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Ascent Capital Management CTA Report
Report Start Date: Jan-2019 - Report End Date: Sep-2024
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Report Start Date Report End Date

Parizek Capital Inc. / Futures Trading Program
Accepting New Investors: Yes Systematic LT Trend Following


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

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
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%
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%
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%
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%
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%
2024 -2.73% 9.95% 9.75% 4.66% -6.27% -0.58% 0.49% 0.92% 0.56%  

 201920202021202220232024 YTD
ROR6.49%12.38%0.05%16.47%0.28%16.74%
Max DD-6.09%-7.83%-12.18%-10.53%-11.45%-6.81%

The Notes Below Are An Integral Part of this Report | Track Record Compiled By: Futures Accounting & Compliance

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

Investment Information
Program Start Date Apr-2000
Minimum Investment 1,000,000
Management Fee 2.00%
Incentive Fee 20.00%
Margin 18%
Round Turns per Million 1,500
Currency US Dollars
NFA No: #0371845
Trading Strategy       Market Segment      

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Program Statistics
Peak-to-Valley Drawdown (1) (Apr 2022 - Aug 2023) -20.78%
Worst Monthly Return (May 2024) -6.27%
Current Losing Streak -4.97%
Average Monthly Return 0.79%
Annualized Statistics
Annualized Compounded ROR (2) 8.90%
Standard Deviation 13.92%
Sharpe Ratio (4) 0.61
36 Month Calmar Ratio (3) 0.45
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-2019 - Report End Date: Sep-2024
Please wait for your Report to Fully Load Print to PDF



Time Window Analysis
Length Best Average Worst
1 mo 10% 0.8% -6.3%
3 mo 26.3% 2.6% -7.8%
6 mo 30.4% 5.3% -10.5%
12 mo 33.2% 9.6% -17.3%
18 mo 40% 13.1% -13.7%
24 mo 50.2% 18.6% -5.4%
36 mo 53.3% 29% 10.8%
Historical Drawdown and Recoveries***
Start Depth Length Recovery End
May-22 -20.78% 16 mo 7 mo Mar-24
May-21 -12.18% 8 mo 3 mo Mar-22
Apr-20 -7.83% 3 mo 4 mo Oct-20
May-24 -6.81% 2 mo 3 mo n/a
Sep-19 -6.09% 2 mo 5 mo Mar-20
Jan-19 -4.59% 1 mo 3 mo Apr-19

Comparisons                                        ProgramAG CTA Index
Annualized Compound ROR 8.90%5.16%
Cumulative Return 63.26%33.53%
Cumulative VAMI (5) 16331335
Largest Monthly Gain 9.95%2.99%
Largest Monthly Loss -6.27%-1.42%
Correlation —0.496
Last 12 Months 29.68%6.41%
Last 36 Months 31.07%14.08%

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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-2019 - Report End Date: Sep-2024
Please wait for your Report to Fully Load Print to PDF



+ 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.

** 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 2019-01-31 to 2024-09-30

2. The Annualized Compounded ROR is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth.

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.

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