DEFENSIVE Fund 2015


YTD
1.37%
1YR
-0.51%
SI (ann.)
1.08%
RISK

Fund Details
Status WARNING 31st Oct, 2017
Last Signal(s) OPEN LONG 2nd Jan, 2014
Inception 2nd Jan, 2014
Investment type PASSIVE SHORT-TERM
Benchmark SPDR S&P 500 (SPY)
Fund Description

Arik

The good times may be over and many asset prices may drop in 2015.A low interest rate environment is favorable for investments in bond funds. This stems from the fact that market value of a bond is inversely proportional to the interest rates.The primary forms of bond risk include default risk and the interest rate risk. The latter is obviously the most important these days. Meanwhile, global government bond yields dropped to a new low recently. 10year U.S. Treasury note yield was down to 1.964% on Tuesday, the lowest since May 2013.Bill Gross warns that investors do not look, therefore, for economic growth to be the magic elixir for 2015. He suggests, Investors should be flexible and consider more liquid securities. Fixed income with shorter maturities is one starting place.


Actual Portfolio Composition
Cash10%
Nuveen Core Plus Bond A45%
BlackRock Total Return Svc45%
Performance Last 12 Months
Equity Curve
Dividends distribution
March, 2015
Tue 31st Nuveen Core Plus Bond A $0.04
Tue 31st BlackRock Total Return Svc $0.03
February, 2015
Fri 27th Nuveen Core Plus Bond A $0.04
Fri 27th BlackRock Total Return Svc $0.03
January, 2015
Fri 30th Nuveen Core Plus Bond A $0.04
Fri 30th BlackRock Total Return Svc $0.03
December, 2014
Wed 31st Nuveen Core Plus Bond A $0.04
Wed 31st BlackRock Total Return Svc $0.03
Mon 22nd BlackRock Total Return Svc $0.03
Mon 15th Nuveen Core Plus Bond A $0.02
November, 2014
Fri 28th Nuveen Core Plus Bond A $0.04
Fri 28th BlackRock Total Return Svc $0.03
October, 2014
Fri 31st Nuveen Core Plus Bond A $0.04
Fri 31st BlackRock Total Return Svc $0.03
September, 2014
Tue 30th Nuveen Core Plus Bond A $0.04
Tue 30th BlackRock Total Return Svc $0.03
August, 2014
Fri 29th Nuveen Core Plus Bond A $0.04
Fri 29th BlackRock Total Return Svc $0.04
July, 2014
Thu 31st Nuveen Core Plus Bond A $0.04
Thu 31st BlackRock Total Return Svc $0.04
June, 2014
Mon 30th Nuveen Core Plus Bond A $0.04
Mon 30th BlackRock Total Return Svc $0.03
May, 2014
Fri 30th Nuveen Core Plus Bond A $0.04
Fri 30th BlackRock Total Return Svc $0.04
April, 2014
Wed 30th Nuveen Core Plus Bond A $0.04
Wed 30th BlackRock Total Return Svc $0.04
March, 2014
Mon 31st Nuveen Core Plus Bond A $0.04
Mon 31st BlackRock Total Return Svc $0.04
February, 2014
Fri 28th Nuveen Core Plus Bond A $0.04
Fri 28th BlackRock Total Return Svc $0.03
January, 2014
Fri 31st Nuveen Core Plus Bond A $0.04
Fri 31st BlackRock Total Return Svc $0.03
Fund Performance
  Fund Benchmark +/- Benchmark
Volatility (Since Inception)   1.57% 12.99% -11.42%
Since Inception (2nd January, 2014) 4.37% 50.08% -45.71%
