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LRT Capital Management, LLC - Product Listing

NameLast Return (12/06/2019)Month-to-dateYear-to-dateYieldAnnualized ReturnAnnualized RiskWorst DrawdownSharpeSortinoCorrelation (S&P 500)Inception Date
LRT Fund - 2006 - x10.2%-0.51%34.2%1.21%18.79%12.14%-24.74%1.54852.17020.820701/01/2006
LRT Fund - 2006 - x1.50.29%-0.77%54.32%0.78%28.57%19.04%-38.2%1.50042.11660.826401/01/2006
LRT Fund - 2006 - x1.750.34%-0.91%65.6%0.57%33.72%22.82%-44.91%1.47742.09330.828701/01/2006
LRT Fund - 2006 - x20.39%-1.03%77.81%0.37%39.04%26.92%-51.66%1.45052.06640.830401/01/2006
LRT Global Income - 2006 - x10.05%-0.19%20.16%6.26%10.11%9.64%-19.27%1.04941.450.334101/01/2006
LRT Global Income - 2006 - x1.50.07%-0.3%30.51%8.13%14.82%15.05%-28.88%0.98471.370.340401/01/2006
LRT Global Income - 2006 - x20.09%-0.41%41.81%9.88%19.67%21.02%-38.64%0.93581.31310.34701/01/2006
LRT Global Income - 2006 - x2.50.11%-0.52%54.16%11.52%24.68%27.78%-48.65%0.88831.26060.35401/01/2006
LRT Market Neutral (Big+) (VO+WB) - 2006 - x20.11%-0.12%23.54%1.77%26.35%9.97%-12.02%2.64283.81470.409601/01/2006
LRT Market Neutral (Big+) (VO+WB) - 2006 - x2.50.14%-0.15%29.53%1.71%33.44%12.51%-15.12%2.67383.86420.410701/01/2006
LRT Market Neutral (Big+) (VO+WB) - 2006 - x30.17%-0.19%35.79%1.65%40.88%15.07%-18.22%2.71343.92680.411601/01/2006
LRT Market Neutral (Big+) (VO+WB) - 2006 - x3.50.19%-0.23%42.32%1.61%48.68%17.65%-21.29%2.75873.99830.412501/01/2006
LRT Market Neutral (Big+) (VO+WB) - 2006 - x40.22%-0.27%49.14%1.57%56.85%20.26%-24.37%2.80654.07430.413301/01/2006
LRT Market Neutral - 2006 - x1-0.13%-0.17%11.25%1.87%11.06%4.78%-9.31%2.31553.31350.173701/01/2006
LRT Market Neutral - 2006 - x2-0.27%-0.36%17.62%1.69%21.81%9.68%-18.45%2.25223.23790.452601/01/2006
LRT Market Neutral - 2006 - x3-0.42%-0.59%26.17%1.53%33.47%14.78%-27.49%2.26453.27380.453201/01/2006
LRT Market Neutral - 2006 - x4-0.56%-0.76%35.36%1.41%45.8%20.11%-36.4%2.27753.31490.284101/01/2006