Loro VIX Swing Time (LVST)
Last Update: 26.12.2024
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Swing | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
22.02.2005
|
24.12.2024 |
daily |
4.74% |
12.42% |
-22.17% |
0.56 |
10 p.a. |
2.47 |
75.12% |
1.11 |
3.89 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
VXX |
iPath Series B S&P 500 VIX Short Term Futures ETN |
02.04.2004
|