Captain Ahab


YTD
13.64%
1YR
21.12%
SI (ann.)
12.77%
RISK

Fund Details
Status WARNING 12th May, 2017
Last Signal(s) OPEN LONG 1st Mar, 2012
Inception 1st Mar, 2012
Investment type PASSIVE SHORT-TERM
Benchmark SPDR S&P 500 (SPY)
Fund Description

Mattia Lanzi

ETFs template focused on the USA best sectors: Information Technology, Healthcare, BioTech and Pharma. In according with your needs allocate the 40% portfolio available.


Actual Portfolio Composition
Cash15%
First Trust Health Care AlphaDEX15%
PowerShares Dynamic Pharmaceuticals15%
Vanguard Information Technology40%
SPDR S&P Biotech ETF15%
Performance Last 12 Months
Equity Curve
Dividends distribution
March, 2017
Fri 24th Vanguard Information Technology $0.36
Fri 17th PowerShares Dynamic Pharmaceuticals $0.04
Fri 17th SPDR S&P Biotech ETF $0.02
December, 2016
Fri 16th PowerShares Dynamic Pharmaceuticals $0.21
Fri 16th SPDR S&P Biotech ETF $0.02
Wed 14th Vanguard Information Technology $0.43
September, 2016
Tue 20th Vanguard Information Technology $0.4
Fri 16th PowerShares Dynamic Pharmaceuticals $0.11
Fri 16th SPDR S&P Biotech ETF $0.03
June, 2016
Tue 21st Vanguard Information Technology $0.35
Fri 17th PowerShares Dynamic Pharmaceuticals $0.18
Fri 17th SPDR S&P Biotech ETF $0.05
March, 2016
Fri 18th PowerShares Dynamic Pharmaceuticals $0.02
December, 2015
Thu 24th PowerShares Dynamic Pharmaceuticals $1.13
Wed 23rd Vanguard Information Technology $0.4
Fri 18th PowerShares Dynamic Pharmaceuticals $2.47
Fri 18th SPDR S&P Biotech ETF $0.15
September, 2015
Wed 23rd Vanguard Information Technology $0.99
Fri 18th PowerShares Dynamic Pharmaceuticals $0.09
Fri 18th SPDR S&P Biotech ETF $0.05
June, 2015
Fri 19th PowerShares Dynamic Pharmaceuticals $0.14
Fri 19th SPDR S&P Biotech ETF $0.44
March, 2015
Fri 20th PowerShares Dynamic Pharmaceuticals $0.02
Fri 20th SPDR S&P Biotech ETF $0.25
December, 2014
Wed 24th PowerShares Dynamic Pharmaceuticals $1.65
Fri 19th PowerShares Dynamic Pharmaceuticals $0.09
Fri 19th SPDR S&P Biotech ETF $0.49
September, 2014
Fri 19th PowerShares Dynamic Pharmaceuticals $0.08
Fri 19th SPDR S&P Biotech ETF $0.56
June, 2014
Fri 20th PowerShares Dynamic Pharmaceuticals $0.15
Fri 20th SPDR S&P Biotech ETF $0.62
March, 2014
Fri 21st SPDR S&P Biotech ETF $0.33
December, 2013
Fri 20th PowerShares Dynamic Pharmaceuticals $0.07
Fri 20th Vanguard Information Technology $0.94
Fri 20th SPDR S&P Biotech ETF $0.04
September, 2013
Fri 20th PowerShares Dynamic Pharmaceuticals $0.04
Fri 20th SPDR S&P Biotech ETF $0.09
June, 2013
Fri 21st First Trust Health Care AlphaDEX $0.01
Fri 21st PowerShares Dynamic Pharmaceuticals $0.12
Fri 21st SPDR S&P Biotech ETF $0.05
March, 2013
Fri 15th PowerShares Dynamic Pharmaceuticals $0.01
Fri 15th SPDR S&P Biotech ETF $0.04
December, 2012
Fri 21st First Trust Health Care AlphaDEX $0.12
Fri 21st PowerShares Dynamic Pharmaceuticals $0.37
Fri 21st SPDR S&P Biotech ETF $0.2
Thu 20th Vanguard Information Technology $0.83
September, 2012
Fri 21st PowerShares Dynamic Pharmaceuticals $0.06
June, 2012
Thu 21st First Trust Health Care AlphaDEX $0.02
Fri 15th PowerShares Dynamic Pharmaceuticals $0.09
March, 2012
Fri 16th PowerShares Dynamic Pharmaceuticals $0.02
Fund Performance
  Fund Benchmark +/- Benchmark
Volatility (Since Inception)   34.21% 26.44% 7.77%
Since Inception (1st March, 2012) 105.64% 93.16% 12.48%
Year To Date 13.64% 7.38% 6.26%
1 Week 0.48% -0.19% 0.67%
1 Month 3.43% 1.88% 1.55%
3 Months 3.9% 2.26% 1.64%
6 Months 11.19% 10.82% 0.37%
1 Year 21.12% 17.96% 3.16%
3 Years 42.26% 35.07% 7.19%
3 Years (Annualized) 12.47% 10.54% 1.93%
5 Years 104.88% 99.42% 5.46%
5 Years (Annualized) 15.43% 14.8% 0.63%
Since Inception (Annualized) (1st March, 2012) 12.77% 11.6% 1.17%
by Year
  Fund Benchmark +/- Benchmark
2017 13.64% 7.38% 6.26%
2016 -3.51% 12% -15.51%
2015 6.7% 1.23% 5.47%
2014 23.57% 13.46% 10.1%
2013 35.98% 32.31% 3.68%
2012 4.6% 15.99% -11.39%
by Trimester
  Trim 1 Trim 2 Trim 3 Trim 4
2017 10.06% 3% 0% 0%
2016 -8.85% 2.28% 8.78% -4.08%
2015 9.64% 3.85% -13.98% 8.41%
2014 4.84% 5.95% 3.28% 7.95%
2013 9.07% 3.3% 10.34% 8.92%
2012 2.79% -0.32% 5.03% -2.51%
by Month
  Fund Benchmark +/- Benchmark
2017
    May 0.63% 0.38% 0.26%
    April 2.37% 0.99% 1.38%
    March -0.01% 0.12% -0.13%
    February 5.88% 3.93% 1.95%
    January 4.19% 1.79% 2.4%
2016
    December -0.59% 2.03% -2.62%
    November 2.73% 3.68% -0.95%
    October -6.22% -1.73% -4.49%
    September 2.22% 0.01% 2.22%
    August -1.02% 0.12% -1.14%
    July 7.58% 3.65% 3.93%
    June -2.36% 0.35% -2.71%
    May 4.39% 1.7% 2.68%
    April 0.26% 0.39% -0.13%
    March 5.82% 6.73% -0.9%
    February -2.18% -0.08% -2.1%
    January -12.49% -4.98% -7.51%
2015
    December -1.36% -1.73% 0.36%
    November 3.12% 0.37% 2.75%
    October 6.65% 8.51% -1.85%
    September -7.98% -2.55% -5.43%
    August -8.05% -6.1% -1.95%
    July 2.05% 2.26% -0.21%
    June 0.44% -2.03% 2.47%
    May 6.08% 1.29% 4.8%
    April -2.67% 0.98% -3.65%
    March 1.15% -1.57% 2.72%
    February 6.9% 5.62% 1.28%
    January 1.58% -2.96% 4.55%
2014
    December -0.29% -0.25% -0.03%
    November 3.2% 2.75% 0.45%
    October 5.04% 2.36% 2.69%
    September -1.11% -1.38% 0.27%
    August 5.78% 3.95% 1.84%
    July -1.4% -1.34% -0.06%
    June 5.16% 2.06% 3.1%
    May 2.99% 2.32% 0.67%
    April -2.2% 0.7% -2.9%
    March -4.23% 0.83% -5.06%
    February 6.08% 4.55% 1.52%
    January 3% -3.52% 6.52%
2013
    December 2.06% 2.59% -0.54%
    November 5.9% 2.96% 2.94%
    October 0.96% 4.63% -3.67%
    September 3.92% 3.16% 0.75%
    August -1.55% -3% 1.45%
    July 7.97% 5.17% 2.8%
    June -2.46% -1.33% -1.13%
    May 3.65% 2.36% 1.28%
    April 2.11% 1.92% 0.19%
    March 3.81% 3.8% 0.01%
    February 0.46% 1.28% -0.82%
    January 4.79% 5.12% -0.32%
2012
    December 0.14% 0.89% -0.75%
    November 2.51% 0.57% 1.95%
    October -5.16% -1.82% -3.34%
    September 2.62% 2.54% 0.08%
    August 2.15% 2.51% -0.35%
    July 0.26% 1.18% -0.93%
    June 4.65% 4.06% 0.59%
    May -4.7% -6.01% 1.3%
    April -0.27% -0.67% 0.4%
    March 2.79% 3.22% -0.43%
Fund Statistics
Sharpe Ratio 2.42
Expectancy 26.41%
Fund Volatility 34.21
Benchmark Volatility (SPDR S&P 500 (SPY)) 26.44%
GRAND TOTAL
Total Trades 4 100%
Winning Trades 4 100%
Losing Trades 0 0%
Odd Trades 0 0%
Max Winning Trade 44.19%
Max Losing Trade 16.94%
Average Winning Trade 26.41%
Average Losing Trade 0%
Total DrawDown 0%
LONG ONLY
Long Trades 4 100%
Winning Trades 4 100%
Losing Trades 0 0%
Odd Trades 0 0%
Max Winning Trade 44.19%
Max Losing Trade 16.94%
Average Winning Trade 26.41%
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 FXH 1 Mar 12 29.89 63.64 16.94%
L PJP 1 Mar 12 27.61 60.56 17.9%
L VGT 1 Mar 12 67.68 142.44 44.19%
L XBI 1 Mar 12 25.24 70.03 26.61%
Historical Trades
Sym Ent D. Ent P. Cls Mkt P. Fund PnL