No ha sido nada mala la semana en el Nasdaq. Esperamos que esas semanas venideras sean mas provechosas.
Performance Metrics
Strategy ------------------------- -------------- Start Period 2000-10-18 End Period 2020-04-29 Risk-Free Rate 0.0% Time in Market 72.0% Cumulative Return 50,991,798.47% CAGR% 95.91% Sharpe 1.61 Sortino 2.66 Max Drawdown -51.35% Longest DD Days 328 Volatility (ann.) 54.1% Calmar 1.87 Skew 1.54 Kurtosis 20.15 Expected Daily % 0.29% Expected Monthly % 5.75% Expected Yearly % 86.98% Kelly Criterion 17.26% Risk of Ruin 0.0% Daily Value-at-Risk -5.26% Expected Shortfall (cVaR) -5.26% Payoff Ratio 1.11 Profit Factor 1.44 Common Sense Ratio 1.72 CPC Index 0.9 Tail Ratio 1.19 Outlier Win Ratio 6.54 Outlier Loss Ratio 3.84 MTD -2.64% 3M 57.38% 6M 135.06% YTD 69.53% 1Y 218.99% 3Y (ann.) 96.7% 5Y (ann.) 76.83% 10Y (ann.) 66.4% All-time (ann.) 95.91% Best Day 47.77% Worst Day -21.89% Best Month 97.24% Worst Month -28.78% Best Year 1494.21% Worst Year -9.3% Avg. Drawdown -6.8% Avg. Drawdown Days 23 Recovery Factor 993013.01 Ulcer Index inf Avg. Up Month 14.5% Avg. Down Month -8.06% Win Days % 56.52% Win Month % 66.81% Win Quarter % 67.09% Win Year % 90.48%
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5 Worst Drawdowns
| Start | Valley | End | Days | Max Drawdown | 99% Max Drawdown | |
|---|---|---|---|---|---|---|
| 1 | 2000-12-13 | 2001-04-09 | 2001-04-20 | 128 | -51.350585 | -45.623872 |
| 2 | 2002-01-18 | 2002-04-05 | 2002-12-12 | 328 | -49.550027 | -47.897500 |
| 3 | 2010-05-27 | 2010-09-23 | 2011-01-24 | 242 | -42.591369 | -42.477259 |
| 4 | 2011-05-11 | 2011-12-09 | 2012-02-03 | 268 | -42.309622 | -41.368469 |
| 5 | 2004-02-12 | 2004-04-28 | 2004-08-06 | 176 | -38.780453 | -38.542367 |
Strategy Visualization
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