Diversified Portfolio


YTD
3.84%
1YR
6.96%
SI (ann.)
6.13%
RISK

Fund Details
Status WARNING 13th Apr, 2017
Last Signal(s) OPEN LONG 4th Jan, 2010
Inception 4th Jan, 2010
Investment type PASSIVE LONG-TERM
Benchmark SPDR S&P 500 (SPY)
Fund Description

Alberto Sfolcini

This portfolio takes advantage of global long-term market growth and reduces risk through a high degree of diversification. Mainly exposed to the US market.


Actual Portfolio Composition
Cash0%
PowerShares DB Commodity Idx Trking Fund6%
SPDR Gold Shares6%
iShares National AMT-Free Muni Bond ETF25%
SPDR Dow Jones Global Real Estate6%
Vanguard Long-Term Corporate Bond25%
Vanguard MSCI Europe6%
Vanguard Total Stock Market tracks the MSCI US Broad Market Index20%
Vanguard MSCI Emerging Markets6%
Performance Last 12 Months
Equity Curve
Dividends distribution
April, 2017
Mon 3rd iShares National AMT-Free Muni Bond ETF $0.21
Mon 3rd Vanguard Long-Term Corporate Bond $0.32
March, 2017
Fri 24th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.54
Wed 22nd Vanguard MSCI Europe $0.28
Wed 22nd Vanguard MSCI Emerging Markets $0.07
Fri 17th SPDR Dow Jones Global Real Estate $0.26
February, 2017
Wed 1st iShares National AMT-Free Muni Bond ETF $0.21
Wed 1st Vanguard Long-Term Corporate Bond $0.27
December, 2016
Thu 22nd iShares National AMT-Free Muni Bond ETF $0.14
Thu 22nd Vanguard Long-Term Corporate Bond $0.34
Tue 20th Vanguard MSCI Europe $0.23
Tue 20th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.73
Tue 20th Vanguard MSCI Emerging Markets $0.17
Fri 16th SPDR Dow Jones Global Real Estate $0.64
Thu 1st Vanguard Long-Term Corporate Bond $0.33
October, 2016
Mon 3rd iShares National AMT-Free Muni Bond ETF $0.21
Mon 3rd Vanguard Long-Term Corporate Bond $0.33
September, 2016
Fri 16th SPDR Dow Jones Global Real Estate $0.39
Tue 13th Vanguard MSCI Europe $0.27
Tue 13th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.54
Tue 13th Vanguard MSCI Emerging Markets $0.45
Thu 1st Vanguard Long-Term Corporate Bond $0.32
August, 2016
Mon 1st iShares National AMT-Free Muni Bond ETF $0.2
Mon 1st Vanguard Long-Term Corporate Bond $0.32
July, 2016
Fri 1st iShares National AMT-Free Muni Bond ETF $0.21
Fri 1st Vanguard Long-Term Corporate Bond $0.32
June, 2016
Fri 17th SPDR Dow Jones Global Real Estate $0.39
Wed 1st iShares National AMT-Free Muni Bond ETF $0.21
Wed 1st Vanguard Long-Term Corporate Bond $0.33
May, 2016
Mon 2nd iShares National AMT-Free Muni Bond ETF $0.2
Mon 2nd Vanguard Long-Term Corporate Bond $0.32
April, 2016
Fri 1st iShares National AMT-Free Muni Bond ETF $0.18
Fri 1st Vanguard Long-Term Corporate Bond $0.31
March, 2016
Tue 15th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.48
Tue 1st Vanguard Long-Term Corporate Bond $0.34
February, 2016
Mon 1st iShares National AMT-Free Muni Bond ETF $0.22
Mon 1st Vanguard Long-Term Corporate Bond $0.29
December, 2015
Thu 24th iShares National AMT-Free Muni Bond ETF $0.22
Wed 23rd Vanguard Long-Term Corporate Bond $0.37
Mon 21st Vanguard MSCI Europe $0.2
Mon 21st Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.58
Mon 21st Vanguard MSCI Emerging Markets $0.16
Fri 18th SPDR Dow Jones Global Real Estate $0.45
Tue 1st iShares National AMT-Free Muni Bond ETF $0.23
Tue 1st Vanguard Long-Term Corporate Bond $0.33
