Loro Wheat Model (LWM)
Last Update: 07.12.2024
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.12.2012
|
11.10.2024 |
monthly |
65.79% |
10.20% |
-25.92% |
0.39 |
9 p.a. |
1.41 |
54.37% |
0.52 |
11.16 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
WEAT |
Teucrium Wheat Fund |
19.09.2011
|
