Loro Turn of Month (LTOM)
Last Update: 06.01.2024
(all Date Formats: DD.MM.YYYY)
Copyright 
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
24.12.1998
|
31.12.2023 |
monthly |
28.73% |
13.74% |
-11.87% |
1.16 |
33 p.a. |
2.51 |
67.32% |
1.34 |
2.87 |
Portfolio Equity Curve (Log Scale)
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
ENZL |
iShares MSCI New Zealand ETF |
01.09.2010
|
|
EWC |
iShares MSCI Canada ETF |
12.03.1996
|
|
EWT |
iShares MSCI Taiwan ETF
|
20.06.2000
|
|
EWZ |
iShares MSCI Brazil ETF |
10.07.2000
|
|
IHI |
iShares U.S. Medical Devices ETF |
01.05.2006
|
|
IVE |
iShares S&P 500 Value ETF |
22.05.2000
|
|
IWS |
iShares Russell Mid-Cap Value ETF |
17.07.2001
|
|
IYF |
iShares U.S. Financials ETF |
22.05.2000
|
|
IYR |
iShares U.S. Real Estate ETF |
12.06.2000
|
|
SLYV |
SPDR S&P 600 Small Cap Value ETF |
25.09.2000 |
|
XLB |
Materials Select Sector SPDR Fund |
16.12.1998 |
|
XLY |
Consumer Discretionary Select Sector SPDR |
16.12.1998 |
|
GLD |
SPDR Gold Trust |
18.11.2004 |
