Introduction - Voog. Beautiful website building …...Worst Return: -1.12% (Feb 2017) Deposits/Withdrawals: 1,905,739.00 Ending Asset Allocation PortfolioAnalyst Page: 2 Open Position

Introduction

Name: Romivo Trading OU

Account: U1941303

Base Currency: EUR

Account Type: Institution Master

Analysis Period: January 1, 2017 to December 31, 2017 (Monthly)

Performance Measure: TWR

PortfolioAnalyst

Account Overview

Cumulative Return

Net Asset Value

Key Statistics

Beginning NAV: 0.00

Ending NAV: 2,158,053.72

Cumulative Return: 17.06%

1 Month Return: 1.57% (Dec 2017)

3 Month Return: 4.60% (Oct 2017 - Dec 2017)

Best Return: 2.13% (Apr 2017)

Worst Return: -1.12% (Feb 2017)

Deposits/Withdrawals: 1,905,739.00

Ending Asset Allocation

PortfolioAnalyst Page: 2

Open Position Summary

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

Options

USD

SPXW 171229P02390000 SPX 29DEC17 2390.0 P Unclassified 50 0.00 0.00 562.08 -562.08 0.00

SPXW 180105P02275000 SPX 05JAN18 2275.0 P Unclassified 30 0.23 685.80 487.24 198.56 571.59

SPXW 180105P02325000 SPX 05JAN18 2325.0 P Unclassified 10 0.28 278.00 162.42 115.58 231.70

SPXW 180105P02580000 SPX 05JAN18 2580.0 P Unclassified -15 1.07 -1,612.20 -1,406.38 -205.82 -1,343.72




Total -12,266.30 -9,148.10 -3,118.20

Total in EUR -10,223.59 -7,624.67 -2,598.93 -10,223.59


Allocation by Asset Class

Date Options Stocks Cash NAV

Jan 2017 -7,517.30 0.00 1,218,427.82 1,210,910.53

Feb 2017 -44,490.41 0.00 1,336,574.64 1,292,084.24

Mar 2017 -10,969.35 11,855.38 1,308,744.65 1,309,630.68

Apr 2017 -7,498.31 0.00 1,546,133.48 1,538,635.17

May 2017 -4,341.93 0.00 1,570,668.68 1,566,326.75

Jun 2017 -7,351.24 0.00 1,586,001.91 1,578,650.67

Jul 2017 -4,754.20 0.00 1,609,344.91 1,604,590.71

Aug 2017 -860.17 0.00 1,635,846.38 1,634,986.21

Sep 2017 -2,891.52 0.00 1,822,253.81 1,819,362.29

Oct 2017 1,772.01 0.00 1,846,694.72 1,848,466.74

Nov 2017 1,554.18 0.00 2,024,056.37 2,025,610.55

Dec 2017 -10,223.59 0.00 2,168,277.32 2,158,053.72


Allocation by Sector

Date Unclassified Total

Jan 2017 -7,517.30 -7,517.30

Feb 2017 -44,490.41 -44,490.41

Mar 2017 886.04 886.04

Apr 2017 -7,498.31 -7,498.31

May 2017 -4,341.93 -4,341.93

Jun 2017 -7,351.24 -7,351.24

Jul 2017 -4,754.20 -4,754.20

Aug 2017 -860.17 -860.17

Sep 2017 -2,891.52 -2,891.52

Oct 2017 1,772.01 1,772.01

Nov 2017 1,554.18 1,554.18

Dec 2017 -10,223.59 -10,223.59


Allocation by Region

Allocation By Region

Region Long Weight (%)

North America 100.00

Total 100.00

Region Short Weight (%)

North America 100.00

Total 100.00

Top 5 CountriesTop 5 Countries

Country Long Weight (%)

United States 100.00

Total 100.00

Country Short Weight (%)

