Loro REITs Rotation (LRR)
Last Update: 06.01.2024
(all Date Formats: DD.MM.YYYY)
Copyright 
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.07.2001
|
31.12.2023 |
monthly |
15.97% |
6.64% |
-18,83% |
0.35 |
3 p.a. |
3.42 |
75.34% |
0.98 |
3.43 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
IYR |
iShares U.S. Real Estate ETF |
12.06.2000
|
