Loro Value Model (LVM)
Last Update: 15.03.2024
(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
|
31.12.2023 |
monthly |
24.96% |
7.45% |
-7.34% |
1.01 |
4 p.a. |
5.93 |
76.54% |
1.25 |
1.97 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
VTV |
Vanguard Large-Cap Value ETF |
26.01.2004 |
