Loro Short Vola Model (LSVM)
Last Update: 03.07.2026
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
24.07.2006
|
28.05.2026 |
daily |
13.46% |
27.61% |
-45.09% |
0.61 |
5 p.a. |
2.25 |
72.73% |
1.07 |
7.67 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
VXX |
iPath Series B S&P 500 VIX Short Term Futures ETN |
29.01.2009
|