Loro Commodity Model (LCM)
Last Update: 05.07.2026
(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
|
29.05.2026 |
monthly |
12.89% |
5.56% |
-9.12% |
0.61 |
3 p.a. |
2.51 |
67.74% |
0.78 |
3.77 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
DBC |
Invesco DB Commodity Index Tracking Fund |
03.02.2006
|