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LRT Fund - 2006 - x2


JanFebMarAprMayJunJulAugSepOctNovDecYear
20065.7%4.56%1.32%(5.1%)(4.21%)(1.45%)(2.38%)5.92%6.97%3.83%1.47%(0.7%)16.06%
20073.47%0.87%0.38%6.44%6.65%0.69%(3.08%)2.58%(1.05%)3.81%(3.66%)(1.68%)15.84%
2008(6.43%)(2.48%)0.06%9.28%(2.77%)(11.54%)12.14%4.12%(12.2%)(25.1%)11.74%24.74%(8.16%)
2009(24.46%)(15.67%)14.04%31.57%8.07%(0.18%)18.58%7.66%8.61%(5.16%)12.04%1.82%54.7%
2010(2.11%)6.33%13.5%6.83%(6.88%)(1.61%)10.84%3.78%13.75%2.41%0.44%6.33%65.48%
2011(0.42%)6.63%10.03%6.96%2.08%(2.15%)(0.13%)0.9%(4.34%)16.76%1.85%2.81%47.11%
20129.23%8.87%2.67%6.5%(3.62%)3.89%1.64%2.17%3.93%1.03%7.28%(3.26%)47.33%
20138.59%3.95%6.89%4.17%0.94%(3.41%)11.4%(4.95%)11.09%6.01%5.86%4.17%68.49%
2014(0.12%)13.95%(1.5%)0.14%5.17%1.59%(0.42%)8.32%(4.81%)12.81%5.56%2.64%50.51%
20152.44%10.81%3.29%(3.52%)1.8%(2.12%)10.98%(3.72%)(0.69%)16.01%(2.44%)(2.51%)31.97%
2016(2.76%)(1.87%)12.66%2.39%1.42%0.42%13.91%(0.75%)(1.23%)(9.58%)2.73%0.86%17.27%
20175.58%13.93%0.42%3%5.64%1.38%1.22%2.53%5.29%6.94%6.76%4.24%73.28%
20185.16%(1.95%)2.46%0.19%6.09%1.27%4.65%7.24%(1.12%)(15.4%)7.26%(8.08%)5.25%
201915.1%8.65%8.6%4.85%(1.18%)10.91%3.07%7.38%(1.3%)(0.47%)69.71%





Performance Statistics
Leverage: 2
Min: 2.5%
Max: 15%
Total Return: 8222.71%
Annual Return: 37.84%
Std. Deviation: 27.39%
Sharpe Ratio: 1.3814
Current Drawdown: -4.46%
Worst Drawdown: -54.07%
12 Month Yield: 0.58%
Correlation (S&P 500 TR): 0.8318
Beta (S&P 500 TR): 1.2059
Current Beta (S&P 500 TR): 1.1684
Alpha (S&P 500 TR): 27.32%
Historic probability of positive return:
DaysProbability
3071.44%
9082.37%
18086.4%
36591.49%


Current Holdings
CurrentTargetName
56.72%54.71%iShares 20+ Year Treasury Bond (TLT)
17.32%16.18%AutoZone, Inc. (AZO)
12.53%12%NVR, Inc. (NVR)
11.49%11.16%Colliers International Group Inc. (CIGI)
7.85%7.08%The TJX Companies, Inc. (TJX)
7.14%7.11%HEICO Corporation (HEI-A)
6%5.88%Watsco Inc. (WSO)
5.88%5.48%Booking Holdings Inc.
5.68%5.37%Brown-Forman Corporation (BF-B)
5.51%5.4%Canadian National Railway Company (CNI)
5.48%5.18%The Home Depot, Inc. (HD)
5.35%5.03%Cognizant Technology Solutions Corporation (CTSH)
5.28%4.9%McGraw Hill Financial, Inc. (SPGI)
5.24%4.87%Visa Inc. (V)
5.22%5.14%Accenture plc (ACN)
5.2%5.22%Danaher Corp. (DHR)
5.09%4.6%Moody's Corporation (MCO)
4.89%4.79%Canadian Pacific Railway Limited (CP)
4.73%4.41%The Sherwin-Williams Company (SHW)
4.7%4.78%Progressive Corp. (PGR)
4.65%4.33%MasterCard Incorporated (MA)
4.65%4.48%Pool Corp. (POOL)
4.5%4.24%AO Smith Corp. (AOS)
4.41%4.21%Union Pacific Corporation (UNP)
3.68%3.45%O'Reilly Automotive Inc. (ORLY)
-109.21%-100%Cash


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