mcescher-01


YTD
3.5%
1YR
-2.65%
SI (ann.)
8.59%
RISK

Fund Details
Status ACTIVE 14th Jan, 2019
Last Signal(s) OPEN LONG 1st Mar, 2012
Inception 2nd Mar, 2012
Investment type PASSIVE SHORT-TERM
Benchmark SPDR S&P 500 (SPY)
Fund Description

mcescher

Ummm....


Actual Portfolio Composition
Cash40%
First Trust Health Care AlphaDEX10%
PowerShares Dynamic Pharmaceuticals10%
Vanguard Information Technology30%
SPDR S&P Biotech ETF10%
Performance Last 12 Months
Equity Curve
Dividends distribution
March, 2017
Fri 24th Vanguard Information Technology $0.36
Fri 17th PowerShares Dynamic Pharmaceuticals $0.04
Fri 17th SPDR S&P Biotech ETF $0.02
December, 2016
Fri 16th PowerShares Dynamic Pharmaceuticals $0.21
Fri 16th SPDR S&P Biotech ETF $0.02
Wed 14th Vanguard Information Technology $0.43
September, 2016
Tue 20th Vanguard Information Technology $0.4
Fri 16th PowerShares Dynamic Pharmaceuticals $0.11
Fri 16th SPDR S&P Biotech ETF $0.03
June, 2016
Tue 21st Vanguard Information Technology $0.35
Fri 17th PowerShares Dynamic Pharmaceuticals $0.18
Fri 17th SPDR S&P Biotech ETF $0.05
March, 2016
Fri 18th PowerShares Dynamic Pharmaceuticals $0.02
December, 2015
Thu 24th PowerShares Dynamic Pharmaceuticals $1.13
Wed 23rd Vanguard Information Technology $0.4
Fri 18th PowerShares Dynamic Pharmaceuticals $2.47
Fri 18th SPDR S&P Biotech ETF $0.15
September, 2015
Wed 23rd Vanguard Information Technology $0.99
Fri 18th PowerShares Dynamic Pharmaceuticals $0.09
Fri 18th SPDR S&P Biotech ETF $0.05
June, 2015
Fri 19th PowerShares Dynamic Pharmaceuticals $0.14
Fri 19th SPDR S&P Biotech ETF $0.44
March, 2015
Fri 20th PowerShares Dynamic Pharmaceuticals $0.02
Fri 20th SPDR S&P Biotech ETF $0.25
December, 2014
Wed 24th PowerShares Dynamic Pharmaceuticals $1.65
Fri 19th PowerShares Dynamic Pharmaceuticals $0.09
Fri 19th SPDR S&P Biotech ETF $0.49
September, 2014
Fri 19th PowerShares Dynamic Pharmaceuticals $0.08
Fri 19th SPDR S&P Biotech ETF $0.56
June, 2014
Fri 20th PowerShares Dynamic Pharmaceuticals $0.15
Fri 20th SPDR S&P Biotech ETF $0.62
March, 2014
Fri 21st SPDR S&P Biotech ETF $0.33
December, 2013
Fri 20th PowerShares Dynamic Pharmaceuticals $0.07
Fri 20th Vanguard Information Technology $0.94
Fri 20th SPDR S&P Biotech ETF $0.04
September, 2013
Fri 20th PowerShares Dynamic Pharmaceuticals $0.04
Fri 20th SPDR S&P Biotech ETF $0.09
June, 2013
Fri 21st First Trust Health Care AlphaDEX $0.01
Fri 21st PowerShares Dynamic Pharmaceuticals $0.12
Fri 21st SPDR S&P Biotech ETF $0.05
March, 2013
Fri 15th PowerShares Dynamic Pharmaceuticals $0.01
Fri 15th SPDR S&P Biotech ETF $0.04
December, 2012
Fri 21st First Trust Health Care AlphaDEX $0.12
Fri 21st PowerShares Dynamic Pharmaceuticals $0.37
Fri 21st SPDR S&P Biotech ETF $0.2
Thu 20th Vanguard Information Technology $0.83
September, 2012
Fri 21st PowerShares Dynamic Pharmaceuticals $0.06
June, 2012
Thu 21st First Trust Health Care AlphaDEX $0.02
Fri 15th PowerShares Dynamic Pharmaceuticals $0.09
March, 2012
Fri 16th PowerShares Dynamic Pharmaceuticals $0.02
Fund Performance
  Fund Benchmark +/- Benchmark
Volatility (Since Inception)   33.55% 38.26% -4.71%
Since Inception (2nd March, 2012) 94.57% 108.05% -13.48%
Year To Date 3.5% 2.99% 0.51%
1 Week 0.25% 0.25% 0%
1 Month 1.77% 0.8% 0.97%
3 Months -6.14% -6.2% 0.06%
6 Months -9.11% -7.85% -1.26%
1 Year -2.65% -7.07% 4.42%
3 Years 33.86% 40.61% -6.75%
3 Years (Annualized) 10.21% 12.03% -1.82%
5 Years 45.25% 48.81% -3.56%
5 Years (Annualized) 7.75% 8.27% -0.52%
Since Inception (Annualized) (2nd March, 2012) 8.59% 9.59% -1%
by Year
  Fund Benchmark +/- Benchmark
2019 3.5% 2.99% 0.51%
2018 -2.71% -6.35% 3.64%
2017 23.39% 19.9% 3.48%
2016 -2.29% 12% -14.29%