November, 2015
Mon 2nd iShares National AMT-Free Muni Bond ETF $0.23
Mon 2nd Vanguard Long-Term Corporate Bond $0.33
October, 2015
Thu 1st iShares National AMT-Free Muni Bond ETF $0.23
Thu 1st Vanguard Long-Term Corporate Bond $0.33
September, 2015
Fri 25th Vanguard MSCI Europe $0.23
Fri 25th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.51
Fri 25th Vanguard MSCI Emerging Markets $0.45
Fri 18th SPDR Dow Jones Global Real Estate $0.36
August, 2015
Mon 3rd iShares National AMT-Free Muni Bond ETF $0.23
Mon 3rd Vanguard Long-Term Corporate Bond $0.33
July, 2015
Wed 1st iShares National AMT-Free Muni Bond ETF $0.23
Wed 1st Vanguard Long-Term Corporate Bond $0.33
June, 2015
Fri 26th Vanguard MSCI Europe $0.88
Fri 26th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.47
Fri 26th Vanguard MSCI Emerging Markets $0.39
Fri 19th SPDR Dow Jones Global Real Estate $0.38
Mon 1st Vanguard Long-Term Corporate Bond $0.33
May, 2015
Fri 1st iShares National AMT-Free Muni Bond ETF $0.24
Fri 1st Vanguard Long-Term Corporate Bond $0.34
April, 2015
Wed 1st iShares National AMT-Free Muni Bond ETF $0.24
Wed 1st Vanguard Long-Term Corporate Bond $0.34
March, 2015
Wed 25th Vanguard MSCI Europe $0.32
Wed 25th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.51
Wed 25th Vanguard MSCI Emerging Markets $0.07
Fri 20th SPDR Dow Jones Global Real Estate $0.21
Mon 2nd iShares National AMT-Free Muni Bond ETF $0.24
Mon 2nd Vanguard Long-Term Corporate Bond $0.31
February, 2015
Mon 2nd iShares National AMT-Free Muni Bond ETF $0.24
Mon 2nd Vanguard Long-Term Corporate Bond $0.28
December, 2014
Wed 24th iShares National AMT-Free Muni Bond ETF $0.21
Tue 23rd Vanguard Long-Term Corporate Bond $0.34
Mon 22nd Vanguard MSCI Europe $0.29
Mon 22nd Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.56
Mon 22nd Vanguard MSCI Emerging Markets $0.17
Fri 19th SPDR Dow Jones Global Real Estate $0.42
Mon 1st iShares National AMT-Free Muni Bond ETF $0.24
Mon 1st Vanguard Long-Term Corporate Bond $0.32
November, 2014
Mon 3rd iShares National AMT-Free Muni Bond ETF $0.24
Mon 3rd Vanguard Long-Term Corporate Bond $0.33
October, 2014
Wed 1st iShares National AMT-Free Muni Bond ETF $0.25
Wed 1st Vanguard Long-Term Corporate Bond $0.33
September, 2014
Wed 24th Vanguard MSCI Europe $0.27
Wed 24th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.47
Wed 24th Vanguard MSCI Emerging Markets $0.45
Fri 19th SPDR Dow Jones Global Real Estate $0.36
Tue 2nd iShares National AMT-Free Muni Bond ETF $0.25
Tue 2nd Vanguard Long-Term Corporate Bond $0.34
August, 2014
Fri 1st iShares National AMT-Free Muni Bond ETF $0.25
Fri 1st Vanguard Long-Term Corporate Bond $0.33
July, 2014
Tue 1st iShares National AMT-Free Muni Bond ETF $0.25
Tue 1st Vanguard Long-Term Corporate Bond $0.34
June, 2014
Tue 24th Vanguard MSCI Europe $0.98
Tue 24th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.42
Tue 24th Vanguard MSCI Emerging Markets $0.42
Fri 20th SPDR Dow Jones Global Real Estate $0.47
Mon 2nd iShares National AMT-Free Muni Bond ETF $0.25
Mon 2nd Vanguard Long-Term Corporate Bond $0.32
May, 2014
Thu 1st iShares National AMT-Free Muni Bond ETF $0.26
Thu 1st Vanguard Long-Term Corporate Bond $0.32
April, 2014
Tue 1st iShares National AMT-Free Muni Bond ETF $0.26
Tue 1st Vanguard Long-Term Corporate Bond $0.34
