Optimised FANG index


YTD
17.19%
1YR
27.49%
SI (ann.)
18.19%
RISK

Fund Details
Status WARNING 12th May, 2017
Last Signal(s) OPEN LONG 9th Jan, 2015
Inception 9th 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)   15.07% 7.3% 7.77%
Since Inception (9th January, 2015) 65.08% 22.51% 42.57%
Year To Date 17.19% 7.38% 9.81%
1 Week 0.44% -0.19% 0.63%
1 Month 5.36% 1.88% 3.48%
3 Months 8.15% 2.26% 5.89%
6 Months 19.56% 10.82% 8.74%
1 Year 27.49% 17.96% 9.53%
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) (9th January, 2015) 18.19% 7% 11.19%
by Year
  Fund Benchmark +/- Benchmark
2017 17.19% 7.38% 9.81%
2016 7.71% 12% -4.28%
2015 30.77% 1.23% 29.54%
by Trimester
  Trim 1 Trim 2 Trim 3 Trim 4
2017 10.75% 5.43% 0% 0%
2016 -0.4% -0.06% 7.21% 1.33%
2015 6.33% 6.3% 3.98% 11.44%
by Month
  Fund Benchmark +/- Benchmark
2017
    May 1.84% 0.38% 1.46%
    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 4.01% -2.96% 6.97%
Fund Statistics
Sharpe Ratio 1.76
Expectancy 10.85%
Fund Volatility 15.07
Benchmark Volatility (SPDR S&P 500 (SPY)) 7.3%
GRAND TOTAL
Total Trades 6 100%
Winning Trades 6 100%
Losing Trades 0 0%
Odd Trades 0 0%
Max Winning Trade 21.27%
Max Losing Trade 0.77%
Average Winning Trade 10.85%
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 21.27%
Max Losing Trade 0.77%
Average Winning Trade 10.85%
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 15 296.93 961.35 9.37%
L BND 9 Jan 15 78.66 81.35 0.77%
L FB 9 Jan 15 77.74 150.33 13.35%
L GOOG 9 Jan 15 496.17 932.22 12.12%
L NFLX 9 Jan 15 47.04 160.81 21.27%
L SPY 9 Jan 15 195.06 238.98 8.19%
Historical Trades
Sym Ent D. Ent P. Cls Mkt P. Fund PnL