portefeuille (99.72)

portefeuille's CAPS Blog

fund performance

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October 22, 2011 – Comments (5)

some (see this post) fund statistics.

performance (periods starting on March 8, 2010).

June 21, 2010: -6.77%.
July 02, 2010: -26.7%.
January 6, 2011: 70.76%.
March 18, 2011: 18.74%. 
 June 1, 2011: 59.25%.
 June 25, 2011: 40.50%. 
July 23, 2011: 60.04%. 
October 5, 2011: -22.35%.
October 18, 2011: -0.83%.
October 21, 2011: -7.77%.
October 22, 2011: -7.11%.

October 22, 2011, without "put options on EEM, EMC, IWM, QQQ and SPY": 9.25%.
October 22, 2011, without DSCO: 13.86%.
October 22, 2011, without DSCO and without "put options on EEM, EMC, IWM, QQQ and SPY": 30.21%.

cash: -$2.63 million.

"top10 current gains (USD)".

ANTH, Anthera Pharmaceuticals, 215239.00.
EMC, EMC, 204128.40.
AAPL, Apple, 162203.20.
VMW, VMware, 159001.00.
VOW:GY, Volkswagen (common), 142642.16.
ITMN, InterMune, 129498.90.
ANDS, Anadys Pharmaceuticals, 104299.00.
EXEL, Exelixis, 101432.70.
FOLD, Amicus Therapeutics, 98880.20.
DAX call options, 95667.96.

"top10 current losses (USD)".

DSCO, Discovery Laboratories, 712725.78.
put options on EEM, EMC, IWM, QQQ and SPY, 556057.50.
SPY, SPDR S&P 500 ETF, 422253.00.
EMC call options, 96695.00.
CBK:GY, Commerzbank, 92385.57.
MRNA, Marina Biotech, 82878.46.
TKMR, Tekmira Pharmaceuticals, 69336.94.
AIXG (AIXA:GY), Aixtron, 53844.89.
SVNT, Savient Pharmaceuticals, 46034.00.
ECX:GY, Epigenomics, 36265.94.

5 Comments – Post Your Own

#1) On October 22, 2011 at 5:30 PM, portefeuille (99.72) wrote:

Excluding the DSCO position the fund has done alright so far. The crash protection via those put options on EEM, EMC, IWM, QQQ and SPY might be considered far too expensive but as getting wiped out overnight is a "risk" I want to keep extremely small, while still "having a fairly large overall beta", I find this way of "hedging" adequate and its cost "reasonable".

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#2) On October 22, 2011 at 8:55 PM, portefeuille (99.72) wrote:

"top12 long positions" (number of shares, ticker, current value, current share price, break-even).

121000, EMC, 2907630.00 USD, 24.03 USD, 22.34 USD. 
1180000, DSCO, 2088600.00 USD, 1.77 USD, 2.37 USD. 
5100, VOW:GY, 728080.34 USD, 102.75 EUR, 82.62 EUR. 
6450, IBB, 627133.50 USD, 97.23 USD, 89.79 USD. 
39500, MNTA, 526930.00 USD, 13.34 USD, 11.91 USD. 
31000, ATPG, 312480.00 USD, 10.08 USD, 9.16 USD.
9000, ALGETA:NO, 311808.22 USD, 192.50 NOK, 169.38 NOK.
22500, AIXG, 292950.00 USD, 13.02 USD, 15.41 USD. 
3300, XDAX:GY, 272396.04 USD, 59.41 EUR, 59.60 EUR.
2300, MDAXEX:GY, 263255.18 USD, 82.38 EUR, 83.86 EUR.
49000, SQNM, 237650.00 USD, 4.85 USD, 4.78 USD. 
510, AAPL, 200363.70 USD, 392.87 USD, 290.14 USD. 

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#3) On October 23, 2011 at 9:31 AM, portefeuille (99.72) wrote:

"top11 'ETF' positions" (number of shares, ticker, current value, current share price, break-even).

6450, IBB, 627133.50 USD, 97.23 USD, 89.79 USD. 
3300, XDAX:GY, 272396.04 USD, 59.41 EUR, 59.60 EUR.
2300, MDAXEX:GY, 263255.18 USD, 82.38 EUR, 83.86 EUR.
11000, EWI, 151030.00 USD, 13.73 USD, 14.08 USD. 
5500, EWQ, 116820.00 USD, 21.24 USD, 23.13 USD. 
2100, EWY, 111258.00 USD, 52.98 USD, 59.63 USD. 
7000, XLF, 91910.00 USD, 13.13 USD, 15.39 USD. 
1550, EWZ, 89202.50 USD, 57.55 USD, 73.27 USD. 
2600, RSX, 75348.00 USD, 28.98 USD, 22.96 USD. 
7500, EWJ, 71925.00 USD, 9.59 USD, 9.00 USD. 
2000, EWP, 70300.00 USD, 35.15 USD, 39.75 USD. 

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#4) On October 23, 2011 at 9:41 AM, portefeuille (99.72) wrote: