Doherty Advisors: Best Single Sector CTA

Best Single Sector CTA

Doherty Advisors

Doherty Advisors, LLC is a New York based money manager founded in 2003 and specializing in trading options and futures in liquid exchange markets. The firm's goal is to provide investors with attractive and consistent risk-adjusted absolute returns. Our six person team has over 100 years of options trading experience, managing $392 million.

We offer three S&P based programs:

Relative Value (RV) - an absolute return market-neutral strategy

Grey Swan - an equity tail risk hedge

Relative Value Plus (RVP) - a hybrid of the above two, which makes it a protection and return strategy. 

Relative Value Growth is a core uncorrelated, non-directional, diversifying source of absolute return for a variety of portfolios and investors. Relative Value Growth is a discretionary S&P based program that employs a repeatable, mathematical investment process that is agnostic both to markets and volatility. Using a mathematical framework combined with rigorous risk management and Bob Doherty's deep understanding from 26+years of options trading experience, Relative Value seeks to identify and exploit inefficiencies between various strike prices on both the put and call skew.

RV Growth has annualized at 15% over its nearly 12 year track, remaining profitable in 85% of all months since inception, creating a steady alpha stream that has historically out-performed the S&P as well as L/S equity, relative value and CTA indices.