ITHealthcare


YTD
26.57%
1YR
27.41%
SI (ann.)
12.08%
RISK

Fund Details
Status ACTIVE 18th Oct, 2017
Last Signal(s) OPEN LONG 19th Nov, 2008
Inception 2nd May, 2006
Investment type PASSIVE MID-TERM
Benchmark SPDR S&P 500 (SPY)
Fund Description

Alberto Sfolcini

We invest in two main sectors: Information Technology and Healtcare.
We also protect our position with 3x short ETFs.


Actual Portfolio Composition
Cash0.3%
Direxion Russell 2000 Direxionshares Bear 3x ETF19.7%
Vanguard Information Technology40%
Vanguard Health Care40%
Performance Last 12 Months
Equity Curve
Dividends distribution
March, 2017
Fri 24th Vanguard Information Technology $0.36
Fri 24th Vanguard Health Care $0.44
December, 2016
Wed 14th Vanguard Information Technology $0.43
Wed 14th Vanguard Health Care $0.52
September, 2016
Tue 20th Vanguard Information Technology $0.4
Tue 20th Vanguard Health Care $0.5
June, 2016
Tue 21st Vanguard Information Technology $0.35
Tue 21st Vanguard Health Care $0.43
December, 2015
Wed 23rd Vanguard Information Technology $0.4
Wed 23rd Vanguard Health Care $0.48
September, 2015
Wed 23rd Vanguard Information Technology $0.99
Wed 23rd Vanguard Health Care $1.14
December, 2013
Fri 20th Vanguard Information Technology $0.94
Fri 20th Vanguard Health Care $1.14
December, 2012
Thu 20th Vanguard Information Technology $0.83
Thu 20th Vanguard Health Care $1.2
December, 2011
Wed 21st Vanguard Information Technology $0.49
Wed 21st Vanguard Health Care $1.05
December, 2010
Wed 22nd Vanguard Information Technology $0.36
Wed 22nd Vanguard Health Care $0.98
December, 2009
Tue 22nd Vanguard Information Technology $0.25
Tue 22nd Vanguard Health Care $1.49
December, 2008
Mon 22nd Vanguard Information Technology $0.33
Mon 22nd Vanguard Health Care $0.75
Fund Performance
  Fund Benchmark +/- Benchmark
Volatility (Since Inception)   85.21% 46.51% 38.7%
Since Inception (2nd May, 2006) 292.93% 275.07% 17.86%
Year To Date 26.57% 14.9% 11.67%
1 Week 0.84% 0.42% 0.42%
1 Month 2.45% 2.3% 0.15%
3 Months 4.9% 3.53% 1.37%
6 Months 15.61% 9.54% 6.07%
1 Year 27.41% 20.56% 6.85%
3 Years 56.02% 41.48% 14.54%
3 Years (Annualized) 15.98% 12.26% 3.72%
5 Years 131.13% 95.61% 35.52%
5 Years (Annualized) 18.24% 14.36% 3.88%
Since Inception (Annualized) (2nd May, 2006) 12.08% 11.65% 0.43%
by Year
  Fund Benchmark +/- Benchmark
2017 26.57% 14.9% 11.67%
2016 5.46% 12% -6.54%
2015 6.07% 1.23% 4.84%
2014 20.17% 13.46% 6.7%
2013 36.03% 32.31% 3.72%
2012 15.99% 15.99% 0%
2011 4.54% 1.89% 2.64%
2010 8.68% 15.06% -6.38%
2009 31.8% 26.35% 5.45%
2008 -2.25% -36.79% 34.55%
2007 0% 5.15% -5.15%
2006 0% 15.85% -15.85%
by Trimester
