Loro Commodity Model (LCM)
Last Update: 09.12.2025
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.07.2006
|
30.11.2025 |
monthly |
15.45% |
6.27% |
-12.09% |
0.52 |
3 p.a. |
2.86 |
71.67% |
0.76 |
3.95 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
DBC |
Invesco DB Commodity Index Tracking Fund |
03.02.2006
|