Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Nov-2025
Print to PDF
J.D. Turner Capital, LLC - Diversified Trend Following Strategy
Trading Strategy: Trend Following / Diversified
| Performance Since January 2020 |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -1.07% | -5.25% | 0.20% | -3.81% | -0.99% | -2.88% | 0.58% | -0.16% | -4.85% | -2.00% | -6.13% | – | -23.64% | -23.64% |
| 2024 | 3.45% | 0.06% | -2.21% | 5.59% | -1.78% | 0.10% | -1.91% | 2.32% | 4.19% | -5.52% | -0.79% | -0.54% | 2.45% | -6.77% |
| 2023 | 2.67% | -1.38% | 1.61% | -1.70% | 5.56% | -7.65% | 1.59% | -1.34% | -2.89% | 4.65% | -2.79% | -0.46% | -2.83% | -10.11% |
| 2022 | 0.85% | 0.54% | 4.03% | 0.23% | 2.73% | 7.24% | 1.12% | -3.26% | 1.42% | 2.41% | -1.68% | 1.85% | 18.51% | -3.26% |
| 2021 | 9.34% | 3.81% | -13.85% | -9.25% | -6.77% | -3.15% | 19.10% | 12.30% | 17.96% | -10.79% | 4.56% | 6.69% | 25.81% | -29.41% |
| 2020 | 19.40% | 44.00% | -23.21% | 21.20% | 4.60% | 0.29% | -18.46% | 8.02% | 1.21% | -0.70% | -29.17% | 9.07% | 14.80% | -38.78% |
Program Description: J.D. Turner Capital’s Diversified Trend Following Strategy employs systematic trend-following with dynamic risk-managed exposure to a diverse range of commodities, interest rates, currencies, and stock indices within 17 traded markets.
We utilize systematic option hedging tactics to mitigate adverse price movements, reducing short-term volatility and potential drawdowns while maintaining a directional bias to capture sustained market trends. Our approach prioritizes protecting unrealized gains during favorable market conditions and adapts to evolving market dynamics.
We utilize systematic option hedging tactics to mitigate adverse price movements, reducing short-term volatility and potential drawdowns while maintaining a directional bias to capture sustained market trends. Our approach prioritizes protecting unrealized gains during favorable market conditions and adapts to evolving market dynamics.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -46.50% |
| From Feb 2020 to Jun 2021 | |
| Worst Month (Nov 2020) | -29.17% |
| Current Losing Streak | -28.81% |
| Average Monthly Return | 0.82% |
| Annualized Performance |
|
| Compound ROR (1) | 4.55% |
| Standard Deviation | 33.5% |
| Sharpe Ratio | 0.28 |
| Sterling Ratio | -0.35 |
| Calmar Ratio (3) | -0.28 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISOR'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