2015 5.33% 1.23% 4.09%
2014 17.86% 13.46% 4.4%
2013 25.34% 32.31% -6.97%
2012 3.32% 15.99% -12.67%
by Trimester
  Trim 1 Trim 2 Trim 3 Trim 4
2019 3.5% 0% 0% 0%
2018 1.83% 5.56% 7.4% -16.19%
2017 8.23% 4.86% 5.4% 2.82%
2016 -6.93% 1.66% 7.17% -3.16%
2015 7.53% 3% -11.16% 6.75%
2014 3.6% 4.6% 2.56% 6.19%
2013 6.35% 2.33% 7.55% 6.82%
2012 2.31% -0.51% 3.61% -1.89%
by Month
  Fund Benchmark +/- Benchmark
2019
    January 3.5% 2.99% 0.51%
2018
    December -8.26% -9.33% 1.07%
    November 0.99% 1.85% -0.86%
    October -8.92% -6.91% -2.01%
    September -0.58% 0.14% -0.72%
    August 5.92% 3.19% 2.72%
    July 2.06% 3.7% -1.64%
    June 0.41% 0.13% 0.28%
    May 5.49% 2.43% 3.06%
    April -0.33% 0.52% -0.85%
    March -2.45% -3.13% 0.68%
    February -1.74% -3.64% 1.9%
    January 6.02% 5.64% 0.38%
2017
    December 0.55% 0.7% -0.14%
    November 0.84% 3.06% -2.22%
    October 1.43% 2.36% -0.93%
    September 1.06% 1.51% -0.45%
    August 2.62% 0.29% 2.33%
    July 1.72% 2.06% -0.34%
    June 2.62% 0.64% 1.98%
    May 0.29% 0.92% -0.63%
    April 1.95% 0.99% 0.96%
    March 0.08% 0.12% -0.04%
    February 4.76% 3.93% 0.83%
    January 3.39% 1.79% 1.6%
2016
    December -0.41% 2.03% -2.43%
    November 2.11% 3.68% -1.57%
    October -4.86% -1.73% -3.13%
    September 1.81% 0.01% 1.81%
    August -0.71% 0.12% -0.83%
    July 6.07% 3.65% 2.43%
    June -1.9% 0.35% -2.25%
    May 3.53% 1.7% 1.83%
    April 0.03% 0.39% -0.36%
    March 4.7% 6.73% -2.03%
    February -1.69% -0.08% -1.6%
    January -9.94% -4.98% -4.96%
2015
    December -1.16% -1.73% 0.57%
    November 2.46% 0.37% 2.09%
    October 5.45% 8.51% -3.06%
    September -6.28% -2.55% -3.73%
    August -6.57% -6.1% -0.48%
    July 1.69% 2.26% -0.57%
    June 0.22% -2.03% 2.25%
    May 4.83% 1.29% 3.55%
    April -2.06% 0.98% -3.04%
    March 0.82% -1.57% 2.39%
    February 5.6% 5.62% -0.02%
    January 1.1% -2.96% 4.07%
2014
    December -0.3% -0.25% -0.05%
    November 2.61% 2.75% -0.14%
    October 3.88% 2.36% 1.53%
    September -0.88% -1.38% 0.49%
    August 4.48% 3.95% 0.53%
    July -1.04% -1.34% 0.31%
    June 3.94% 2.06% 1.88%
    May 2.32% 2.32% -0%
    April -1.66% 0.7% -2.36%
    March -3.18% 0.83% -4.01%
    February 4.65% 4.55% 0.1%
    January 2.12% -3.52% 5.65%
2013
    December 1.65% 2.59% -0.94%
    November 4.37% 2.96% 1.41%
    October 0.81% 4.63% -3.83%
    September 2.92% 3.16% -0.25%
    August -1.12% -3% 1.88%
    July 5.76% 5.17% 0.59%
    June -1.84% -1.33% -0.5%
    May 2.68% 2.36% 0.32%
    April 1.48% 1.92% -0.44%
    March 2.7% 3.8% -1.09%
    February 0.33% 1.28% -0.94%
    January 3.32% 5.12% -1.8%
2012
    December 0.1% 0.89% -0.79%
    November 1.74% 0.57% 1.17%
    October -3.73% -1.82% -1.91%
    September 1.81% 2.54% -0.73%
    August 1.61% 2.51% -0.89%
    July 0.19% 1.18% -0.99%
    June 3.18% 4.06% -0.88%
    May -3.43% -6.01% 2.57%
    April -0.25% -0.67% 0.42%
    March 2.31% 3.22% -0.9%
Fund Statistics
Sharpe Ratio 1.82
Expectancy 23.64%
Fund Volatility 33.55
Benchmark Volatility (SPDR S&P 500 (SPY)) 38.26%
GRAND TOTAL
Total Trades 4 100%
Winning Trades 4 100%
Losing Trades 0 0%
Odd Trades 0 0%
Max Winning Trade 45.42%
Max Losing Trade 13.5%
Average Winning Trade 23.64%
Average Losing Trade 0%
Total DrawDown 0%
LONG ONLY
Long Trades 4 100%
Winning Trades 4 100%
Losing Trades 0 0%
Odd Trades 0 0%
Max Winning Trade 45.42%
Max Losing Trade 13.5%
Average Winning Trade 23.64%
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 FXH 1 Mar 12 29.89 71.47 13.91%
L PJP 1 Mar 12 27.61 64.89 13.5%
L VGT 1 Mar 12 67.68 170.15 45.42%
L XBI 1 Mar 12 25.24 80.12 21.74%
Historical Trades
Sym Ent D. Ent P. Cls Mkt P. Fund PnL