United States 100.00

Total 100.00


Time Period Performance Statistics

Key Statistics

Beginning NAV: 0.00

Ending NAV: 2,158,053.72







Date U1941303

Jan 2017 1.54%

Feb 2017 -1.12%

Mar 2017 1.36%

Apr 2017 2.13%

May 2017 1.80%

Jun 2017 0.79%

Jul 2017 1.64%

Aug 2017 1.89%

Sep 2017 1.35%

Oct 2017 1.60%

Nov 2017 1.36%

Dec 2017 1.57%

Average 1.32%


Time Period Benchmark Comparison

Date SPX EFA VT U1941303

Jan 2017 1.90% 3.29% 3.00% 1.54%

Feb 2017 3.97% 1.19% 2.69% -1.12%

Mar 2017 0.12% 3.23% 1.48% 1.36%

Apr 2017 1.03% 2.42% 1.63% 2.13%

May 2017 1.41% 3.54% 1.95% 1.80%

Jun 2017 0.62% 0.31% 0.63% 0.79%

Jul 2017 2.06% 2.65% 2.65% 1.64%

Aug 2017 0.31% -0.04% 0.42% 1.89%

Sep 2017 2.06% 2.36% 2.11% 1.35%

Oct 2017 2.33% 1.68% 2.11% 1.60%

Nov 2017 3.07% 0.69% 1.90% 1.36%

Dec 2017 1.10% 1.35% 1.60% 1.57%

Average 1.66% 1.89% 1.84% 1.32%


Cumulative Performance Statistics

Key Statistics

Beginning NAV: 0.00

Ending NAV: 2,158,053.72







Date U1941303

Jan 2017 1.54%

Feb 2017 0.40%

Mar 2017 1.76%

Apr 2017 3.92%

May 2017 5.79%

Jun 2017 6.63%

Jul 2017 8.38%

Aug 2017 10.43%

Sep 2017 11.92%

Oct 2017 13.71%

Nov 2017 15.25%

Dec 2017 17.06%

Jan 2017 to Dec 2017 17.06%


Cumulative Benchmark Comparison

Date SPX EFA VT U1941303

Jan 2017 1.90% 3.29% 3.00% 1.54%

Feb 2017 5.94% 4.52% 5.77% 0.40%

Mar 2017 6.07% 7.90% 7.33% 1.76%

Apr 2017 7.16% 10.51% 9.08% 3.92%

May 2017 8.66% 14.43% 11.20% 5.79%

Jun 2017 9.34% 14.78% 11.89% 6.63%

Jul 2017 11.59% 17.83% 14.86% 8.38%

Aug 2017 11.93% 17.78% 15.34% 10.43%

Sep 2017 14.24% 20.56% 17.77% 11.92%

Oct 2017 16.91% 22.58% 20.25% 13.71%

Nov 2017 20.49% 23.43% 22.53% 15.25%

Dec 2017 21.82% 25.10% 24.49% 17.06%

Jan 2017 to Dec 2017 21.82% 25.10% 24.49% 17.06%


Risk Measures

Risk AnalysisU1941303

Ending VAMI 1,170.65

Max Drawdown: 1.12%

Peak-To-Valley: Jan 17 - Feb 17

Recovery: 1 Month

Sharpe Ratio: 5.35

Sortino Ratio: 5.10

Calmar Ratio: 15.21

Standard Deviation: 0.80%

Downside Deviation: 0.50%

Mean Return: 1.32%

Positive Periods: 11 (91.67%)

Negative Periods: 1 (8.33%)

Distribution of Returns


Risk Measures Benchmark Comparison

Risk AnalysisSPX EFA VT U1941303

Ending VAMI 1,218.23 1,250.95 1,244.89 1,170.65

Max Drawdown: N/A 0.04% N/A 1.12%

Peak-To-Valley: N/A Jul 17 - Aug 17 N/A Jan 17 - Feb 17

Recovery: N/A 1 Month N/A 1 Month

Sharpe Ratio: 5.03 5.40 8.21 5.35

Sortino Ratio: 22.96 22.17 84.91 5.10

Calmar Ratio: N/A 559.87 N/A 15.21

Standard Deviation: 1.09% 1.16% 0.74% 0.80%

Downside Deviation: 0.16% 0.20% 0.05% 0.50%

Correlation: -0.60 0.27 -0.26 -

Mean Return: 1.66% 1.89% 1.84% 1.32%

Positive Periods: 12 (100.00%) 11 (91.67%) 12 (100.00%) 11 (91.67%)

Negative Periods: 0 (0.00%) 1 (8.33%) 0 (0.00%) 1 (8.33%)

Distribution of Returns


Performance by Asset Class

Date Options Stocks Cash

Jan 2017 1.65% 0.00% -0.11%

Feb 2017 -1.03% 0.00% -0.10%

Mar 2017 1.75% -0.23% -0.16%

Apr 2017 2.23% 0.11% -0.22%

May 2017 2.14% 0.00% -0.33%

Jun 2017 0.97% 0.00% -0.18%

Jul 2017 1.88% 0.00% -0.23%

Aug 2017 2.18% 0.00% -0.28%

Sep 2017 1.57% 0.00% -0.22%

Oct 2017 1.84% 0.00% -0.24%

Nov 2017 1.68% 0.00% -0.32%

Dec 2017 1.82% 0.00% -0.24%

Total 20.33% -0.12% -2.60%


Performance by SymbolTop 5 Contributors

Bottom 5 Contributors

Contribution by Asset Class

Symbol Description Sector Avg Weight Return Contribution Unrealized P&L Realized P&L Open

Options

SPX 170519C02480000 SPX 19MAY17 2480.0 C Unclassified -0.89% 243.68% -1.52% 0.00 -19,673.06 No

SPX 170519C02500000 SPX 19MAY17 2500.0 C Unclassified -0.36% -89.18% 0.56% 0.00 6,945.26 No

SPX 170519C02525000 SPX 19MAY17 2525.0 C Unclassified -0.27% -94.08% 1.21% 0.00 15,234.34 No

SPXW 170113P02025000 SPX 13JAN17 2025.0 P Unclassified 0.01% -100.00% -0.05% 0.00 -318.09 No

SPXW 170113P02225000 SPX 13JAN17 2225.0 P Unclassified -0.21% -93.27% 0.33% 0.00 1,942.81 No

SPXW 170113P02230000 SPX 13JAN17 2230.0 P Unclassified -0.08% -92.55% 0.01% 0.00 67.14 No






Performance by Symbol (Cont.)




