Optimised FANG index


YTD
20.39%
1YR
24%
SI (ann.)
19.19%
RISK

Fund Details
Status ACTIVE 18th Aug, 2017
Last Signal(s) OPEN LONG 9th Jan, 2015
Inception 12th Jan, 2015
Investment type PASSIVE RETIREMENT
Benchmark SPDR S&P 500 (SPY)
Fund Description

Aleksandras Liauska

The FANG index, containing stocks like FB, AMZN, GOOG, NFLX. However, this one is optimised. Higher returns compared to the S&P 500, with the same max drawdown and a std. dev. half the size of the usual FANG inex, meaning that it is half as volatile, howver still generating great returns.


Entry suggestion
Buy and hold forever.
Actual Portfolio Composition
Cash0%
Amazon.com Inc4.2%
Vanguard Total Bond Market ETF22.5%
Facebook Inc14.3%
Alphabet Inc. (GOOG)13.8%
NetFlix Inc.8.8%
SPDR S&P 500 (SPY)36.4%
Performance Last 12 Months
Equity Curve
Dividends distribution
April, 2017
Mon 3rd Vanguard Total Bond Market ETF $0.17
March, 2017
Fri 17th SPDR S&P 500 (SPY) $1.03
February, 2017
Wed 1st Vanguard Total Bond Market ETF $0.17
December, 2016
Thu 22nd Vanguard Total Bond Market ETF $0.02
Fri 16th SPDR S&P 500 (SPY) $1.33
October, 2016
Mon 3rd Vanguard Total Bond Market ETF $0.16
September, 2016
Fri 16th SPDR S&P 500 (SPY) $1.08
August, 2016
Mon 1st Vanguard Total Bond Market ETF $0.17
July, 2016
Fri 1st Vanguard Total Bond Market ETF $0.16
June, 2016
Fri 17th SPDR S&P 500 (SPY) $1.08
Wed 1st Vanguard Total Bond Market ETF $0.17
May, 2016
Mon 2nd Vanguard Total Bond Market ETF $0.16
March, 2016
Fri 18th SPDR S&P 500 (SPY) $1.05
February, 2016
Mon 1st Vanguard Total Bond Market ETF $0.17
December, 2015
Wed 23rd Vanguard Total Bond Market ETF $0.23
Fri 18th SPDR S&P 500 (SPY) $1.21
Tue 1st Vanguard Total Bond Market ETF $0.17
November, 2015
Mon 2nd Vanguard Total Bond Market ETF $0.17
October, 2015
Thu 1st Vanguard Total Bond Market ETF $0.16
September, 2015
Fri 18th SPDR S&P 500 (SPY) $1.03
August, 2015
Mon 3rd Vanguard Total Bond Market ETF $0.17
July, 2015
Wed 1st Vanguard Total Bond Market ETF $0.16
June, 2015
Fri 19th SPDR S&P 500 (SPY) $1.03
May, 2015
Fri 1st Vanguard Total Bond Market ETF $0.16
April, 2015
Wed 1st Vanguard Total Bond Market ETF $0.19
March, 2015
Fri 20th SPDR S&P 500 (SPY) $0.93
Mon 2nd Vanguard Total Bond Market ETF $0.16
February, 2015
Mon 2nd Vanguard Total Bond Market ETF $0.17
Fund Performance
  Fund Benchmark +/- Benchmark
Volatility (Since Inception)   18.64% 9.02% 9.62%
Since Inception (12th January, 2015) 69.58% 24.43% 45.15%
Year To Date 20.39% 9.05% 11.34%
1 Week -1.64% -1.55% -0.09%
1 Month -3.4% -1.73% -1.67%
3 Months 3.67% 2.34% 1.33%
6 Months 10.48% 3.08% 7.4%
1 Year 24% 12.77% 11.23%
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) (12th January, 2015) 19.19% 7.56% 11.63%
by Year
  Fund Benchmark +/- Benchmark
2017 20.39% 9.05% 11.34%
2016 7.71% 12% -4.28%
2015 31.96% 1.23% 30.73%
by Trimester
  Trim 1 Trim 2 Trim 3 Trim 4
2017 10.75% 4.24% 4.21% 0%
2016 -0.4% -0.06% 7.21% 1.33%
2015 7.27% 6.3% 3.98% 11.44%
by Month
  Fund Benchmark +/- Benchmark
2017
    August -2.75% -1.65% -1.1%
    July 6.96% 2.06% 4.9%
    June -2.56% 0.64% -3.2%
    May 3.21% 0.92% 2.29%
    April 3.59% 0.99% 2.6%
    March 2% 0.12% 1.87%
    February 2.72% 3.93% -1.21%
    January 6.03% 1.79% 4.24%
2016
    December 1.39% 2.03% -0.64%
    November -2.96% 3.68% -6.64%
    October 2.9% -1.73% 4.64%
    September 1.37% 0.01% 1.36%
    August 1.2% 0.12% 1.08%
    July 4.64% 3.65% 1%
    June -2.72% 0.35% -3.06%
    May 4.13% 1.7% 2.43%
    April -1.47% 0.39% -1.87%
    March 6.07% 6.73% -0.66%
    February -1.81% -0.08% -1.73%
    January -4.66% -4.98% 0.31%
2015
    December -1.27% -1.73% 0.46%
    November 3.67% 0.37% 3.31%
    October 9.03% 8.51% 0.53%
    September -2.6% -2.55% -0.05%
    August -2.91% -6.1% 3.19%
    July 9.48% 2.26% 7.23%
    June 0.73% -2.03% 2.76%
    May 2.01% 1.29% 0.72%
    April 3.57% 0.98% 2.58%
    March -1.69% -1.57% -0.12%
    February 4.01% 5.62% -1.61%
    January 4.95% -2.96% 7.91%
Fund Statistics
Sharpe Ratio 1.75
Expectancy 11.6%
Fund Volatility 18.64
Benchmark Volatility (SPDR S&P 500 (SPY)) 9.02%
GRAND TOTAL
Total Trades 6 100%
Winning Trades 6 100%
Losing Trades 0 0%
Odd Trades 0 0%
Max Winning Trade 22.35%
Max Losing Trade 1%
Average Winning Trade 11.6%
Average Losing Trade 0%
Total DrawDown 0%
LONG ONLY
Long Trades 6 100%
Winning Trades 6 100%
Losing Trades 0 0%
Odd Trades 0 0%
Max Winning Trade 22.35%
Max Losing Trade 1%
Average Winning Trade 11.6%
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 AMZN 9 Jan 15 296.93 958.47 9.33%
L BND 9 Jan 15 78.66 82.17 1%
L FB 9 Jan 15 77.74 167.41 16.49%
L GOOG 9 Jan 15 496.17 910.67 11.52%
L NFLX 9 Jan 15 47.04 166.54 22.35%
L SPY 9 Jan 15 195.06 242.71 8.89%
Historical Trades
Sym Ent D. Ent P. Cls Mkt P. Fund PnL