How do you handle withdrawals/deposits in your track record?

Discussion in 'Professional Trading' started by crgarcia, Apr 22, 2008.

  1. You only state percentages of profit/loss?
  2. One way to do it is like the mutual funds. Convert your assets to "units". Then when you withdraw/deposit cash, you do so via units and your performance is unchanged.
  3. This is what I do as a CTA and the NFA has never had a problem with it.

    (amount invested/days in month)*days left.

    For deposits take that sum and add it to your beginning balance and for withdrawals take that sum and subtract it from your beginning balance.
  4. jsyyap


    compute using Time Weighted Rate of Return. This method factors in contributions and withdrawals into the fund.
  5. The above mentioned calculations are still complicated. Is there a simpler way and acceptable by NFA/CFTC?