Loro Steel Rotation (LSTR)
Last Update: 08.11.2024
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
28.02.2007
|
11.10.2024 |
monthly |
13.15% |
14.97% |
-20.84% |
0.72 |
3 p.a. |
3.99 |
75.51% |
0.99 |
6.56 |
Portfolio Equity Curve:
Annual Statistics:
