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

[crgarcia]

You only state percentages of profit/loss?

 

[gnome]

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.

 

[GammaTheta]

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.

 

[trader07]

You geometrically link the returns before and after cash flows, and then annualize that number.

See http://www.russell.com/ca/Investor_Services/Personal_Rate_of_Return.asp

Also see
http://www.spauldinggrp.com/Mar08NL.pdf

 

[jsyyap]

compute using Time Weighted Rate of Return. This method factors in contributions and withdrawals into the fund.

 

[88888888]

The above mentioned calculations are still complicated. Is there a simpler way and acceptable by NFA/CFTC?