Loro Nasdaq Rotation (LNR)
Last Update: 02.04.2025
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
01.01.1997
|
31.12.2024 |
monthly |
83.94% |
18.27% |
-15.19% |
1.20 |
65 p.a. |
2.18 |
68.99% |
1.59 |
3.51 |
Portfolio Equity Curve (log scale):
Annual Statistics:
