Loro Leveraged Systemmix
Last Update: 21.09.2024
(all Date Formats: DD.MM.YYYY)
Copyright 
LLTF + LML + LLER + LTTM + LLST + LVST + LSVM daily + LVSM weekly + (equal weighted)
Summary Statistics:
| Start Date | End Date | Rotation | CAGR | Max DD | RRR | PF | SR | UI |
|---|---|---|---|---|---|---|---|---|
|
01.01.2009
|
31.12.2023 |
monthly |
28.94% |
-11.20% |
2.58 |
3.75 |
2.19 |
2.60 |
Portfolio Equity Curve:
Annual Statistics:
