Loro Sugar Model (LSM)
Last Update: 06.12.2024
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
30.11.2015
|
11.10.2024 |
monthly |
26.01% |
8.36% |
-21.97% |
0.38 |
3 p.a. |
2.67 |
60.00% |
0.67 |
12.79 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
CANE |
Teucrium Sugar Fund |
19.09.2011
|