SPXW 170127P02195000 SPX 27JAN17 2195.0 P Unclassified -0.07% -93.28% 0.13% 0.00 865.87 No

SPXW 170203P02010000 SPX 03FEB17 2010.0 P Unclassified 0.01% -100.00% -0.01% 0.00 -156.84 No




SPXW 170203P02230000 SPX 03FEB17 2230.0 P Unclassified -0.27% -93.25% 0.26% 0.00 3,067.68 No














SPXW 170303P02050000 SPX 03MAR17 2050.0 P Unclassified 0.01% -100.00% -0.04% 0.00 -531.25 No


SPXW 170303P02295000 SPX 03MAR17 2295.0 P Unclassified -0.21% -93.23% 0.36% 0.00 4,672.01 No


SPXW 170310C02405000 SPX 10MAR17 2405.0 C Unclassified -0.46% -62.04% 0.42% 0.00 2,485.47 No


















SPXW 170324P02310000 SPX 24MAR17 2310.0 P Unclassified -0.12% -93.59% 0.06% 0.00 812.22 No

SPXW 170324P02315000 SPX 24MAR17 2315.0 P Unclassified -0.32% -91.86% -0.21% 0.00 -2,776.61 No

SPXW 170324P02320000 SPX 24MAR17 2320.0 P Unclassified -0.08% 374.50% -0.26% 0.00 -3,447.24 No

SPXW 170331C02420000 SPX 31MAR17 2420.0 C Unclassified -0.77% -48.12% 0.40% 0.00 4,809.90 No











SPXW 170331P02245000 SPX 31MAR17 2245.0 P Unclassified -0.02% -90.91% -0.01% 0.00 -63.32 No

SPXW 170407C02420000 SPX 07APR17 2420.0 C Unclassified -0.95% 231.92% -1.47% 0.00 -18,285.95 No

SPXW 170407C02425000 SPX 07APR17 2425.0 C Unclassified -0.81% 448.45% -1.73% 0.00 -22,180.20 No

SPXW 170407P02050000 SPX 07APR17 2050.0 P Unclassified 0.01% -100.00% -0.03% 0.00 -424.42 No




SPXW 170407P02070000 SPX 07APR17 2070.0 P Unclassified 0.00% -100.00% 0.00% 0.00 -42.44 No

SPXW 170407P02295000 SPX 07APR17 2295.0 P Unclassified -0.05% -93.15% 0.06% 0.00 781.05 No

SPXW 170407P02300000 SPX 07APR17 2300.0 P Unclassified -0.16% -93.28% 0.18% 0.00 2,390.36 No






















SPXW 170505P02025000 SPX 05MAY17 2025.0 P Unclassified 0.01% -100.00% -0.03% 0.00 -514.62 No

SPXW 170505P02120000 SPX 05MAY17 2120.0 P Unclassified 0.00% -100.00% 0.00% 0.00 -74.35 No

SPXW 170505P02305000 SPX 05MAY17 2305.0 P Unclassified -0.04% -93.61% 0.08% 0.00 1,196.24 No







SPXW 170512C02525000 SPX 12MAY17 2525.0 C Unclassified -0.30% -90.61% 0.58% 0.00 7,167.50 No





SPXW 170512P02240000 SPX 12MAY17 2240.0 P Unclassified -0.03% -93.47% 0.05% 0.00 807.58 No







SPXW 170519P02285000 SPX 19MAY17 2285.0 P Unclassified -0.02% -93.27% 0.00% 0.00 -81.21 No

SPXW 170519P02290000 SPX 19MAY17 2290.0 P Unclassified -0.03% 2.65% 0.00% 0.00 -13.65 No






SPXW 170602P02180000 SPX 02JUN17 2180.0 P Unclassified 0.01% -100.00% -0.04% 0.00 -599.42 No


SPXW 170602P02365000 SPX 02JUN17 2365.0 P Unclassified -0.32% -93.62% 0.47% 0.00 7,243.19 No

SPXW 170609C02460000 SPX 09JUN17 2460.0 C Unclassified -0.04% -100.00% 0.05% 0.00 742.25 No











SPXW 170616P02380000 SPX 16JUN17 2380.0 P Unclassified -0.05% 360.05% -0.19% 0.00 -3,015.33 No









SPXW 170630P02180000 SPX 30JUN17 2180.0 P Unclassified 0.00% -100.00% 0.00% 0.00 -71.47 No





SPXW 170707C02460000 SPX 07JUL17 2460.0 C Unclassified -0.01% -100.00% 0.02% 0.00 329.09 No


SPXW 170707P02070000 SPX 07JUL17 2070.0 P Unclassified 0.00% -100.00% -0.01% 0.00 -197.26 No


SPXW 170707P02355000 SPX 07JUL17 2355.0 P Unclassified -0.11% -93.94% 0.21% 0.00 3,293.73 No


SPXW 170707P02365000 SPX 07JUL17 2365.0 P Unclassified -0.03% -93.86% 0.05% 0.00 812.47 No





















SPXW 170804P02130000 SPX 04AUG17 2130.0 P Unclassified 0.00% -100.00% -0.02% 0.00 -381.26 No


SPXW 170804P02385000 SPX 04AUG17 2385.0 P Unclassified -0.02% -100.00% 0.05% 0.00 836.47 No

SPXW 170804P02390000 SPX 04AUG17 2390.0 P Unclassified -0.06% -93.70% 0.12% 0.00 1,904.36 No










SPXW 170818C02505000 SPX 18AUG17 2505.0 C Unclassified -0.03% -100.00% 0.03% 0.00 446.84 No















SPXW 170901P02150000 SPX 01SEP17 2150.0 P Unclassified 0.00% -100.00% -0.02% 0.00 -283.49 No


SPXW 170901P02385000 SPX 01SEP17 2385.0 P Unclassified -0.28% -93.50% 0.45% 0.00 7,374.69 No





SPXW 170908P02425000 SPX 08SEP17 2425.0 P Unclassified -0.10% -87.60% -0.29% 0.00 -4,669.62 No


















SPXW 171006P02215000 SPX 06OCT17 2215.0 P Unclassified 0.01% -100.00% -0.02% 0.00 -382.99 No


