Loro Bond Model (LBM)
Last Update: 30.11.2025
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
08.05.2009
|
30.11.2025 |
weekly |
62.91% |
7.83% |
-6.00% |
1.31 |
103 p.a. |
1.69 |
61.77 |
1.77 |
1.61 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
BAB |
Invesco Taxable Municipal Bond ETF
|
17.11.2009
|
|
CWB |
SPDR Bloomberg Convertible Securities ETF
|
14.04.2009
|
|
HYD |
VanEck High Yield Muni ETF
|
04.02.2009
|