Loro Anti Beta Model (LABM)
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.07.2014
|
05.11.2025 |
monthly |
64.06% |
13.60% |
-13.12% |
1.04 |
9 p.a. |
2.52 |
67.89% |
1.18 |
4.16 |
Portfolio Equity Curve (log scale):
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
SPLV |
Invesco S&P 500® Low Volatility ETF |
05.05.2011
|
|
BTAL |
AGF U.S. Market Neutral Anti-Beta Fund |
13.09.2011 |