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Alternative Market Briefing

2020 CTA Challenge: And the winner is AG Capital Investments

Wednesday, January 27, 2021

Laxman Pai, Opalesque Asia:

The global macro investment firm AG Capital Investments' Discretionary Global Macro Program secures the #1 spot in the 2020 CTA Challenge, beating out the other 114 participating Commodity Trading Advisor (CTA) programs for the year.

According to a press statement, AG Capital Investments finished 2020 with a more than +40% rate of return for the year and an annual standard deviation (or volatility) under 26%.

These metrics, combined with others, helped contribute to the overall success of AG's program in the 2020 CTA Challenge.

AG Capital Investments is a registered Commodity Trading Advisor that runs the Discretionary Global Macro managed futures program.

Its primary strategy is managed futures: Fundamentally-oriented, discretionary long/short investing. Discretionary approach, straddling the boundary of trading and investing. The fundamental analysis is used to determine directional exposure.

The Company invests using fundamental, long-short strategies across equity, fixed income, currency, and commodity markets.

Asim Ghaffar founded AG Capital in 2014. He has a background in economics, strategy, and investment consulting, as well as futures trading and risk management. Most recently, he worked as an investment consultant in Cambridge Associates, LLC's Boston office, where he advised foundations, universities, private clients, and insurance groups in the U.S. ranging in size from $100 million to $20 billion.

The CT......................

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