Loro Best SPY Allocation (LBSA)
Last Update: 05.12.2025
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
28.02.1995
|
05.12.2025 |
monthly |
82.86% |
12.76% |
-10.75% |
1.19 |
20 p.a. |
2.74 |
74.20% |
1.75 |
2.45 |
Portfolio Equity Curve (log scale):
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
SPY |
SPDR S&P 500 ETF Trust |
22.01.1993
|