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LRT Global Income - 2006 - x2.5


JanFebMarAprMayJunJulAugSepOctNovDecYear
20064.36%2.56%(1.16%)(3.03%)(0.28%)2.02%4.98%6.41%3.55%1.68%4.19%1.23%29.46%
20074.16%0.94%(5.57%)4.01%(1.33%)(10.35%)(9.35%)5.35%8.19%1.82%0.75%(2.18%)(5.28%)
20089.35%(6.01%)2.86%3.95%(0.67%)(6.87%)(1.92%)4.96%(21.71%)(17.61%)17.17%58.34%25.22%
2009(12.55%)(22.58%)16.59%1.49%4.78%6.27%9.14%11.26%10.98%(7.18%)6.71%(3.43%)14.97%
20107.61%6.02%0.72%5.56%(1.5%)13.87%5.74%10.05%3%(2.31%)(2.14%)(3.07%)51.1%
20112.75%7.01%1.19%5.13%7.2%(2.05%)(5.46%)11.54%(0.53%)9.82%(0.82%)6.33%49.2%
20129.31%(0.3%)(4.27%)7.08%9.33%4.44%10.92%1.97%0.49%(5.66%)(0.14%)(2.76%)32.82%
201310.4%7.74%1.02%12.67%(21.92%)(8.6%)(7.18%)(7.35%)8.68%12.01%(12.88%)3.84%(8.5%)
201419.49%8.53%(1.88%)9.17%5.21%3.68%(8.77%)10.3%(10.86%)7.33%5.19%(4.28%)46.87%
201510.31%(2.21%)0.01%(0.24%)(2.67%)(10.61%)2.72%(5.21%)(2.07%)12.27%(4.02%)(1.97%)(5.69%)
20160.35%3.9%11.74%7.79%3.28%11.8%8.64%0.16%(0.79%)(6.5%)(7.6%)8.64%46.95%
20179.22%3.87%1.13%6.63%4.88%3.77%4.27%1.04%0.92%(2.38%)(2.55%)4.67%40.96%
2018(6.36%)(3.87%)7.97%1.46%7.26%(0.08%)4.71%2.83%(2.72%)(10.78%)1.61%0.39%0.77%
201914.47%2.4%7.24%(2.56%)4.56%3.94%3.48%4.3%2.82%0.12%47.89%





Performance Statistics
Leverage: 2.5
Min: 7.5%
Max: 100%
Total Return: 1968.01%
Annual Return: 24.61%
Std. Deviation: 27.91%
Sharpe Ratio: 0.8816
Current Drawdown: -2.3%
Worst Drawdown: -48.65%
12 Month Yield: 11.77%
Correlation (S&P 500 TR): 0.3548
Beta (S&P 500 TR): 0.5239
Current Beta (S&P 500 TR): 0.3165
Alpha (S&P 500 TR): 20.07%
Historic probability of positive return:
DaysProbability
3066.52%
9069.62%
18078.08%
36578.68%


Current Holdings
CurrentTargetName
75.13%75.12%iShares 20+ Year Treasury Bond (TLT)
27.62%27.93%AllianceBernstein Global High Income Fund, Inc. (AWF)
21.56%21.27%PIMCO Income Strategy Fund Shar (PFL)
19.97%20.06%Pimco Income Opportunity Fund C (PKO)
17.95%17.91%PIMCO Dynamic Credit Income Fun (PCI)
16.63%16.86%Annaly Capital Management, Inc. (NLY)
16.27%16.27%PCM Fund, Inc. Common Stock (PCM)
14.94%15.02%PIMCO Dynamic Income Fund Commo (PDI)
14.18%14.2%Pimco Corporate & Income Opport (PTY)
13.11%12.9%Realty Income Corporation (O)
12.35%12.46%Pimco High Income Fund Pimco Hi (PHK)
-149.7%-150%Cash


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