Turk Capital LLC : Turk Capital Tactical Strategy

Year-to-Date
11.48%
Jun Performance
1.35%
Min Investment
$ 100k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
6.67%
Sharpe (RFR=1%)
3.83
CAROR
-
Assets
$ 1.3M
Worst DD
-0.09
S&P Correlation
0.72

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Jun Qtr YTD 1yr 3yr 5yr 10yr Since
2/2021
Turk Capital Tactical Strategy 1.35 6.34 11.48 - - - - 11.48
S&P 500 2.22 8.17 18.13 - - - - 12.76
+/- S&P 500 -0.87 -1.83 -6.65 - - - - -1.28

Strategy Description

Investment Strategy

By Adding Tactical Risk Management and Trading to the Turk Capital Strategy we are able to derive greater real time information from our model and better differentiate among the more attractive, neutral, and less attractive opportunities. The Key to the tactical approach... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 50k
CTA Max Funding Factor 2.00
Management Fee 1.00%
Performance Fee 20.00%
Average Commission $6.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency 300 RT/YR/$M
Avg. Margin-to-Equity 20%
Targeted Worst DD -10.00%
Worst Peak-to-Trough 15.00%
Sector Focus Stock Index Traders

Holding Periods

Over 12 Months 0%
4-12 Months 20.00%
1-3 Months 45.00%
1-30 Days 35.00%
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Other
100.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Investment Strategy

By Adding Tactical Risk Management and Trading to the Turk Capital Strategy we are able to derive greater real time information from our model and better differentiate among the more attractive, neutral, and less attractive opportunities. The Key to the tactical approach is that positions are more frequently re-weighted to reflect the attractiveness of the current environment. The Turk Capital Tactical Strategy (the “Strategy”) is a managed futures program. Positions range from 100% short to 200% long S&P 500 futures. The Strategy does not employ any other positions or use any other instruments.

Risk Management

Stops

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
Average RoR:
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Average Gain:
Gain Deviation:
Risk
Standard Deviation:
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Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-0.09 1 1 4/1/2021 5/1/2021
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Consecutive Gains

Run-up Length (Mos.) Start End
10.10 3 2/1/2021 4/1/2021
1.35 1 6/1/2021 6/1/2021
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Consecutive Losses

Run-up Length (Mos.) Start End
-0.09 1 5/1/2021 5/1/2021
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Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.