Loro Leveraged Systemmix
Last Update: 15.01.2025
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics: LML + LLER + LTTM + LLST + LVST + LSVM (equal weighted)
| Start Date | End Date | Rotation | CAGR | Max DD | RRR | PF | SR | UI |
|---|---|---|---|---|---|---|---|---|
|
01.01.2010
|
24.12.2024 |
monthly |
26.46% |
-14.10% |
1.88 |
4.65 |
2.41 |
2.42 |
Portfolio Equity Curve:
Annual Statistics:
