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LRT Fund - 2006 - x1.75


JanFebMarAprMayJunJulAugSepOctNovDecYear
20065.03%4.02%1.22%(4.4%)(3.59%)(1.19%)(1.98%)5.12%6.05%3.38%1.33%(0.56%)14.62%
20073.07%0.81%0.38%5.66%5.86%0.66%(2.64%)2.29%(0.87%)3.35%(3.15%)(1.43%)14.38%
2008(5.54%)(2.1%)0.06%7.94%(2.37%)(9.91%)10.28%3.56%(10.53%)(21.28%)9.47%20.37%(6.88%)
2009(20.87%)(12.76%)11.06%25.54%6.84%(0.16%)15.92%6.71%7.5%(4.52%)10.39%1.59%46.18%
2010(1.84%)5.5%11.82%5.99%(5.99%)(1.39%)9.35%3.31%12.01%2.11%0.39%5.52%55.73%
2011(0.36%)5.79%8.77%6.11%1.82%(1.89%)(0.11%)0.78%(3.78%)14.52%1.6%2.45%40.33%
20128.07%7.78%2.34%5.68%(3.16%)3.38%1.43%1.89%3.44%0.91%6.35%(2.85%)40.56%
20137.48%3.46%6.03%3.64%0.82%(2.96%)9.87%(4.33%)9.62%5.26%5.12%3.64%57.99%
2014(0.12%)12.17%(1.32%)0.13%4.51%1.4%(0.37%)7.26%(4.21%)11.14%4.86%2.31%43.17%
20152.14%9.45%2.89%(3.07%)1.56%(1.84%)9.53%(3.26%)(0.62%)13.82%(2.14%)(2.19%)27.5%
2016(2.39%)(1.61%)10.93%2.09%1.25%0.37%12.14%(0.65%)(1.07%)(8.35%)2.35%0.75%15.12%
20174.83%12.12%0.39%2.63%4.95%1.22%1.08%2.23%4.63%6.09%5.93%3.72%62.1%
20184.53%(1.69%)2.15%0.19%5.33%1.13%4.08%6.32%(0.96%)(13.42%)6.22%(6.94%)5.09%
201912.88%7.53%7.54%4.27%(1.01%)9.54%2.72%6.47%(1.13%)0.36%60.18%





Performance Statistics
Leverage: 1.75
Min: 2.5%
Max: 15%
Total Return: 4865.82%
Annual Return: 32.75%
Std. Deviation: 23.13%
Sharpe Ratio: 1.4155
Current Drawdown: -3.15%
Worst Drawdown: -46.94%
12 Month Yield: 0.71%
Correlation (S&P 500 TR): 0.8303
Beta (S&P 500 TR): 1.017
Current Beta (S&P 500 TR): 1.0199
Alpha (S&P 500 TR): 23.89%
Historic probability of positive return:
DaysProbability
3071.45%
9082.5%
18086.65%
36591.62%


Current Holdings
CurrentTargetName
48.84%47.87%iShares 20+ Year Treasury Bond (TLT)
14.99%14.15%AutoZone, Inc. (AZO)
11.35%10.5%NVR, Inc. (NVR)
9.86%9.77%Colliers International Group Inc. (CIGI)
6.9%6.19%The TJX Companies, Inc. (TJX)
6.1%6.22%HEICO Corporation (HEI-A)
5.42%5.14%Watsco Inc. (WSO)
5.04%4.79%Booking Holdings Inc.
4.92%4.7%Brown-Forman Corporation (BF-B)
4.78%4.72%Canadian National Railway Company (CNI)
4.77%4.53%The Home Depot, Inc. (HD)
4.57%4.4%Cognizant Technology Solutions Corporation (CTSH)
4.53%4.28%McGraw Hill Financial, Inc. (SPGI)
4.51%4.5%Accenture plc (ACN)
4.51%4.57%Danaher Corp. (DHR)
4.47%4.26%Visa Inc. (V)
4.4%4.03%Moody's Corporation (MCO)
4.35%3.92%Pool Corp. (POOL)
4.2%4.19%Canadian Pacific Railway Limited (CP)
4.06%3.71%AO Smith Corp. (AOS)
4.06%3.86%The Sherwin-Williams Company (SHW)
3.91%4.18%Progressive Corp. (PGR)
3.9%3.79%MasterCard Incorporated (MA)
3.77%3.68%Union Pacific Corporation (UNP)
3.15%3.02%O'Reilly Automotive Inc. (ORLY)
-81.36%-75%Cash


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