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LRT Fund - 2006 - x1.5


JanFebMarAprMayJunJulAugSepOctNovDecYear
20064.36%3.49%1.12%(3.7%)(2.97%)(0.94%)(1.6%)4.36%5.16%2.93%1.2%(0.43%)13.21%
20072.68%0.74%0.39%4.89%5.08%0.62%(2.19%)2.01%(0.7%)2.9%(2.66%)(1.18%)12.93%
2008(4.66%)(1.73%)0.07%6.67%(1.99%)(8.35%)8.56%3.02%(8.92%)(17.7%)7.55%16.52%(5.64%)
2009(17.48%)(10.24%)8.64%20.38%5.7%(0.13%)13.39%5.76%6.39%(3.89%)8.79%1.36%38.25%
2010(1.57%)4.69%10.13%5.14%(5.11%)(1.18%)7.91%2.84%10.29%1.81%0.33%4.72%46.47%
2011(0.31%)4.95%7.51%5.25%1.56%(1.62%)(0.09%)0.66%(3.22%)12.33%1.35%2.1%33.82%
20126.91%6.68%2.01%4.87%(2.7%)2.88%1.23%1.61%2.95%0.79%5.43%(2.45%)34.06%
20136.39%2.97%5.17%3.12%0.7%(2.52%)8.37%(3.7%)8.17%4.51%4.39%3.12%48.11%
2014(0.1%)10.39%(1.13%)0.11%3.85%1.2%(0.31%)6.21%(3.61%)9.49%4.16%1.97%36.14%
20151.83%8.08%2.48%(2.63%)1.33%(1.57%)8.1%(2.79%)(0.54%)11.68%(1.83%)(1.87%)23.18%
2016(2.03%)(1.37%)9.25%1.8%1.07%0.32%10.38%(0.56%)(0.91%)(7.12%)1.98%0.64%12.98%
20174.09%10.33%0.36%2.26%4.25%1.07%0.93%1.92%3.98%5.24%5.09%3.2%51.61%
20183.89%(1.43%)1.86%0.18%4.58%0.99%3.51%5.42%(0.8%)(11.45%)5.23%(5.83%)4.84%
201910.78%6.43%6.49%3.7%(0.84%)8.18%2.36%5.57%(0.95%)0.32%49.95%





Performance Statistics
Leverage: 1.5
Min: 2.5%
Max: 15%
Total Return: 2831.36%
Annual Return: 27.77%
Std. Deviation: 19.25%
Sharpe Ratio: 1.4422
Current Drawdown: -2.68%
Worst Drawdown: -39.92%
12 Month Yield: 0.9%
Correlation (S&P 500 TR): 0.8282
Beta (S&P 500 TR): 0.8442
Current Beta (S&P 500 TR): 0.8701
Alpha (S&P 500 TR): 20.41%
Historic probability of positive return:
DaysProbability
3071.63%
9082.79%
18086.95%
36592.02%


Current Holdings
CurrentTargetName
41.66%41.03%iShares 20+ Year Treasury Bond (TLT)
12.79%12.13%AutoZone, Inc. (AZO)
9.68%9%NVR, Inc. (NVR)
8.41%8.37%Colliers International Group Inc. (CIGI)
5.89%5.31%The TJX Companies, Inc. (TJX)
5.2%5.34%HEICO Corporation (HEI-A)
4.62%4.41%Watsco Inc. (WSO)
4.3%4.11%Booking Holdings Inc.
4.2%4.03%Brown-Forman Corporation (BF-B)
4.08%3.88%The Home Depot, Inc. (HD)
4.08%4.05%Canadian National Railway Company (CNI)
3.89%3.78%Cognizant Technology Solutions Corporation (CTSH)
3.86%3.67%McGraw Hill Financial, Inc. (SPGI)
3.85%3.86%Accenture plc (ACN)
3.85%3.91%Danaher Corp. (DHR)
3.81%3.65%Visa Inc. (V)
3.75%3.45%Moody's Corporation (MCO)
3.71%3.36%Pool Corp. (POOL)
3.58%3.59%Canadian Pacific Railway Limited (CP)
3.47%3.18%AO Smith Corp. (AOS)
3.46%3.31%The Sherwin-Williams Company (SHW)
3.33%3.59%Progressive Corp. (PGR)
3.33%3.25%MasterCard Incorporated (MA)
3.21%3.15%Union Pacific Corporation (UNP)
2.68%2.59%O'Reilly Automotive Inc. (ORLY)
-54.71%-50%Cash


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