Portofoliu public

 📊 strategie de alocare moderat-agresiva

cu scopul obtinerii unui randament net anual de aproximativ 30% - 36%

(7% - 8% trimestrial)

 

Alocarea din cadrul acestui portofoliu contine cinci tipuri de strategii:

  1. volatility strategies
  2. bond strategies
  3. premium selling strategies
  4. equity strategies
  5. hedging strategies

la care se adauga "hedging strategies" (strategii de protectie a portofoliului).

 

Structura alocarii se prezinta in felul urmator: 

  • strategii volatility: 15% - 45% (core: 15%, target: 25%, extended: 45%)
  • strategii bonds/cash: 10% - 80% (core: 45%, target: 65%, extended: 85%)
  • strategii premium selling & hedging: 10% - 25%  (core: 10%, target: 15%, ext.: 25%)
  • strategii equites: 0% - 20% 

 

Nr. Data Valoare neta de lichidare Randament trimestrial
1 30 Septembrie 2023 $247,605 9%
2 31 Decembrie 2023 $264,194
7%
3 31 Martie 2024 $282,820 7%

 * Vol = Volatility Strategies; Bnd: Bond Strategies; Eq = equity; Ps&H = Premium selling Strategies & Hedging Strategies

 



 

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Trading Room

Acest portofoliu poate fi urmarit "live" in cadrul camerei noastre de tranzactionare (Trading Room).

Inscrie-te la Trading Room si vei vedea "live" cum se creaza si se gestioneaza un asemenea portofoliu.

MA INSCRIU

 

Valoarea la zi a portofoliului Data * Δβ ** Structura
$250,401
09.10.2023
+33.9 Vol: 33%, Bnd: 58%, Ps&H: 9%
$249,140 13.10.2023 +37.0 Vol: 32%, Bnd: 60%, Ps&H: 8%
$248,029 18.10.2023
+36.5 Vol: 32%, Bnd: 63%, Ps&H: 5%
$246,912 23.10.2023 +38.5 Vol: 35%, Bnd: 60%, Ps&H: 5%
$245,211
26.10.2023
+42.2 Vol: 35%, Bnd: 60%, Ps&H: 5%
$247,112
30.10.2023
+40.7 Vol: 36%, Bnd: 59%, Ps&H: 5%
$254,008 03.11.2023
+22.5 Vol: 37%, Bnd: 63%
$255,006
07.11.2023
+20.8 Vol: 37%, Bnd: 63%
$256,118 10.11.2023
+20.0 Vol: 37%, Bnd: 60%, Ps&H: 1%
$258,122
17.11.2023
+19.2 Vol: 37%, Bnd: 63%
$259,722 24.11.2023 +16.5 Vol: 18%, Bnd: 81%, Ps&H: 1%
$260,422
01.12.2023
+16.5 Vol: 18%, Bnd: 81%, Ps&H: 1%
$261,277
08.12.2023
+16.9 Vol: 18%, Bnd: 81%, Ps&H: 1%
$261,750
11.12.2023
+9.6 Vol: 13%, Bnd: 84%, Ps&H: 3%
$262,348
26.12.2023 +13.1 Vol: 15%, Bnd: 85%
$264,194
29.12.2023 +13.4
Vol: 15%, Bnd: 85%
$264,592
05.01.2024 +31.2 Vol: 26%, Bnd: 57%, Ps&H: 17%
$265,543 08.01.2024 +25.6 Vol: 23%, Bnd: 60%, Ps&H: 17%
$267,202 11.01.2024 +17.2 Vol: 16%, Bnd: 67%, Ps&H: 17%
$265,843 16.01.2024 +25.7 Vol: 22%, Bnd: 62%, Ps&H: 16%
$267,441 19.01.2024 +23.5 Vol: 25%, Bnd: 59%, Ps&H: 16%
$268,730 22.01.2024 +17.2 Vol: 20%, Bnd: 71%, Ps&H: 9%
$269,254 26.01.2024
+10.1 Vol: 13%, Bnd: 75%, Ps&H: 12%
$268,842 01.02.2024 +36.3 Vol: 25%, Bnd: 53%, Ps&H: 17%, Eq: 5%
$270,145 06.02.2024 +36.0 Vol: 25%, Bnd: 50%, Ps&H: 17%, Eq: 8%
$272,344 09.02.2024 +20.5 Vol: 23%, Bnd: 54%, Ps&H: 12%, Eq: 11%
 $273,686 16.02.2024 +43.6   Vol: 35%, Bnd: 35%, Ps&H: 18%, Eq: 12%
$275,003 23.02.2024 +33.4 Vol: 28%, Bnd: 55%, Ps&H: 7%, Eq: 10%
$277,455 01.03.2024 +20.5 Vol: 11%, Bnd: 56%, Ps&H: 23%, Eq: 10%
$275,822 08.03.2024
+45.8 Vol: 33%, Bnd: 47%, Ps&H: 10%, Eq: 10%
$277,124 15.03.2024 +41.2 Vol: 24%, Bnd: 56%, Ps&H: 10%, Eq: 10%
$282,418 26.03.2024 +19.7 Vol: 6%, Bnd: 71%, Ps&H: 13%, Eq: 10%
$284,183 05.04.2024 +23.5 Vol: 14%, Bnd: 63%, Ps&H: 13%, Eq: 10%
$283,770 12.04.2024 +28.4 Vol: 35%, Bnd: 42%, Ps&H: 13%, Eq: 10%
$281,834 19.04.2024 +55.3 Vol: 37%, Bnd: 45%, Ps&H: 9%, Eq: 9%
$296,255
26.04.2024 +36.0 Vol: 36%, Bnd: 40%, Ps&H: 16%, Eq: 8%
$302,202 03.05.2024 +13.8 Vol: 14%, Bnd: 78%, Ps&H: 8%
$306,344 10.05.2024
-1.6 Vol: 2%, Bnd: 90%, Ps&H: 8%
$306,821 17.05.2024 -1.3 Vol: 2%, Bnd: 90%, Ps&H: 8%
$308,909 24.05.2024 +6.8 Vol: 5%, Bnd: 87%, Ps&H: 8%
  • * la inchiderea US (11 PM ora Romaniei)
  • ** Beta Weighted Delta (cu cat creste/scade valoarea portofoliului la o crestere/scadere cu $1 a index-ului S&P500); 
  • Δβ>0 => portofoliul este "Long"; Δβ<0 => portofoliul este "Short"
  • strategiile premium-selling si strategiile bnd nu sunt neaparat corelate cu S&P500 => portofoliul cateodata poate evolua (si) necorelat cu coef. Δβ

 

 

Alocarile de capital in instrumente complexe si in produse derivative prezinta un risc ridicat (peste medie) si in cazul necunoasterii / neintelegerii produselor tranzactionate, poate produce pierderi considerabile. 

Prezentarea publica a acestor strategii nu ofera detalii exacte de construire si gestioare a alocarii capitalului si nu este destinata replicarii pe alte portofolii de catre alti investitori.

PUBLICAREA ACESTUI PORTOFOLIU NU REPREZINTA O RECOMANDARE DE ALOCARE A CAPITALULUI.

Fiecare investitor trebuie sa isi faca propria cercetare si sa aloce propriul capital in conformitate cu propriul apetit pentru risc si cu propriile cercetari asupra produselor pe care intentioneaza sa le utilizeze.