Loro Covered Call Model (LCCM)
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.10.2018
|
11.10.2024 |
monthly |
13.04% |
2.10% |
-5.98% |
0.35 |
4 p.a. |
1.39 |
60.00% |
0.48 |
3.24 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
QQQ |
Invesco QQQ Trust |
10.03.1999
|
|
DIVO |
Amplify CWP Enhanced Dividend Income ETF |
14.12.2016 |
