Risk of Losing More than Investment with a CTA?

Discussion in 'Trading' started by Corso482, Jul 5, 2005.

  1. Actually, there is a similar type of pure commodity fund listed on IASG that has a similar type of volatility of returns. I think the fund had a drawdown of 65% in the first 3-4 months of this year and then had a couple of bang out months. Its hard for me to believe that these guys will leverage up that much in a market that can become extremely illiquid and inaccessible at times.
    #11     Jul 14, 2005
  2. I think he meant MER (Margin/Equity Ratio).

    MAR = CAGR / MaxDD
    #12     Jul 14, 2005
  3. You still get the tax break
    #13     Jul 14, 2005
  4. Yes, but can they actually collect from your personal assets? How can they get at your personal assets if you are incorporated?
    #14     Jul 14, 2005