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LRT Market Neutral - 2006 - x3


JanFebMarAprMayJunJulAugSepOctNovDecYear
20067.92%4.69%1%1.73%2.42%1.79%3.64%6.45%2.89%6.15%6.06%0.56%55.51%
20071.74%(0.92%)2.16%0.05%4.61%0.51%(2.32%)5.33%(2.22%)1.19%5%(0.81%)14.87%
2008(3.25%)1.92%(1.94%)1.24%1.83%(6.29%)10.39%5.55%4.97%(7.52%)(5.78%)11.95%11.46%
20097.81%(4.21%)2.14%9.47%4.02%2.75%8.52%5.4%3.54%(0.32%)3.54%8.6%63.82%
20102.89%0.33%7.93%4.33%(1.79%)5.69%3.23%1.23%7.36%2.25%3.41%5.58%51.12%
2011(1.09%)9.91%10%3.98%4.64%0.96%1.98%2.65%(4.64%)3%3.86%3.39%45.05%
20123.46%6.99%5.67%7.6%1.07%4.51%2.58%1.67%3.92%1.25%6.74%(0.91%)54.3%
20138.22%2.89%2.98%(1.06%)(2.15%)(3.16%)10.3%(0.84%)4.75%2.67%5.22%0.14%33.24%
20141.4%5.72%(0.56%)0.36%(1.2%)1.46%(0.09%)4.56%0.41%7.36%3.76%(0%)25.29%
20153.47%5.94%3.44%(2.73%)2.26%4.22%8.48%0.75%3.7%0.04%(0.19%)(0.05%)32.93%
2016(0.74%)1.37%2.36%2.76%2.14%1.04%1.76%(0.43%)(0.66%)(4.66%)1.78%3.73%10.66%
20172.83%6.61%0.08%0.34%1.66%3.21%(2.04%)3.06%(0.38%)4.71%3.56%1.09%27.37%
2018(2.41%)0.74%5.99%(2.31%)1.95%1.62%6.67%3.47%0.82%2.86%1.79%(1.51%)21.01%
20192.97%1.41%2.54%2.98%4.17%2.09%2.5%3.69%0.95%(0.67%)24.97%





Performance Statistics
Leverage: 3
Min: 0%
Max: 0%
Total Return: 5118.07%
Annual Return: 33.25%
Std. Deviation: 14.87%
Sharpe Ratio: 2.2359
Current Drawdown: -0.67%
Worst Drawdown: -27.56%
12 Month Yield: 1.41%
Correlation (S&P 500 TR): 0.4553
Beta (S&P 500 TR): 0.3583
Current Beta (S&P 500 TR): 0.1564
Alpha (S&P 500 TR): 30.12%
Historic probability of positive return:
DaysProbability
3079.84%
9090.53%
18096.8%
36599.35%


Current Holdings
CurrentTargetName
56.85%-200%Cash
18.15%17.84%JPMorgan Chase & Co. (JPM)
17.97%17.54%Amazon.com Inc. (AMZN)
16.5%15.74%Apple Inc. (AAPL)
8.04%7.9%Pfizer Inc. (PFE)
8.02%8.12%The Charles Schwab Corporation (SCHW)
7.75%7.87%Wells Fargo & Company (WFC)
6.94%7.15%Eli Lilly and Company (LLY)
6.85%6.65%IDEXX Laboratories, Inc. (IDXX)
6.82%6.61%Novo Nordisk A/S (NVO)
6.75%6.55%MasterCard Incorporated (MA)
6.09%6.18%Lockheed Martin Corporation (LMT)
6.07%5.81%Philip Morris International, Inc. (PM)
6.03%6.03%HollyFrontier Corporation (HFC)
5.99%5.8%Booking Holdings Inc.
5.91%5.93%NextEra Energy, Inc. (NEE)
5.53%5.54%Aon plc (AON)
5.33%5.29%The Walt Disney Company (DIS)
5.3%5.19%AO Smith Corp. (AOS)
5.06%5.05%Becton, Dickinson and Company (BDX)
4.85%4.81%Berkshire Hathaway Inc. (BRK-B)
4.85%4.88%Equinix, Inc. (EQIX)
4.73%4.96%Everest Re Group Ltd. (RE)
4.66%4.69%AutoNation Inc. (AN)
4.65%4.58%Comcast Corporation (CMCSA)
4.64%4.87%The Procter & Gamble Company (PG)
4.56%4.27%Altria Group Inc. (MO)
4.29%4.27%Casey's General Stores, Inc. (CASY)
4.27%4.18%Cognizant Technology Solutions Corporation (CTSH)
4.24%4.14%Ross Stores Inc. (ROST)
3.95%3.82%Visa Inc. (V)
3.94%4.11%Danaher Corp. (DHR)
3.93%4.1%Waters Corporation (WAT)
3.88%3.64%The TJX Companies, Inc. (TJX)
3.85%3.94%General Dynamics Corporation (GD)
3.74%3.86%Air Products & Chemicals Inc. (APD)
3.55%3.45%Camden Property Trust (CPT)
3.45%3.43%Medtronic, Inc. (MDT)
3.27%3.42%Kimberly-Clark Corporation (KMB)
3.2%3.25%Starbucks Corporation (SBUX)
2.95%2.87%Lowe's Companies Inc. (LOW)
2.91%2.9%NVR, Inc. (NVR)
2.8%2.76%Nike, Inc. (NKE)
2.64%2.61%J&J Snack Foods Corp. (JJSF)
2.63%2.67%Canadian Pacific Railway Limited (CP)
2.56%2.55%FirstService Corporation (FSV)
2.52%2.42%Global Payments Inc. (GPN)
2.5%2.54%Xcel Energy Inc. (XEL)
2.37%2.3%AutoZone, Inc. (AZO)
2.36%2.47%Ameren Corporation (AEE)
2.36%2.39%Colliers International Group Inc. (CIGI)
2.35%2.33%Fortive Corporation (FTV)
2.32%2.36%Watsco Inc. (WSO)
2.3%2.29%Landstar System Inc. (LSTR)
2.12%2.12%Credit Acceptance Corp. (CACC)
1.87%1.91%Church & Dwight Co. Inc. (CHD)
1.81%1.79%Brookfield Asset Management Inc. (BAM)
1.78%1.79%Nordson Corporation (NDSN)
1.77%1.75%CH Robinson Worldwide Inc. (CHRW)
1.76%1.69%Rollins Inc. (ROL)
1.75%1.68%Sun Communities Inc. (SUI)
1.43%1.41%Copart, Inc. (CPRT)
1.42%1.44%Canadian National Railway Company (CNI)
1.38%1.43%Discover Financial Services (DFS)
1.37%1.41%Honeywell International Inc. (HON)
1.3%1.33%Crown Castle International Corp. (CCI)
1.27%1.23%Fiserv, Inc. (FISV)
1.24%1.32%Boston Scientific Corporation (BSX)
1.02%1.03%U.S. Bancorp (USB)
0.99%0.99%Stryker Corporation (SYK)
0.89%0.86%O'Reilly Automotive Inc. (ORLY)
0.86%0.84%Brown-Forman Corporation (BF-B)
0.68%0.67%American Tower Corporation (AMT)
0.6%0.62%Amerisafe, Inc. (AMSF)
0.43%0.44%RenaissanceRe Holdings Ltd. (RNR)
0.42%0.42%The Coca-Cola Company (KO)
0.3%0.29%Union Pacific Corporation (UNP)
0.24%0.24%SBA Communications Corp. (SBAC)
0.18%0.19%HEICO Corporation (HEI-A)
0.12%0.12%McCormick & Company, Incorporated (MKC)
0.11%0.11%The Home Depot, Inc. (HD)
-259.16%-256.81%SPDR S&P 500 ETF (SPY)


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