SMA-FANG


YTD
27.02%
1YR
41.91%
SI (ann.)
21.69%
RISK

Fund Details
Status WARNING 25th May, 2018
Last Signal(s) OPEN LONG 4th May, 2018
Inception 20th Oct, 2014
Investment type ACTIVE MID-TERM
Benchmark SPDR S&P 500 (SPY)
Fund Description

OHF Team

FANG index, cloned from FANG Index by Aleksandras Liauska , actively managed with SMA Strategy, lower volatility than the original Buy&Hold strategy but also lower returns...


Entry suggestion
At first BUY signal
Actual Portfolio Composition
Cash0.2%
Amazon.com Inc25%
Facebook Inc25%
Alphabet Inc. (GOOG)11.9%
Alphabet Inc. (GOOGL)12.9%
NetFlix Inc.25%
Performance Last 12 Months
Equity Curve
Dividends distribution
No dividends yet.
Fund Performance
  Fund Benchmark +/- Benchmark
Volatility (Since Inception)   42.57% 15.2% 27.37%
Since Inception (20th October, 2014) 166.9% 41.06% 125.84%
Year To Date 27.02% 2% 25.02%
1 Week 2.32% -0.42% 2.74%
1 Month 5.27% 2.91% 2.36%
3 Months 5.58% 0.21% 5.37%
6 Months 24.46% 3.55% 20.91%
1 Year 41.91% 13.27% 28.64%
3 Years 129.19% 33.56% 95.63%
3 Years (Annualized) 31.84% 10.13% 21.71%
5 Years Not enough historical data.
5 Years (Annualized) Not enough historical data.
Since Inception (Annualized) (20th October, 2014) 21.69% 7.12% 14.57%
by Year
  Fund Benchmark +/- Benchmark
2018 27.02% 2.95% 24.07%
2017 36.56% 19.9% 16.65%
2016 -1.93% 12% -13.93%
2015 56.9% 1.23% 55.66%
2014 0% 13.46% -13.46%
by Trimester
  Trim 1 Trim 2 Trim 3 Trim 4
2018 17.16% 8.51% 0% 0%
2017 11.6% 5.06% 7.44% 8.09%
2016 -7.2% 0.34% 7.9% -2.11%
2015 2.38% 16.56% 11.38% 17.9%
2014 0% 0% 0% 0%
by Month
  Fund Benchmark +/- Benchmark
2018
    May 5.27% 2.43% 2.84%
    April 3.24% 0.52% 2.72%
    March -2.85% -3.13% 0.28%
    February 1.6% -3.64% 5.24%
    January 18.41% 5.64% 12.77%
2017
    December 0.63% 0.7% -0.07%
    November 0.23% 3.06% -2.83%
    October 7.23% 2.36% 4.87%
    September 0.63% 1.51% -0.88%
    August -0.63% 0.29% -0.92%
    July 7.44% 2.06% 5.38%
    June -3.52% 0.64% -4.16%
    May 4.51% 0.92% 3.59%
    April 4.07% 0.99% 3.08%
    March 2.86% 0.12% 2.73%
    February 1.97% 3.93% -1.96%
    January 6.78% 1.79% 4.99%
2016
    December 1.23% 2.03% -0.8%
    November -6.92% 3.68% -10.61%
    October 3.58% -1.73% 5.32%
    September 2.46% 0.01% 2.46%
    August 0.72% 0.12% 0.6%
    July 4.72% 3.65% 1.07%
    June -1.98% 0.35% -2.32%
    May 2.56% 1.7% 0.86%
    April -0.25% 0.39% -0.64%
    March 3.49% 6.73% -3.23%
    February -4.78% -0.08% -4.7%
    January -5.91% -4.98% -0.93%
2015
    December -1.51% -1.73% 0.22%
    November 6.93% 0.37% 6.56%
    October 12.48% 8.51% 3.97%
    September -3.66% -2.55% -1.11%
    August -2.16% -6.1% 3.93%
    July 17.21% 2.26% 14.95%
    June 3.38% -2.03% 5.42%
    May 3.48% 1.29% 2.19%
    April 9.7% 0.98% 8.71%
    March -4.38% -1.57% -2.81%
    February 4.88% 5.62% -0.74%
    January 1.88% -2.96% 4.84%
2014
    December 0% -0.25% 0.25%
    November 0% 2.75% -2.75%
    October 0% 2.36% -2.36%
Fund Statistics
Sharpe Ratio 0.27
Expectancy 3.18%
Fund Volatility 42.57
Benchmark Volatility (SPDR S&P 500 (SPY)) 15.2%
GRAND TOTAL
Total Trades 59 100%
Winning Trades 19 32.2%
Losing Trades 40 67.8%
Odd Trades 0 0%
Max Winning Trade 64.09%
Max Losing Trade -2.95%
Average Winning Trade 9.34%
Average Losing Trade -0.26%
Total DrawDown -3.31%
LONG ONLY
Long Trades 59 100%
Winning Trades 19 32.2%
Losing Trades 40 67.8%
Odd Trades 0 0%
Max Winning Trade 64.09%
Max Losing Trade -2.95%
Average Winning Trade 9.34%
Average Losing Trade -0.26%
DrawDown -3.31%
SHORT ONLY
Short Trades 0 0%
Winning Trades 0 0%
Losing Trades 0 0%
Odd Trades 0 0%
Max Winning Trade 0%
Max Losing Trade 0%
Average Winning Trade 0%
Average Losing Trade 0%
DrawDown 0%
Open Trades
Sym Ent D. Ent P. Mkt P. Fund PnL
L FB 4 May 18 176.61 184.92 1.18%
L GOOGL 4 May 18 1051 1084.08 0.41%
L GOOG 1 May 18 1037.31 1075.66 0.44%
L NFLX 30 Sep 16 98.55 351.29 64.09%
L AMZN 22 Mar 16 560.48 1610.15 46.82%
Historical Trades
Sym Ent D. Ent P. Cls Mkt P. Fund PnL
FB 2 May 18 176.07 3 May 18 174.02 -0.29%
GOOGL 1 May 18 1040.75 2 May 18 1026.05 -0.18%
GOOG 26 Apr 18 1040.04 30 Apr 18 1017.33 -0.26%
GOOGL 26 Apr 18 1043.31 27 Apr 18 1031.45 -0.15%
FB 26 Apr 18 174.16 27 Apr 18 173.59 -0.08%
GOOGL 12 Apr 18 1037.29 24 Apr 18 1022.64 -0.18%
GOOGL 10 Apr 18 1036.5 11 Apr 18 1025.06 -0.14%
GOOG 9 Apr 18 1015.45 24 Apr 18 1019.98 0.05%
GOOGL 4 Apr 18 1029.71 6 Apr 18 1009.95 -0.25%
GOOG 3 Apr 18 1013.41 6 Apr 18 1007.04 -0.08%
GOOG 29 Mar 18 1031.79 2 Apr 18 1006.47 -0.29%
GOOGL 29 Mar 18 1037.14 2 Apr 18 1012.63 -0.31%
FB 5 Jan 17 120.67 20 Mar 18 168.15 9.83%
FB 13 Dec 16 120.31 16 Dec 16 119.87 -0.09%
GOOGL 5 Dec 16 778.22 27 Mar 18 1006.94 3.82%
FB 21 Nov 16 121.77 30 Nov 16 118.42 -0.69%
GOOGL 15 Nov 16 775.16 2 Dec 16 764.46 -0.18%
GOOG 15 Nov 16 758.49 27 Mar 18 1005.1 3.9%
NFLX 16 Sep 16 99.48 19 Sep 16 98.06 -0.36%
GOOGL 14 Jul 16 735.8 14 Nov 16 753.22 0.31%
GOOG 11 Jul 16 715.09 14 Nov 16 736.08 0.35%
GOOGL 24 May 16 733.03 16 Jun 16 724.25 -0.16%
GOOG 20 May 16 709.74 17 Jun 16 691.72 -0.3%
GOOGL 6 May 16 725.18 17 May 16 720.19 -0.09%
GOOG 5 May 16 701.43 19 May 16 700.32 -0.02%
GOOG 2 May 16 698.21 3 May 16 692.36 -0.1%
NFLX 12 Apr 16 106.98 19 Apr 16 94.34 -2.95%
AMZN 22 Feb 16 559.5 18 Mar 16 552.08 -0.33%
GOOG 13 Jul 15 546.55 28 Apr 16 691.02 0.3%
GOOGL 10 Jul 15 556.11 28 Apr 16 705.06 3.47%
GOOGL 7 Jul 15 550.03 8 Jul 15 541.7 -0.2%
GOOGL 18 Jun 15 556.18 29 Jun 15 541.25 -0.35%
GOOGL 10 Jun 15 552.6 11 Jun 15 550.04 -0.06%
GOOGL 2 Jun 15 553.95 4 Jun 15 551.69 -0.05%
GOOGL 27 May 15 554.25 29 May 15 545.32 -0.21%
GOOGL 21 May 15 556.81 26 May 15 547.19 -0.22%
FB 13 May 15 78.44 14 Nov 16 115.08 11.68%
GOOGL 24 Apr 15 573.66 30 Apr 15 548.77 -0.07%
GOOG 24 Apr 15 565.06 29 Apr 15 549.08 -0.34%
NFLX 6 Apr 15 60.33 21 Jan 16 102.35 17.41%
NFLX 30 Mar 15 60.37 31 Mar 15 59.53 -0.35%
GOOGL 30 Mar 15 561.14 31 Mar 15 554.7 -0.15%
NFLX 18 Mar 15 60.45 26 Mar 15 59.75 -0.29%
GOOG 18 Mar 15 559.5 27 Mar 15 548.34 -0.24%
GOOGL 18 Mar 15 566.16 27 Mar 15 557.55 -0.2%
GOOGL 16 Mar 15 561.64 17 Mar 15 557.61 -0.01%
GOOG 16 Mar 15 554.51 17 Mar 15 550.84 -0.08%
GOOGL 12 Mar 15 561.17 13 Mar 15 553 -0.02%
GOOG 12 Mar 15 555.51 13 Mar 15 547.32 -0.18%
GOOG 26 Feb 15 555.48 11 Mar 15 551.18 -0.09%
GOOGL 26 Feb 15 559.29 10 Mar 15 559.85 0.01%
AMZN 30 Jan 15 354.53 3 Feb 16 531.07 12.45%
NFLX 21 Jan 15 58.47 17 Mar 15 59.79 0.56%
FB 20 Jan 15 76.24 12 May 15 77.46 0.4%