LowRisk ActivelyManaged ETFs


YTD
3.71%
1YR
7.69%
SI (ann.)
4.86%
RISK

Fund Details
Status WARNING 13th Apr, 2017
Last Signal(s) OPEN LONG 5th Mar, 2012
Inception 5th Mar, 2012
Investment type PASSIVE RETIREMENT
Benchmark SPDR S&P 500 (SPY)
Fund Description

Alberto Sfolcini

Low Risk Portfolio using PIMCO Total Return ETF and PIMCO Short maturity ETF


Actual Portfolio Composition
Cash4%
PIMCO Total Return ETF60%
PIMCO Enhanced Short Maturity ETF28%
UltraShort Russell 2000 ProShares3%
ProShares S&P 500 3x tracks 3x the S&P 500 Index5%
Performance Last 12 Months
Equity Curve
Dividends distribution
April, 2017
Mon 3rd PIMCO Total Return ETF $0.24
Mon 3rd PIMCO Enhanced Short Maturity ETF $0.12
February, 2017
Wed 1st PIMCO Total Return ETF $0.25
Wed 1st PIMCO Enhanced Short Maturity ETF $0.13
December, 2016
Wed 28th PIMCO Total Return ETF $0.68
Wed 28th PIMCO Enhanced Short Maturity ETF $0.14
October, 2016
Mon 3rd PIMCO Total Return ETF $0.33
Mon 3rd PIMCO Enhanced Short Maturity ETF $0.12
August, 2016
Mon 1st PIMCO Total Return ETF $0.24
Mon 1st PIMCO Enhanced Short Maturity ETF $0.11
July, 2016
Fri 1st PIMCO Total Return ETF $0.19
Fri 1st PIMCO Enhanced Short Maturity ETF $0.11
June, 2016
Wed 1st PIMCO Total Return ETF $0.12
Wed 1st PIMCO Enhanced Short Maturity ETF $0.11
May, 2016
Mon 2nd PIMCO Total Return ETF $0.16
Mon 2nd PIMCO Enhanced Short Maturity ETF $0.11
April, 2016
Fri 1st PIMCO Total Return ETF $0.16
February, 2016
Mon 1st PIMCO Total Return ETF $0.2
Mon 1st PIMCO Enhanced Short Maturity ETF $0.09
December, 2015
Tue 29th PIMCO Total Return ETF $1.14
Tue 29th PIMCO Enhanced Short Maturity ETF $0.09
Tue 22nd ProShares S&P 500 3x tracks 3x the S&P 500 Index $0.13
Tue 1st PIMCO Total Return ETF $0.39
Tue 1st PIMCO Enhanced Short Maturity ETF $0.1
November, 2015
Mon 2nd PIMCO Total Return ETF $0.39
Mon 2nd PIMCO Enhanced Short Maturity ETF $0.09
August, 2015
Mon 31st PIMCO Total Return ETF $0.37
Mon 31st PIMCO Enhanced Short Maturity ETF $0.07
July, 2015
Fri 31st PIMCO Total Return ETF $0.3
Fri 31st PIMCO Enhanced Short Maturity ETF $0.07
June, 2015
Wed 24th ProShares S&P 500 3x tracks 3x the S&P 500 Index $0.02
May, 2015
Fri 29th PIMCO Total Return ETF $0.3
Fri 29th PIMCO Enhanced Short Maturity ETF $0.06
March, 2015
Tue 31st PIMCO Total Return ETF $0.18
Tue 31st PIMCO Enhanced Short Maturity ETF $0.06
Wed 25th ProShares S&P 500 3x tracks 3x the S&P 500 Index $0.13
February, 2015
Fri 27th PIMCO Total Return ETF $0.16
Fri 27th PIMCO Enhanced Short Maturity ETF $0.06
January, 2015
Fri 30th PIMCO Total Return ETF $0.17
