SMA-FANG


YTD
22.23%
1YR
15.98%
SI (ann.)
17.07%
RISK

Fund Details
Status WARNING 17th Aug, 2017
Last Signal(s) OPEN LONG 5th Jan, 2017
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%
Amazon.com Inc25%
Facebook Inc25%
Alphabet Inc. (GOOG)12%
Alphabet Inc. (GOOGL)13%
NetFlix Inc.25%
Performance Last 12 Months
Equity Curve
Dividends distribution
No dividends yet.
Fund Performance
  Fund Benchmark +/- Benchmark
Volatility (Since Inception)   26.14% 10.96% 15.18%
Since Inception (20th October, 2014) 87.81% 25.97% 61.84%
Year To Date 22.23% 9.22% 13.01%
1 Week 0% 0% 0%
1 Month 0% 0% 0%
3 Months -3.53% -1.71% -1.82%
6 Months 3.39% 1.85% 1.54%
1 Year 15.98% 16.39% -0.41%
3 Years 87.81% 26.85% 60.96%
3 Years (Annualized) 23.38% 8.25% 15.13%
5 Years Not enough historical data.
5 Years (Annualized) Not enough historical data.
Since Inception (Annualized) (20th October, 2014) 17.07% 5.94% 11.13%
by Year
  Fund Benchmark +/- Benchmark
2017 22.23% 15.54% 6.69%
2016 -1.93% 12% -13.93%
2015 56.68% 1.23% 55.45%
2014 0% 13.46% -13.46%
by Trimester
  Trim 1 Trim 2 Trim 3 Trim 4
2017 11.62% 5.07% 4.23% 0%
2016 -7.21% 0.34% 7.91% -2.12%
2015 2.36% 16.39% 11.4% 17.92%
2014 0% 0% 0% 0%
by Month
  Fund Benchmark +/- Benchmark
2017
    August -3.22% 0.29% -3.51%
    July 7.45% 2.06% 5.39%
    June -3.52% 0.64% -4.16%
    May 4.52% 0.92% 3.6%
    April 4.08% 0.99% 3.08%
    March 2.86% 0.12% 2.74%
    February 1.97% 3.93% -1.96%
    January 6.79% 1.79% 5%
2016
    December 1.23% 2.03% -0.8%
    November -6.93% 3.68% -10.62%
    October 3.59% -1.73% 5.32%
    September 2.47% 0.01% 2.46%
    August 0.72% 0.12% 0.6%
    July 4.72% 3.65% 1.07%
    June -1.98% 0.35% -2.33%
    May 2.57% 1.7% 0.87%
    April -0.25% 0.39% -0.64%
    March 3.5% 6.73% -3.23%
    February -4.79% -0.08% -4.71%
    January -5.91% -4.98% -0.94%
2015
    December -1.51% -1.73% 0.22%
    November 6.94% 0.37% 6.57%
    October 12.5% 8.51% 3.99%
    September -3.67% -2.55% -1.12%
    August -2.17% -6.1% 3.93%
    July 17.24% 2.26% 14.98%
    June 3.39% -2.03% 5.42%
    May 3.49% 1.29% 2.2%
    April 9.51% 0.98% 8.53%
    March -4.4% -1.57% -2.83%
    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 0.39
Expectancy 2.85%
Fund Volatility 26.14
Benchmark Volatility (SPDR S&P 500 (SPY)) 10.96%
GRAND TOTAL
Total Trades 44 100%
Winning Trades 15 34.1%
Losing Trades 29 65.9%
Odd Trades 0 0%
Max Winning Trade 24.82%
Max Losing Trade -2.95%
Average Winning Trade 7.78%
Average Losing Trade -0.3%
Total DrawDown -3.31%
LONG ONLY
Long Trades 44 100%
Winning Trades 15 34.1%
Losing Trades 29 65.9%
Odd Trades 0 0%
Max Winning Trade 24.82%
Max Losing Trade -2.95%
Average Winning Trade 7.78%
Average Losing Trade -0.3%
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 5 Jan 17 120.67 180.06 12.3%
L GOOGL 5 Dec 16 778.22 1033.04 4.26%
L GOOG 15 Nov 16 758.49 1016.64 4.08%
L NFLX 30 Sep 16 98.55 196.43 24.82%
L AMZN 22 Mar 16 560.48 1105.28 24.3%
Historical Trades
Sym Ent D. Ent P. Cls Mkt P. Fund PnL
FB 13 Dec 16 120.31 16 Dec 16 119.87 -0.09%
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%
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 -0.56%
GOOG 24 Apr 15 565.06 29 Apr 15 549.08 -0.04%
NFLX 6 Apr 15 60.33 21 Jan 16 102.35 17.41%
GOOGL 30 Mar 15 561.14 31 Mar 15 554.7 -0.15%
NFLX 30 Mar 15 60.37 31 Mar 15 59.53 -0.35%
NFLX 18 Mar 15 60.45 26 Mar 15 59.75 -0.29%
GOOGL 18 Mar 15 566.16 27 Mar 15 557.55 -0.2%
GOOG 18 Mar 15 559.5 27 Mar 15 548.34 -0.24%
GOOGL 16 Mar 15 561.64 17 Mar 15 557.61 -0.09%
GOOG 16 Mar 15 554.51 17 Mar 15 550.84 -0.01%
GOOGL 12 Mar 15 561.17 13 Mar 15 553 -0.19%
GOOG 12 Mar 15 555.51 13 Mar 15 547.32 -0.02%
GOOGL 26 Feb 15 559.29 10 Mar 15 559.85 0.01%
GOOG 26 Feb 15 555.48 11 Mar 15 551.18 -0.09%
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%