Three portfolios journal : 2012

M

macintash

I have been encouraged by a number of journals here so I decided to start my own. Currently have 3 account, 1 for futures 1 for stocks, and 1 for options, those accounts should be uncorrelated. Will try to update the journal every other weekend. I will not be discussing any details of strategies on the forum, but feel free to PM.
 
Target return is as follows. Futures portfolio 2-3% a month, stock portfolio .75-1% a month, option portfolio 2-10% in some good months as well some down months.
 
First report on journal and it relates to the futures portfolio as of week ending Feburary 17.

YTD up 8.36%
Month to date up 5.29%
Max DD is 1.03%
Sharpe ratio is 5.73

Now this is only 7 weeks, hopefully can continue with similar path for the rest of the year.
 
Second report on futures portfolio as of Feburary 26.

YTD up 10.05%
Month to date up 6.04%
Max DD for the year is 1.10%
Sharpe ratio for the year is 6.04.

In March will start running reports on the stock portfolio, the option portfolio is not very active.

Your comments are welcome.
 
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