Loro Utility Model (LUM)
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
27.02.2004
|
31.12.2023 |
monthly |
29.40% |
5.16% |
-14.97% |
0.34 |
5 p.a. |
2.04 |
67.68% |
0.69 |
4.71 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
XLU |
Utilities Select Sector SPDR Fund |
16.12.1998
|
