Loro Covered Call Model (LCCM)

Last Update: 06.01.2024
(all Date Formats: DD.MM.YYYY)
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Summary Statistics:

Start Date End Date Rotation Exposure CAGR Max DD RRR Trades PF Win SR UI
31.10.2018
31.12.2023
monthly
16.77%
2.46%
-6.01%
0.41
5 p.a.
1.39
60.00%
0.55
3.43

Portfolio Equity Curve:

LCCM_Equity

Annual Statistics:

LCCM_Yearly

Sample:

Symbol ETF Inception
QQQ
Invesco QQQ Trust
10.03.1999
DIVO
Amplify CWP Enhanced Dividend Income ETF
14.12.2016