March, 2014
Tue 25th Vanguard MSCI Europe $0.88
Tue 25th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.42
Tue 25th Vanguard MSCI Emerging Markets $0.11
Fri 21st SPDR Dow Jones Global Real Estate $0.23
Mon 3rd iShares National AMT-Free Muni Bond ETF $0.27
Mon 3rd Vanguard Long-Term Corporate Bond $0.33
February, 2014
Mon 3rd iShares National AMT-Free Muni Bond ETF $0.27
Mon 3rd Vanguard Long-Term Corporate Bond $0.34
December, 2013
Thu 26th iShares National AMT-Free Muni Bond ETF $0.28
Tue 24th Vanguard Long-Term Corporate Bond $0.33
Fri 20th SPDR Dow Jones Global Real Estate $0.4
Fri 20th Vanguard MSCI Europe $0.24
Fri 20th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.49
Fri 20th Vanguard MSCI Emerging Markets $0.22
Mon 2nd iShares National AMT-Free Muni Bond ETF $0.27
November, 2013
Fri 29th Vanguard Long-Term Corporate Bond $0.33
Fri 1st iShares National AMT-Free Muni Bond ETF $0.28
October, 2013
Thu 31st Vanguard Long-Term Corporate Bond $0.31
Tue 1st iShares National AMT-Free Muni Bond ETF $0.27
September, 2013
Mon 30th Vanguard Long-Term Corporate Bond $0.34
Mon 23rd Vanguard MSCI Europe $0.2
Mon 23rd Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.43
Mon 23rd Vanguard MSCI Emerging Markets $0.35
Fri 20th SPDR Dow Jones Global Real Estate $0.31
Tue 3rd iShares National AMT-Free Muni Bond ETF $0.27
August, 2013
Fri 30th Vanguard Long-Term Corporate Bond $0.35
Thu 1st iShares National AMT-Free Muni Bond ETF $0.26
July, 2013
Wed 31st Vanguard Long-Term Corporate Bond $0.34
Mon 1st iShares National AMT-Free Muni Bond ETF $0.26
June, 2013
Fri 28th Vanguard Long-Term Corporate Bond $0.33
Mon 24th Vanguard MSCI Europe $0.95
Mon 24th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.39
Mon 24th Vanguard MSCI Emerging Markets $0.51
Fri 21st SPDR Dow Jones Global Real Estate $0.66
Mon 3rd iShares National AMT-Free Muni Bond ETF $0.25
May, 2013
Fri 31st Vanguard Long-Term Corporate Bond $0.32
Wed 1st iShares National AMT-Free Muni Bond ETF $0.25
April, 2013
Tue 30th Vanguard Long-Term Corporate Bond $0.35
Mon 1st iShares National AMT-Free Muni Bond ETF $0.25
March, 2013
Thu 28th Vanguard Long-Term Corporate Bond $0.34
Fri 22nd Vanguard MSCI Europe $0.24
Fri 22nd Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.36
Fri 22nd Vanguard MSCI Emerging Markets $0.06
Fri 15th SPDR Dow Jones Global Real Estate $0.2
Fri 1st iShares National AMT-Free Muni Bond ETF $0.26
February, 2013
Thu 28th Vanguard Long-Term Corporate Bond $0.34
Fri 1st iShares National AMT-Free Muni Bond ETF $0.24
January, 2013
Thu 31st Vanguard Long-Term Corporate Bond $0.33
December, 2012
Wed 26th iShares National AMT-Free Muni Bond ETF $0.25
Mon 24th Vanguard Long-Term Corporate Bond $0.56
Fri 21st SPDR Dow Jones Global Real Estate $0.71
Thu 20th Vanguard MSCI Europe $0.39
Thu 20th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.55
Thu 20th Vanguard MSCI Emerging Markets $0.45
Mon 3rd iShares National AMT-Free Muni Bond ETF $0.24
November, 2012
Fri 30th Vanguard Long-Term Corporate Bond $0.33
Fri 2nd Vanguard Long-Term Corporate Bond $0.33
October, 2012
Mon 1st iShares National AMT-Free Muni Bond ETF $0.27
September, 2012
Fri 28th Vanguard Long-Term Corporate Bond $0.33
Mon 24th Vanguard MSCI Europe $1.08