Year To Date 1.37% 15.54% -14.17%
1 Week 0.28% 0.73% -0.45%
1 Month -0.12% 1.91% -2.03%
3 Months -0.32% 3.97% -4.29%
6 Months 0.72% 7.74% -7.02%
1 Year -0.51% 23.12% -23.63%
3 Years -1.09% 34.18% -35.27%
3 Years (Annualized) -0.37% 10.3% -10.67%
5 Years Not enough historical data.
5 Years (Annualized) Not enough historical data.
Since Inception (Annualized) (2nd January, 2014) 1.08% 10.68% -9.6%
by Year
  Fund Benchmark +/- Benchmark
2017 1.37% 15.54% -14.17%
2016 1.1% 12% -10.9%
2015 -3.73% 1.23% -4.96%
2014 5.79% 13.46% -7.67%
by Trimester
  Trim 1 Trim 2 Trim 3 Trim 4
2017 0.32% 0.76% 0.4% -0.12%
2016 1.26% 1.8% 0.67% -2.59%
2015 1.67% -2.32% -1.47% -1.64%
2014 2.4% 2.39% -0.05% 0.93%
by Month
  Fund Benchmark +/- Benchmark
2017
    October -0.12% 2.36% -2.47%
    September -0.47% 1.51% -1.98%
    August 0.43% 0.29% 0.14%
    July 0.44% 2.06% -1.61%
    June 0.15% 0.64% -0.49%
    May 0.09% 0.92% -0.83%
    April 0.52% 0.99% -0.47%
    March -0.32% 0.12% -0.44%
    February 0.56% 3.93% -3.37%
    January 0.08% 1.79% -1.71%
2016
    December 0.28% 2.03% -1.74%
    November -2.17% 3.68% -5.85%
    October -0.7% -1.73% 1.03%
    September -0.2% 0.01% -0.2%
    August 0.04% 0.12% -0.08%
    July 0.83% 3.65% -2.82%
    June 1.23% 0.35% 0.89%
    May -0.24% 1.7% -1.94%
    April 0.8% 0.39% 0.41%
    March 1.47% 6.73% -5.26%
    February -0.04% -0.08% 0.04%
    January -0.17% -4.98% 4.81%
2015
    December -1.56% -1.73% 0.17%
    November -0.56% 0.37% -0.92%
    October 0.48% 8.51% -8.02%
    September -0.52% -2.55% 2.03%
    August -0.87% -6.1% 5.23%
    July -0.08% 2.26% -2.34%
    June -1.47% -2.03% 0.56%
    May -0.43% 1.29% -1.71%
    April -0.42% 0.98% -1.41%
    March 0.13% -1.57% 1.7%
    February -0.14% 5.62% -5.76%
    January 1.68% -2.96% 4.65%
2014
    December -0.08% -0.25% 0.18%
    November 0.29% 2.75% -2.46%
    October 0.71% 2.36% -1.64%
    September -0.84% -1.38% 0.54%
    August 0.93% 3.95% -3.01%
    July -0.15% -1.34% 1.2%
    June 0.35% 2.06% -1.71%
    May 1.02% 2.32% -1.3%
    April 1.02% 0.7% 0.33%
    March 0.13% 0.83% -0.7%
    February 1.21% 4.55% -3.34%
    January 1.07% -3.52% 4.59%
Fund Statistics
Sharpe Ratio 1.95
Expectancy 2.19%
Fund Volatility 1.57
Benchmark Volatility (SPDR S&P 500 (SPY)) 12.99%
GRAND TOTAL
Total Trades 2 100%
Winning Trades 2 100%
Losing Trades 0 0%
Odd Trades 0 0%
Max Winning Trade 3.31%
Max Losing Trade 1.07%
Average Winning Trade 2.19%
Average Losing Trade 0%
Total DrawDown 0%
LONG ONLY
Long Trades 2 100%
Winning Trades 2 100%
Losing Trades 0 0%
Odd Trades 0 0%
Max Winning Trade 3.31%
Max Losing Trade 1.07%
Average Winning Trade 2.19%
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 FAFIX 2 Jan 14 10.81 11.07 1.07%
L MSHQX 2 Jan 14 10.94 11.74 3.31%
Historical Trades
Sym Ent D. Ent P. Cls Mkt P. Fund PnL