Loro Utility Model (LUM)
Last Update: 29.06.2026
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.08.2000
|
28.05.2026 |
monthly |
64.50% |
9.24% |
-17.27% |
0.54 |
8 p.a. |
1.77 |
65.91% |
0.80 |
7.51 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
XLU |
Utilities Select Sector SPDR Fund |
16.12.1998
|