Seguimiento Cartera en usa sobre el dow jones semana 2 2022

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 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	162.74	161.39	-0.01
Home Depot	393.61	385.76	-0.02
Chevron	125.03	124.96	-0.0
McDonald's	267.06	264.74	-0.01
Apple	172.17	171.3	-0.01
Coca-Cola	60.33	60.62	0.0
Cisco Systems	61.13	61.6	0.01
Microsoft	314.04	311.26	-0.01
Walgreens Boots Alliance	53.84	53.48	-0.01
UnitedHealth	458.6	460.49	0.0

© Copyright 2021 by @tiotino .

Evolución de la Cartera

esta semana perdemos menos del 0,5%

Resultados Semana Anterior

Asset	Compra	Venta	%
Procter & Gamble	162.74	161.39	-0.01
Home Depot	393.61	385.76	-0.02
Chevron	125.03	124.96	-0.0
McDonald's	267.06	264.74	-0.01
Apple	172.17	171.3	-0.01
Coca-Cola	60.33	60.62	0.0
Cisco Systems	61.13	61.6	0.01
Microsoft	314.04	311.26	-0.01
Walgreens Boots Alliance	53.84	53.48	-0.01
UnitedHealth	458.6	460.49	0.0

© Copyright 2021 by @tiotino .

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	99.0%
Cumulative Return	257,329.50%
CAGR﹪	20.54%
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	0.42
Skew	-0.42
Kurtosis	12.39
Expected Daily %	0.07%
Expected Monthly %	1.57%
Expected Yearly %	20.04%
Kelly Criterion	9.58%
Risk of Ruin	0.0%
Daily Value-at-Risk	-1.92%
Expected Shortfall (cVaR)	-1.92%
Gain/Pain Ratio	0.21
Gain/Pain (1M)	1.57
Payoff Ratio	1.02
Profit Factor	1.21
Common Sense Ratio	1.28
CPC Index	0.67
Tail Ratio	1.06
Outlier Win Ratio	3.76
Outlier Loss Ratio	3.69
MTD	-2.16%
3M	4.16%
6M	2.94%
YTD	-2.16%
1Y	10.44%
3Y (ann.)	16.09%
5Y (ann.)	16.43%
10Y (ann.)	16.8%
All-time (ann.)	20.54%
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	-2.48%
Avg. Drawdown Days	23
Recovery Factor	5304.34
Ulcer Index	0.11
Serenity Index	1382.26
Avg. Up Month	4.37%
Avg. Down Month	-3.29%
Win Days %	54.41%
Win Month %	65.33%
Win Quarter %	71.86%
Win Year %	83.72%

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	15.67%	15.69%
2022	-2.18%	-2.16%

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