Loro Best SPY Allocation (LBSA)
Last Update: 02.04.2025
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
01.01.1995
|
31.12.2024 |
monthly |
78.80% |
12.84% |
-10.75% |
1.19 |
17 p.a. |
2.53 |
75.25% |
1.71 |
2.41 |
Portfolio Equity Curve (log scale):
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
SPY |
SPDR S&P 500 ETF Trust |
22.01.1993
|