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

LRT Market Neutral - 2006 - x2


JanFebMarAprMayJunJulAugSepOctNovDecYear
20065.39%3.21%0.81%1.27%1.76%1.35%2.55%4.45%2.06%4.24%4.17%0.5%36.62%
20071.29%(0.47%)1.57%0.17%3.18%0.47%(1.41%)3.63%(1.38%)0.89%3.39%(0.45%)11.25%
2008(2.09%)1.32%(1.24%)0.84%1.24%(4.08%)6.72%3.73%3.36%(4.86%)(3.64%)7.4%8.09%
20095.04%(2.78%)1.41%6.18%2.69%1.85%5.66%3.62%2.35%(0.22%)2.35%5.69%39.09%
20101.92%0.22%5.27%2.91%(1.18%)3.75%2.14%0.83%4.88%1.5%2.27%3.72%31.91%
2011(0.72%)6.56%6.67%2.7%3.09%0.63%1.33%1.76%(3.1%)1.97%2.56%2.26%28.47%
20122.29%4.67%3.79%5.07%0.71%2.99%1.74%1.09%2.61%0.84%4.48%(0.6%)33.86%
20135.47%1.93%1.99%(0.71%)(1.43%)(2.08%)6.72%(0.55%)3.14%1.78%3.46%0.09%21.24%
20140.93%3.79%(0.38%)0.24%(0.79%)0.96%(0.06%)3.02%0.28%4.9%2.5%(0.01%)16.3%
20152.31%3.96%2.29%(1.82%)1.49%2.81%5.67%0.51%2.44%0.03%(0.12%)(0.03%)21.1%
2016(0.48%)0.91%1.57%1.84%1.44%0.7%1.18%(0.27%)(0.43%)(3.07%)1.17%2.46%7.13%
20171.89%4.42%0.08%0.25%1.13%2.17%(1.33%)2.05%(0.22%)3.16%2.4%0.77%17.96%
2018(1.57%)0.52%4%(1.49%)1.34%1.13%4.49%2.39%0.6%1.97%1.26%(0.95%)14.35%
20192.03%1%1.76%2.05%2.85%1.46%1.73%2.51%0.69%1.03%18.46%





Performance Statistics
Leverage: 2
Min: 0%
Max: 0%
Total Return: 1415.1%
Annual Return: 21.79%
Std. Deviation: 9.74%
Sharpe Ratio: 2.2371
Current Drawdown: 0%
Worst Drawdown: -18.45%
12 Month Yield: 1.61%
Correlation (S&P 500 TR): 0.4542
Beta (S&P 500 TR): 0.2342
Current Beta (S&P 500 TR): 0.1118
Alpha (S&P 500 TR): 19.75%
Historic probability of positive return:
DaysProbability
3080.49%
9090.77%
18097.07%
36599.53%


