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Q: Managed Futures Industry Overall Performance ( No Answer,   0 Comments )
Question  
Subject: Managed Futures Industry Overall Performance
Category: Business and Money > Finance
Asked by: robito-ga
List Price: $70.00
Posted: 23 Sep 2005 15:15 PDT
Expires: 03 Oct 2005 09:23 PDT
Question ID: 571802
Hi,

I need to create a graph showing the performance of a cross section of
the managed futures industry. Namely: individual CTA's (Commodity
Trading Advisor) performance, hedge funds, and mechanical trading
systems.
I would like the information arranged as a table with the following headings:

Company
Annualized Rate of Return
Maximum Drawdown (Maximum Peak to Valley Equity loss as a percentage of capital)
# of Winning Trades
# of Losing Trades
% Win 
% Loss
Initial Capital Recomended

I only need three recrds for each area (mechanical, technical, etc)
and if there is some overlap that's fine.  So about 12-14 in total.The
results from each of the different areas I would like culled down to
the following ranges:  Good, Average, and Bad.

Bad being a fund, CTA, system etc that LOST money, Average being one
that made 1-10% a year, and Good being 10-20% a year.

If you can't find exactly three that are clearly defined as being part
of the mentioned identifiable areas, that is fine.  I am going for a
general overview of the managed futures industry.

Thank you so much!
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