Mon 24th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.36
Mon 24th Vanguard MSCI Emerging Markets $0.53
Fri 21st SPDR Dow Jones Global Real Estate $0.34
Tue 4th iShares National AMT-Free Muni Bond ETF $0.27
August, 2012
Fri 31st Vanguard Long-Term Corporate Bond $0.33
Wed 1st iShares National AMT-Free Muni Bond ETF $0.27
July, 2012
Tue 31st Vanguard Long-Term Corporate Bond $0.33
Mon 2nd iShares National AMT-Free Muni Bond ETF $0.27
June, 2012
Fri 29th Vanguard Long-Term Corporate Bond $0.34
Mon 25th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.35
Fri 15th SPDR Dow Jones Global Real Estate $0.4
Fri 1st iShares National AMT-Free Muni Bond ETF $0.27
May, 2012
Thu 31st Vanguard Long-Term Corporate Bond $0.34
Tue 1st iShares National AMT-Free Muni Bond ETF $0.27
April, 2012
Mon 30th Vanguard Long-Term Corporate Bond $0.35
Mon 2nd iShares National AMT-Free Muni Bond ETF $0.27
March, 2012
Fri 30th Vanguard Long-Term Corporate Bond $0.34
Mon 26th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.31
Fri 16th SPDR Dow Jones Global Real Estate $0.23
Thu 1st iShares National AMT-Free Muni Bond ETF $0.29
February, 2012
Wed 29th Vanguard Long-Term Corporate Bond $0.3
Wed 1st iShares National AMT-Free Muni Bond ETF $0.28
January, 2012
Tue 31st Vanguard Long-Term Corporate Bond $0.32
December, 2011
Tue 27th iShares National AMT-Free Muni Bond ETF $0.27
Fri 23rd Vanguard Long-Term Corporate Bond $0.33
Wed 21st Vanguard MSCI Europe $1.91
Wed 21st Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.36
Wed 21st Vanguard MSCI Emerging Markets $0.91
Fri 16th SPDR Dow Jones Global Real Estate $0.27
Thu 1st iShares National AMT-Free Muni Bond ETF $0.3
November, 2011
Wed 30th Vanguard Long-Term Corporate Bond $0.34
Tue 1st iShares National AMT-Free Muni Bond ETF $0.29
October, 2011
Mon 31st Vanguard Long-Term Corporate Bond $0.33
Mon 3rd iShares National AMT-Free Muni Bond ETF $0.3
September, 2011
Fri 30th Vanguard Long-Term Corporate Bond $0.33
Fri 23rd Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.31
Fri 16th SPDR Dow Jones Global Real Estate $0.3
Thu 1st iShares National AMT-Free Muni Bond ETF $0.3
August, 2011
Wed 31st Vanguard Long-Term Corporate Bond $0.31
Mon 1st iShares National AMT-Free Muni Bond ETF $0.29
July, 2011
Fri 29th Vanguard Long-Term Corporate Bond $0.33
Fri 1st iShares National AMT-Free Muni Bond ETF $0.31
June, 2011
Thu 30th Vanguard Long-Term Corporate Bond $0.28
Fri 24th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.28
Fri 17th SPDR Dow Jones Global Real Estate $0.33
Wed 1st iShares National AMT-Free Muni Bond ETF $0.31
May, 2011
Tue 31st Vanguard Long-Term Corporate Bond $0.34
Mon 2nd iShares National AMT-Free Muni Bond ETF $0.31
April, 2011
Fri 29th Vanguard Long-Term Corporate Bond $0.34
Fri 1st iShares National AMT-Free Muni Bond ETF $0.31
March, 2011
Thu 31st Vanguard Long-Term Corporate Bond $0.39
Fri 25th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.28
Fri 18th SPDR Dow Jones Global Real Estate $0.19
Tue 1st iShares National AMT-Free Muni Bond ETF $0.31
February, 2011
Mon 28th Vanguard Long-Term Corporate Bond $0.32
Tue 1st iShares National AMT-Free Muni Bond ETF $0.31
January, 2011
Mon 31st Vanguard Long-Term Corporate Bond $0.32
December, 2010
Tue 28th iShares National AMT-Free Muni Bond ETF $0.31
