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LRT Fund - 2006 - x1


JanFebMarAprMayJunJulAugSepOctNovDecYear
20063.02%2.43%0.9%(2.33%)(1.79%)(0.45%)(0.88%)2.94%3.46%2.07%0.95%(0.16%)10.4%
20071.91%0.62%0.4%3.35%3.52%0.54%(1.33%)1.45%(0.36%)2.03%(1.67%)(0.7%)10.04%
2008(2.96%)(1.05%)0.08%4.29%(1.25%)(5.35%)5.42%2%(5.78%)(11.14%)4.41%9.94%(3.2%)
2009(11.14%)(6.06%)4.9%11.94%3.59%(0.08%)8.61%3.85%4.21%(2.6%)5.7%0.9%23.89%
2010(1.04%)3.09%6.76%3.44%(3.36%)(0.77%)5.14%1.89%6.85%1.21%0.23%3.12%29.36%
2011(0.2%)3.29%5.01%3.53%1.04%(1.09%)(0.06%)0.44%(2.13%)8.06%0.87%1.39%21.6%
20124.6%4.47%1.35%3.24%(1.79%)1.9%0.82%1.06%1.97%0.53%3.6%(1.63%)21.78%
20134.22%1.98%3.46%2.08%0.46%(1.65%)5.47%(2.47%)5.35%3.01%2.92%2.07%30.07%
2014(0.07%)6.88%(0.76%)0.08%2.55%0.8%(0.21%)4.12%(2.41%)6.24%2.77%1.31%23.01%
20151.22%5.37%1.66%(1.74%)0.87%(1.03%)5.31%(1.86%)(0.37%)7.58%(1.21%)(1.23%)14.95%
2016(1.33%)(0.88%)6.01%1.2%0.72%0.22%6.89%(0.36%)(0.59%)(4.69%)1.29%0.43%8.72%
20172.67%6.82%0.27%1.52%2.85%0.75%0.65%1.31%2.68%3.52%3.43%2.17%32.51%
20182.63%(0.91%)1.27%0.17%3.09%0.72%2.38%3.64%(0.48%)(7.53%)3.4%(3.71%)4.12%
20196.89%4.28%4.38%2.54%(0.5%)5.48%1.64%3.76%(0.59%)(0.2%)31%





Performance Statistics
Leverage: 1
Min: 2.5%
Max: 15%
Total Return: 908.68%
Annual Return: 18.26%
Std. Deviation: 12.23%
Sharpe Ratio: 1.4933
Current Drawdown: -2.16%
Worst Drawdown: -25.88%
12 Month Yield: 1.31%
Correlation (S&P 500 TR): 0.8225
Beta (S&P 500 TR): 0.5325
Current Beta (S&P 500 TR): 0.5705
Alpha (S&P 500 TR): 13.62%
Historic probability of positive return:
DaysProbability
3071.87%
9083.13%
18087.63%
36592.67%


Current Holdings
CurrentTargetName
27.69%27.35%iShares 20+ Year Treasury Bond (TLT)
8.46%8.09%AutoZone, Inc. (AZO)
6.1%6%NVR, Inc. (NVR)
5.61%5.58%Colliers International Group Inc. (CIGI)
3.83%3.54%The TJX Companies, Inc. (TJX)
3.48%3.56%HEICO Corporation (HEI-A)
2.93%2.94%Watsco Inc. (WSO)
2.87%2.74%Booking Holdings Inc.
2.77%2.68%Brown-Forman Corporation (BF-B)
2.69%2.7%Canadian National Railway Company (CNI)
2.68%2.59%The Home Depot, Inc. (HD)
2.61%2.52%Cognizant Technology Solutions Corporation (CTSH)
2.58%2.45%McGraw Hill Financial, Inc. (SPGI)
2.56%2.44%Visa Inc. (V)
2.55%2.57%Accenture plc (ACN)
2.54%2.61%Danaher Corp. (DHR)
2.48%2.3%Moody's Corporation (MCO)
2.39%2.4%Canadian Pacific Railway Limited (CP)
2.31%2.21%The Sherwin-Williams Company (SHW)
2.3%2.39%Progressive Corp. (PGR)
2.27%2.24%Pool Corp. (POOL)
2.27%2.17%MasterCard Incorporated (MA)
2.2%2.12%AO Smith Corp. (AOS)
2.15%2.1%Union Pacific Corporation (UNP)
1.8%1.73%O'Reilly Automotive Inc. (ORLY)
-2.15%0%Cash


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