Doherty Advisors LLC : Orion Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 16.07% Sep Performance 1.74% Min Investment $ 1,000k Mgmt. Fee 0.85% Perf. Fee 0% Annualized Vol 10.13% Sharpe (RFR=1%) 0.88 CAROR 9.80% Assets $ 5.0M Worst DD -10.77 S&P Correlation 0.98 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since6/2015 Orion 1.74 1.82 16.07 3.57 38.32 - - 49.92 S&P 500 1.72 1.19 18.74 2.15 35.89 - - 42.82 +/- S&P 500 0.02 0.63 -2.67 1.43 2.43 - - 7.11 Strategy Description SummaryThis long equity replacement strategy is designed to solve a problem for investors that has haunted them for decades‐ Why can’t my equity mangers or long/short equity managers ever keep up with the S&P 500 consistently over long stretches of time? This has been a huge source of frustration... Read More Account & Fees Type Fund Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0.85% Performance Fee 0% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1200 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD Worst Peak-to-Trough Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 100.00% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Option-spreads 50.00% Spreading/hedging 50.00% Composition Stock Indices 100.00% SummaryThis long equity replacement strategy is designed to solve a problem for investors that has haunted them for decades‐ Why can’t my equity mangers or long/short equity managers ever keep up with the S&P 500 consistently over long stretches of time? This has been a huge source of frustration for investors for decades, but even more so from 2006‐ present day.Investment StrategyOur theory on the markets has ALWAYS been, “We can’t ever pretend to know what the equity market direction will be.” Thus why attempt to predict it? * We use sound math and consistent/ repeatable portfolio template, to take advantage of behavioral finance/ psychology * The option structures that we put in place on the S&P 500, are consistent and repeatable * Ultra high level of confidence in return stream given different market scenarios Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward 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: 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 -10.77 3 4 9/1/2018 12/1/2018 -6.02 2 3 11/1/2015 1/1/2016 -5.97 2 1 7/1/2015 9/1/2015 -5.29 1 2 4/1/2019 5/1/2019 -4.62 2 4 1/1/2018 3/1/2018 -1.62 2 1 8/1/2016 10/1/2016 -1.10 1 1 7/1/2019 8/1/2019 -0.67 1 1 1/1/0001 6/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 27.67 15 11/1/2016 1/1/2018 14.12 4 1/1/2019 4/1/2019 13.33 7 2/1/2016 8/1/2016 11.14 6 4/1/2018 9/1/2018 7.48 2 10/1/2015 11/1/2015 6.73 2 6/1/2019 7/1/2019 1.86 1 11/1/2018 11/1/2018 1.74 1 9/1/2019 9/1/2019 1.67 1 7/1/2015 7/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -7.59 1 12/1/2018 12/1/2018 -6.02 2 12/1/2015 1/1/2016 -5.97 2 8/1/2015 9/1/2015 -5.29 1 5/1/2019 5/1/2019 -5.20 1 10/1/2018 10/1/2018 -4.62 2 2/1/2018 3/1/2018 -1.62 2 9/1/2016 10/1/2016 -1.10 1 8/1/2019 8/1/2019 -0.67 1 6/1/2015 6/1/2015 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods52.0050.0047.0041.0035.0029.0017.00 Percent Profitable75.0078.0087.2397.56100.00100.00100.00 Average Period Return0.822.505.2711.2018.2425.8239.34 Average Gain2.084.266.3811.5018.2425.8239.34 Average Loss-2.94-3.77-2.32-0.86 Best Period7.3610.7914.0021.6326.5942.3652.44 Worst Period-7.59-10.77-5.02-0.868.0015.7228.22 Standard Deviation2.924.304.365.435.525.996.15 Gain Standard Deviation1.812.613.395.145.525.996.15 Loss Standard Deviation2.353.041.89 Sharpe Ratio (1%)0.250.521.091.883.033.975.90 Average Gain / Average Loss0.711.132.7413.32 Profit / Loss Ratio2.124.0118.75532.92 Downside Deviation (10%)2.022.721.871.23 Downside Deviation (5%)1.892.331.180.30 Downside Deviation (0%)1.852.231.030.13 Sortino Ratio (10%)0.210.471.495.06 Sortino Ratio (5%)0.390.974.0334.17 Sortino Ratio (0%)0.441.125.0983.07 Top Performer Badges Index Award Type Rank Performance Period Discretionary Trader Index Month 5 3.01 4/2019 Stock Index Trader Index Month 5 3.01 4/2019 Stock Index Trader Index Month 6 2.50 2/2019 Stock Index Trader Index Month 6 2.50 2/2019 Stock Index Trader Index Month 6 2.50 2/2019 Discretionary Trader Index Month 6 2.50 2/2019 Discretionary Trader Index Month 6 2.50 2/2019 Discretionary Trader Index Month 6 2.50 2/2019 Stock Index Trader Index Month 5 2.50 2/2019 Discretionary Trader Index Month 6 2.50 2/2019 Stock Index Trader Index Month 2 6.32 1/2019 Discretionary Trader Index Month 2 6.32 1/2019 IASG CTA Index Month 5 6.32 1/2019 Discretionary Trader Index Month 10 1.86 11/2018 Stock Index Trader Index Month 10 1.86 11/2018 Stock Index Trader Index Month 2 2.60 8/2018 Discretionary Trader Index Month 3 2.60 8/2018 Discretionary Trader Index Month 6 3.58 7/2018 IASG CTA Index Month 10 3.58 7/2018 Stock Index Trader Index Month 5 3.58 7/2018 Stock Index Trader Index Month 3 2.17 5/2018 Stock Index Trader Index Month 2 4.80 1/2018 Discretionary Trader Index Month 5 4.80 1/2018 Stock Index Trader Index Month 5 2.51 11/2017 Discretionary Trader Index Month 7 2.51 11/2017 Stock Index Trader Index Month 4 1.96 10/2017 Stock Index Trader Index Month 4 1.63 9/2017 Stock Index Trader Index Month 6 1.52 7/2017 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel