Magnifica la rentabilidad de nuestra cartera en esta semana del 1%. Varios de los elementos de la cartera rinden por encima del 1%. Los resultados son los siguientes:

Resultados Semana Anterior

Asset	Compra	Venta	%
Procter & Gamble	160.1	161.83	0.01
Apple	176.28	179.23	0.02
Home Depot	397.07	403.78	0.02
Microsoft	334.69	340.6	0.02
UnitedHealth	495.38	497.72	0.0
McDonald's	265.95	267.7	0.01
Cisco Systems	62.28	63.31	0.02
Coca-Cola	58.22	58.56	0.01
Chevron	116.41	118.08	0.01
Nike	165.67	166.32	0.0

Evolución de la Cartera

esta semana ganamos un 1%

Asset a Comprar

Asset	Cotizacion
Procter & Gamble	161.83
Home Depot	403.78
Apple	179.23
Microsoft	340.6
UnitedHealth	497.72
McDonald's	267.7
Cisco Systems	63.31
Chevron	118.08
Coca-Cola	58.56
Nike	166.32

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	99.0%

Cumulative Return	262,428.16%
CAGR﹪	20.62%

Sharpe	1.07
Smart Sharpe	1.03
Sortino	1.55
Smart Sortino	1.5
Sortino/√2	1.1
Smart Sortino/√2	1.06
Omega	1.21

Max Drawdown	-48.51%
Longest DD Days	1353
Volatility (ann.)	19.28%
Calmar	0.43
Skew	-0.42
Kurtosis	12.39

Expected Daily %	0.07%
Expected Monthly %	1.57%
Expected Yearly %	20.62%
Kelly Criterion	9.61%
Risk of Ruin	0.0%
Daily Value-at-Risk	-1.92%
Expected Shortfall (cVaR)	-1.92%

Gain/Pain Ratio	0.21
Gain/Pain (1M)	1.58

Payoff Ratio	1.02
Profit Factor	1.21
Common Sense Ratio	1.29
CPC Index	0.67
Tail Ratio	1.06
Outlier Win Ratio	3.76
Outlier Loss Ratio	3.68

MTD	4.64%
3M	6.13%
6M	5.52%
YTD	15.43%
1Y	15.99%
3Y (ann.)	17.27%
5Y (ann.)	17.1%
10Y (ann.)	17.29%
All-time (ann.)	20.62%

Best Day	10.42%
Worst Day	-18.47%
Best Month	18.82%
Worst Month	-28.5%
Best Year	116.04%
Worst Year	-28.07%

Avg. Drawdown	-2.47%
Avg. Drawdown Days	23
Recovery Factor	5409.43
Ulcer Index	0.11
Serenity Index	1408.91

Avg. Up Month	4.36%
Avg. Down Month	-3.3%
Win Days %	54.42%
Win Month %	65.46%
Win Quarter %	72.29%
Win Year %	85.71%

Year	Return	Cumulative
1980	14.48%	14.79%
1981	-3.37%	-4.17%
1982	61.77%	81.08%
1983	33.99%	38.42%
1984	-2.52%	-3.47%
1985	39.41%	47.13%
1986	34.55%	38.54%
1987	31.95%	28.85%
1988	0.89%	-0.69%
1989	43.66%	52.85%
1990	25.68%	25.73%
1991	79.5%	116.04%
1992	8.01%	6.99%
1993	16.44%	16.76%
1994	6.59%	5.74%
1995	38.48%	45.69%
1996	27.1%	29.36%
1997	34.08%	37.74%
1998	44.99%	51.29%
1999	25.0%	24.99%
2000	28.86%	28.92%
2001	-11.66%	-12.69%
2002	-15.55%	-15.97%
2003	32.0%	34.91%
2004	16.98%	17.64%
2005	15.98%	16.3%
2006	9.97%	9.69%
2007	22.21%	23.38%
2008	-27.11%	-28.07%
2009	26.48%	25.42%
2010	19.65%	19.33%
2011	13.81%	12.61%
2012	21.6%	23.18%
2013	24.5%	26.81%
2014	14.83%	15.06%
2015	11.6%	10.68%
2016	13.0%	13.0%
2017	26.8%	30.26%
2018	3.96%	2.16%
2019	20.45%	21.83%
2020	21.48%	16.6%
2021	15.44%	15.43%

Started	Recovered	Drawdown	Days
2007-12-21	2010-11-17	-48.51	1062
1987-10-02	1989-08-01	-38.88	669
2000-12-27	2004-09-10	-36.43	1353
2020-02-07	2020-08-20	-30.10	195
1990-07-13	1991-01-22	-26.92	193
1986-07-01	1987-01-06	-21.06	189
1998-07-16	1998-11-17	-19.66	124
1981-06-12	1982-06-24	-19.34	377
1983-06-15	1985-01-25	-17.97	590
2000-03-22	2000-09-08	-15.50	170