Loro Swing Time Systemmix

Last Update: 15.03.2024
(all Date Formats: DD.MM.YYYY)
Copyright
45% LST + 45% LLST + 10% LVST

Summary Statistics:

Start Date End Date Rotation CAGR Max DD RRR PF SR UI
01.01.2010
31.12.2023
monthly
25.06%
-14.08%
1.78
4.22
2.31
2.43

Portfolio Equity Curve:

STSystemmix_Equity

Annual Statistics:

STSystemmix_Yearly