Loro Sector Stocks Rotation (LSSR)
Last Update: 01.01.2024
(all Date Formats: DD.MM.YYYY)
Copyright 
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
01.01.2007
|
31.12.2023 |
monthly |
20.94% |
14.51% |
-7.39% |
1.96 |
94 p.a. |
3.46 |
83.39% |
2.14 |
1.25 |
Portfolio Equity Curve:
Annual Statistics:
Sample = Sector Stocks of:
| Symbol | ETF | Inception |
|---|---|---|
|
XLC |
Communication Services Select Sector SPDR Fund |
18.08.2018 |
|
XLE |
Energy 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 |
|
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 |
