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! |