Loro Consumer Model (LCSM)
Last Update: 06.01.2024
(all Date Formats: DD.MM.YYYY)
Copyright 
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
30.08.2002
|
31.12.2023 |
monthly |
14.41% |
3.02% |
-9.24% |
0.33 |
5 p.a. |
1.66 |
66.98% |
0.62 |
2.79 |
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 |
