As I stated in a post yesterday, I will discontinue reporting on the trading and other portfolios on weekly basis. Frankly, it had just an exercise of stating numbers with little or no value added, at least in my mind. I will instead state any changes to the portfolios when appropriate and discuss the performance/portfolio analytics on a monthly basis.
The following are the portfolio updates for the most recently ended trading week and it just so happens, the last day of the month.
Long- Trading Portfolio.
For the week ending March 28, the Long-Trading portfolio declined in value by 40 basis points, worse than the nearly 80 basis increase in the value of the S&P 500. This is reflected in the below chart showing the portfolio (blue line), the S&P 500 (green) and the NASDAQ (brown).
Year-to-date, the portfolio has lost more than 12% versus a 10% gain on the S&P 500 and has declined 60 basis points since inception, which compares to a 8.9% gain on the S&P 500 over the same time period.
Short-Trading Portfolio.
For the week ending March 28, the Short-Trading portfolio declined in value by 30 basis points, worse than the nearly 80 basis increase in the value of the S&P 500. This is reflected in the below chart showing the portfolio (blue line), the S&P 500 (green) and the NASDAQ (brown).
Year-to-date,
the portfolio has lost more than 50 basis points versus a 10% gain on the S&P
500. Since inception, however, the portfolio has gained 250 basis points, which compares to a
8.6% gain on the S&P 500 over the same time period.
VIX-Trading Portfolio.
For the week ending March 28, the VIX-Trading portfolio increased in value by 70 basis points, somewhat worse than the nearly 80 basis increase in the value of the S&P 500. This is reflected in the below chart showing the portfolio (blue line), the S&P 500 (green) and the NASDAQ (brown).
Year-to-date, the portfolio has gained about 750 basis points versus a 10% gain on the S&P 500. Since inception, the portfolio has gained 560 basis points. This compares to the 11.4% gain on the S&P 500 over the same time period.
Long-Term Value Portfolio.
For the week ending March 28, the Long-Term Value portfolio increased in value by 40 basis points, somewhat worse than the nearly 80 basis increase in the value of the S&P 500. This is reflected in the below chart showing the portfolio (blue line), the S&P 500 (green) and the NASDAQ (brown).
Year-to-date, the portfolio has gained about 700 basis points versus a 10% gain on the S&P 500. Since inception, the portfolio has gained 1450 basis points. This compares to the 15.2% gain on the S&P 500 over the same time period.
The following are the portfolio updates for the most recently ended trading week and it just so happens, the last day of the month.
Long- Trading Portfolio.
For the week ending March 28, the Long-Trading portfolio declined in value by 40 basis points, worse than the nearly 80 basis increase in the value of the S&P 500. This is reflected in the below chart showing the portfolio (blue line), the S&P 500 (green) and the NASDAQ (brown).
Short-Trading Portfolio.
For the week ending March 28, the Short-Trading portfolio declined in value by 30 basis points, worse than the nearly 80 basis increase in the value of the S&P 500. This is reflected in the below chart showing the portfolio (blue line), the S&P 500 (green) and the NASDAQ (brown).
VIX-Trading Portfolio.
For the week ending March 28, the VIX-Trading portfolio increased in value by 70 basis points, somewhat worse than the nearly 80 basis increase in the value of the S&P 500. This is reflected in the below chart showing the portfolio (blue line), the S&P 500 (green) and the NASDAQ (brown).
Year-to-date, the portfolio has gained about 750 basis points versus a 10% gain on the S&P 500. Since inception, the portfolio has gained 560 basis points. This compares to the 11.4% gain on the S&P 500 over the same time period.
Long-Term Value Portfolio.
For the week ending March 28, the Long-Term Value portfolio increased in value by 40 basis points, somewhat worse than the nearly 80 basis increase in the value of the S&P 500. This is reflected in the below chart showing the portfolio (blue line), the S&P 500 (green) and the NASDAQ (brown).
Year-to-date, the portfolio has gained about 700 basis points versus a 10% gain on the S&P 500. Since inception, the portfolio has gained 1450 basis points. This compares to the 15.2% gain on the S&P 500 over the same time period.
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