2020 CTA Challenge Top 5

Discretionary Global Macro Program

Methodology: [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=methodology]
Strategy: [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=strategy]
Sub-Strategy: [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=sub_strategy]
Market Focus: [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=market_focus]

Strategy Description

[ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=strategy_description]

General Information

Management Fee: [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=prformattedint field=management_fee]
Incentive Fee: [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=performance_fee]
Strategy AUM: [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=manager_assets]
Firm AUM: [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=strategy_assets]
Typical Trade Duration:  [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=typical_trade_duration]
Round Turns per Million:  [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=rt_per_million]
Typical Margin-to-Equity: [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=margin_equity_ratio]
Managed Account Minimum: [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=managed_account_minimum]

Performance Statistics

Date Range: [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=first_date] – [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=last_date]
Annualized ROR: [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=annualized_ror]
Standard Deviation: [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=std_dev]
Maximum Drawdown: [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=max_drawdown]
Sharpe Ratio (0% RFR): [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=sharpe_ratio]
Correlation to S&P 500: [ctrprograminfo firm_id=27226 program_id=32109 source=ctr output=formatted field=snp_correlation]

Performance Comparison

Date Range: 02/05 – 12/20

performance chart 32109

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

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Disclosures

This Report was prepared by Coquest Advisors and is furnished to the recipient for informational purposes only and should not be construed as a solicitation to invest with the commodity trading advisor (“CTA”) described herein. The information in this Report is qualified in its entirely and limited by reference to the CTA’s Disclosure Document. The information contained in this report is privileged and confidential and may not be reproduced or circulated to any person without the prior written consent of Coquest Advisors. Efforts are made to verify the accuracy of the information provided in this report, but the data cannot be guaranteed to be reliable at all times.