Loro Consumer Model (LCSM)
Last Update: 02.12.2025
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
30.08.2002
|
30.11.2025 |
monthly |
13.41% |
2.83% |
-9.38% |
0.30 |
5 p.a. |
1.61 |
65.45% |
0.57 |
2.95 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
XLY |
Consumer Discretionary Select Sector SPDR Fund |
16.12.1998
|
|
XLP |
Consumer Staples Select Sector SPDR Fund |
10.03.1999 |