Loro Simple Asset Rotation (LSAR)
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.12.2002
|
30.11.2025 |
monthly |
85.30% |
13.32% |
-11.99% |
1.11 |
22 p.a. |
2.22 |
63.69% |
1.29 |
3.62 |
Portfolio Equity Curve (Log Scale):
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
BIL |
SPDR Bloomberg 1-3 Month T-Bill ETF |
25.05.2007
|
|
DBC |
Invesco DB Commodity Index Tracking Fund |
03.02.2006 |
|
GLD |
SPDR Gold Shares |
18.11.2004 |
|
TLT |
iShares 20+ Year Treasury Bond ETF |
22.07.2002 |
|
VTI |
Vanguard Total Stock Market ETF |
24.05.2001 |