Loro Value Model (LVM)
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
30.06.2004
|
11.10.2024 |
monthly |
25.13% |
7.11% |
-7.36% |
0.97 |
4 p.a. |
5.83 |
76.19% |
1.22 |
2.04 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
VTV |
Vanguard Large-Cap Value ETF |
26.01.2004 |