Mon 27th Vanguard Long-Term Corporate Bond $0.6
Wed 22nd Vanguard MSCI Europe $2.31
Wed 22nd Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.35
Wed 22nd Vanguard MSCI Emerging Markets $0.82
Fri 17th SPDR Dow Jones Global Real Estate $1.85
Wed 1st iShares National AMT-Free Muni Bond ETF $0.31
November, 2010
Tue 30th Vanguard Long-Term Corporate Bond $0.36
Mon 1st iShares National AMT-Free Muni Bond ETF $0.3
October, 2010
Fri 29th Vanguard Long-Term Corporate Bond $0.36
Fri 1st iShares National AMT-Free Muni Bond ETF $0.31
September, 2010
Thu 30th Vanguard Long-Term Corporate Bond $0.39
Fri 24th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.3
Fri 17th SPDR Dow Jones Global Real Estate $0.3
Wed 1st iShares National AMT-Free Muni Bond ETF $0.32
August, 2010
Tue 31st Vanguard Long-Term Corporate Bond $0.31
Mon 2nd iShares National AMT-Free Muni Bond ETF $0.32
July, 2010
Fri 30th Vanguard Long-Term Corporate Bond $0.33
Thu 1st iShares National AMT-Free Muni Bond ETF $0.32
June, 2010
Wed 30th Vanguard Long-Term Corporate Bond $0.35
Thu 24th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.27
Fri 18th SPDR Dow Jones Global Real Estate $0.28
Tue 1st iShares National AMT-Free Muni Bond ETF $0.31
May, 2010
Fri 28th Vanguard Long-Term Corporate Bond $0.36
Mon 3rd iShares National AMT-Free Muni Bond ETF $0.32
April, 2010
Fri 30th Vanguard Long-Term Corporate Bond $0.35
Thu 1st iShares National AMT-Free Muni Bond ETF $0.33
March, 2010
Wed 31st Vanguard Long-Term Corporate Bond $0.39
Thu 25th Vanguard Total Stock Market tracks the MSCI US Broad Market Index $0.24
Fri 19th SPDR Dow Jones Global Real Estate $0.19
Mon 1st iShares National AMT-Free Muni Bond ETF $0.32
February, 2010
Fri 26th Vanguard Long-Term Corporate Bond $0.33
Mon 1st iShares National AMT-Free Muni Bond ETF $0.32
January, 2010
Fri 29th Vanguard Long-Term Corporate Bond $0.33
Fund Performance
  Fund Benchmark +/- Benchmark
Volatility (Since Inception)   17.38% 43.37% -25.99%
Since Inception (4th January, 2010) 60.96% 137.77% -76.81%
Year To Date 3.84% 4.47% -0.63%
1 Week 0% 0% 0%
1 Month 0.95% -0.65% 1.6%
3 Months 2.62% 3.26% -0.64%
6 Months 2.97% 9.31% -6.34%
1 Year 6.96% 13.76% -6.8%
3 Years 13.43% 31.84% -18.41%
3 Years (Annualized) 4.29% 9.65% -5.36%
5 Years 31.4% 88.4% -57%
5 Years (Annualized) 5.61% 13.51% -7.9%
Since Inception (Annualized) (4th January, 2010) 6.13% 11.43% -5.3%
by Year
  Fund Benchmark +/- Benchmark
2017 3.84% 4.47% -0.63%
2016 7.87% 12% -4.13%
2015 -2.55% 1.23% -3.79%
2014 8.95% 13.46% -4.51%
2013 3.58% 32.31% -28.72%
2012 11.65% 15.99% -4.34%
2011 6% 1.89% 4.1%
2010 10.42% 15.06% -4.64%
by Trimester
  Trim 1 Trim 2 Trim 3 Trim 4
2017 3.38% 0.42% 0% 0%
2016 3.64% 4.07% 2.13% -1.98%
2015 1.69% -2.88% -3.14% 1.93%
2014 3.67% 4.19% -1.37% 2.26%
2013 1.69% -4.35% 3.21% 3.23%
2012 5.51% -0.14% 5.38% 0.5%
2011 2.93% 2.35% -4.34% 5.31%
2010 1.27% -2.13% 8.5% 2.69%
by Month
  Fund Benchmark +/- Benchmark
2017
    April 0.42% -1.37% 1.8%
    March 0.01% 0.12% -0.11%
    February 2.14% 3.93% -1.79%
    January 1.22% 1.79% -0.57%
2016
    December 2.02% 2.03% -0.01%
    November -1.72% 3.68% -5.41%
    October -2.27% -1.73% -0.54%
    September -0.08% 0.01% -0.09%
    August -0.17% 0.12% -0.29%
    July 2.39% 3.65% -1.26%