SPXW 171006P02450000 SPX 06OCT17 2450.0 P Unclassified -0.04% -93.83% 0.09% 0.00 1,578.77 No






SPXW 171013P02485000 SPX 13OCT17 2485.0 P Unclassified 0.00% -93.40% 0.00% 0.00 77.68 No



SPXW 171020C02595000 SPX 20OCT17 2595.0 C Unclassified -0.03% -100.00% 0.02% 0.00 446.11 No




SPXW 171020P02495000 SPX 20OCT17 2495.0 P Unclassified -0.03% -93.86% 0.04% 0.00 786.31 No



SPXW 171027P02285000 SPX 27OCT17 2285.0 P Unclassified 0.00% -100.00% 0.00% 0.00 -69.70 No


SPXW 171103P02215000 SPX 03NOV17 2215.0 P Unclassified 0.00% -100.00% -0.03% 0.00 -484.14 No

SPXW 171103P02485000 SPX 03NOV17 2485.0 P Unclassified -0.04% -100.00% 0.09% 0.00 1,699.74 No



SPXW 171110C02615000 SPX 10NOV17 2615.0 C Unclassified -0.02% -100.00% 0.03% 0.00 589.65 No



SPXW 171110P02525000 SPX 10NOV17 2525.0 P Unclassified -0.02% -93.59% 0.04% 0.00 751.97 No












SPXW 171117P02465000 SPX 17NOV17 2465.0 P Unclassified -0.03% -93.63% 0.04% 0.00 743.68 No





SPXW 171201C02680000 SPX 01DEC17 2680.0 C Unclassified -0.03% -100.00% 0.02% 0.00 369.07 No

SPXW 171201P02300000 SPX 01DEC17 2300.0 P Unclassified 0.00% -100.00% -0.01% 0.00 -284.22 No

SPXW 171201P02350000 SPX 01DEC17 2350.0 P Unclassified 0.00% -100.00% 0.00% 0.00 -94.74 No


SPXW 171201P02540000 SPX 01DEC17 2540.0 P Unclassified -0.16% -93.63% 0.26% 0.00 5,246.30 No
















SPXW 171229P02390000 SPX 29DEC17 2390.0 P Unclassified 0.01% -100.00% -0.02% -468.47 0.00 Yes




SPXW 180105P02275000 SPX 05JAN18 2275.0 P Unclassified 0.02% 40.75% 0.01% 165.49 0.00 Yes

SPXW 180105P02325000 SPX 05JAN18 2325.0 P Unclassified 0.01% 71.17% 0.00% 96.34 0.00 Yes

SPXW 180105P02580000 SPX 05JAN18 2580.0 P Unclassified -0.05% 14.63% -0.01% -171.55 0.00 Yes




VXX 171020P00040000 VXX 20OCT17 40.0 P Unclassified -0.03% 212.79% -0.03% 0.00 -485.26 No

VXX 171020P00045000 VXX 20OCT17 45.0 P Unclassified 0.08% 106.95% 0.05% 0.00 927.07 No

VXX 171027P00036500 VXX 27OCT17 36.5 P Unclassified -0.02% 141.38% -0.02% 0.00 -313.15 No

VXX 171027P00041000 VXX 27OCT17 41.0 P Unclassified 0.07% 83.90% 0.04% 0.00 791.83 No

VXX 171103P00035500 VXX 03NOV17 35.5 P Unclassified -0.02% 273.04% -0.03% 0.00 -511.70 No

VXX 171103P00041000 VXX 03NOV17 41.0 P Unclassified 0.09% 97.62% 0.06% 0.00 1,113.24 No

VXX 171110P00033500 VXX 10NOV17 33.5 P Unclassified -0.02% 58.89% -0.01% 0.00 -95.16 No

VXX 171110P00038000 VXX 10NOV17 38.0 P Unclassified 0.07% 65.31% 0.03% 0.00 593.16 No

VXX 171117P00032000 VXX 17NOV17 32.0 P Unclassified -0.01% -94.25% 0.01% 0.00 130.14 No

VXX 171117P00037000 VXX 17NOV17 37.0 P Unclassified 0.07% -35.77% -0.01% 0.00 -337.53 No

VXX 171124P00030000 VXX 24NOV17 30.0 P Unclassified 0.00% -97.41% 0.01% 0.00 159.25 No

VXX 171124P00034500 VXX 24NOV17 34.5 P Unclassified 0.05% -69.50% -0.04% 0.00 -748.50 No

VXX 171201P00034500 VXX 01DEC17 34.5 P Unclassified 0.05% 9.85% 0.01% 0.00 130.54 No

VXX 171208P00030000 VXX 08DEC17 30.0 P Unclassified -0.01% -85.11% 0.01% 0.00 246.11 No

VXX 171208P00034000 VXX 08DEC17 34.0 P Unclassified 0.06% -6.09% 0.00% 0.00 -60.37 No

VXX 171215P00029000 VXX 15DEC17 29.0 P Unclassified -0.01% -68.47% 0.01% 0.00 144.26 No

VXX 171215P00033000 VXX 15DEC17 33.0 P Unclassified 0.07% 21.23% 0.02% 0.00 350.40 No

VXX 171222P00030500 VXX 22DEC17 30.5 P Unclassified -0.03% 125.98% -0.02% 0.00 -457.08 No

VXX 171222P00035000 VXX 22DEC17 35.0 P Unclassified 0.13% 81.08% 0.07% 0.00 1,483.39 No




