Loro Indraday PEAD Strategy (LIPS)
Last Update: 30.04.2025
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR |
|---|---|---|---|---|---|---|---|---|---|---|
|
01.01.2002
|
31.12.2018 |
daily |
3.74% |
19.00% |
-14.80% |
1.28 |
16 p.a. |
2.29 |
63.91% |
1.23 |
Portfolio Equity Curve:
Annual Statistics:
