Tracking CTAs since 1994
Turk Capital LLC
US Market Hedge Strategy
Principal(s): Peter Turk, Minyi Chen & Chad Comiteau%
Strategy: Systematic / Stock Index
Investment Restrictions: 4.7 Exempt - QEPs Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
The Turk Capital Market Hedge Strategy (the "Strategy") is a managed futures program. Investors will benefit from one of four potential S&P 500 Future positions: 100% short, flat, 100% long or 100% long. The Strategy does not employ any other positions or use any other instruments.
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PETER TURK is the Managing Member of Turk Capital. Mr. Turk was Global Head of Fixed Income Sales at State Street. He has also served as a Managing Director in Merrill Lynch's Fixed Income Currency and Commodities division and JP Morgan's Currency and Commodities group. Mr. Turk has extensive experience in rates, currencies, equities, and equity derivatives. He has been an active investment professional for more than 17 years.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.74% | -0.67% | – | – | – | – | – | – | – | – | – | – | 0.07% | -0.67% |
| 2024 | 0.02% | 1.35% | 0.77% | -2.50% | 2.66% | 1.73% | 0.33% | 0.39% | 0.50% | -0.64% | 1.97% | -1.17% | 5.43% | -2.50% |
| 2023 | 2.23% | -1.22% | 1.18% | 0.42% | -0.06% | 2.42% | 1.13% | -1.02% | -2.40% | -1.17% | 4.19% | 2.07% | 7.84% | -4.53% |
| 2022 | -2.37% | -1.34% | 1.07% | -3.34% | -0.05% | -2.86% | 3.48% | -1.85% | -3.99% | 2.10% | 1.91% | -2.60% | -9.71% | -10.91% |
| 2021 | -0.46% | 0.83% | 1.55% | 2.29% | -0.06% | 0.65% | 0.64% | 1.25% | -3.30% | 3.71% | -0.41% | 1.93% | 8.79% | -3.30% |
| 2020 | -0.19% | -4.27% | -6.02% | 1.91% | 0.69% | 0.08% | 1.51% | 2.05% | -1.30% | -0.87% | 3.14% | 1.09% | -2.55% | -10.20% |
| 2019 | 4.04% | 1.52% | 0.79% | 1.59% | -4.58% | 4.86% | 0.43% | -1.46% | 1.24% | 0.58% | 1.11% | 1.05% | 11.41% | -4.58% |
| 2018 | 2.17% | -0.91% | -2.22% | 0.03% | 1.58% | 0.25% | 2.58% | 1.80% | 0.02% | -3.96% | 0.55% | -2.46% | -0.79% | -5.81% |
| 2017 | 0.08% | 0.45% | -0.18% | 0.64% | 0.78% | 0.24% | 1.23% | -0.04% | 1.22% | 1.45% | 1.35% | 0.30% | 7.77% | -0.18% |
| 2016 | -6.55% | -0.07% | 4.86% | 0.44% | -0.98% | 0.24% | -2.62% | -0.15% | 1.07% | -0.73% | -3.19% | -0.66% | -8.41% | -8.41% |
| 2015 | – | – | – | – | – | – | – | – | – | – | – | -0.01% | -0.01% | -0.01% |
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.>
Risk Disclosure
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.
AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.