Loro Transportation Model (LTM)
Last Update: 08.12.2025
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.12.2004
|
30.11.2025 |
monthly |
27.61% |
7.73% |
-16.16% |
0.48 |
4 p.a. |
2.13 |
69.66% |
0.66 |
8.35 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
XTN |
SPDR S&P Transportation ETF |
26.01.2011
|
|
IYT |
S&P Transportation Select Industry FMC Capped Index |
06.10.2003 |