Loro Utility Model (LUM)
Last Update: 04.12.2025
(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
|
30.11.2025 |
monthly |
32.91% |
5.74% |
-17.94% |
0.32 |
4 p.a. |
2.06 |
66.10% |
0.70 |
5.58 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
XLU |
Utilities Select Sector SPDR Fund |
16.12.1998
|