Doherty Advisors LLC : Orion

Year-to-Date: N / A
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

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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	Since 6/2015
Orion	1.74	-	-	-	18.99	47.06	-	49.92
S&P 500	1.72	-	-	-	35.89	49.39	-	56.88
+/- S&P 500	0.02	-	-	-	-16.90	-2.33	-	-6.96

Strategy Description

Summary

This 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%

Summary

Investment Strategy

Our 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

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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:

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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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year
Number of Periods	52.00	50.00	47.00	41.00	35.00	29.00	17.00
Percent Profitable	75.00	78.00	87.23	97.56	100.00	100.00	100.00
Average Period Return	0.82	2.50	5.27	11.20	18.24	25.82	39.34
Average Gain	2.08	4.26	6.38	11.50	18.24	25.82	39.34
Average Loss	-2.94	-3.77	-2.32	-0.86
Best Period	7.36	10.79	14.00	21.63	26.59	42.36	52.44
Worst Period	-7.59	-10.77	-5.02	-0.86	8.00	15.72	28.22
Standard Deviation	2.92	4.30	4.36	5.43	5.52	5.99	6.15
Gain Standard Deviation	1.81	2.61	3.39	5.14	5.52	5.99	6.15
Loss Standard Deviation	2.35	3.04	1.89
Sharpe Ratio (1%)	0.25	0.52	1.09	1.88	3.03	3.97	5.90
Average Gain / Average Loss	0.71	1.13	2.74	13.32
Profit / Loss Ratio	2.12	4.01	18.75	532.92
Downside Deviation (10%)	2.02	2.72	1.87	1.23
Downside Deviation (5%)	1.89	2.33	1.18	0.30
Downside Deviation (0%)	1.85	2.23	1.03	0.13
Sortino Ratio (10%)	0.21	0.47	1.49	5.06
Sortino Ratio (5%)	0.39	0.97	4.03	34.17
Sortino Ratio (0%)	0.44	1.12	5.09	83.07

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Stock Index Trader Index	Month	8	1.74	9/2019
Discretionary Trader Index	Month	5	3.01	4/2019
Stock Index Trader Index	Month	5	3.01	4/2019
Discretionary Trader Index	Month	6	2.50	2/2019
Stock Index 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
Stock Index Trader Index	Month	5	3.58	7/2018
IASG CTA Index	Month	10	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.

^#8

Top Performer

STOCK INDEX TRADER INDEX

SEPTEMBER
2019

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Doherty Advisors LLC : Orion

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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Doherty Advisors LLC : Orion

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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