Trend Follow Nifty Nine Index


YTD
18.02%
1YR
30.25%
SI (ann.)
13.61%
RISK

Fund Details
Status WARNING 11th May, 2018
Last Signal(s) CLOSED LONG 5th Mar, 2018
Inception 23rd Jul, 2015
Investment type ACTIVE LONG-TERM
Benchmark SPDR S&P 500 (SPY)
Fund Description

Aleksandras Liauska

Nifty nine. Composition: FANG stocks + Priceline, Ebay, Starbuks, Salesforce and Microsoft.


Actual Portfolio Composition
Cash32.7%
Amazon.com Inc11.1%
Salesforce.com0.7%
eBay Inc.11.1%
Facebook Inc11.1%
Alphabet Inc. (GOOG)5.5%
Alphabet Inc. (GOOGL)5.5%
Microsoft Corp.11.1%
NetFlix Inc.11.1%
Performance Last 12 Months
Equity Curve
Dividends distribution
May, 2017
Tue 9th Starbucks Corp. $0.25
February, 2017
Tue 14th Microsoft Corp. $0.39
Tue 7th Starbucks Corp. $0.25
November, 2016
Tue 15th Microsoft Corp. $0.39
August, 2016
Tue 16th Microsoft Corp. $0.36
May, 2016
Tue 17th Microsoft Corp. $0.36
February, 2016
Tue 16th Microsoft Corp. $0.36
Tue 2nd Starbucks Corp. $0.2
November, 2015
Tue 17th Microsoft Corp. $0.36
Mon 9th Starbucks Corp. $0.2
Fund Performance
  Fund Benchmark +/- Benchmark
Volatility (Since Inception)   20.11% 13.55% 6.56%
Since Inception (23rd July, 2015) 66.6% 37.19% 29.41%
Year To Date 18.02% 2.24% 15.78%
1 Week 0.25% 2.22% -1.97%
1 Month 4.2% 2.6% 1.6%
3 Months 7.73% 2.83% 4.9%
6 Months 18.58% 5.62% 12.96%
1 Year 30.25% 14.73% 15.52%
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) (23rd July, 2015) 13.61% 8.22% 5.39%
by Year
  Fund Benchmark +/- Benchmark
2018 18.02% 2.44% 15.58%
2017 31.08% 19.9% 11.18%
2016 0.19% 12% -11.81%
2015 7.48% 1.23% 6.25%
by Trimester
  Trim 1 Trim 2 Trim 3 Trim 4
2018 11.84% 5.85% 0% 0%
2017 12.26% 4.82% 6.01% 4.86%
2016 -4.15% -2.88% 9.8% -1.95%
2015 0% 0% 0% 7.4%
by Month
  Fund Benchmark +/- Benchmark
2018
    May 2.69% 3.35% -0.66%
    April 3.15% 0.52% 2.64%
    March -3.49% -3.13% -0.36%
    February 0.81% -3.64% 4.45%
    January 14.51% 5.64% 8.88%
2017
    December 0.93% 0.7% 0.23%
    November -2.34% 3.06% -5.4%
    October 6.28% 2.36% 3.93%
    September 0.95% 1.51% -0.56%
    August -0.99% 0.29% -1.28%
    July 6.05% 2.06% 3.99%
    June -3.05% 0.64% -3.69%
    May 4.12% 0.92% 3.2%
    April 3.75% 0.99% 2.76%
    March 2.6% 0.12% 2.47%
    February 3.26% 3.93% -0.67%
    January 6.4% 1.79% 4.61%
2016
    December 1.15% 2.03% -0.88%
    November -4.07% 3.68% -7.75%
    October 0.97% -1.73% 2.7%
    September 1.77% 0.01% 1.77%
    August 1.23% 0.12% 1.11%
    July 6.8% 3.65% 3.15%
    June -3.21% 0.35% -3.56%
    May 1.7% 1.7% -0%
    April -1.37% 0.39% -1.76%
    March 3.43% 6.73% -3.3%
    February -4.04% -0.08% -3.96%
    January -3.53% -4.98% 1.45%
2015
    December -0.42% -1.73% 1.31%
    November 2% 0.37% 1.64%
    October 5.81% 8.51% -2.69%
    September 0% -2.55% 2.55%
    August 0% -6.1% 6.1%
    July 0% 2.26% -2.26%
Fund Statistics
Sharpe Ratio 0.24
Expectancy 1.3%
Fund Volatility 20.11
Benchmark Volatility (SPDR S&P 500 (SPY)) 13.55%
GRAND TOTAL
Total Trades 69 100%
Winning Trades 20 29%
Losing Trades 49 71%
Odd Trades 0 0%
Max Winning Trade 25.52%
Max Losing Trade -1.31%
Average Winning Trade 3.91%
Average Losing Trade -0.24%
Total DrawDown -2.54%
LONG ONLY
Long Trades 69 100%
Winning Trades 20 29%