    June 2.48% 0.35% 2.14%
    May 0.1% 1.7% -1.6%
    April 1.48% 0.39% 1.09%
    March 5.36% 6.73% -1.37%
    February 0.54% -0.08% 0.62%
    January -2.25% -4.98% 2.73%
2015
    December -1.11% -1.73% 0.62%
    November -0.51% 0.37% -0.88%
    October 3.55% 8.51% -4.96%
    September -0.61% -2.55% 1.95%
    August -3.47% -6.1% 2.63%
    July 0.93% 2.26% -1.33%
    June -2.09% -2.03% -0.06%
    May -0.79% 1.29% -2.08%
    April 0% 0.98% -0.98%
    March -0.71% -1.57% 0.86%
    February 0.68% 5.62% -4.94%
    January 1.72% -2.96% 4.68%
2014
    December -0.09% -0.25% 0.16%
    November 0.66% 2.75% -2.08%
    October 1.69% 2.36% -0.66%
    September -2.94% -1.38% -1.56%
    August 2.57% 3.95% -1.38%
    July -1% -1.34% 0.35%
    June 1.28% 2.06% -0.78%
    May 1.46% 2.32% -0.86%
    April 1.46% 0.7% 0.76%
    March 0.4% 0.83% -0.43%
    February 3.3% 4.55% -1.26%
    January -0.03% -3.52% 3.49%
2013
    December 0.84% 2.59% -1.75%
    November -0.24% 2.96% -3.21%
    October 2.63% 4.63% -2%
    September 2.43% 3.16% -0.73%
    August -1.75% -3% 1.25%
    July 2.52% 5.17% -2.64%
    June -3.47% -1.33% -2.13%
    May -3.01% 2.36% -5.37%
    April 2.12% 1.92% 0.2%
    March 0.53% 3.8% -3.27%
    February 0.02% 1.28% -1.26%
    January 1.14% 5.12% -3.98%
2012
    December 0.07% 0.89% -0.83%
    November 0.62% 0.57% 0.05%
    October -0.19% -1.82% 1.63%
    September 1.31% 2.54% -1.22%
    August 1.35% 2.51% -1.15%
    July 2.72% 1.18% 1.54%
    June 2.18% 4.06% -1.88%
    May -2.78% -6.01% 3.22%
    April 0.47% -0.67% 1.14%
    March -0.67% 3.22% -3.89%
    February 1.64% 4.34% -2.7%
    January 4.54% 4.64% -0.1%
2011
    December 0.63% 1.04% -0.42%
    November -1.16% -0.41% -0.75%
    October 5.84% 10.91% -5.07%
    September -4.79% -6.94% 2.15%
    August -0.71% -5.5% 4.79%
    July 1.17% -2% 3.17%
    June -1.7% -1.69% -0.01%
    May 0.16% -1.12% 1.29%
    April 3.88% 2.9% 0.99%
    March 0.11% 0.01% 0.1%
    February 2.79% 3.47% -0.69%
    January 0.03% 2.33% -2.3%
2010
    December 2.82% 6.69% -3.87%
    November -1.83% 0% -1.83%
    October 1.7% 3.82% -2.12%
    September 3.61% 8.96% -5.34%
    August 0.66% -4.5% 5.16%
    July 4.22% 6.83% -2.61%
    June -0.32% -5.17% 4.86%
    May -3.89% -7.95% 4.05%
    April 2.08% 1.55% 0.53%
    March 2.46% 6.09% -3.63%
    February 1.9% 3.12% -1.22%
    January -3.08% -3.63% 0.55%
Fund Statistics
Sharpe Ratio 0.78
Expectancy 8.2%
Fund Volatility 17.38
Benchmark Volatility (SPDR S&P 500 (SPY)) 43.37%
GRAND TOTAL
Total Trades 8 100%
Winning Trades 7 87.5%
Losing Trades 1 12.5%
Odd Trades 0 0%
Max Winning Trade 28.1%
Max Losing Trade -2.29%
Average Winning Trade 9.04%
Average Losing Trade -2.29%
Total DrawDown -2.29%
LONG ONLY
Long Trades 8 100%
Winning Trades 7 87.5%
Losing Trades 1 12.5%
Odd Trades 0 0%
Max Winning Trade 28.1%
Max Losing Trade -2.29%
Average Winning Trade 9.04%
Average Losing Trade -2.29%
DrawDown -2.29%
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 DBC 4 Jan 10 25.24 15.61 -2.29%
L GLD 4 Jan 10 109.8 122.6 0.7%
L MUB 4 Jan 10 83.81 109.64 7.7%
L RWO 4 Jan 10 24.33 47.99 5.83%
L VCLT 4 Jan 10 52.64 90.96 18.19%
L VGK 4 Jan 10 38.25 51.16 2.02%
L VTI 4 Jan 10 49.71 119.55 28.1%
L VWO 4 Jan 10 35.57 39.75 0.7%
Historical Trades
Sym Ent D. Ent P. Cls Mkt P. Fund PnL