Os voy a analizar nuestro sistema en el Nasdaq y su reflejo en el Darwin FOO
Los datos referentes al comportamiento de la estrategia son:
Rendimiento:
Month | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | All |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | |||||||||||||
2000 | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | 0.000 | 0.000 | 0.009 | 0.009 |
2001 | 0.092 | 0.000 | 0.000 | 0.042 | 0.199 | 0.000 | 0.000 | -0.100 | 0.000 | 0.132 | 0.355 | 0.246 | 0.966 |
2002 | -0.272 | 0.179 | -0.291 | -0.101 | 0.048 | 0.000 | -0.063 | 0.100 | 0.000 | 0.166 | 0.307 | 0.085 | 0.159 |
2003 | -0.257 | 0.066 | 0.347 | 0.318 | 0.350 | 0.013 | 0.146 | 0.224 | 0.332 | 0.214 | 0.088 | 0.160 | 2.000 |
2004 | 0.087 | -0.021 | -0.066 | -0.088 | 0.146 | -0.035 | -0.184 | -0.044 | 0.112 | 0.105 | 0.205 | 0.132 | 0.350 |
2005 | -0.050 | 0.018 | -0.130 | 0.040 | 0.053 | -0.010 | 0.061 | 0.034 | -0.028 | 0.084 | 0.113 | 0.006 | 0.190 |
2006 | 0.014 | 0.031 | 0.112 | -0.001 | -0.040 | -0.022 | -0.163 | 0.259 | 0.189 | 0.120 | 0.106 | 0.002 | 0.608 |
2007 | 0.057 | 0.072 | 0.165 | 0.093 | 0.109 | 0.193 | 0.004 | -0.003 | 0.199 | 0.062 | -0.156 | -0.046 | 0.747 |
2008 | -0.115 | -0.013 | 0.000 | 0.201 | 0.141 | -0.235 | 0.210 | -0.165 | -0.088 | 0.000 | 0.091 | -0.034 | -0.007 |
2009 | 0.133 | 0.000 | 0.180 | 0.216 | 0.310 | 0.169 | 0.361 | 0.142 | 0.245 | 0.091 | 0.096 | 0.035 | 1.978 |
2010 | -0.193 | 0.222 | 0.050 | -0.160 | 0.091 | -0.073 | 0.101 | -0.020 | 0.075 | 0.232 | 0.146 | -0.035 | 0.437 |
2011 | 0.044 | 0.079 | -0.093 | 0.125 | -0.111 | 0.076 | -0.250 | -0.057 | -0.013 | 0.112 | -0.145 | 0.117 | -0.117 |
2012 | 0.269 | -0.018 | 0.099 | 0.016 | -0.096 | 0.176 | 0.078 | 0.114 | 0.009 | -0.073 | -0.111 | 0.238 | 0.702 |
2013 | 0.076 | 0.098 | -0.002 | 0.121 | -0.024 | -0.076 | 0.000 | 0.112 | 0.013 | 0.150 | 0.042 | 0.122 | 0.631 |
2014 | 0.134 | 0.029 | -0.046 | -0.002 | 0.186 | 0.068 | 0.010 | 0.154 | -0.093 | -0.093 | -0.002 | 0.154 | 0.499 |
2015 | 0.115 | 0.066 | 0.103 | 0.116 | 0.097 | 0.035 | 0.109 | -0.261 | 0.044 | 0.238 | 0.027 | -0.160 | 0.528 |
2016 | -0.087 | -0.113 | 0.121 | -0.063 | 0.191 | -0.021 | 0.020 | -0.011 | 0.054 | -0.028 | 0.072 | 0.137 | 0.273 |
2017 | 0.007 | 0.021 | 0.061 | 0.051 | 0.066 | 0.028 | 0.101 | 0.043 | 0.065 | -0.019 | 0.040 | 0.062 | 0.526 |
2018 | 0.022 | -0.037 | -0.125 | -0.016 | 0.078 | 0.154 | 0.124 | 0.054 | 0.032 | -0.113 | 0.000 | -0.008 | 0.164 |
2019 | -0.004 | 0.042 | 0.270 | 0.044 | -0.019 | 0.099 | 0.051 | 0.012 | -0.153 | 0.069 | 0.000 | NaN | 0.412 |
All | 0.072 | 0.721 | 0.755 | 0.953 | 1.773 | 0.537 | 0.715 | 0.587 | 0.994 | 1.451 | 1.275 | 1.221 | 11.056 |
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