Current Holdings
CurrentTargetName
70.33%-100%Cash
11.99%11.89%JPMorgan Chase & Co. (JPM)
11.65%11.69%Amazon.com Inc. (AMZN)
10.91%10.49%Apple Inc. (AAPL)
5.38%5.42%The Charles Schwab Corporation (SCHW)
5.29%5.27%Pfizer Inc. (PFE)
5.12%5.24%Wells Fargo & Company (WFC)
4.58%4.77%Eli Lilly and Company (LLY)
4.54%4.43%IDEXX Laboratories, Inc. (IDXX)
4.49%4.41%Novo Nordisk A/S (NVO)
4.3%4.36%MasterCard Incorporated (MA)
4.05%3.87%Philip Morris International, Inc. (PM)
4.04%4.02%HollyFrontier Corporation (HFC)
3.92%3.95%NextEra Energy, Inc. (NEE)
3.89%3.87%Booking Holdings Inc.
3.87%4.12%Lockheed Martin Corporation (LMT)
3.63%3.46%AO Smith Corp. (AOS)
3.62%3.69%Aon plc (AON)
3.49%3.53%The Walt Disney Company (DIS)
3.39%3.37%Becton, Dickinson and Company (BDX)
3.23%3.25%Equinix, Inc. (EQIX)
3.17%3.21%Berkshire Hathaway Inc. (BRK-B)
3.08%3.12%AutoNation Inc. (AN)
3.08%3.3%Everest Re Group Ltd. (RE)
3.05%3.05%Comcast Corporation (CMCSA)
3.05%3.24%The Procter & Gamble Company (PG)
3.04%2.85%Altria Group Inc. (MO)
2.86%2.85%Casey's General Stores, Inc. (CASY)
2.83%2.76%Ross Stores Inc. (ROST)
2.77%2.78%Cognizant Technology Solutions Corporation (CTSH)
2.6%2.74%Waters Corporation (WAT)
2.59%2.74%Danaher Corp. (DHR)
2.59%2.42%The TJX Companies, Inc. (TJX)
2.56%2.54%Visa Inc. (V)
2.47%2.63%General Dynamics Corporation (GD)
2.46%2.57%Air Products & Chemicals Inc. (APD)
2.36%2.3%Camden Property Trust (CPT)
2.25%2.29%Medtronic, Inc. (MDT)
2.18%2.28%Kimberly-Clark Corporation (KMB)
2.08%2.17%Starbucks Corporation (SBUX)
2%1.93%NVR, Inc. (NVR)
1.94%1.91%Lowe's Companies Inc. (LOW)
1.86%1.84%Nike, Inc. (NKE)
1.75%1.74%J&J Snack Foods Corp. (JJSF)
1.72%1.7%FirstService Corporation (FSV)
1.71%1.78%Canadian Pacific Railway Limited (CP)
1.65%1.69%Xcel Energy Inc. (XEL)
1.6%1.61%Global Payments Inc. (GPN)
1.59%1.57%Watsco Inc. (WSO)
1.58%1.55%Fortive Corporation (FTV)
1.57%1.65%Ameren Corporation (AEE)
1.56%1.54%AutoZone, Inc. (AZO)
1.54%1.59%Colliers International Group Inc. (CIGI)
1.51%1.53%Landstar System Inc. (LSTR)
1.4%1.41%Credit Acceptance Corp. (CACC)
1.24%1.27%Church & Dwight Co. Inc. (CHD)
1.19%1.19%Brookfield Asset Management Inc. (BAM)
1.18%1.19%Nordson Corporation (NDSN)
1.17%1.16%CH Robinson Worldwide Inc. (CHRW)
1.17%1.12%Rollins Inc. (ROL)
1.17%1.12%Sun Communities Inc. (SUI)
0.95%0.94%Copart, Inc. (CPRT)
0.94%0.96%Canadian National Railway Company (CNI)
0.91%0.95%Discover Financial Services (DFS)
0.91%0.88%Crown Castle International Corp. (CCI)
0.91%0.94%Honeywell International Inc. (HON)
0.83%0.82%Fiserv, Inc. (FISV)
0.82%0.88%Boston Scientific Corporation (BSX)
0.68%0.69%U.S. Bancorp (USB)
0.65%0.66%Stryker Corporation (SYK)
0.57%0.58%O'Reilly Automotive Inc. (ORLY)
0.56%0.56%Brown-Forman Corporation (BF-B)
0.46%0.45%American Tower Corporation (AMT)
0.4%0.41%Amerisafe, Inc. (AMSF)
0.28%0.29%RenaissanceRe Holdings Ltd. (RNR)
0.28%0.28%The Coca-Cola Company (KO)
0.19%0.2%Union Pacific Corporation (UNP)
0.16%0.16%SBA Communications Corp. (SBAC)
0.12%0.12%HEICO Corporation (HEI-A)
0.08%0.08%McCormick & Company, Incorporated (MKC)
0.07%0.07%The Home Depot, Inc. (HD)
-169.66%-171.21%SPDR S&P 500 ETF (SPY)


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