Loro Utility Model (LUM)
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
27.02.2004
|
11.10.2024 |
monthly |
31.09% |
6.46% |
-14.97% |
0.43 |
5 p.a. |
2.13 |
69.07% |
0.77 |
4.30 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
XLU |
Utilities Select Sector SPDR Fund |
16.12.1998
|