  Trim 1 Trim 2 Trim 3 Trim 4
2017 10.33% 5.12% 5.76% 2.73%
2016 -2.13% 1.92% 7.57% -1.18%
2015 4.91% 1.57% -8.29% 8.73%
2014 3.94% 5.07% 4.09% 5.8%
2013 9.71% 2.78% 8.4% 10.64%
2012 15.38% -3.27% 6.41% -2.82%
2011 5.18% 2.14% -11.13% 9.1%
2010 3.14% -11.77% 10.41% 8.16%
2009 -1.46% 9.4% 11.49% 8.97%
2008 0% 0% 0% -2.24%
2007 0% 0% 0% 0%
2006 0% 0% 0% 0%
by Month
  Fund Benchmark +/- Benchmark
2017
    October 2.73% 1.79% 0.95%
    September 0.64% 1.51% -0.87%
    August 2.57% 0.29% 2.28%
    July 2.55% 2.06% 0.49%
    June 0.7% 0.64% 0.06%
    May 2.37% 0.92% 1.45%
    April 2.04% 0.99% 1.05%
    March 1.17% 0.12% 1.05%
    February 5.59% 3.93% 1.66%
    January 3.57% 1.79% 1.78%
2016
    December 0.94% 2.03% -1.08%
    November 1.47% 3.68% -2.21%
    October -3.59% -1.73% -1.86%
    September 1.38% 0.01% 1.37%
    August -0.32% 0.12% -0.44%
    July 6.51% 3.65% 2.86%
    June -0.9% 0.35% -1.25%
    May 3.9% 1.7% 2.19%
    April -1.08% 0.39% -1.47%
    March 6.15% 6.73% -0.58%
    February -0.76% -0.08% -0.67%
    January -7.53% -4.98% -2.55%
2015
    December -0.87% -1.73% 0.86%
    November 0.93% 0.37% 0.57%
    October 8.67% 8.51% 0.16%
    September -3.93% -2.55% -1.38%
    August -6.93% -6.1% -0.84%
    July 2.57% 2.26% 0.31%
    June -1.93% -2.03% 0.1%
    May 3.84% 1.29% 2.56%
    April -0.34% 0.98% -1.32%
    March -0.57% -1.57% 1%
    February 6.49% 5.62% 0.86%
    January -1% -2.96% 1.96%
2014
    December -2.08% -0.25% -1.83%
    November 4.15% 2.75% 1.4%
    October 3.73% 2.36% 1.38%
    September -0.77% -1.38% 0.61%
    August 4.71% 3.95% 0.77%
    July 0.15% -1.34% 1.49%
    June 3.01% 2.06% 0.94%
    May 3.16% 2.32% 0.83%
    April -1.09% 0.7% -1.79%
    March -1.05% 0.83% -1.88%
    February 5.37% 4.55% 0.81%
    January -0.38% -3.52% 3.15%
2013
    December 2.74% 2.59% 0.14%
    November 4.26% 2.96% 1.29%
    October 3.64% 4.63% -0.99%
    September 3.77% 3.16% 0.61%
    August -1.84% -3% 1.16%
    July 6.47% 5.17% 1.3%
    June -1.97% -1.33% -0.64%
    May 3.13% 2.36% 0.77%
    April 1.61% 1.92% -0.31%
    March 4.26% 3.8% 0.46%
    February 0.86% 1.28% -0.41%
    January 4.59% 5.12% -0.53%
2012
    December 0.11% 0.89% -0.78%
    November 1.3% 0.57% 0.74%
    October -4.24% -1.82% -2.42%
    September 2.25% 2.54% -0.29%
    August 3.59% 2.51% 1.09%
    July 0.57% 1.18% -0.61%
    June 4.18% 4.06% 0.13%
    May -6.12% -6.01% -0.12%
    April -1.33% -0.67% -0.66%
    March 4.48% 3.22% 1.26%
    February 4.69% 4.34% 0.35%
    January 6.22% 4.64% 1.58%
2011
    December 0.56% 1.04% -0.48%
    November -0.78% -0.41% -0.38%
    October 9.32% 10.91% -1.6%
    September -4.32% -6.94% 2.62%
    August -5.06% -5.5% 0.44%
    July -1.75% -2% 0.25%
    June -2.06% -1.69% -0.37%
    May -0.21% -1.12% 0.91%
    April 4.41% 2.9% 1.51%
    March -0.23% 0.01% -0.24%
    February 2.78% 3.47% -0.69%
    January 2.63% 2.33% 0.3%
2010
    December 5.36% 6.69% -1.32%
    November -1.57% 0% -1.57%
    October 4.37% 3.82% 0.55%
    September 10.88% 8.96% 1.93%
    August -4.64% -4.5% -0.14%
    July 4.17% 6.83% -2.66%
    June -4.34% -5.17% 0.83%
    May -7.35% -7.95% 0.59%
    April -0.08% 1.55% -1.63%
    March 4.99% 6.09% -1.1%
    February 2.46% 3.12% -0.66%
    January -4.31% -3.63% -0.68%
2009
    December 4.26% 1.91% 2.35%
    November 6.34% 6.16% 0.18%
    October -1.62% -1.92% 0.3%
    September 3.02% 3.55% -0.52%
    August 2.01% 3.69% -1.68%
    July 6.45% 7.46% -1.01%
    June 3.4% -0.07% 3.47%
    May 3.19% 5.85% -2.66%
    April 2.82% 9.93% -7.12%
    March 2.35% 8.33% -5.98%
    February -3.36% -10.74% 7.38%
    January -0.45% -8.21% 7.76%
2008
    December 0.41% 0.98% -0.57%
    November -2.65% -6.96% 4.31%
    October 0% -16.52% 16.52%
    September 0% -9.42% 9.42%
    August 0% 1.55% -1.55%
    July 0% -0.9% 0.9%
    June 0% -8.36% 8.36%
    May 0% 1.51% -1.51%
    April 0% 4.77% -4.77%
    March 0% -0.89% 0.89%
    February 0% -2.58% 2.58%
    January 0% -6.05% 6.05%
2007
    December 0% -1.13% 1.13%
    November 0% -3.87% 3.87%
    October 0% 1.36% -1.36%
    September 0% 3.87% -3.87%
    August 0% 1.28% -1.28%
    July 0% -3.13% 3.13%
    June 0% -1.46% 1.46%
    May 0% 3.39% -3.39%
    April 0% 4.43% -4.43%
    March 0% 1.16% -1.16%
    February 0% -1.96% 1.96%
    January 0% 1.5% -1.5%
2006
    December 0% 1.34% -1.34%
    November 0% 1.99% -1.99%
    October 0% 3.15% -3.15%
    September 0% 2.7% -2.7%
    August 0% 2.18% -2.18%
    July 0% 0.45% -0.45%
    June 0% 0.26% -0.26%
    May 0% -3.01% 3.01%
Fund Statistics
Sharpe Ratio 1.14
Expectancy 110.79%
Fund Volatility 85.21
Benchmark Volatility (SPDR S&P 500 (SPY)) 46.51%
GRAND TOTAL
Total Trades 3 100%
Winning Trades 2 66.7%
Losing Trades 1 33.3%
Odd Trades 0 0%
Max Winning Trade 182.66%
Max Losing Trade -19.64%
Average Winning Trade 156.29%
Average Losing Trade -19.64%
Total DrawDown -21.7%
LONG ONLY
Long Trades 3 100%
Winning Trades 2 66.7%
Losing Trades 1 33.3%
Odd Trades 0 0%
Max Winning Trade 182.66%
Max Losing Trade -19.64%
Average Winning Trade 156.29%
Average Losing Trade -19.64%
DrawDown -19.64%
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 TZA 19 Nov 08 7028.01 13.27 -19.64%
L VGT 19 Nov 08 28.28 157.41 182.66%
L VHT 19 Nov 08 36.45 154.82 129.92%
Historical Trades
Sym Ent D. Ent P. Cls Mkt P. Fund PnL