Loro Sector Rotation (LSR)
Last Update: 05.01.2024
(all Date Formats: DD.MM.YYYY)
Copyright 
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.03.2003
|
31.12.2023 |
monthly |
24.20% |
8.50% |
-9.91% |
0.86 |
43 p.a. |
2.12 |
84.44% |
1.16 |
2.07 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
FDN |
First Trust Dow Jones Internet Index FundF |
19.06.2006
|
|
GDX |
VanEck Gold Miners ETF |
16.05.200
|
|
IAI |
iShares U.S. Broker-Dealers & Securities Exchanges ETF
|
01.05.2006
|
|
IGE |
iShares North American Natural Resources ETF |
22.10.2001
|
|
IHF |
iShares U.S. Healthcare Providers ETF |
01.05.2006
|
|
IHI |
iShares U.S. Medical Devices ETF |
01.05.2006
|
|
IYR |
iShares U.S. Real Estate ETF |
12.06.2000
|
|
IYT |
iShares U.S. Transportation ETF |
06.10.2003
|
|
KBE |
SPDR S&P Bank ETF |
08.11.2005
|
|
KCE |
SPDR S&P Capital Markets ETF |
08.11.2005 |
|
KIE |
SPDR S&P Insurance ETF |
08.11.2005 |
|
KRE |
SPDR S&P Regional Banking ETF |
19.06.2006 |
|
MOO |
VanEck Agribusiness ETF |
31.08.2007 |
|
PHO |
Invesco Water Resources ETF |
06.12.2005 |
|
PPA |
Invesco Aerospace & Defense ETF |
26.10.2005 |
|
PSP |
Invesco Global Listed Private Equity ETF |
24.10.2006 |
|
QCLN |
First Trust NASDAQ Clean Edge Green Energy Index Fund |
08.02.2007 |
|
SLX |
VanEck Steel ETF |
10.10.2006 |
|
VOX |
Vanguard Communication Services ETF |
23.09.2004 |
|
XBI |
SPDR S&P Biotech ETF |
31.01.2006 |
|
XES |
SPDR S&P Oil & Gas Equipment & Services ETF |
19.06.2006 |
|
XHB |
SPDR S&P Homebuilders ETF |
31.01.2006 |
|
XLB |
Materials Select Sector SPDR Fund |
16.12.1998 |
|
XLE |
Energy Select Sector SPDR Fund |
16.12.1998 |
|
XLF |
Financial Select Sector SPDR Fund |
16.12.1998 |
|
XLI |
Industrial Select Sector SPDR Fund |
16.12.1998 |
|
XLK |
Technology Select Sector SPDR Fund |
16.12.1998 |
|
XLP |
Consumer Staples Select Sector SPDR Fund |
16.12.1998 |
|
XLU |
Utilities Select Sector SPDR Fund |
16.12.1998 |
|
XLV |
Health Care Select Sector SPDR Fund |
16.12.1998 |
|
XLY |
Consumer Discretionary Select Sector SPDR Fund |
16.12.1998 |
|
XME |
SPDR S&P Metals & Mining ETF |
19.06.2006 |
|
XOP |
SPDR S&P Oil & Gas Exploration & Production ETF |
19.06.2006 |
|
XPH |
SPDR S&P Pharmaceuticals ETF |
19.06.2006 |
|
XRT |
SPDR S&P Retail ETF |
19.06.2006 |
|
XSD |
SPDR S&P Semiconductor ETF |
31.01.2006 |
