Loro Sector Stocks Rotation (LSSR)
Last Update: 11.12.2025
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
29.12.2006
|
30.11.2025 |
monthly |
56.44% |
15.22% |
-7.02% |
2.16 |
92 p.a. |
2.24 |
74.34% |
2.23 |
1.56 |
Portfolio Equity Curve (log scale):
Annual Statistics:
Sample = Sector Stocks of:
| Symbol | ETF | Inception |
|---|---|---|
|
XLC |
Communication Services Select Sector SPDR Fund |
18.08.2018 |
|
XLI |
Industrial Select Sector SPDR Fund |
16.12.1998 |
|
XLK |
Technology Select Sector SPDR Fund |
16.12.1998 |
|
XLV |
Health Care Select Sector SPDR Fund |
16.12.1998 |
|
XLF |
Financial Select Sector SPDR Fund |
16.12.1998 |