VXX 180105P00028000 VXX 05JAN18 28.0 P Unclassified -0.02% 214.43% -0.03% 0.00 -687.61 No

VXX 180105P00031500 VXX 05JAN18 31.5 P Unclassified 0.11% 92.78% 0.08% 0.00 1,643.33 No

VXX 180112P00028000 VXX 12JAN18 28.0 P Unclassified -0.04% 206.57% -0.04% 0.00 -886.09 No

VXX 180112P00032000 VXX 12JAN18 32.0 P Unclassified 0.15% 89.27% 0.09% 0.00 1,918.39 No

Total Options -0.56% -100.00% 20.33% -2,598.93 291,609.60

Stocks

VXX IPATH S&P 500 VIX S/T FU ETN Unclassified 1.34% -0.58% -0.12% 0.00 -1,230.42 No

Total Stocks 1.34% -0.58% -0.12% 0.00 -1,230.42

Cash

EUR Euro Cash 99.64% -2.46% -2.45% Yes

USD United States Dollar Cash 0.77% 20.19% -0.16% Yes

Total Cash 100.40% -2.59% -2.60%

Total 100.00% 17.06% 17.06% -2,598.93 290,379.18



Portfolio Heat Map


Historical Performance

History Since Inception

MTD QTD YTD Since Inception

U1941303 0.33% 0.33% 0.33% 17.46%


Historical Performance Benchmark Comparison

History Since Inception

MTD QTD YTD Since Inception

SPX 0.83% 0.83% 0.83% 22.84%

EFA 0.74% 0.74% 0.74% 26.02%

VT 0.88% 0.88% 0.88% 25.58%

U1941303 0.33% 0.33% 0.33% 17.46%


Trade Summary

Bought Sold

Symbol Description Sector Quantity Average Price Proceeds Quantity Average Price Proceeds

Forex

USD

EUR.USD EUR.USD Cash 294,495 1.15 -337,921.66 -20,000 1.06 21,204.40

Total -337,921.66 21,204.40

Total in EUR -294,071.49 20,022.89

Options

USD

SPX 170519C02480000 SPX 19MAY17 2480.0 C Unclassified 20 14.65 -29,300.00 -20 4.30 8,600.00

SPX 170519C02500000 SPX 19MAY17 2500.0 C Unclassified 20 0.45 -900.00 -20 4.20 8,400.00

SPX 170519C02525000 SPX 19MAY17 2525.0 C Unclassified 30 0.34 -1,010.00 -30 5.80 17,400.00

SPXW 170113P02025000 SPX 13JAN17 2025.0 P Unclassified 30 0.10 -300.00 -30 0.00 0.00

SPXW 170113P02225000 SPX 13JAN17 2225.0 P Unclassified 25 0.05 -125.00 -25 0.90 2,250.00

SPXW 170113P02230000 SPX 13JAN17 2230.0 P Unclassified 20 0.84 -1,675.00 -20 0.90 1,800.00







SPXW 170127P02195000 SPX 27JAN17 2195.0 P Unclassified 11 0.05 -55.00 -11 0.91 1,005.00

SPXW 170203P02010000 SPX 03FEB17 2010.0 P Unclassified 15 0.10 -150.00 -15 0.00 0.00




SPXW 170203P02230000 SPX 03FEB17 2230.0 P Unclassified 40 0.05 -200.00 -40 0.90 3,600.00





Trade Summary (Cont.)

Bought Sold





SPXW 170215P02265000 SPX 15FEB17 2265.0 P Unclassified 20 0.00 0.00 -20 0.60 1,200.00







SPXW 170303P02050000 SPX 03MAR17 2050.0 P Unclassified 50 0.10 -500.00 -50 0.00 0.00


SPXW 170303P02295000 SPX 03MAR17 2295.0 P Unclassified 60 0.05 -300.00 -60 0.90 5,400.00


SPXW 170310C02405000 SPX 10MAR17 2405.0 C Unclassified 15 1.10 -1,650.00 -15 2.90 4,350.00







SPXW 170315P02290000 SPX 15MAR17 2290.0 P Unclassified 20 0.00 0.00 -20 0.90 1,800.00









Bought Sold




SPXW 170324P02315000 SPX 24MAR17 2315.0 P Unclassified 30 1.91 -5,725.00 -30 0.93 2,800.00

SPXW 170324P02320000 SPX 24MAR17 2320.0 P Unclassified 10 4.70 -4,700.00 -10 1.00 1,000.00

SPXW 170331C02420000 SPX 31MAR17 2420.0 C Unclassified 40 1.40 -5,600.00 -40 2.72 10,900.00











SPXW 170331P02245000 SPX 31MAR17 2245.0 P Unclassified 10 1.00 -1,000.00 -10 0.95 950.00

SPXW 170407C02420000 SPX 07APR17 2420.0 C Unclassified 40 7.20 -28,800.00 -40 2.40 9,600.00

SPXW 170407C02425000 SPX 07APR17 2425.0 C Unclassified 20 14.32 -28,640.00 -20 2.65 5,300.00

SPXW 170407P02050000 SPX 07APR17 2050.0 P Unclassified 40 0.10 -400.00 -40 0.00 0.00



SPXW 170407P02300000 SPX 07APR17 2300.0 P Unclassified 30 0.05 -150.00 -30 0.92 2,750.00

SPXW 170407P02305000 SPX 07APR17 2305.0 P Unclassified 70 0.56 -3,950.00 -70 0.99 6,900.00








Bought Sold






SPXW 170419P02250000 SPX 19APR17 2250.0 P Unclassified 10 0.00 0.00 -10 0.95 950.00

SPXW 170419P02255000 SPX 19APR17 2255.0 P Unclassified 10 0.00 0.00 -10 0.95 950.00

SPXW 170419P02260000 SPX 19APR17 2260.0 P Unclassified 25 0.00 0.00 -25 0.92 2,300.00









SPXW 170505P02025000 SPX 05MAY17 2025.0 P Unclassified 50 0.10 -500.00 -50 0.00 0.00


SPXW 170505P02305000 SPX 05MAY17 2305.0 P Unclassified 15 0.05 -75.00 -15 0.95 1,425.00




SPXW 170512C02525000 SPX 12MAY17 2525.0 C Unclassified 20 0.40 -800.00 -20 4.30 8,600.00









Bought Sold














SPXW 170602P02180000 SPX 02JUN17 2180.0 P Unclassified 60 0.10 -600.00 -60 0.00 0.00


SPXW 170602P02365000 SPX 02JUN17 2365.0 P Unclassified 93 0.05 -465.00 -93 0.95 8,850.00

SPXW 170609C02460000 SPX 09JUN17 2460.0 C Unclassified 55 0.00 0.00 -55 0.16 900.00








SPXW 170616P02380000 SPX 16JUN17 2380.0 P Unclassified 10 4.30 -4,300.00 -10 0.95 950.00

SPXW 170616P02385000 SPX 16JUN17 2385.0 P Unclassified 40 3.48 -13,900.00 -40 0.96 3,850.00

SPXW 170616P02390000 SPX 16JUN17 2390.0 P Unclassified 20 3.30 -6,600.00 -20 1.00 2,000.00





Bought Sold











SPXW 170707C02460000 SPX 07JUL17 2460.0 C Unclassified 20 0.00 0.00 -20 0.20 400.00


SPXW 170707P02070000 SPX 07JUL17 2070.0 P Unclassified 20 0.10 -200.00 -20 0.00 0.00


SPXW 170707P02355000 SPX 07JUL17 2355.0 P Unclassified 40 0.05 -200.00 -40 1.01 4,050.00





SPXW 170714P02355000 SPX 14JUL17 2355.0 P Unclassified 30 0.00 0.00 -30 0.97 2,900.00












Bought Sold







SPXW 170804P02130000 SPX 04AUG17 2130.0 P Unclassified 40 0.10 -400.00 -40 0.00 0.00


SPXW 170804P02385000 SPX 04AUG17 2385.0 P Unclassified 10 0.00 0.00 -10 1.00 1,000.00

SPXW 170804P02390000 SPX 04AUG17 2390.0 P Unclassified 25 0.05 -125.00 -25 0.97 2,425.00










SPXW 170818C02505000 SPX 18AUG17 2505.0 C Unclassified 60 0.00 0.00 -60 0.10 600.00












Bought Sold




SPXW 170901P02150000 SPX 01SEP17 2150.0 P Unclassified 30 0.10 -300.00 -30 0.00 0.00


SPXW 170901P02385000 SPX 01SEP17 2385.0 P Unclassified 100 0.05 -500.00 -100 0.95 9,475.00





SPXW 170908P02425000 SPX 08SEP17 2425.0 P Unclassified 40 2.36 -9,450.00 -40 1.00 4,000.00















SPXW 171006P02215000 SPX 06OCT17 2215.0 P Unclassified 40 0.10 -400.00 -40 0.00 0.00


SPXW 171006P02450000 SPX 06OCT17 2450.0 P Unclassified 20 0.05 -100.00 -20 1.00 2,000.00




Bought Sold









SPXW 171020C02595000 SPX 20OCT17 2595.0 C Unclassified 60 0.00 0.00 -60 0.10 600.00


SPXW 171020P02485000 SPX 20OCT17 2485.0 P Unclassified 30 0.00 0.00 -30 0.95 2,850.00







SPXW 171103P02215000 SPX 03NOV17 2215.0 P Unclassified 50 0.10 -500.00 -50 0.00 0.00

SPXW 171103P02485000 SPX 03NOV17 2485.0 P Unclassified 20 0.00 0.00 -20 1.00 2,000.00

SPXW 171103P02495000 SPX 03NOV17 2495.0 P Unclassified 40 0.05 -200.00 -40 0.95 3,800.00


SPXW 171110C02615000 SPX 10NOV17 2615.0 C Unclassified 50 0.00 0.00 -50 0.15 750.00










Bought Sold



SPXW 171117P02450000 SPX 17NOV17 2450.0 P Unclassified 20 0.00 0.00 -20 0.95 1,900.00








SPXW 171201C02680000 SPX 01DEC17 2680.0 C Unclassified 50 0.00 0.00 -50 0.10 500.00

SPXW 171201P02300000 SPX 01DEC17 2300.0 P Unclassified 30 0.10 -300.00 -30 0.00 0.00



SPXW 171201P02540000 SPX 01DEC17 2540.0 P Unclassified 70 0.05 -350.00 -70 0.96 6,750.00





SPXW 171208P02460000 SPX 08DEC17 2460.0 P Unclassified 20 0.00 0.00 -20 1.00 2,000.00

SPXW 171208P02465000 SPX 08DEC17 2465.0 P Unclassified 20 0.00 0.00 -20 1.00 2,000.00







SPXW 171229P02390000 SPX 29DEC17 2390.0 P Unclassified 50 0.10 -500.00 0 0.00 0.00