Fri 30th PIMCO Enhanced Short Maturity ETF $0.06
December, 2014
Mon 29th PIMCO Total Return ETF $1.7
Mon 29th PIMCO Enhanced Short Maturity ETF $0.07
Mon 22nd ProShares S&P 500 3x tracks 3x the S&P 500 Index $0.14
Wed 10th PIMCO Enhanced Short Maturity ETF $0.09
November, 2014
Fri 28th PIMCO Total Return ETF $1.12
Fri 28th PIMCO Enhanced Short Maturity ETF $0.06
October, 2014
Fri 31st PIMCO Total Return ETF $0.4
Fri 31st PIMCO Enhanced Short Maturity ETF $0.06
September, 2014
Tue 30th PIMCO Total Return ETF $0.28
Tue 30th PIMCO Enhanced Short Maturity ETF $0.06
Wed 24th ProShares S&P 500 3x tracks 3x the S&P 500 Index $0.07
August, 2014
Fri 29th PIMCO Total Return ETF $0.3
Fri 29th PIMCO Enhanced Short Maturity ETF $0.06
July, 2014
Thu 31st PIMCO Total Return ETF $0.28
Thu 31st PIMCO Enhanced Short Maturity ETF $0.06
June, 2014
Mon 30th PIMCO Total Return ETF $0.05
Mon 30th PIMCO Enhanced Short Maturity ETF $0.06
Wed 25th ProShares S&P 500 3x tracks 3x the S&P 500 Index $0.08
May, 2014
Fri 30th PIMCO Total Return ETF $0.05
Fri 30th PIMCO Enhanced Short Maturity ETF $0.06
April, 2014
Wed 30th PIMCO Total Return ETF $0.05
Wed 30th PIMCO Enhanced Short Maturity ETF $0.06
March, 2014
Mon 31st PIMCO Total Return ETF $0.05
Mon 31st PIMCO Enhanced Short Maturity ETF $0.06
February, 2014
Fri 28th PIMCO Total Return ETF $0.05
Fri 28th PIMCO Enhanced Short Maturity ETF $0.06
January, 2014
Fri 31st PIMCO Total Return ETF $0.1
Fri 31st PIMCO Enhanced Short Maturity ETF $0.06
December, 2013
Fri 27th PIMCO Total Return ETF $0.14
Fri 27th PIMCO Enhanced Short Maturity ETF $0.07
Wed 11th PIMCO Total Return ETF $0.44
Wed 11th PIMCO Enhanced Short Maturity ETF $0.15
November, 2013
Fri 29th PIMCO Total Return ETF $0.19
Fri 29th PIMCO Enhanced Short Maturity ETF $0.06
October, 2013
Thu 31st PIMCO Total Return ETF $0.2
Thu 31st PIMCO Enhanced Short Maturity ETF $0.06
September, 2013
Mon 30th PIMCO Total Return ETF $0.25
Mon 30th PIMCO Enhanced Short Maturity ETF $0.05
Wed 25th ProShares S&P 500 3x tracks 3x the S&P 500 Index $0.04
August, 2013
Fri 30th PIMCO Total Return ETF $0.3
Fri 30th PIMCO Enhanced Short Maturity ETF $0.05
July, 2013
Wed 31st PIMCO Total Return ETF $0.26
Wed 31st PIMCO Enhanced Short Maturity ETF $0.06
June, 2013
Fri 28th PIMCO Total Return ETF $0.22
Fri 28th PIMCO Enhanced Short Maturity ETF $0.06
Wed 26th ProShares S&P 500 3x tracks 3x the S&P 500 Index $0.03
May, 2013
Fri 31st PIMCO Total Return ETF $0.23
Fri 31st PIMCO Enhanced Short Maturity ETF $0.06
April, 2013
Tue 30th PIMCO Total Return ETF $0.21
