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LRT Capital Management, LLC - Product Listing

NameLast Return (12/13/2019)Month-to-dateYear-to-dateYieldAnnualized ReturnAnnualized RiskWorst DrawdownSharpeSortinoCorrelation (S&P 500)Inception Date
LRT Fund - 2006 - x10.48%0.05%34.96%1.2%18.81%12.13%-24.74%1.55082.17330.820301/01/2006
LRT Fund - 2006 - x1.50.72%0.05%55.6%0.78%28.6%19.03%-38.2%1.50272.11980.82601/01/2006
LRT Fund - 2006 - x1.750.84%0.05%67.2%0.57%33.76%22.81%-44.91%1.47982.09660.828401/01/2006
LRT Fund - 2006 - x20.96%0.05%79.76%0.37%39.09%26.9%-51.66%1.45292.06980.830101/01/2006
LRT Global Income - 2006 - x10.17%-0.5%19.79%6.19%10.07%9.63%-19.27%1.04591.44510.333901/01/2006
LRT Global Income - 2006 - x1.50.26%-0.78%29.89%8.07%14.76%15.04%-28.88%0.98121.3650.340101/01/2006
LRT Global Income - 2006 - x20.35%-1.06%40.89%9.84%19.59%21.01%-38.64%0.93221.30810.346801/01/2006
LRT Global Income - 2006 - x2.50.43%-1.33%52.89%11.52%24.57%27.77%-48.65%0.88481.25560.353701/01/2006
LRT Market Neutral (Big+) (VO+WB) - 2006 - x2-0.02%-1.24%22.15%1.72%26.21%9.97%-12.02%2.62943.79640.409401/01/2006
LRT Market Neutral (Big+) (VO+WB) - 2006 - x2.5-0.02%-1.57%27.7%1.66%33.25%12.5%-15.12%2.65973.84470.410501/01/2006
LRT Market Neutral (Big+) (VO+WB) - 2006 - x3-0.03%-1.89%33.48%1.61%40.64%15.06%-18.22%2.69853.90610.411401/01/2006
LRT Market Neutral (Big+) (VO+WB) - 2006 - x3.5-0.03%-2.22%39.48%1.56%48.38%17.64%-21.29%2.74293.97640.412301/01/2006
LRT Market Neutral (Big+) (VO+WB) - 2006 - x4-0.04%-2.55%45.72%1.53%56.49%20.25%-24.37%2.78994.05120.413101/01/2006
LRT Market Neutral - 2006 - x1-0.05%-0.58%10.79%1.83%11.01%4.77%-9.31%2.30633.30120.173701/01/2006
LRT Market Neutral - 2006 - x2-0.1%-1.24%16.59%1.63%21.7%9.68%-18.45%2.2423.22410.452401/01/2006
LRT Market Neutral - 2006 - x3-0.15%-1.92%24.48%1.46%33.28%14.77%-27.49%2.25343.25850.45301/01/2006
LRT Market Neutral - 2006 - x4-0.21%-2.55%32.92%1.33%45.53%20.1%-36.4%2.26553.29820.28401/01/2006