Loro Home Construction Model (LHCM)
Last Update: 03.07.2026
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
29.12.2000
|
28.05.2026 |
monthly |
16.33% |
8.06% |
-14.63% |
0.55 |
3 p.a. |
5.04 |
76.54% |
1.01 |
4.31 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
ITB |
iShares U.S. Home Construction ETF |
01.05.2006
|
|
XLB |
State Street Materials Select Sector SPDR ETF |
16.12.1998 |