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LRT Global Income - 2006 - x1


JanFebMarAprMayJunJulAugSepOctNovDecYear
20061.94%1.21%(0.21%)(0.98%)0.14%1.03%2.16%2.82%1.65%0.93%1.92%0.73%14.13%
20071.89%0.6%(1.96%)1.77%(0.27%)(3.77%)(3.11%)2.06%3.04%0.89%0.45%(0.66%)0.69%
20083.55%(2.27%)1.14%1.59%(0.18%)(2.6%)(0.63%)1.92%(8.21%)(5.68%)4.88%18.49%10.17%
2009(4.94%)(8.17%)5.08%0.51%1.65%2.22%3.36%4.37%4.38%(2.84%)2.55%(1.36%)6.03%
20102.95%2.4%0.3%2.21%(0.58%)5.47%2.32%4.02%1.17%(0.91%)(0.83%)(1.18%)18.5%
20111.05%2.7%0.48%2.04%2.88%(0.82%)(2.15%)4.37%(0.21%)3.76%(0.32%)2.49%17.27%
20123.68%(0.12%)(1.7%)2.75%3.74%1.8%4.38%0.78%0.2%(2.25%)(0.05%)(1.05%)12.55%
20133.91%3.05%0.42%5.06%(8.75%)(2.94%)(2.31%)(2.24%)2.51%3.69%(4.26%)1.16%(1.63%)
20146.04%2.98%(0.69%)3.33%2%1.46%(3.51%)3.9%(4.35%)2.73%2.02%(1.71%)14.55%
20154.02%(0.89%)0.01%(0.1%)(1.05%)(4.11%)0.98%(1.91%)(0.73%)4.3%(1.51%)(0.71%)(2%)
20160.14%1.43%4.39%3.12%1.34%4.71%3.5%0.07%(0.3%)(2.53%)(2.83%)3.11%17%
20173.49%1.56%0.49%2.69%2%1.57%1.75%0.47%0.41%(0.89%)(0.93%)1.85%15.34%
2018(2.43%)(1.39%)3.03%0.65%2.93%0.06%1.96%1.24%(0.99%)(4.1%)0.71%0.26%1.69%
20195.45%1.07%3.01%(0.92%)1.92%1.68%1.49%1.83%1.2%0.36%18.32%





Performance Statistics
Leverage: 1
Min: 7.5%
Max: 100%
Total Return: 276.49%
Annual Return: 10.09%
Std. Deviation: 9.67%
Sharpe Ratio: 1.0435
Current Drawdown: -0.64%
Worst Drawdown: -19.27%
12 Month Yield: 6.36%
Correlation (S&P 500 TR): 0.3348
Beta (S&P 500 TR): 0.1714
Current Beta (S&P 500 TR): 0.1274
Alpha (S&P 500 TR): 8.6%
Historic probability of positive return:
DaysProbability
3067.43%
9071.5%
18080.05%
36583.64%


Current Holdings
CurrentTargetName
29.58%30.05%iShares 20+ Year Treasury Bond (TLT)
11.12%11.17%AllianceBernstein Global High Income Fund, Inc. (AWF)
8.67%8.51%PIMCO Income Strategy Fund Shar (PFL)
8%8.02%Pimco Income Opportunity Fund C (PKO)
7.23%7.16%PIMCO Dynamic Credit Income Fun (PCI)
6.72%6.74%Annaly Capital Management, Inc. (NLY)
6.56%6.51%PCM Fund, Inc. Common Stock (PCM)
6.04%6.01%PIMCO Dynamic Income Fund Commo (PDI)
5.69%5.68%Pimco Corporate & Income Opport (PTY)
5.33%5.16%Realty Income Corporation (O)
4.95%4.98%Pimco High Income Fund Pimco Hi (PHK)
0.09%0%Cash


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