Losing Trades 49 71%
Odd Trades 0 0%
Max Winning Trade 25.52%
Max Losing Trade -1.31%
Average Winning Trade 3.91%
Average Losing Trade -0.24%
DrawDown -2.54%
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 EBAY 4 Dec 17 35.7 43.14 2.31%
L CRM 24 Jan 17 77.11 124.48 0.45%
L FB 5 Jan 17 120.67 179.78 5.43%
L GOOGL 5 Dec 16 778.22 1100.9 2.29%
L GOOG 15 Nov 16 758.49 1095.06 2.46%
L NFLX 30 Sep 16 98.55 325.22 25.52%
L MSFT 8 Jul 16 51.32 93.32 9.09%
L AMZN 22 Mar 16 560.48 1537.64 19.35%
Historical Trades
Sym Ent D. Ent P. Cls Mkt P. Fund PnL
SBUX 26 Feb 18 57.17 27 Feb 18 56.57 -0.12%
PCLN 15 Feb 18 1870.25 5 Mar 18 1740 -0.77%
PCLN 6 Feb 18 1858.66 8 Feb 18 1806.06 -0.31%
PCLN 8 Jan 18 1851.81 5 Feb 18 1825.93 -0.15%
SBUX 28 Dec 17 57.81 29 Jan 18 57.02 -0.15%
SBUX 29 Nov 17 57.51 26 Dec 17 57.14 -0.07%
SBUX 21 Nov 17 57.26 24 Nov 17 56.8 -0.09%
SBUX 16 Nov 17 57.24 17 Nov 17 56.93 -0.06%
EBAY 15 Nov 17 35.3 29 Nov 17 34.38 -0.29%
SBUX 8 Nov 17 57.6 10 Nov 17 56.74 -0.17%
SBUX 17 Mar 17 55.55 28 Jul 17 53.76 -0.36%
SBUX 9 Feb 17 55.58 9 Mar 17 54.96 -0.12%
SBUX 6 Feb 17 55.25 7 Feb 17 55.01 -0.05%
SBUX 4 Jan 17 55.51 31 Jan 17 54.75 -0.15%
FB 13 Dec 16 120.31 16 Dec 16 119.87 -0.04%
SBUX 21 Nov 16 55.62 30 Dec 16 55.04 -0.11%
FB 21 Nov 16 121.77 30 Nov 16 118.42 -0.02%
CRM 18 Nov 16 77.77 22 Nov 16 75.57 -0.31%
SBUX 17 Nov 16 55.37 18 Nov 16 55.29 -0.02%
GOOGL 15 Nov 16 775.16 2 Dec 16 764.46 -0.08%
CRM 7 Nov 16 76.3 10 Nov 16 73.63 -0.39%
CRM 28 Oct 16 75.13 2 Nov 16 75 -0.02%
CRM 24 Oct 16 75.06 26 Oct 16 74.95 -0.02%
NFLX 16 Sep 16 99.48 19 Sep 16 98.06 -0.16%
SBUX 26 Jul 16 57.34 27 Jul 16 56.89 -0.09%
GOOGL 14 Jul 16 735.8 14 Nov 16 753.22 0.13%
EBAY 14 Jul 16 26.08 14 Nov 17 35.22 3.89%
GOOG 11 Jul 16 715.09 14 Nov 16 736.08 0.16%
PCLN 5 Jul 16 1275.03 7 Nov 17 1645.72 3.23%
MSFT 23 Jun 16 50.93 24 Jun 16 48.89 -0.44%
MSFT 21 Jun 16 50.23 22 Jun 16 50.03 -0.04%
PCLN 1 Jun 16 1278 24 Jun 16 1232.14 -0.39%
PCLN 25 May 16 1270.18 31 May 16 1264.33 -0.05%
GOOGL 24 May 16 733.03 16 Jun 16 724.25 -0.07%
MSFT 24 May 16 50.62 13 Jun 16 49.2 -0.31%
GOOG 20 May 16 709.74 17 Jun 16 691.72 -0.14%
PCLN 12 May 16 1282.25 18 May 16 1267.27 -0.13%
MSFT 10 May 16 49.71 23 May 16 49.09 -0.14%
GOOGL 6 May 16 725.18 17 May 16 720.19 -0.04%
MSFT 6 May 16 49.1 9 May 16 48.79 -0.07%
GOOG 5 May 16 701.43 19 May 16 700.32 -0.01%
MSFT 2 May 16 49.31 3 May 16 48.5 -0.18%
GOOG 2 May 16 698.21 3 May 16 692.36 -0.05%
NFLX 12 Apr 16 106.98 19 Apr 16 94.34 -1.31%
CRM 30 Mar 16 74.3 1 Sep 16 75.91 0.24%
CRM 22 Mar 16 72.85 23 Mar 16 71.78 -0.16%
CRM 16 Mar 16 72.73 18 Mar 16 72.65 -0.01%
SBUX 10 Mar 16 56.37 22 Apr 16 56.53 0.03%
AMZN 22 Feb 16 559.5 18 Mar 16 552.08 -0.15%
SBUX 17 Feb 16 56.48 9 Mar 16 55.93 -0.11%
PCLN 17 Feb 16 1235.56 4 May 16 1253.04 0.16%
CRM 12 Jan 16 74.46 13 Jan 16 72.35 -0.31%
CRM 22 Oct 15 77.37 8 Jan 16 73.23 -0.59%
PCLN 22 Oct 15 1354.47 4 Jan 16 1245.37 -0.88%
MSFT 22 Oct 15 46.15 28 Apr 16 48.62 0.59%
FB 22 Oct 15 99.67 14 Nov 16 115.08 1.72%
AMZN 22 Oct 15 563.91 3 Feb 16 531.07 -0.64%
GOOG 22 Oct 15 651.79 28 Apr 16 691.02 0.33%
NFLX 22 Oct 15 97.32 21 Jan 16 102.35 0.57%
SBUX 22 Oct 15 59.87 5 Feb 16 53.4 -1.2%
GOOGL 22 Oct 15 681.14 28 Apr 16 705.06 0.2%