Loro WAR Rotation (LWR)
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.10.2006
|
11.10.2024 |
monthly |
23.21% |
6.89% |
-9.75% |
0.71 |
4 p.a. |
6.74 |
78.57% |
1.30 |
1.44 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
DVY |
Invesco Aerospace & Defense ETF |
26.10.2005
|
