Loro Home Construction Model (LHCM)
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.10.2006
|
30.11.2025 |
monthly |
27.01% |
10.24% |
-22.59% |
0.45 |
5 p.a. |
1.87 |
72.34% |
0.79 |
7.26 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
ITB |
iShares U.S. Home Construction ETF |
01.05.2006
|