Loro Consumer Model (LCSM)
Last Update: 22.06.2026
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
30.06.1999
|
29.05.2026 |
monthly |
52.87% |
7.91% |
-15.61% |
0.51 |
10 p.a. |
1.70 |
63.57% |
0.87 |
5.36 |
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 |