introduction · 2015. 5. 18. · dec 2014 7.65% jan 2015 19.04% feb 2015 28.69% mar 2015 55.32% apr...

Introduction

Name: Harald A Weygand

Account: U1439639

Base Currency: EUR

Account Type: Individual

Analysis Period: Nov 2014 to May 2015 (Monthly)

Performance Measure: TWR

PortfolioAnalyst Page: 3

Account Overview

Cumulative Return

Net Asset Value

Key Statistics

Beginning NAV: 0.00

Ending NAV: 45,653.61

Cumulative Return: 49.68%

1 Month Return: 2.60% (May 2015)

3 Month Return: 16.31% (Mar 2015 - May 2015)

Best Return: 20.69% (Mar 2015)

Worst Return: -6.07% (Apr 2015)

Deposits/Withdrawals: 30,500.00

Ending Asset Allocation


Open Position Summary

Symbol Description Sector Quantity Close Price Value Unrealized P&L Base Value

Open Positions

Stocks

USD

NVO NOVO-NORDISK A/S-SPONS ADR Consumer Non Cyclicals 260 56.75 14,755.00 19.82 12,888.34

Total USD 19.82 14,755.00

Total In EUR 17.31 12,888.34

Total Stocks In EUR 17.31 12,888.34


Allocation By Asset Class

Date Stocks IOPT Cash NAV

Nov 2014 12,465.41 0.00 18,855.99 31,321.40

Dec 2014 0.00 0.00 32,833.68 32,833.68

Jan 2015 69,597.80 0.00 -33,290.86 36,306.94

Feb 2015 0.00 3,660.00 35,591.61 39,251.61

Mar 2015 0.00 0.00 47,371.39 47,371.39

Apr 2015 0.00 0.00 44,494.87 44,494.87

May 2015 12,888.34 0.00 32,765.27 45,653.61

Average 13,564.51 522.86 25,517.42 39,604.79


Allocation By Sector

Date Basic Materials Communications ConsumerCyclicals

Consumer NonCyclicals

Energy Financials Industrials Technology Unclassified Total

Nov 2014 0 12,465 0 0 0 0 0 0 0 12,465

Dec 2014 0 0 0 0 0 0 0 0 0 0

Jan 2015 0 0 25,545 0 0 0 44,053 0 0 69,598

Feb 2015 0 0 0 3,660 0 0 0 0 0 3,660

Mar 2015 0 0 0 0 0 0 0 0 0 0

Apr 2015 0 0 0 0 0 0 0 0 0 0

May 2015 0 0 0 12,888 0 0 0 0 0 12,888

Average 0 1,781 3,649 2,364 0 0 6,293 0 0 14,087


Time Period Performance Statistics

Key Statistics

Beginning NAV: 0.00








Date U1439639

Nov 2014 2.69%

Dec 2014 4.83%

Jan 2015 10.58%

Feb 2015 8.11%

Mar 2015 20.69%

Apr 2015 -6.07%

May 2015 2.60%

Average 6.20%


Time Period Benchmark Comparison

Date SPX EFA VT U1439639

Nov 2014 0.83% 0.30% 0.60% 2.69%

Dec 2014 -0.26% -4.00% -1.99% 4.83%

Jan 2015 -3.00% 0.62% -1.63% 10.58%

Feb 2015 5.75% 6.34% 5.95% 8.11%

Mar 2015 -1.58% -1.43% -1.21% 20.69%

Apr 2015 0.96% 3.65% 2.55% -6.07%

May 2015 1.93% 2.87% 2.01% 2.60%

Average 0.66% 1.19% 0.90% 6.20%


Cumulative Performance Statistics

Key Statistics

Beginning NAV: 0.00








Date U1439639

Nov 2014 2.69%

Dec 2014 7.65%

Jan 2015 19.04%

Feb 2015 28.69%

Mar 2015 55.32%

Apr 2015 45.88%

May 2015 49.68%

Nov 2014 to May 2015 49.68%


Cumulative Benchmark Comparison

Date SPX EFA VT U1439639

Nov 2014 0.83% 0.30% 0.60% 2.69%

Dec 2014 0.57% -3.72% -1.39% 7.65%

Jan 2015 -2.45% -3.12% -3.00% 19.04%

Feb 2015 3.16% 3.02% 2.77% 28.69%

Mar 2015 1.53% 1.55% 1.53% 55.32%

Apr 2015 2.50% 5.26% 4.12% 45.88%

May 2015 4.48% 8.28% 6.21% 49.68%

Nov 2014 to May 2015 4.48% 8.28% 6.21% 49.68%


Risk Measures

Risk Analysis

U1439639

Ending VAMI 1,496.84

Max Drawdown: 6.07%

Peak-To-Valley: Mar 15 - Apr 15

Recovery: Ongoing

Sharpe Ratio: 2.60

Sortino Ratio: 7.57

Calmar Ratio: 16.41

Standard Deviation: 8.27%

Downside Deviation: 2.54%

Mean Return: 6.20%

Positive Periods: 6 (85.71%)

Negative Periods: 1 (14.29%)

Distribution of Returns


Risk Measures Benchmark Comparison

Risk Analysis

SPX EFA VT U1439639

Ending VAMI 1,044.83 1,082.78 1,062.13 1,496.84

Max Drawdown: 3.25% 4.00% 3.58% 6.07%

Peak-To-Valley: Nov 14 - Jan 15 Nov 14 - Dec 14 Nov 14 - Jan 15 Mar 15 - Apr 15

Recovery: 1 Month 2 Months 1 Month Ongoing

Sharpe Ratio: 0.82 1.20 1.09 2.60

Sortino Ratio: 0.02 0.97 0.57 7.57

Calmar Ratio: 2.40 3.65 3.04 16.41

Standard Deviation: 2.80% 3.42% 2.85% 8.27%

Downside Deviation: 1.65% 1.93% 1.49% 2.54%

Mean Return: 0.66% 1.19% 0.90% 6.20%

Positive Periods: 4 (57.14%) 5 (71.43%) 4 (57.14%) 6 (85.71%)

Negative Periods: 3 (42.86%) 2 (28.57%) 3 (42.86%) 1 (14.29%)

Distribution of Returns


Historical Performance

History Since Inception

MTD QTD YTD Since Inception

U1439639 2.60% -3.63% 39.05% 49.68%


Historical Performance (Cont.)

2014

January N/A

February N/A

March N/A

April N/A

May N/A

June N/A

July N/A

August N/A

September N/A

October N/A

November N/A

December 4.83%

2014

Q1 N/A

Q2 N/A

Q3 N/A

Q4 N/A


Historical Performance (Cont.)

YTD

U1439639 39.05%


Historical Performance Benchmark Comparison

History Since Inception

MTD QTD YTD Since Inception

U1439639 2.60% -3.63% 39.05% 49.68%

SPX 1.93% 2.91% 3.89% 4.48%

EFA 2.87% 6.62% 12.46% 8.28%

VT 2.01% 4.61% 7.71% 6.21%


Historical Performance Benchmark Comparison (Cont.)

2014

U1439639 SPX EFA VT

January N/A N/A N/A N/A

February N/A N/A N/A N/A

March N/A N/A N/A N/A

April N/A N/A N/A N/A

May N/A N/A N/A N/A

June N/A N/A N/A N/A

July N/A N/A N/A N/A

August N/A N/A N/A N/A

September N/A N/A N/A N/A

October N/A N/A N/A N/A

November N/A N/A N/A N/A

December 4.83% -0.26% -4.00% -1.99%

2014

U1439639 SPX EFA VT

Q1 N/A N/A N/A N/A

Q2 N/A N/A N/A N/A

Q3 N/A N/A N/A N/A

Q4 N/A N/A N/A N/A


Historical Performance Benchmark Comparison (Cont.)

YTD

U1439639 39.05%

SPX 3.89%

EFA 12.46%

VT 7.71%


Deposits and Withdrawals

Date Type Description Amount

11/19/2014 Deposit Cash Receipts / Electronic Fund Transfers 30,500.00

Total 30,500.00


Dividends

Pay Date Ex-Date Symbol Note Quantity DividendPer Share

Estimated ForwardDividend Yield %

Estimated AnnualDividend

Amount

03/03/15 02/11/15 V Dividend Payment 68 0.43 0.65 116.82 29.20

03/03/15 02/11/15 V Payment In Lieu 7 0.43 0.65 12.03 3.01

Total 32.21


Interest Details

Date Description Amount

12/03/14 JPY Debit Interest Paid for November 2014 -0.71

12/03/14 USD Debit Interest Paid for November 2014 -0.02

01/06/15 JPY Debit Interest Paid for December 2014 -12.37

01/06/15 USD Debit Interest Paid for December 2014 -0.39

02/04/15 EUR Debit Interest Paid for January 2015 -12.31

03/04/15 JPY Debit Interest Paid for February 2015 -6.48

03/04/15 EUR Debit Interest Paid for February 2015 -17.35

03/04/15 USD Debit Interest Paid for February 2015 -9.72

04/06/15 EUR Debit Interest Paid for March 2015 -17.04

04/06/15 USD Debit Interest Paid for March 2015 -0.20

04/06/15 JPY Debit Interest Paid for March 2015 -2.37

05/05/15 JPY Debit Interest Paid for April 2015 -1.69

05/05/15 USD Debit Interest Paid for April 2015 -12.52

05/05/15 EUR Debit Interest Paid for April 2015 -24.50

05/05/15 CHF Debit Interest Paid for April 2015 -1.37

Total -119.04


Fee Summary

Date Description Amount

02/04/2015 Np Securities And Futures Value Plus For Jan 2015 -4.43

03/04/2015 Np Securities And Futures Value Bundle For Feb 2015 -8.93

03/04/2015 Np Securities And Futures Value Bundle For Feb 2015 8.93

03/04/2015 Np Securities And Futures Value Plus For Feb 2015 -4.47

04/02/2015 Np Securities And Futures Value Bundle For Mar 2015 -9.32

04/02/2015 Np Securities And Futures Value Bundle For Mar 2015 9.32

04/02/2015 Np Securities And Futures Value Plus For Mar 2015 -4.66

05/04/2015 Np Securities And Futures Value Bundle For Apr 2015 -8.91

05/04/2015 Np Securities And Futures Value Bundle For Apr 2015 8.91

05/04/2015 Np Securities And Futures Value Plus For Apr 2015 -4.46

Total -18.02


Notes

1. The Net Asset Value (NAV) consists of all positions by asset class (stock, securities options, warrants, bonds, cash, etc.). All non-base currency amounts are converted to the basecurrency at the close of period rate.

2. The deposit/withdrawal amount displayed in the Account Overview report includes internal transfers along with cash and position transfers.

3. There are no open futures positions, as the gain or loss for futures contracts settles into cash each night.

4. Dividend and interest accruals are included in cash amounts throughout the report.

5. Price valuations are obtained from outside parties. Interactive Brokers shall have no responsibility for the accuracy or timeliness of any such price valuation.

6. The Allocation by Sector report includes only the following asset classes; stocks (except ETFs) and options. All other asset classes are included in Unclassified sector.

7. Amounts are formatted to two decimal places. If amounts are greater than two decimal places, Interactive Brokers uses "half-even" rounding. This means that Interactive Brokersrounds such amounts up to the nearest even number.

8. As of January 31, 2014 the historical annual return since inception of the S&P 500 was 7.82%. This rate was used to calculate the downside deviation and the Sortino ratio. As ofJanuary 31, 2015 the US 3 Month Treasury Bill was 0.02%. This was the risk free rate used to calculate the Sharpe ratio.

9. The mean return is the average TWR for the period.

10. Frongello is the method used for mathematical smoothing in the Performance Attribution report. It has been developed by Andrew Scott Bay Frongello.

11. For accounts opened and funded before 2009, reports with a time period of Since Inception will include data going back to January 1, 2009. This includes some default reportsand both Historical Performance reports.

12. The Modified Dietz method is used to calculate MWR. This method only values the portfolio at the start and end of the period and weights the cash flows. When large flowsoccur, its accuracy can diminish.


Glossary

Allocation Effect

The percent effectiveness of an account's asset allocation to various sectors. Theallocation effect determines whether the overweighting or underweighting of sectorsrelative to a benchmark contributes negatively or positively to an account's overallreturn.

Asset Class

A category of investment products in your portfolio. Cash, stocks, options, futures, etc.are examples.

Attribution Effect

The percent effectiveness of asset allocation and selection of securities on theportfolio's performance when compared to the performance of a benchmark over aspecified time period.

Benchmark

A standard against which the performance of your portfolio can be measured.

Calmar Ratio

A ratio used to determine return versus drawdown risk.

Contribution To Return

The percent contribution of certain portfolio constituents (symbols, sectors) to theaccount's overall return.

Cumulative Return

Geometric linking of single period returns. Cumulative return is presented as apercentage.

Downside Deviation

The standard deviation for all negative returns in your portfolio in the specific timeperiod.

Max Drawdown

The largest cumulative percentage decline in the Net Asset Value of your portfolio fromthe highest or peak value to the lowest or trough value after the peak.

Mean Return

The average time weighted return of your portfolio for a specified time period.

Money Weighted Return (MWR)

Money Weighted Return (MWR) is used to measure performance during the specifiedreport period. MWR is influenced by the time of decisions to contribute or to withdrawfunds, as well as the decisions made by the portfolio manager of the fund.

Negative Periods

The number of occurrences of negative performance returns. For example, if you selecta monthly report with 12 months, each month with a negative return would be anegative occurrence.

Net Asset Value (NAV)

The total value of your account.

Peak-to-Valley

The time period during which the Max Drawdown (largest cumulative percentagedecline in the NAV) occurred.

Period Return

A performance measure that calculates the return you have received over a period oftime.

Positive Periods

The number of occurrences of positive performance returns. For example, if you selecta monthly report with 12 months, each month with a positive return would be apositive occurrence.

Recovery

The time it took for the NAV of your account to recover from the valley (lowest NAV)back to the peak (highest NAV).

Sector

A firm's general area of business. Financials, Communications and Energy are allexamples of sectors.

Selection Effect

A percentage that measures the ability to select securities within a sector relative to abenchmark.

Sharpe Ratio

A ratio that measures the excess return per unit of risk. The ratio is used to characterizehow well the return compensates the account holder for the risk taken.


Glossary (Cont.)

Sortino Ratio

The ratio measures the risk adjusted return of the account. The ratio penalizes onlythose returns that fall below the required rate of return.

Standard Deviation

Standard deviation is a statistical measurement of variability. It shows how muchvariation or dispersion there is from the average.

Time Period Return

The return your portfolio has gained or lost for the specific time period. Time periodperformance is presented as a percentage.

Time-Weighted Return (TWR)

TWR measures the percent return produced over time independent of contributions orwithdrawals. TWR eliminates the impact of the timing of inflows and outflows andisolates the portion of a portfolio's return that is attributable solely to the account'sactions.

Value-Added Monthly Index (VAMI)

A statistical figure that tracks the daily/monthly/quarterly performance of ahypothetical $1000 investment.


Disclaimer

This Portfolio Analysis was generated using Interactive Brokers' Portfolio Analyst tool, which allows Interactive Brokers customers to generate reports concerning the customer'saccount using the trade and account data contained in Interactive Brokers' systems and market data provided by third parties.

This report is for information purposes only. This report is provided AS IS and Interactive Brokers makes no warranty of any kind, express or implied, as to this report and itscontents. The data provided for use in this Portfolio Analsyis is believed to be accurate and completeness of the information is not guaranteed and Interactive Brokers has noliability with respect thereto. This material in this report is intended only as a reference and should not be relied upon for the maintenance of your books and records for tax,accounting, financial, or regulatory reporting or for any other disclosure purposes. This report is not an offer or a solicitation of an offer to buy or sell any security. InteractiveBrokers does not solicit orders and does not provide proprietary research, recommendations or advice. Interactive Brokers is not responsible for any trading decisions resultingfrom or related to this information, data or analysis.

05/17/2015 12:26:37 EDTPortfolioAnalyst Page: 27

introduction · 2015. 5. 18. · dec 2014 7.65% jan 2015 19.04% feb 2015 28.69% mar 2015 55.32% apr...

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