Tue 30th PIMCO Enhanced Short Maturity ETF $0.06
March, 2013
Thu 28th PIMCO Total Return ETF $0.18
Thu 28th PIMCO Enhanced Short Maturity ETF $0.06
Wed 20th ProShares S&P 500 3x tracks 3x the S&P 500 Index $0.01
February, 2013
Thu 28th PIMCO Total Return ETF $0.17
Thu 28th PIMCO Enhanced Short Maturity ETF $0.08
January, 2013
Thu 31st PIMCO Total Return ETF $0.17
Thu 31st PIMCO Enhanced Short Maturity ETF $0.08
December, 2012
Thu 27th PIMCO Total Return ETF $0.18
Thu 27th PIMCO Enhanced Short Maturity ETF $0.1
Wed 26th ProShares S&P 500 3x tracks 3x the S&P 500 Index $0.01
Wed 12th PIMCO Total Return ETF $0.88
November, 2012
Fri 30th PIMCO Total Return ETF $0.2
Fri 30th PIMCO Enhanced Short Maturity ETF $0.08
September, 2012
Fri 28th PIMCO Total Return ETF $0.2
Fri 28th PIMCO Enhanced Short Maturity ETF $0.09
August, 2012
Fri 31st PIMCO Total Return ETF $0.2
Fri 31st PIMCO Enhanced Short Maturity ETF $0.09
July, 2012
Tue 31st PIMCO Total Return ETF $0.18
Tue 31st PIMCO Enhanced Short Maturity ETF $0.09
June, 2012
Fri 29th PIMCO Total Return ETF $0.21
Fri 29th PIMCO Enhanced Short Maturity ETF $0.09
Wed 20th ProShares S&P 500 3x tracks 3x the S&P 500 Index $0.01
May, 2012
Thu 31st PIMCO Total Return ETF $0.2
Thu 31st PIMCO Enhanced Short Maturity ETF $0.09
April, 2012
Mon 30th PIMCO Total Return ETF $0.18
Mon 30th PIMCO Enhanced Short Maturity ETF $0.1
March, 2012
Fri 30th PIMCO Total Return ETF $0.12
Fri 30th PIMCO Enhanced Short Maturity ETF $0.1
Fund Performance
  Fund Benchmark +/- Benchmark
Volatility (Since Inception)   8.34% 26.11% -17.77%
Since Inception (5th March, 2012) 32.91% 89.28% -56.37%
Year To Date 3.71% 4.47% -0.76%
1 Week 0% 0% 0%
1 Month 0.29% -0.65% 0.94%
3 Months 2.76% 3.26% -0.5%
6 Months 4.76% 9.31% -4.55%
1 Year 7.69% 13.76% -6.07%
3 Years 16.15% 31.84% -15.69%
3 Years (Annualized) 5.12% 9.65% -4.53%
5 Years 30.39% 88.4% -58.01%
5 Years (Annualized) 5.45% 13.51% -8.06%
Since Inception (Annualized) (5th March, 2012) 4.86% 11.22% -6.36%
by Year
  Fund Benchmark +/- Benchmark
2017 3.71% 4.47% -0.76%
2016 5.77% 12% -6.23%
2015 -0.06% 1.23% -1.29%
2014 8.09% 13.46% -5.38%
2013 4.56% 32.31% -27.75%
2012 7.27% 15.99% -8.72%
by Trimester
  Trim 1 Trim 2 Trim 3 Trim 4
2017 3.88% -0.19% 0% 0%
2016 1.19% 2.08% 2.05% 0.4%
2015 1.94% -1.39% -3.15% 2.68%
2014 1.6% 3.06% 0.7% 2.49%
2013 2.03% -1.74% 1.66% 2.59%
2012 1.19% 2.24% 2.97% 0.66%
by Month
  Fund Benchmark +/- Benchmark
2017
    April -0.19% -1.37% 1.18%
    March 0.05% 0.12% -0.07%
    February 2.47% 3.93% -1.46%
    January 1.36% 1.79% -0.43%
