Loro Best Nation Model (LBNM)
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
30.05.2003
|
30.11.2025 |
monthly |
45.39% |
8.88% |
-18.44% |
0.48 |
32 p.a. |
1.58 |
68.34% |
0.80 |
7.65 |
Portfolio Equity Curve:
Annual Statistics:
