report End Date

Crescent Bay Capital Management, Inc. / Premium Alpha
Accepting New Investors: Yes Options, Option Spreads, Trends, Hedging Overlays / E-mini S&P


Prop Trading from January 2024 through July 2024. Customer Trading from August 2024.

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2024-0.83% 2.39% 1.15% 2.57% 1.70% 1.98% -1.77% 0.15% 1.77% -1.07%  

 2024 YTD
ROR8.22%
Max DD-1.77%

The Notes Below Are An Integral Part of this Report

Program Description: KEY HIGHLIGHTS


Ascent Capital Management CTA Report
Report Start Date: Jan-2024 - Report End Date: Oct-2024
Please wait for your Report to Fully Load Print to PDF



Time Window Analysis
Length Best Average Worst
1 mo 2.6% 0.8% -1.8%
3 mo 6.4% 3% 0.1%
6 mo 9.3% 6.5% 2.7%
Historical Drawdown and Recoveries***
Start Depth Length Recovery End
Jul-24 -1.77% 1 mo 2 mo Sep-24
Oct-24 -1.07% 1 mo 0 mo n/a
Jan-24 -0.83% 1 mo 1 mo Feb-24

Comparisons                                        ProgramAG CTA Index SP 500 TR
Annualized Compound ROR 9.94%4.02%25.67%
Cumulative Return 8.22%3.34%20.97%
Cumulative VAMI (5) 108210331210
Largest Monthly Gain 2.57%2.17%5.34%
Largest Monthly Loss -1.77%-1.03%-4.08%
Correlation —0.5200.186
Last 12 Months 8.22%5.38%38.01%
Last 36 Months 8.22%11.46%29.81%

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PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE ARE NO GUARANTEES OF PROFIT. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION TO INVEST SOLELY ON THE PAST PERFORMANCE PRESENTED HEREIN.
Ascent Capital Management
311 S. Wacker Drive - Suite 600 * Chicago, IL 60606
Office: 312-283-3350 Email: [email protected] | Web Address: http://www.ascentcm.com


Ascent Capital Management CTA Report
Report Start Date: Jan-2024 - Report End Date: Oct-2024
Please wait for your Report to Fully Load Print to PDF



+ NOTES: Prop Trading from January 2024 through July 2024. Customer Trading from August 2024.

** The drawdown begins in the month listed as start. The length in months of the drawdown is listed under length. The recovery begins in the following month, and the length of the recovery period is listed under recovery. The date listed as end is the month that the program recovered from the drawdown.

Please note that the monthly performance numbers, ROR and Drawdowns are based on end of month values and are not reflective of intramonth volatility.

Statistical Notes

1. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % loss over the period of 2024-01-31 to 2024-10-31

2. ROR calculations are not provided when there are less than 12 data points.

3. Calmar Ratio Uses last 36 months of Data

ROR = Rate of Return

AG CTA Index: The Autumn Gold CTA Index is a Non-Investable Index comprised of the client performance of all CTA programs included in the AG database and does not represent the complete universe of CTAs. CTA programs with proprietary performance are not included. Monthly numbers are updated until 45 days after the end of the month. Investors should note that it is not possible to invest in this index.

SP 500 TR: The S&P 500 indices are designed to reflect all sectors of the U.S. equity markets. The S&P 500 includes 500 blue chip, large cap stocks, which together represent about 75% of the total U.S. equities market. Companies eligible for addition to the S&P 500 have market capitalization of at least US$3.5 billion. The TR Index accounts for the reinvestment of dividends.

This report has been prepared from information provided by the Trader and is believed to be reliable. This report should be read in conjunction with the Trader's Disclosure Document.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THERE IS AN UNLIMITED RISK OF LOSS IN SELLING OPTIONS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES AND OPTIONS IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. AN INVESTOR MUST READ AND UNDERSTAND THE MANAGER'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING.

Ascent Capital Management
311 S. Wacker Drive - Suite 600 * Chicago, IL 60606
Office: 312-283-3350 Email: [email protected] | Web Address: http://www.ascentcm.com