Ascent Capital Management CTA Report
Report Start Date: Aug-2024 - Report End Date: May-2025
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Paraimbal, LLC / Paraimbal
Accepting New Investors: Yes Global Macro Strategy


Client Net Return. Proprietary trading commenced in August 2021 and is not included in this performance record.
For information regarding proprietary performance please contact Asseged Major at amajor@paraimbal.com

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2024  0.15% -2.45% 9.61% -0.10% -5.36%
2025 4.82% 5.96% 0.00% 0.00% 0.00%  

 20242025 YTD
ROR1.24%11.07%
Max DD-5.45%0.00%

The Notes Below Are An Integral Part of this Report

Program Description: Paraimbal applies a Global Macro Strategy. Paraimbal Strategy will buy and sell Futures Contracts and Options on Futures Contracts to receive exposure in a wide variety of Assets in the account, such as Stock Indexes, Bonds, Commodities, Currencies. Paraimbal ​​seeks absolute returns. Whether the Financial Markets and Economies are Up, Down, Sideways, there is Potential for Paraimbal to be in Positive Investment Return, regardless of the General Financial Markets & Economic conditions.

Paraimbal's Investment Strategy is to exploit the Inter-Connected Imbalances that fit with High Probability Outcomes. As a Result, Generally there is between 3 to 6 Investment Trade Positions taken in a year. Time Frame of Holding Positions can be between 1 Day, 3 Months to 9 Months or more. Generally, over 90 % of the Time Frame for Holding Positions will be between 3 to 6 Months.

Investment Information
Program Start Date Aug-2024
Minimum Investment 100,000
Management Fee 2.00%
Incentive Fee 20.00%
Margin 5% - 25%
Round Turns per Million 0
Currency US Dollar
NFA No: #0556413
Trading Strategy       Market Segment      

A S O N D J F M A M VAMI, AUM & Worst Drawdown (since Aug 2024)$800$0 $880$960$1,040$1,120$1,200$0.1 $0.2 $0.3 $0.4 $0.5 2025 $1,000 $1,071 $1,013 VAMIAssets in Millions Assets Under ManagementVAMI (Red Line Indicates Max Drawdown)

Program Statistics
Peak-to-Valley Drawdown (1) (Oct 2024 - Dec 2024) -5.45%
Worst Monthly Return (Dec 2024) -5.36%
Current Losing Streak 0.00%
Average Monthly Return 1.26%
Annualized Statistics
Annualized Compounded ROR (2) N/A%
Standard Deviation 15.05%
Sharpe Ratio (4) 0.94
36 Month Calmar Ratio (3) N/A
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: info@ascentcm.com | Web Address: http://www.ascentcm.com


Ascent Capital Management CTA Report
Report Start Date: Aug-2024 - Report End Date: May-2025
Please wait for your Report to Fully Load Print to PDF



Time Window Analysis
Length Best Average Worst
1 mo 9.6% 1.3% -5.4%
3 mo 11.1% 4.8% -0.9%
6 mo 15.1% 8.7% 5%
Historical Drawdown and Recoveries***
Start Depth Length Recovery End
Nov-24 -5.45% 2 mo 2 mo Feb-25
Sep-24 -2.45% 1 mo 1 mo Oct-24

Comparisons                                        ProgramAG CTA Index SP 500 TR
Annualized Compound ROR 15.12%-1.58%10.01%
Cumulative Return 12.45%-1.32%8.28%
Cumulative VAMI (5) 11249871083
Largest Monthly Gain 9.61%0.91%6.29%
Largest Monthly Loss -5.36%-1.29%-5.63%
Correlation —-0.504-0.046
Last 12 Months 12.45%-1.71%13.53%
Last 36 Months 12.45%6.08%49.78%

A S O N D J F M A M Growth of $1,000 VAMI - Program vs. Benchmarks (since Aug 2024)$800$880$960$1,040$1,120$1,200 2025 $1,000 VAMI ProgramAG CTA IndexSP 500 TR

A S O N D J F M A M Monthly Returns (since Aug 2024)-8%-4%4%8%12%2024 2025 0% Month/Year
< -10-10 to -8-8 to -6-6 to -4-4 to -2-2 to 00 to 22 to 44 to 66 to 88 to 10> 10Distribution of Returns (since Aug 2024)0 Mos.1 Mos.2 Mos.3 Mos.4 Mos.5 Mos. Percent Return
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: info@ascentcm.com | Web Address: http://www.ascentcm.com


Ascent Capital Management CTA Report
Report Start Date: Aug-2024 - Report End Date: May-2025
Please wait for your Report to Fully Load Print to PDF



+ NOTES: Client Net Return. Proprietary trading commenced in August 2021 and is not included in this performance record.
For information regarding proprietary performance please contact Asseged Major at amajor@paraimbal.com

** 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 2024-08-31 to 2025-05-31

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: info@ascentcm.com | Web Address: http://www.ascentcm.com