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LRT Global Income - 2006 - x2


JanFebMarAprMayJunJulAugSepOctNovDecYear
20063.55%2.11%(0.84%)(2.34%)(0.14%)1.68%4.02%5.21%2.92%1.43%3.43%1.06%24.16%
20073.4%0.83%(4.36%)3.24%(0.97%)(8.1%)(7.12%)4.13%6.31%1.49%0.64%(1.64%)(3.23%)
20087.29%(4.71%)2.27%3.14%(0.5%)(5.43%)(1.47%)3.89%(17.05%)(13.06%)12.08%42.89%19.97%
2009(9.99%)(17.46%)12.04%1.12%3.63%4.8%7.11%8.92%8.77%(5.72%)5.28%(2.73%)11.98%
20106.02%4.81%0.58%4.43%(1.19%)11.04%4.6%8.04%2.38%(1.84%)(1.7%)(2.43%)39.52%
20112.16%5.53%0.95%4.1%5.76%(1.64%)(4.34%)9.06%(0.42%)7.75%(0.65%)5.03%37.64%
20127.42%(0.24%)(3.41%)5.61%7.46%3.56%8.74%1.57%0.39%(4.52%)(0.11%)(2.17%)25.86%
20138.15%6.16%0.82%10.13%(17.53%)(6.51%)(5.31%)(5.33%)6.16%8.73%(9.64%)2.77%(5.55%)
201414.21%6.51%(1.46%)7.1%4.11%2.93%(7.02%)8.08%(8.69%)5.72%4.12%(3.43%)34.2%
20158.17%(1.78%)0.01%(0.19%)(2.13%)(8.4%)2.1%(4.04%)(1.59%)9.37%(3.15%)(1.52%)(4.37%)
20160.28%3.03%9.18%6.23%2.64%9.43%6.94%0.13%(0.63%)(5.15%)(5.94%)6.65%36.24%
20177.23%3.1%0.91%5.31%3.92%3.04%3.43%0.85%0.75%(1.88%)(2%)3.7%31.83%
2018(5.03%)(3.01%)6.23%1.19%5.79%(0.03%)3.79%2.3%(2.15%)(8.52%)1.29%0.34%1.15%
201911.29%1.95%5.83%(2.01%)3.67%3.19%2.81%3.48%2.28%(0.03%)36.91%





Performance Statistics
Leverage: 2
Min: 7.5%
Max: 100%
Total Return: 1076.21%
Annual Return: 19.59%
Std. Deviation: 21.11%
Sharpe Ratio: 0.9279
Current Drawdown: -1.98%
Worst Drawdown: -38.64%
12 Month Yield: 10.09%
Correlation (S&P 500 TR): 0.3477
Beta (S&P 500 TR): 0.3885
Current Beta (S&P 500 TR): 0.2149
Alpha (S&P 500 TR): 16.2%
Historic probability of positive return:
DaysProbability
3066.71%
9069.99%
18078.57%
36579.94%


Current Holdings
CurrentTargetName
59.54%60.09%iShares 20+ Year Treasury Bond (TLT)
22.26%22.35%AllianceBernstein Global High Income Fund, Inc. (AWF)
17.32%17.01%PIMCO Income Strategy Fund Shar (PFL)
15.99%16.04%Pimco Income Opportunity Fund C (PKO)
14.5%14.33%PIMCO Dynamic Credit Income Fun (PCI)
13.29%13.49%Annaly Capital Management, Inc. (NLY)
13.07%13.02%PCM Fund, Inc. Common Stock (PCM)
12.05%12.02%PIMCO Dynamic Income Fund Commo (PDI)
11.4%11.36%Pimco Corporate & Income Opport (PTY)
10.59%10.32%Realty Income Corporation (O)
9.92%9.97%Pimco High Income Fund Pimco Hi (PHK)
-99.93%-100%Cash


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