Stock:    S:     E:       Annual Returns | Most Stable | Portfolio Optimizer

LRT Market Neutral - 2006 - x1


JanFebMarAprMayJunJulAugSepOctNovDecYear
20062.87%1.77%0.61%0.81%1.08%0.88%1.47%2.45%1.23%2.33%2.29%0.44%19.79%
20070.84%(0.05%)0.99%0.28%1.78%0.43%(0.5%)1.98%(0.54%)0.62%1.81%(0.11%)7.75%
2008(0.93%)0.73%(0.56%)0.47%0.68%(1.92%)3.31%1.94%1.72%(2.35%)(1.71%)3.45%4.73%
20092.43%(1.37%)0.7%3.02%1.36%0.94%2.83%1.83%1.17%(0.12%)1.17%2.82%18.03%
20100.96%0.11%2.63%1.46%(0.58%)1.85%1.07%0.42%2.44%0.75%1.14%1.86%15%
2011(0.35%)3.26%3.34%1.37%1.54%0.31%0.67%0.88%(1.55%)0.97%1.27%1.13%13.51%
20121.14%2.34%1.9%2.54%0.35%1.5%0.88%0.54%1.31%0.43%2.24%(0.3%)15.86%
20132.73%0.97%1%(0.36%)(0.71%)(1.03%)3.29%(0.27%)1.56%0.89%1.73%0.05%10.19%
20140.47%1.89%(0.19%)0.12%(0.39%)0.48%(0.03%)1.5%0.14%2.45%1.25%(0.01%)7.89%
20151.15%1.98%1.15%(0.91%)0.74%1.4%2.84%0.26%1.2%0.02%(0.05%)(0%)10.16%
2016(0.23%)0.47%0.79%0.93%0.73%0.36%0.6%(0.12%)(0.2%)(1.52%)0.59%1.23%3.67%
20170.96%2.23%0.07%0.15%0.6%1.13%(0.62%)1.07%(0.07%)1.62%1.26%0.44%9.16%
2018(0.72%)0.32%2.05%(0.68%)0.74%0.64%2.33%1.29%0.38%1.08%0.73%(0.39%)8%
20191.11%0.59%0.98%1.13%1.53%0.82%0.95%1.34%0.42%0.56%9.82%





Performance Statistics
Leverage: 1
Min: 0%
Max: 0%
Total Return: 324.12%
Annual Return: 11.05%
Std. Deviation: 4.8%
Sharpe Ratio: 2.3019
Current Drawdown: 0%
Worst Drawdown: -9.25%
12 Month Yield: 1.89%
Correlation (S&P 500 TR): 0.4529
Beta (S&P 500 TR): 0.1151
Current Beta (S&P 500 TR): 0.0558
Alpha (S&P 500 TR): 10.05%
Historic probability of positive return:
DaysProbability
3081.47%
9091.67%
18098%
36599.91%


Current Holdings
CurrentTargetName
85.13%0%Cash
6.02%5.95%JPMorgan Chase & Co. (JPM)
5.84%5.85%Amazon.com Inc. (AMZN)
5.48%5.25%Apple Inc. (AAPL)
2.7%2.71%The Charles Schwab Corporation (SCHW)
2.66%2.63%Pfizer Inc. (PFE)
2.57%2.62%Wells Fargo & Company (WFC)
2.3%2.38%Eli Lilly and Company (LLY)
2.28%2.22%IDEXX Laboratories, Inc. (IDXX)
2.25%2.2%Novo Nordisk A/S (NVO)
2.16%2.18%MasterCard Incorporated (MA)
2.04%1.94%Philip Morris International, Inc. (PM)
2.03%2.01%HollyFrontier Corporation (HFC)
1.97%1.98%NextEra Energy, Inc. (NEE)
1.95%1.93%Booking Holdings Inc.
1.94%2.06%Lockheed Martin Corporation (LMT)
1.82%1.73%AO Smith Corp. (AOS)
1.82%1.85%Aon plc (AON)
1.75%1.76%The Walt Disney Company (DIS)
1.7%1.68%Becton, Dickinson and Company (BDX)
1.62%1.63%Equinix, Inc. (EQIX)
1.59%1.6%Berkshire Hathaway Inc. (BRK-B)
1.55%1.56%AutoNation Inc. (AN)
1.55%1.65%Everest Re Group Ltd. (RE)
1.53%1.62%The Procter & Gamble Company (PG)
1.53%1.53%Comcast Corporation (CMCSA)
1.53%1.42%Altria Group Inc. (MO)
1.44%1.42%Casey's General Stores, Inc. (CASY)
1.42%1.38%Ross Stores Inc. (ROST)
1.39%1.39%Cognizant Technology Solutions Corporation (CTSH)
1.31%1.37%Waters Corporation (WAT)
1.3%1.37%Danaher Corp. (DHR)
1.3%1.21%The TJX Companies, Inc. (TJX)
1.28%1.27%Visa Inc. (V)
1.24%1.31%General Dynamics Corporation (GD)
1.24%1.29%Air Products & Chemicals Inc. (APD)
1.18%1.15%Camden Property Trust (CPT)
1.13%1.14%Medtronic, Inc. (MDT)
1.1%1.14%Kimberly-Clark Corporation (KMB)
1.05%1.08%Starbucks Corporation (SBUX)
1.01%0.97%NVR, Inc. (NVR)
0.98%0.96%Lowe's Companies Inc. (LOW)
0.93%0.92%Nike, Inc. (NKE)
0.88%0.87%J&J Snack Foods Corp. (JJSF)
0.86%0.85%FirstService Corporation (FSV)
0.86%0.89%Canadian Pacific Railway Limited (CP)
0.83%0.85%Xcel Energy Inc. (XEL)
0.81%0.81%Global Payments Inc. (GPN)
0.8%0.79%Watsco Inc. (WSO)
0.79%0.78%Fortive Corporation (FTV)
0.79%0.82%Ameren Corporation (AEE)
0.79%0.77%AutoZone, Inc. (AZO)
0.77%0.8%Colliers International Group Inc. (CIGI)
0.76%0.76%Landstar System Inc. (LSTR)
0.7%0.71%Credit Acceptance Corp. (CACC)
0.62%0.64%Church & Dwight Co. Inc. (CHD)
0.6%0.6%Brookfield Asset Management Inc. (BAM)
0.6%0.6%Nordson Corporation (NDSN)
0.59%0.58%CH Robinson Worldwide Inc. (CHRW)
0.59%0.56%Sun Communities Inc. (SUI)
0.59%0.56%Rollins Inc. (ROL)
0.48%0.47%Copart, Inc. (CPRT)
0.47%0.48%Canadian National Railway Company (CNI)
0.46%0.48%Discover Financial Services (DFS)
0.46%0.47%Honeywell International Inc. (HON)
0.46%0.44%Crown Castle International Corp. (CCI)
0.42%0.41%Fiserv, Inc. (FISV)
0.41%0.44%Boston Scientific Corporation (BSX)
0.34%0.34%U.S. Bancorp (USB)
0.32%0.33%Stryker Corporation (SYK)
0.29%0.29%O'Reilly Automotive Inc. (ORLY)
0.28%0.28%Brown-Forman Corporation (BF-B)
0.23%0.22%American Tower Corporation (AMT)
0.2%0.21%Amerisafe, Inc. (AMSF)
0.14%0.15%RenaissanceRe Holdings Ltd. (RNR)
0.14%0.14%The Coca-Cola Company (KO)
0.1%0.1%Union Pacific Corporation (UNP)
0.08%0.08%SBA Communications Corp. (SBAC)
0.06%0.06%HEICO Corporation (HEI-A)
0.04%0.04%McCormick & Company, Incorporated (MKC)
0.03%0.04%The Home Depot, Inc. (HD)
-85.23%-85.6%SPDR S&P 500 ETF (SPY)


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