Dominion Capital

Sapphire Program

Year-to-Date
N/A
Minimum Investment
3,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 9.38%
Sharpe (RFR=1%) 0.31
CAROR 3.52%
Assets 35,000,000
Worst Drawdown -17.32
S&P Correlation -0.07

Summary

The Investment strategies of the Dominion Sapphire Program are unique in their time orientation, market exposure, and in the underlying principles that drive the approach. Day to day trading is governed by proprietary trading models that seek to capture short-term price momentum that is either directional or mean reverting. The short term time horizon allows us to: react nimbly to changing market conditions and volatility; maintain a relatively low open trade exposure( both in margin and leverage); enter and exit the market at consistently different times than our peer group; and find opportunity during market conditions that hurt other strategies ( major trend reversals, sudden changes in interest rate policy, and downside volatility in global equity markets). The program currently trades a globally diversified portfolio of stock index, currency, interest rate, and commodity markets. Dominion's investment programs are designed primarily to diversify multi-manager, multi-strategy investment portfolios, as its return profile is intrinsically non-correlated to both traditional and alternative investment exposure. As a divergent trading strategy, Dominion specializes in exploiting short term inefficiencies in global markets, adding a tactical trading component to market neutral or equity hedged strategies, while also remaining non-correlated to other divergent strategies. Dominion uses exchange-traded derivatives and other cash markets as liquidity, transparency and efficient use of capital play a key role in the investment philosophy.