Loro Base Metals Model (LBMM)
Last Update: 02.07.2026
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
29.06.2007
|
28.05.2026 |
monthly |
28.60% |
8.95% |
-25.89% |
0.35 |
3 p.a. |
2.15 |
60.29% |
0.60 |
13.27 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
DBB |
Invesco DB Base Metals Fund |
05.01.2007
|