Dix Hills Partners

DHP Absolute Return Strategies

Year-to-Date
N/A
Minimum Investment
$ 500,000
Management Fee 1.00%
Performance Fee 20.00%
Annualized Volatility 6.44%
Sharpe (RFR=1%) 0.67
CAROR 5.22%
Assets $7,600,000
Worst Drawdown -12.90
S&P Correlation -0.21

Summary

Dix Hills Partners’ investment strategy is derived from extensive research on up to 50 years of interest rate movements in the largest global sovereign debt markets. Our investment philosophy is based on the idea that the near-term direction of interest rates may be predicted through the systematic integration of views on the macro economy (what the market should do), valuation metrics (what the market can do) and technical indicators (what the market wants to do). Over time, we’ve produced a positive alpha 60-65% of the time on a month-by-month basis. In addition, our gains in positive months are greater than our losses in negative months. Our track record includes many disparate interest rate, financial and economic environments – including tightening cycles, easing cycles, the great financial crisis and the more recent episodes of “ZIRP and QE”. While not a guarantee, our success over this dynamic period gives us confidence in our potential to continue to product positive alpha in the future.