Bought Sold




SPXW 180105P02275000 SPX 05JAN18 2275.0 P Unclassified 30 0.15 -450.00 0 0.00 0.00

SPXW 180105P02325000 SPX 05JAN18 2325.0 P Unclassified 10 0.15 -150.00 0 0.00 0.00

SPXW 180105P02580000 SPX 05JAN18 2580.0 P Unclassified 0 0.00 0.00 -15 0.95 1,425.00




VXX 171020P00040000 VXX 20OCT17 40.0 P Unclassified 3 2.81 -843.00 -3 0.92 276.00

VXX 171020P00045000 VXX 20OCT17 45.0 P Unclassified 3 3.50 -1,050.00 -3 7.15 2,145.00

VXX 171027P00036500 VXX 27OCT17 36.5 P Unclassified 4 1.59 -636.00 -4 0.67 268.00

VXX 171027P00041000 VXX 27OCT17 41.0 P Unclassified 4 2.84 -1,136.00 -4 5.20 2,080.00

VXX 171103P00035500 VXX 03NOV17 35.5 P Unclassified 4 2.06 -824.00 -4 0.56 224.00

VXX 171103P00041000 VXX 03NOV17 41.0 P Unclassified 4 3.35 -1,340.00 -4 6.65 2,660.00


VXX 171110P00038000 VXX 10NOV17 38.0 P Unclassified 4 2.72 -1,088.00 -4 4.45 1,780.00


VXX 171117P00037000 VXX 17NOV17 37.0 P Unclassified 4 2.77 -1,108.00 -4 1.79 716.00


VXX 171124P00034500 VXX 24NOV17 34.5 P Unclassified 5 2.54 -1,270.00 -5 0.79 395.00

VXX 171201P00034500 VXX 01DEC17 34.5 P Unclassified 5 2.72 -1,360.00 -5 3.04 1,520.00

VXX 171208P00030000 VXX 08DEC17 30.0 P Unclassified 6 0.08 -48.00 -6 0.58 348.00






VXX 180105P00028000 VXX 05JAN18 28.0 P Unclassified 10 1.19 -1,190.00 -10 0.38 385.00



Bought Sold


VXX 180105P00031500 VXX 05JAN18 31.5 P Unclassified 10 2.10 -2,095.00 -10 4.05 4,050.00

VXX 180112P00028000 VXX 12JAN18 28.0 P Unclassified 10 1.55 -1,550.00 -10 0.51 510.00

VXX 180112P00032000 VXX 12JAN18 32.0 P Unclassified 10 2.52 -2,520.00 -10 4.80 4,800.00

Total -229,071.00 598,045.00

Total in EUR -208,132.97 529,428.65

Stocks

USD

VXX IPATH S&P 500 VIX S/T FU ETN Unclassified 1,500 17.61 -26,420.00 -1,500 16.74 25,112.44

Total -26,420.00 25,112.44

Total in EUR -25,049.59 23,552.38

Total (All Assets) in EUR -527,254.05 573,003.92


Deposits and Withdrawals

Date Type Description Amount

01/03/2017 Deposit Cash Receipts / Electronic Fund Transfers 600,000.00


02/16/2017 Withdrawal Disbursement Initiated By Ivo Remmelg -4,261.00








Total 1,905,739.00


Interest Details

Date Description Amount

02/03/17 EUR Credit Interest Paid for January 2017 -312.39

02/03/17 USD Credit Interest Received for January 2017 0.24

02/03/17 USD Debit Interest Paid for January 2017 -0.03

03/03/17 EUR Credit Interest Paid for February 2017 -536.63

03/03/17 USD Credit Interest Received for February 2017 0.97

04/05/17 USD Debit Interest Paid for March 2017 -57.51

04/05/17 EUR Credit Interest Paid for March 2017 -637.39

05/03/17 USD Credit Interest Received for April 2017 1.75

05/03/17 USD Debit Interest Paid for April 2017 -11.15

05/03/17 EUR Credit Interest Paid for April 2017 -651.91

06/05/17 EUR Credit Interest Paid for May 2017 -755.00

06/05/17 USD Credit Interest Received for May 2017 3.47

06/05/17 USD Debit Interest Paid for May 2017 -1.89

07/06/17 USD Credit Interest Received for June 2017 0.42

07/06/17 USD Debit Interest Paid for June 2017 -0.39

07/06/17 EUR Credit Interest Paid for June 2017 -742.35

08/03/17 USD Debit Interest Paid for July 2017 -0.13

08/03/17 EUR Credit Interest Paid for July 2017 -771.89

08/03/17 USD Credit Interest Received for July 2017 8.03

09/06/17 USD Credit Interest Received for August 2017 6.83

09/06/17 USD Debit Interest Paid for August 2017 -0.23

09/06/17 EUR Credit Interest Paid for August 2017 -784.25

10/04/17 USD Debit Interest Paid for September 2017 -1.35

10/04/17 EUR Credit Interest Paid for September 2017 -836.54

10/04/17 USD Credit Interest Received for September 2017 1.82

11/03/17 USD Credit Interest Received for October 2017 3.51

11/03/17 USD Debit Interest Paid for October 2017 -2.33

11/03/17 EUR Credit Interest Paid for October 2017 -902.57

12/05/17 EUR Credit Interest Paid for November 2017 -1,095.40


Interest Details (Cont.)


