Loro Bond Rotation (LBR)
Last Update: 08.11.2024
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.07.2006
|
11.10.2024 |
monthly |
84.88% |
8.25% |
-13.83% |
0.60 |
22 p.a. |
1.88 |
63.85% |
1.03 |
4.50 |
Portfolio Equity Curve (Log Scale):
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
BAB |
Invesco Taxable Municipal Bond ETF
|
17.11.2009
|
|
CWB |
SPDR Bloomberg Convertible Securities ETF
|
14.04.2009
|
|
EMB |
iShares JP Morgan USD Emerging Markets Bond ETF
|
17.12.2007
|
|
HYD |
VanEck High Yield Muni ETF
|
04.02.2009
|
|
IEF |
iShares 7-10 Year Treasury Bond ETF
|
22.07.2002
|
|
JNK |
SPDR Bloomberg High Yield Bond ETF
|
28.11.2007
|
|
LQD |
iShares iBoxx USD Investment Grade Corporate Bond ETF
|
22.07.2002
|
|
MUB |
iShares National Muni Bond ETF
|
07.09.2007
|
|
PCY |
Invesco Emerging Markets Sovereign Debt ETF
|
11.10.2007
|
|
PICB |
Invesco International Corporate Bond ETF
|
03.06.2010
|
|
TIP |
iShares TIPS Bond ETF
|
04.12.2003
|
|
TLT |
iShares 20+ Year Treasury Bond ETF
|
22.07.2002
|
