Loro Bold Asset Allocation (LBAA)
Last Update: 06.01.2024
(all Date Formats: DD.MM.YYYY)
Copyright 
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.07.2003
|
31.12.2023 |
monthly |
80.60% |
9.53% |
-11.69% |
0.82 |
45 p.a. |
1.98 |
63.55% |
1.30 |
3.60 |
Portfolio Equity Curve (Log Scale):
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
EWJ |
iShares MSCI Japan ETF |
12.03.1996
|
|
QQQ |
Invesco QQQ Trust |
10.03.1999
|
|
SPY |
SPDR S&P 500 ETF Trust
|
12.01.1993
|
|
EEM |
iShares MSCI Emerging Markets ETF |
07.04.2003
|
|
IEF |
iShares 7-10 Year Treasury Bond ETF |
22.07.2002
|
|
TLT |
iShares 20+ Year Treasury Bond ETF |
22.07.2002
|
|
LQD |
iShares iBoxx USD Investment Grade Corporate Bond ETF |
22.07.2002
|
|
GLD |
SPDR Gold Trust |
18.11.2004
|
|
TIP |
iShares TIPS Bond ETF |
04.12.2003
|
|
IWM |
iShares Russell 2000 ETF |
22.05.2000 |
|
VGK |
Vanguard FTSE Europe ETF |
04.03.2005 |
|
VNQ |
Vanguard Real Estate ETF |
23.09.2004 |
|
DBC |
Invesco DB Commodity Index Tracking Fund |
03.02.2006 |
|
HYG |
iShares iBoxx USD High Yield Corporate Bond ETF |
04.04.2007 |
|
AGG |
iShares Core U.S. Aggregate Bond ETF |
22.09.2003 |
|
BIL |
SPDR Bloomberg 1-3 Month T-Bill ETF |
25.05.2007 |