12/05/17 USD Credit Interest Received for November 2017 12.99

Total -8,061.31


Fee Summary


01/23/2017 Exposure Fee, Equity For 20170121 For Jan 2017 -71.72






02/02/2017 Exposure Fee, Equity For 20170201 For Feb 2017 -67.93

02/03/2017 Cme S&p Indices -3.94


02/03/2017 US Options Bundle For Jan 2017 -30.33

02/03/2017 US Value Bundle For Jan 2017 -9.26

02/03/2017 US Value Bundle For Jan 2017 9.26



















Fee Summary (Cont.)



03/02/2017 Cme S&p Indices -4.02

03/02/2017 Exposure Fee, Equity For 20170301 For Mar 2017 -44.70

03/02/2017 US Options Bundle For Feb 2017 -30.97

03/02/2017 US Options Bundle For Feb 2017 -30.97

03/02/2017 US Value Bundle For Feb 2017 -9.46

03/02/2017 US Value Bundle For Feb 2017 9.46






















04/03/2017 Exposure Fee, Equity For 20170401 For Apr 2017 -254.98


Fee Summary (Cont.)


04/04/2017 Cme S&p Indices -3.99


04/04/2017 Snapshotvaluepro For Mar 2017 -9.39

04/04/2017 Snapshotvaluepro For Mar 2017 9.39

04/04/2017 US Options Bundle For Mar 2017 -30.74
















05/02/2017 Exposure Fee, Equity For 20170501 For May 2017 -126.37

05/03/2017 Cme S&p Indices -3.90


05/03/2017 Snapshotvaluepro For Apr 2017 -9.18

05/03/2017 Snapshotvaluepro For Apr 2017 9.18

05/03/2017 US Options Bundle For Apr 2017 -30.06





Fee Summary (Cont.)


















06/02/2017 Cme S&p Indices -3.78

06/02/2017 Exposure Fee, Equity For 20170601 For Jun 2017 -32.59

06/02/2017 Snapshotvaluepro For May 2017 -8.89

06/02/2017 Snapshotvaluepro For May 2017 8.89

06/02/2017 US Options Bundle For May 2017 -29.13










Fee Summary (Cont.)














07/03/2017 Exposure Fee, Equity For 20170701 For Jul 2017 -277.60

07/05/2017 Cme S&p Indices -3.72



07/05/2017 Snapshotvaluepro For Jun 2017 -8.75

07/05/2017 Snapshotvaluepro For Jun 2017 8.75

07/05/2017 US Options Bundle For Jun 2017 -28.66












Fee Summary (Cont.)










08/02/2017 Exposure Fee, Equity For 20170801 For Aug 2017 -95.22


08/04/2017 Cme S&p Indices -3.59


08/04/2017 Snapshotvaluepro For Jul 2017 -8.44

08/04/2017 Snapshotvaluepro For Jul 2017 8.44

08/04/2017 US Options Bundle For Jul 2017 -27.66
















Fee Summary (Cont.)







09/05/2017 Exposure Fee, Equity For 20170902 For Sep 2017 -76.51



09/07/2017 Cme S&p Indices -3.57


09/07/2017 Snapshotvaluepro For Aug 2017 -8.40

09/07/2017 Snapshotvaluepro For Aug 2017 8.40

09/07/2017 US Options Bundle For Aug 2017 -27.50


















Fee Summary (Cont.)



10/03/2017 Exposure Fee, Equity For 20171002 For Oct 2017 -122.82

10/04/2017 Cme S&p Indices -3.60


10/04/2017 Snapshotvaluepro For Sep 2017 -8.46

10/04/2017 Snapshotvaluepro For Sep 2017 8.46

10/04/2017 US Options Bundle For Sep 2017 -27.72











10/20/2017 Annual Lei Registration Fee For Oct 2017 -100.00










11/02/2017 Cme S&p Indices -3.65

11/02/2017 Exposure Fee, Equity For 20171101 For Nov 2017 -151.73


Fee Summary (Cont.)


11/02/2017 Snapshotvaluepro For Oct 2017 -8.59

11/02/2017 Snapshotvaluepro For Oct 2017 8.59

11/02/2017 US Options Bundle For Oct 2017 -28.12






















12/04/2017 Exposure Fee, Equity For 20171202 For Dec 2017 -764.71

12/05/2017 Cme S&p Indices -3.57


12/05/2017 Snapshotvaluepro For Nov 2017 -8.40

12/05/2017 Snapshotvaluepro For Nov 2017 8.40


Fee Summary (Cont.)


12/05/2017 US Options Bundle For Nov 2017 -27.51

















Total -31,962.95


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. The gain or loss for future contracts settle into cash each night. The notional value is used when computing the contribution to return.

4. Dividend accruals, interest accruals and insured deposits 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 December 31, 2015 the historical annual return including dividends since inception of the S&P 500 was 7.14%. This rate is used to calculate the downside deviation and theSortino ratio.

9. As of August 31, 2017 the US 3 Month Treasury Bill was 1.01%. This was the risk free rate used to calculate the Sharpe ratio.

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

11. Historical SPX dividend data in the Performance Attribution report may be modeled from sector compositions that are subject to change.

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

13. 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.

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

Attribution EffectThe 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.

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

Calmar RatioA ratio used to determine return versus drawdown risk.

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

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

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

Max DrawdownThe 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 ReturnThe 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 PeriodsThe 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-ValleyThe time period during which the Max Drawdown (largest cumulative percentagedecline in the NAV) occurred.

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

Positive PeriodsThe 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.

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

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

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

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

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

Time Period ReturnThe 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.

01/03/2018 08:00:56 ESTPortfolioAnalyst Page: 57

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