Ferrari SMA Strategy


YTD
29.77%
1YR
61.71%
SI (ann.)
42.03%
RISK

Fund Details
Status WARNING 11th May, 2018
Last Signal(s) OPEN LONG 10th Aug, 2016
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
Cash0%
Ferrari 100%
Performance Last 12 Months
Equity Curve
Dividends distribution
April, 2017
Mon 24th Ferrari $0.68
Fund Performance
  Fund Benchmark +/- Benchmark
Volatility (Since Inception)   62.2% 72.45% -10.25%
Since Inception (9th May, 2016) 186.48% 186.49% -0.01%
Year To Date 29.77% 29.77% 0%
1 Week -3.09% -3.09% 0%
1 Month 11.5% 11.5% 0%
3 Months 11.02% 11.02% 0%
6 Months 23.19% 23.19% 0%
1 Year 61.71% 61.71% 0%
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) 42.03% 42.03% 0%
by Year
  Fund Benchmark +/- Benchmark
2018 29.77% 27.88% 1.89%
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% 12.69% 0% 0%
2017 25.87% 16.62% 27.62% -4.39%
2016 0% 0% 8.14% 11.72%
by Month
  Fund Benchmark +/- Benchmark
2018
    May 10.9% 9.28% 1.61%
    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
Expectancy 186.48%
Fund Volatility 62.2
Benchmark Volatility (Ferrari ) 72.45%
GRAND TOTAL
Total Trades 1 100%
Winning Trades 1 100%
Losing Trades 0 0%
Odd Trades 0 0%
Max Winning Trade 186.48%
Max Losing Trade 186.48%
Average Winning Trade 186.48%
Average Losing Trade 0%
Total DrawDown 0%
LONG ONLY
Long Trades 1 100%
Winning Trades 1 100%
Losing Trades 0 0%
Odd Trades 0 0%
Max Winning Trade 186.48%
Max Losing Trade 186.48%
Average Winning Trade 186.48%
Average Losing Trade 0%
DrawDown 0%
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 RACE 10 Aug 16 47.49 136.05 186.48%
Historical Trades
Sym Ent D. Ent P. Cls Mkt P. Fund PnL