Ferrari SMA Strategy


YTD
10.56%
1YR
5.33%
SI (ann.)
34.64%
RISK

Fund Details
Status WARNING 10th Aug, 2018
Last Signal(s) CLOSED LONG 10th Aug, 2018
Inception 9th May, 2016
Investment type ACTIVE SPECULATIVE
Benchmark Ferrari
Fund Description

OHF Team

Trying to beat the Ferrari RACE stock with an active SMA Strategy


Entry suggestion
At first BUY Signal
Actual Portfolio Composition
Cash100%
Performance Last 12 Months
Equity Curve
Dividends distribution
April, 2017
Mon 24th Ferrari $0.68
Fund Performance
  Fund Benchmark +/- Benchmark
Volatility (Since Inception)   67.85% 78.91% -11.06%
Since Inception (9th May, 2016) 144.08% 154.02% -9.94%
Year To Date 10.56% 15.06% -4.5%
1 Week -1.08% -2.71% 1.63%
1 Month -17% -13.63% -3.37%
3 Months -14.27% -10.78% -3.49%
6 Months -5.42% -1.57% -3.85%
1 Year 5.33% 9.61% -4.28%
3 Years Not enough historical data.
3 Years (Annualized) Not enough historical data.
5 Years Not enough historical data.
5 Years (Annualized) Not enough historical data.
Since Inception (Annualized) (9th May, 2016) 34.64% 36.44% -1.8%
by Year
  Fund Benchmark +/- Benchmark
2018 10.56% 0.38% 10.18%
2017 82.07% 82.07% -0%
2016 21.25% 22.67% -1.42%
by Trimester
  Trim 1 Trim 2 Trim 3 Trim 4
2018 14.95% 11.65% -14.37% 0%
2017 25.87% 16.62% 27.62% -4.39%
2016 0% 0% 8.14% 11.72%
by Month
  Fund Benchmark +/- Benchmark
2018
    August -12.6% -1.15% -11.45%
    July -1.77% -1.77% 0%
    June 2.79% 2.79% -0%
    May 7.07% 7.07% -0%
    April 1.79% 1.79% -0%
    March -2.97% -2.97% 0%
    February 3.94% 3.94% -0%
    January 13.98% 13.98% -0%
2017
    December -3.46% -3.46% 0%
    November -9.26% -9.26% 0%
    October 8.33% 8.33% -0%
    September -3.5% -3.5% 0%
    August 8.84% 8.84% -0%
    July 22.29% 22.29% -0%
    June -0.81% -0.81% 0%
    May 15.32% 15.32% -0%
    April 2.11% 2.11% -0%
    March 14.29% 14.29% -0%
    February 4.72% 4.72% -0%
    January 6.86% 6.86% -0%
2016
    December 7.43% 7.43% -0%
    November 2.56% 2.56% -0%
    October 1.74% 1.74% -0%
    September 7.75% 7.75% -0%
    August 0.4% 6.58% -6.18%
    July 0% 10.36% -10.36%
    June 0% -3.54% 3.54%
    May 0% -6.28% 6.28%
Fund Statistics
Sharpe Ratio 0.94
Expectancy 76.44%
Fund Volatility 67.85
Benchmark Volatility (Ferrari ) 78.91%
GRAND TOTAL
Total Trades 2 100%
Winning Trades 1 50%
Losing Trades 1 50%
Odd Trades 0 0%
Max Winning Trade 148.48%
Max Losing Trade -4.4%
Average Winning Trade 148.48%
Average Losing Trade -4.4%
Total DrawDown -4.4%
LONG ONLY
Long Trades 2 100%
Winning Trades 1 50%
Losing Trades 1 50%
Odd Trades 0 0%
Max Winning Trade 148.48%
Max Losing Trade -4.4%
Average Winning Trade 148.48%
Average Losing Trade -4.4%
DrawDown -4.4%
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
Historical Trades
Sym Ent D. Ent P. Cls Mkt P. Fund PnL
RACE 2 Aug 18 126.18 10 Aug 18 120.63 -4.4%
RACE 10 Aug 16 47.49 1 Aug 18 118 148.48%