Managed Futures Database, Resource & Tools

Program Details

PDFPermalink

J.D. Turner Capital, LLC 

Diversified Trend Following Strategy

Manager: Joshua Turner

Address: 1514 Cavel Rd., Rosedale, MD, 21237, U.S.A.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jan 1, 2020
AUM:$183,706
QEP:No
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$100,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:46.80%17.17%
Annual ROR:16.02%6.32%
YTD:16.49%-20.58%
1 Year:52.41%-13.88%
Alpha:
Beta:
Statistics Program S&P 500
Average Monthly Gain:8.27%4.50%
Average Monthly Loss:-12.99%-5.01%
Winning Months:2218
Losing Months:912
Current DD:5.7520.58
Max DD:48.0120.58
Sharpe Ratio (RF 1%):0.33
Annualized Std Dev:45.63

Methodology

Discretionary:10%
Systematic:90%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Option Purchase:46%
Trend Following:54%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20220.690.383.870.072.577.080.9616.49
20219.173.64-14.02-9.42-6.94-3.3218.9412.1417.80-10.954.406.5323.37
202015.3535.03-23.3821.034.430.12-18.637.851.04-0.87-29.348.902.14

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Investment Strategy:

J.D Turner Capital’s Diversified Trend Following Strategy seeks to combine traditional and modern trend following to find stronger trends and weaker correlation. The methodology offers market-neutral exposure to a broad market of commodities, interest rate, currency, and stock index futures within 17 traded markets.

Risk Management:

The system uses a systematic approach in risk management, deploying option hedging tactics, individual positions sized inversely to volatility, market correlation limits, market direction limits, and stop loss orders.

Company Info

J.D. Turner Capital LLC. (“J.D. Turner” or “Advisor”) is a limited liability company formed in Maryland on September 24, 2021 and is located at 1514 Cavel Rd. Rosedale, MD 21237. J.D. Turner Capital LLC. was registered with the Commodity Futures Trading Commission (CFTC) as a Commodity Trading Advisor (“CTA”) on October 05, 2021 and became a member of the National Futures Association (NFA) on October 06, 2021. Joshua Turner is the trading principal of J.D. Turner Capital LLC. Mr. Turner became an associated NFA member on October 06, 2021. Mr. Turner was listed as a principal of the advisor on October 05, 2021. J.D. Turner Capital LLC.

Manager Info

Joshua D. Turner is the manager of the Diversified Trend Following Strategy.

Prior to founding J.D. Turner Capital LLC, a CFTC Registered NFA member Commodities Trading Advisory firm. He has accumulated over a decade in experience with trading the markets, focused mainly on technical analysis of trend following and the study of behavioral finance and with over 10 years of technical equity trading experience. Before working in world of finance, he’s worked in the specialty chemical manufacturing sector from the age of eighteen to the age of thirty. During these years he’s developed valuable skills with managing shifting priorities, navigating through risk, and standing out as a leader in a high-pressure environment.