Loro Best Currency Model (LBCM)
Last Update: 07.12.2025
(all Date Formats: DD.MM.YYYY)
Copyright :
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.05.2006
|
30.11.2025 |
monthly |
59.57% |
6.81% |
-13.82% |
0.49 |
10 p.a. |
1.74 |
61.70% |
0.68 |
6.09 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
FXA |
Invesco CurrencyShares Australian Dollar Trust |
21.06.2006
|
|
FCB |
Invesco CurrencyShares British Pound Sterling Trust |
21.06.2006 |
|
FXC |
Invesco CurrencyShares Canadian Dollar Trust |
21.06.2006 |
|
FXE |
Invesco CurrencyShares Euro Trust |
08.12.2005 |
|
FXF |
Invesco CurrencyShares Swiss Franc Trust |
21.06.2006 |
|
FXY |
Invesco Currencyshares Japanese Yen Trust |
12.02.2007 |
|
GLD |
SPDR Gold Shares |
18.11.2004 |