Optimised FANG index


YTD
31.4%
1YR
30.14%
SI (ann.)
22.72%
RISK

Fund Details
Status WARNING 31st Oct, 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)   21.18% 10.23% 10.95%
Since Inception (12th January, 2015) 85.09% 31.83% 53.26%
Year To Date 31.4% 15.54% 15.86%
1 Week 3.19% 0.73% 2.46%
1 Month 5.9% 1.91% 3.99%
3 Months 5.87% 3.97% 1.9%
6 Months 13.12% 7.74% 5.38%
1 Year 30.14% 23.12% 7.02%
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) 22.72% 9.65% 13.07%
by Year
  Fund Benchmark +/- Benchmark
2017 31.4% 15.54% 15.86%
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% 7.83% 5.23%
2016 -0.4% -0.06% 7.21% 1.33%
2015 7.27% 6.3% 3.98% 11.44%
by Month
  Fund Benchmark +/- Benchmark
2017
    October 5.23% 2.36% 2.88%
    September 1.06% 1.51% -0.45%
    August -0.18% 0.29% -0.48%
    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 1.73
Expectancy 14.18%
Fund Volatility 21.18
Benchmark Volatility (SPDR S&P 500 (SPY)) 10.23%
GRAND TOTAL
Total Trades 6 100%
Winning Trades 6 100%
Losing Trades 0 0%
Odd Trades 0 0%
Max Winning Trade 27.94%
Max Losing Trade 0.89%
Average Winning Trade 14.18%
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 27.94%
Max Losing Trade 0.89%
Average Winning Trade 14.18%
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 1105.28 11.4%
L BND 9 Jan 15 78.66 81.77 0.89%
L FB 9 Jan 15 77.74 180.06 18.82%
L GOOG 9 Jan 15 496.17 1016.64 14.47%
L NFLX 9 Jan 15 47.04 196.43 27.94%
L SPY 9 Jan 15 195.06 257.15 11.59%
Historical Trades
Sym Ent D. Ent P. Cls Mkt P. Fund PnL