Loro Energy Model (LEM)
Last Update: 29.06.2026
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.12.2003
|
28.05.2026 |
monthly |
16.94% |
7.46% |
-16.14% |
0.46 |
4 p.a. |
3.22 |
77.45% |
0.94 |
3.59 |
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 |