Loro Consumer Model (LCSM)
Last Update: 24.04.2026
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.12.1999
|
24.04.2026 |
monthly |
53.27% |
9.36% |
-25.49% |
0.37 |
8 p.a. |
1.61 |
63.59% |
0.72 |
8.61 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
XLY |
Consumer Discretionary Select Sector SPDR Fund |
16.12.1998
|
|
XLP |
Consumer Staples Select Sector SPDR Fund |
10.03.1999 |