Loro Gold Model (LGM)
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
30.11.2005
|
31.12.2023 |
monthly |
22.25% |
6.28% |
-13.22% |
0.48 |
5 p.a. |
2.35 |
71.91% |
0.84 |
5.00 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
GLD |
SPDR Gold Trust |
18.11.2004
|
