Loro Energy Model (LEM)
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.03.2004
|
11.10.2024 |
monthly |
10.60% |
7.25% |
-9.13% |
0.79 |
7 p.a. |
9.26 |
93.42% |
1.45 |
1.43 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
XLE |
Energy Select Sector SPDR Fund |
16.12.1998
|
|
PBW |
Invesco WilderHill Clean Energy ETF |
03.03.2005 |
