Loro Finance Rotation (LFR)
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.12.2004
|
11.10.2024 |
monthly |
33.27% |
7.72% |
-15.49% |
0.50 |
4 p.a. |
2.89 |
63.37% |
0.78 |
6.73 |
Portfolio Equity Curve:
Annual Statistics:
