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

LRT Market Neutral - 2006 - x4


JanFebMarAprMayJunJulAugSepOctNovDecYear
200610.45%6.17%1.18%2.2%3.09%2.22%4.74%8.44%3.71%8.07%7.94%0.62%76.68%
20072.19%(1.36%)2.77%(0.05%)6.08%0.57%(3.22%)7.06%(3.08%)1.47%6.65%(1.16%)18.65%
2008(4.42%)2.57%(2.67%)1.66%2.43%(8.56%)14.37%7.38%6.62%(10.32%)(8.13%)17.27%14.94%
200910.75%(5.66%)2.92%12.9%5.33%3.64%11.41%7.17%4.77%(0.4%)4.74%11.55%92.94%
20103.88%0.45%10.6%5.75%(2.41%)7.68%4.32%1.65%9.85%3.02%4.55%7.47%72.92%
2011(1.46%)13.32%13.33%5.23%6.21%1.29%2.63%3.56%(6.17%)4.06%5.18%4.51%63.43%
20124.65%9.3%7.55%10.13%1.43%6.04%3.41%2.27%5.24%1.66%9%(1.2%)77.56%
201311%3.84%3.97%(1.4%)(2.87%)(4.26%)14.04%(1.13%)6.38%3.55%6.98%0.19%46.25%
20141.87%7.65%(0.75%)0.48%(1.61%)1.97%(0.12%)6.12%0.53%9.84%5.02%0.01%34.87%
20154.63%7.92%4.59%(3.64%)3.04%5.64%11.3%0.97%4.98%0.05%(0.26%)(0.08%)45.72%
2016(0.99%)1.83%3.15%3.67%2.83%1.37%2.34%(0.58%)(0.89%)(6.26%)2.42%5.05%14.3%
20173.78%8.79%0.08%0.44%2.19%4.25%(2.76%)4.09%(0.53%)6.25%4.72%1.42%37.38%
2018(3.27%)0.95%8.01%(3.12%)2.57%2.12%8.85%4.53%1.04%3.77%2.33%(2.06%)27.97%
20193.92%1.82%3.33%3.91%5.49%2.7%3.28%4.87%1.21%1.97%37.58%





Performance Statistics
Leverage: 4
Min: 0%
Max: 0%
Total Return: 18439.34%
Annual Return: 46.06%
Std. Deviation: 20.24%
Sharpe Ratio: 2.2756
Current Drawdown: 0%
Worst Drawdown: -36.46%
12 Month Yield: 1.08%
Correlation (S&P 500 TR): 0.4553
Beta (S&P 500 TR): 0.4878
Current Beta (S&P 500 TR): 0.2217
Alpha (S&P 500 TR): 41.81%
Historic probability of positive return:
DaysProbability
3079.53%
9090.21%
18096.51%
36599.22%


Current Holdings
CurrentTargetName
41.18%-300%Cash
23.75%23.79%JPMorgan Chase & Co. (JPM)
23.08%23.38%Amazon.com Inc. (AMZN)
21.62%20.98%Apple Inc. (AAPL)
10.66%10.83%The Charles Schwab Corporation (SCHW)
10.48%10.53%Pfizer Inc. (PFE)
10.15%10.49%Wells Fargo & Company (WFC)
9.08%9.54%Eli Lilly and Company (LLY)
9%8.87%IDEXX Laboratories, Inc. (IDXX)
8.9%8.82%Novo Nordisk A/S (NVO)
8.53%8.73%MasterCard Incorporated (MA)
8.03%7.75%Philip Morris International, Inc. (PM)
8%8.03%HollyFrontier Corporation (HFC)
7.76%7.91%NextEra Energy, Inc. (NEE)
7.73%7.73%Booking Holdings Inc.
7.69%8.24%Lockheed Martin Corporation (LMT)
7.2%6.92%AO Smith Corp. (AOS)
7.18%7.39%Aon plc (AON)
6.92%7.05%The Walt Disney Company (DIS)
6.72%6.74%Becton, Dickinson and Company (BDX)
6.39%6.5%Equinix, Inc. (EQIX)
6.29%6.42%Berkshire Hathaway Inc. (BRK-B)
6.11%6.25%AutoNation Inc. (AN)
6.11%6.61%Everest Re Group Ltd. (RE)
6.04%6.1%Comcast Corporation (CMCSA)
6.03%5.69%Altria Group Inc. (MO)
6.02%6.49%The Procter & Gamble Company (PG)
5.67%5.69%Casey's General Stores, Inc. (CASY)
5.6%5.52%Ross Stores Inc. (ROST)
5.48%5.57%Cognizant Technology Solutions Corporation (CTSH)
5.16%5.47%Waters Corporation (WAT)
5.14%5.48%Danaher Corp. (DHR)
5.13%4.85%The TJX Companies, Inc. (TJX)
5.07%5.09%Visa Inc. (V)
4.89%5.26%General Dynamics Corporation (GD)
4.87%5.14%Air Products & Chemicals Inc. (APD)
4.67%4.6%Camden Property Trust (CPT)
4.46%4.58%Medtronic, Inc. (MDT)
4.33%4.56%Kimberly-Clark Corporation (KMB)
4.13%4.34%Starbucks Corporation (SBUX)
3.97%3.87%NVR, Inc. (NVR)
3.85%3.83%Lowe's Companies Inc. (LOW)
3.69%3.68%Nike, Inc. (NKE)
3.46%3.47%J&J Snack Foods Corp. (JJSF)
3.41%3.4%FirstService Corporation (FSV)
3.39%3.56%Canadian Pacific Railway Limited (CP)
3.28%3.38%Xcel Energy Inc. (XEL)
3.18%3.23%Global Payments Inc. (GPN)
3.15%3.15%Watsco Inc. (WSO)
3.13%3.1%Fortive Corporation (FTV)
3.11%3.3%Ameren Corporation (AEE)
3.09%3.07%AutoZone, Inc. (AZO)
3.05%3.18%Colliers International Group Inc. (CIGI)
3%3.05%Landstar System Inc. (LSTR)
2.77%2.82%Credit Acceptance Corp. (CACC)
2.46%2.54%Church & Dwight Co. Inc. (CHD)
2.35%2.38%Brookfield Asset Management Inc. (BAM)
2.35%2.39%Nordson Corporation (NDSN)
2.32%2.33%CH Robinson Worldwide Inc. (CHRW)
2.32%2.25%Rollins Inc. (ROL)
2.31%2.25%Sun Communities Inc. (SUI)
1.88%1.87%Copart, Inc. (CPRT)
1.86%1.92%Canadian National Railway Company (CNI)
1.81%1.91%Discover Financial Services (DFS)
1.8%1.77%Crown Castle International Corp. (CCI)
1.79%1.87%Honeywell International Inc. (HON)
1.64%1.64%Fiserv, Inc. (FISV)
1.62%1.76%Boston Scientific Corporation (BSX)
1.34%1.38%U.S. Bancorp (USB)
1.29%1.32%Stryker Corporation (SYK)
1.14%1.15%O'Reilly Automotive Inc. (ORLY)
1.11%1.12%Brown-Forman Corporation (BF-B)
0.91%0.89%American Tower Corporation (AMT)
0.79%0.82%Amerisafe, Inc. (AMSF)
0.56%0.58%RenaissanceRe Holdings Ltd. (RNR)
0.56%0.57%The Coca-Cola Company (KO)
0.38%0.39%Union Pacific Corporation (UNP)
0.32%0.32%SBA Communications Corp. (SBAC)
0.23%0.25%HEICO Corporation (HEI-A)
0.16%0.16%McCormick & Company, Incorporated (MKC)
0.14%0.14%The Home Depot, Inc. (HD)
-336.2%-342.41%SPDR S&P 500 ETF (SPY)


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