Loro Daily PEAD Strategy (LDPS)
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 |
17.97% |
15.00% |
-51.78% |
0.29 |
22 p.a. |
2.68 |
80.42% |
1.07 |
Portfolio Equity Curve:
Annual Statistics:
