Loro Adaptive Asset Allocation (LAAA)
Last Update: 05.01.2024
(all Date Formats: DD.MM.YYYY)
Copyright 
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
01.01.2003
|
31.12.2023 |
monthly |
64.39% |
11.36% |
-14.99% |
0.76 |
22 p.a. |
1.93 |
59.05% |
1.20 |
4.27 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
QQQ |
Invesco QQQ Trust |
10.03.1999
|
|
TLT |
iShares 20+ Year Treasury Bond ETF |
22.07.2002
|
|
GLD |
SPDR Gold Trust
|
18.11.2004
|
