The Coquest Call: 2021 CTA Challenge – Registration Period Closes: December 4, 2020
Registration is now open! Commodity Trading Advisors (CTAs) who are interested in participating in the 2021 CTA Challenge should contact Coquest now to get your program registered. The registration period closes December 4th, 2020.
Of the 115 programs in the 2020 CTA Challenge, we have seen performance range from -53% to +69% ROR since January 1st (gross performance numbers) as of the end of September. Just like the futures market prices, the performance moves for CTA managed futures programs have been all over the place. The unpredictable nature of market price moves, both in direction and size, require CTAs to employ hefty risk controls if they want to protect their customers from large losses in the investment accounts.
In the CTA Challenge, we take a risk-adjusted approach to analyzing and ranking CTA programs to ensure we are evaluating performance and risk numbers achieved as well as performance and risk exposures. We are evaluating “what actually happen” and also looking at “what could have happened.”
For more information on the challenge, click here.