Year-to-Date
N/A
Minimum Investment
$ 1,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 6.92%
Sharpe (RFR=1%) 1.28
CAROR 10.04%
Assets $13,500,000
Worst Drawdown -6.40
S&P Correlation 0.72

Summary

The absolute return Doherty ‐ Compass Program allocates equally to Doherty's three existing strategies: Relative Value Growth program (track‐record >14 years), Grey Swan Equity Hedge (track‐record >6 years), and Orion (long equities). The allocation matrix remains constant.