Loro Leverage Trend Following (LLTF)
Last Update: 28.08.2024
(all Date Formats: DD.MM.YYYY)
Copyright 
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
29.01.2010
|
09.07.2024 |
daily |
43.08% |
30.92% |
-28.85% |
1.07 |
20 p.a. |
5.63 |
70.63% |
1.02 |
6.95 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
TQQQ |
ProShares UltraPro QQQ |
09.02.2010
|
|
SPXL |
Direxion Daily S&P 500 Bull 3X Shares |
05.11.2008 |
|
SOXL |
Direxion Daily Semiconductor Bull 3X Shares |
11.03.2010 |
|
DFEN |
Direxion Daily Aerospace & Defense Bull 3X Shares |
03.05.2017 |
|
BTC |
Bitcoin USD |
17.09.2014 |
|
CURE |
Direxion Daily Healthcare Bull 3x Shares |
15.06.2011 |
|
DRN |
Direxion Daily Real Estate Bull 3x Shares |
16.07.2009 |
|
FAS |
Direxion Daily Financial Bull 3x Shares |
06.11.2008 |
|
MEXX |
Direxion Daily MSCI Mexico Bull 3X Shares |
03.05.2017 |
|
UTSL |
Direxion Daily Utilities Bull 3X Shares |
03.05.2017 |
