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LRT Global Income - 2006 - x1.5


JanFebMarAprMayJunJulAugSepOctNovDecYear
20062.75%1.66%(0.53%)(1.65%)0.01%1.35%3.08%4.01%2.29%1.18%2.68%0.9%19.05%
20072.65%0.71%(3.15%)2.5%(0.62%)(5.91%)(5.05%)3.03%4.6%1.18%0.54%(1.14%)(1.24%)
20085.36%(3.47%)1.7%2.36%(0.34%)(4%)(1.04%)2.88%(12.56%)(9.12%)8.09%29.78%14.95%
2009(7.45%)(12.67%)8.27%0.8%2.59%3.46%5.18%6.62%6.57%(4.28%)3.89%(2.04%)9%
20104.47%3.61%0.45%3.32%(0.88%)8.24%3.46%6.03%1.77%(1.38%)(1.26%)(1.79%)28.66%
20111.59%4.09%0.72%3.06%4.32%(1.23%)(3.24%)6.67%(0.32%)5.73%(0.49%)3.75%27.03%
20125.54%(0.18%)(2.55%)4.16%5.6%2.68%6.56%1.17%0.3%(3.39%)(0.08%)(1.6%)19.11%
20135.99%4.6%0.62%7.6%(13.14%)(4.63%)(3.7%)(3.66%)4.15%6%(6.79%)1.89%(3.28%)
20149.79%4.67%(1.07%)5.15%3.04%2.19%(5.27%)5.95%(6.52%)4.19%3.06%(2.57%)23.58%
20156.08%(1.34%)0.01%(0.14%)(1.59%)(6.23%)1.52%(2.95%)(1.15%)6.73%(2.31%)(1.11%)(3.14%)
20160.21%2.21%6.73%4.67%1.99%7.07%5.23%0.09%(0.47%)(3.83%)(4.35%)4.81%26.27%
20175.32%2.33%0.7%4%2.96%2.31%2.59%0.65%0.58%(1.39%)(1.46%)2.77%23.31%
2018(3.73%)(2.19%)4.59%0.92%4.35%0.01%2.87%1.77%(1.57%)(6.29%)0.99%0.3%1.46%
20198.29%1.51%4.42%(1.47%)2.79%2.44%2.15%2.66%1.74%0.49%27.67%





Performance Statistics
Leverage: 1.5
Min: 7.5%
Max: 100%
Total Return: 569.6%
Annual Return: 14.79%
Std. Deviation: 15.11%
Sharpe Ratio: 0.9791
Current Drawdown: -0.99%
Worst Drawdown: -28.88%
12 Month Yield: 8.25%
Correlation (S&P 500 TR): 0.341
Beta (S&P 500 TR): 0.2727
Current Beta (S&P 500 TR): 0.1908
Alpha (S&P 500 TR): 12.41%
Historic probability of positive return:
DaysProbability
3066.88%
9070.45%
18079.06%
36582.03%


Current Holdings
CurrentTargetName
44.32%45.07%iShares 20+ Year Treasury Bond (TLT)
16.66%16.76%AllianceBernstein Global High Income Fund, Inc. (AWF)
12.99%12.76%PIMCO Income Strategy Fund Shar (PFL)
11.99%12.03%Pimco Income Opportunity Fund C (PKO)
10.83%10.75%PIMCO Dynamic Credit Income Fun (PCI)
10.07%10.11%Annaly Capital Management, Inc. (NLY)
9.83%9.76%PCM Fund, Inc. Common Stock (PCM)
9.04%9.01%PIMCO Dynamic Income Fund Commo (PDI)
8.53%8.52%Pimco Corporate & Income Opport (PTY)
7.99%7.74%Realty Income Corporation (O)
7.42%7.48%Pimco High Income Fund Pimco Hi (PHK)
-49.66%-50%Cash


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