Loro Energy Model (LEM)
Last Update: 03.12.2025
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
28.04.2000
|
30.11.2025 |
monthly |
16.27% |
6.14% |
-16.13% |
0.38 |
4 p.a. |
2-86 |
76.53% |
0.88 |
3.40 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
XLE |
Energy Select Sector SPDR Fund |
16.12.1998
|
|
PBW |
Invesco WilderHill Clean Energy ETF |
03.03.2005 |