Loro Nasdaq Rotation (LNR)
Last Update: 05.07.2026
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
29.02.1996
|
28.05.2026 |
monthly |
84.52% |
17.74% |
-15.75% |
1.13 |
60 p.a. |
1.94 |
67,30% |
1.54 |
3.87 |
Portfolio Equity Curve (log scale):
Annual Statistics:
