Loro Base Metals Model (LBMM)
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
29.06.2007
|
30.11.2025 |
monthly |
26.40% |
8.33% |
-28.40% |
0.29 |
3 p.a. |
2.01 |
59.02% |
0.53 |
14.22 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
DBB |
Invesco DB Base Metals Fund |
05.01.2007
|