Optimised FANG index


YTD
9.37%
1YR
6.47%
SI (ann.)
16.13%
RISK

Fund Details
Status WARNING 14th Jan, 2019
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)   40.73% 16.52% 24.21%
Since Inception (12th January, 2015) 111.57% 31.96% 79.61%
Year To Date 9.37% 2.99% 6.38%
1 Week 0.76% 0.25% 0.51%
1 Month 8.58% 0.8% 7.78%
3 Months -3.51% -6.2% 2.69%
6 Months -14.15% -7.85% -6.3%
1 Year 6.47% -7.07% 13.54%
3 Years 74.8% 40.61% 34.19%
3 Years (Annualized) 20.46% 12.03% 8.43%
5 Years Not enough historical data.
5 Years (Annualized) Not enough historical data.
Since Inception (Annualized) (12th January, 2015) 16.13% 5.7% 10.43%
by Year
  Fund Benchmark +/- Benchmark
2019 9.37% 8.07% 1.3%
2018 3.4% -6.35% 9.75%
2017 32.81% 19.9% 12.91%
2016 7.71% 12% -4.28%
2015 31.96% 1.23% 30.73%
by Trimester
  Trim 1 Trim 2 Trim 3 Trim 4
2019 9.37% 0% 0% 0%
2018 10.43% 14.66% 0.67% -19.84%
2017 10.75% 4.24% 7.79% 6.35%
2016 -0.4% -0.06% 7.21% 1.33%
2015 7.27% 6.3% 3.98% 11.44%
by Month
  Fund Benchmark +/- Benchmark
2019
    January 9.37% 8.01% 1.36%
2018
    December -6.72% -9.33% 2.62%
    November -1.04% 1.85% -2.89%
    October -12.09% -6.91% -5.18%
    September -0.75% 0.14% -0.89%
    August 4.96% 3.19% 1.77%
    July -3.55% 3.7% -7.25%
    June 4.31% 0.13% 4.19%
    May 7.08% 2.43% 4.65%
    April 3.27% 0.52% 2.75%
    March -3.34% -3.13% -0.21%
    February -0.36% -3.64% 3.27%
    January 14.13% 5.64% 8.5%
2017
    December 0.91% 0.7% 0.21%
    November 0.21% 3.06% -2.84%
    October 5.23% 2.36% 2.87%
    September 1.07% 1.51% -0.44%
    August -0.24% 0.29% -0.53%
    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 1.12
Expectancy 18.6%
Fund Volatility 40.73
Benchmark Volatility (SPDR S&P 500 (SPY)) 16.52%
GRAND TOTAL
Total Trades 6 100%
Winning Trades 6 100%
Losing Trades 0 0%
Odd Trades 0 0%
Max Winning Trade 53.46%
Max Losing Trade 0.17%
Average Winning Trade 18.6%
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 53.46%
Max Losing Trade 0.17%
Average Winning Trade 18.6%
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 1617.21 18.62%
L BND 9 Jan 15 78.66 79.26 0.17%
L FB 9 Jan 15 77.74 145.39 12.44%
L GOOG 9 Jan 15 496.17 1044.69 15.25%
L NFLX 9 Jan 15 47.04 332.94 53.46%
L SPY 9 Jan 15 195.06 257.4 11.63%
Historical Trades
Sym Ent D. Ent P. Cls Mkt P. Fund PnL