Definition of Annualized Compound Rate of Return

Excerpts from "Building Wealth with Managed Futures"

Annual Compound Rate of Return "...The higher the Rate of Return, the great the historical annual rate of performance." … page 59

Detailed information on this and other statistical performance measurements used by the managed futures industry to evaluate CTA performance can be found in Building Wealth with Managed Futures.      To Purchase

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                                                                                                                                                    (1 / Number of months)
Monthly Annualized Compound ROR = (Ending VAMI / Beginning VAMI)
- 1

Annualized Compound ROR = (1 + Monthly Compound ROR) 12 - 1