2016
    December 1.39% 2.03% -0.64%
    November 0.12% 3.68% -3.56%
    October -1.12% -1.73% 0.62%
    September 0.06% 0.01% 0.06%
    August 0.07% 0.12% -0.05%
    July 1.92% 3.65% -1.73%
    June 0.93% 0.35% 0.58%
    May 0.55% 1.7% -1.15%
    April 0.61% 0.39% 0.21%
    March 3.23% 6.73% -3.5%
    February -0.55% -0.08% -0.47%
    January -1.48% -4.98% 3.49%
2015
    December -0.82% -1.73% 0.91%
    November 0.03% 0.37% -0.34%
    October 3.47% 8.51% -5.03%
    September -1.52% -2.55% 1.03%
    August -2.9% -6.1% 3.2%
    July 1.27% 2.26% -0.99%
    June -1.47% -2.03% 0.56%
    May 0.31% 1.29% -0.97%
    April -0.22% 0.98% -1.21%
    March -0.37% -1.57% 1.2%
    February 1.66% 5.62% -3.96%
    January 0.65% -2.96% 3.62%
2014
    December -0.3% -0.25% -0.05%
    November 1.77% 2.75% -0.98%
    October 1.02% 2.36% -1.34%
    September -0.85% -1.38% 0.53%
    August 2.01% 3.95% -1.94%
    July -0.46% -1.34% 0.88%
    June 0.76% 2.06% -1.31%
    May 1.63% 2.32% -0.69%
    April 0.67% 0.7% -0.02%
    March 0.36% 0.83% -0.47%
    February 1.46% 4.55% -3.1%
    January -0.21% -3.52% 3.32%
2013
    December 0.32% 2.59% -2.27%
    November 0.54% 2.96% -2.42%
    October 1.73% 4.63% -2.9%
    September 1.64% 3.16% -1.52%
    August -1.14% -3% 1.86%
    July 1.16% 5.17% -4.01%
    June -1.84% -1.33% -0.5%
    May -1% 2.36% -3.36%
    April 1.09% 1.92% -0.83%
    March 0.79% 3.8% -3%
    February 0.56% 1.28% -0.71%
    January 0.67% 5.12% -4.45%
2012
    December -0.01% 0.89% -0.9%
    November 0.51% 0.57% -0.05%
    October 0.15% -1.82% 1.97%
    September 1% 2.54% -1.53%
    August 0.5% 2.51% -2.01%
    July 1.47% 1.18% 0.29%
    June 0.59% 4.06% -3.47%
    May 0.55% -6.01% 6.55%
    April 1.11% -0.67% 1.77%
    March 1.19% 3.22% -2.03%
Fund Statistics
Sharpe Ratio 0.93
Expectancy 9.45%
Fund Volatility 8.34
Benchmark Volatility (SPDR S&P 500 (SPY)) 26.11%
GRAND TOTAL
Total Trades 4 100%
Winning Trades 3 75%
Losing Trades 1 25%
Odd Trades 0 0%
Max Winning Trade 19.03%
Max Losing Trade -2.44%
Average Winning Trade 11.78%
Average Losing Trade -2.44%
Total DrawDown -2.44%
LONG ONLY
Long Trades 4 100%
Winning Trades 3 75%
Losing Trades 1 25%
Odd Trades 0 0%
Max Winning Trade 19.03%
Max Losing Trade -2.44%
Average Winning Trade 11.78%
Average Losing Trade -2.44%
DrawDown -2.44%
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 BOND 5 Mar 12 85.24 106.07 14.66%
L MINT 5 Mar 12 95.94 101.61 1.65%
L TWM 5 Mar 12 127.88 23.63 -2.44%
L UPRO 5 Mar 12 19.17 92.15 19.03%
Historical Trades
Sym Ent D. Ent P. Cls Mkt P. Fund PnL