Loro ETF Systemmix

Last Update: 15.03.2024
(all Date Formats: DD.MM.YYYY)
Copyright

LBR, LBM, LAAA, LPCR, LVSM, LSR, LML, LBAA, LTOM, LCCM, LCSM, LGM, LEM, LUM, LTT, LRR, LDR, LVM
(equal-weighted)

Summary Statistics:

Start Date End Date Rotation CAGR Max DD RRR PF SR UI
01.01.2012
31.12.2023
monthly
7.01%
-2.68%
2.63
2.96
2.48
0.59

Portfolio Equity Curve:

Systemmix_Equity

Annual Statistics:

Systemmiy_Yearly

Single Equity Curves:

Single Equities

Correlation Matrix:

Correlation Matrix