Doherty Advisors LLC : Orion

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

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 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

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%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

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 for investors for decades, but even more so from 2006‐ present day.

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

   

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:
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
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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
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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.