Loro Sugar Model (LSM)
Last Update: 30.06.2026
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
30.11.2015
|
29.05.2026 |
monthly |
19.38% |
6.09% |
-20.12% |
0.30 |
3 p.a. |
1.95 |
54.84% |
0.51 |
11.59 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
CANE |
Teucrium Sugar Fund |
19.09.2011
|