Seguimiento Cartera en usa sobre el dow jones semana 5 2022

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 En pánico hemos caído sólo el 6%, no está mal. Los resultados son los siguientes:

Resultados Semana Anterior

Asset	Compra	Venta	%
Chevron	130.61	135.88	0.04
Procter & Gamble	160.5	161.53	0.01
Apple	170.11	172.39	0.01
UnitedHealth	466.06	483.17	0.04
Travelers	166.82	171.9	0.03
Coca-Cola	60.84	60.96	0.0
Home Depot	366.54	359.67	-0.02
McDonald's	256.09	260.06	0.02
Microsoft	308.26	305.94	-0.01
Walgreens Boots Alliance	50.46	48.6	-0.04

© Copyright 2021 by @tiotino .

Evolución de la Cartera

esta semana perdemos menos del 0,5%

Asset a Comprar

Asset	Cotizacion
Chevron	135.88
Procter & Gamble	161.53
UnitedHealth	483.17
McDonald's	260.06
Apple	172.39
Travelers	171.9
Coca-Cola	60.96
Home Depot	359.67
American Express	185.85
Microsoft	305.94

© Copyright 2021 by @tiotino .

Ligera subida esta semana en nuestra cartera

Resultados Semana Anterior

Asset	Compra	Venta	%
Chevron	130.61	135.88	0.04
Procter & Gamble	160.5	161.53	0.01
Apple	170.11	172.39	0.01
UnitedHealth	466.06	483.17	0.04
Travelers	166.82	171.9	0.03
Coca-Cola	60.84	60.96	0.0
Home Depot	366.54	359.67	-0.02
McDonald's	256.09	260.06	0.02
Microsoft	308.26	305.94	-0.01
Walgreens Boots Alliance	50.46	48.6	-0.04

© Copyright 2021 by @tiotino .

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	99.0%
Cumulative Return	193,806.58%
CAGR﹪	19.7%
Sharpe	1.04
Smart Sharpe	1.01
Sortino	1.5
Smart Sortino	1.46
Sortino/√2	1.06
Smart Sortino/√2	1.03
Omega	1.21
Max Drawdown	-49.81%
Longest DD Days	1376
Volatility (ann.)	19.13%
Calmar	0.4
Skew	-0.49
Kurtosis	13.37
Expected Daily %	0.07%
Expected Monthly %	1.51%
Expected Yearly %	19.25%
Kelly Criterion	9.32%
Risk of Ruin	0.0%
Daily Value-at-Risk	-1.9%
Expected Shortfall (cVaR)	-1.9%
Gain/Pain Ratio	0.21
Gain/Pain (1M)	1.5
Payoff Ratio	1.01
Profit Factor	1.21
Common Sense Ratio	1.24
CPC Index	0.66
Tail Ratio	1.03
Outlier Win Ratio	3.75
Outlier Loss Ratio	3.66
MTD	0.29%
3M	-1.61%
6M	2.87%
YTD	-2.91%
1Y	15.78%
3Y (ann.)	16.49%
5Y (ann.)	17.36%
10Y (ann.)	17.87%
All-time (ann.)	19.7%
Best Day	10.42%
Worst Day	-19.9%
Best Month	23.53%
Worst Month	-25.43%
Best Year	105.94%
Worst Year	-29.0%
Avg. Drawdown	-2.52%
Avg. Drawdown Days	24
Recovery Factor	3890.66
Ulcer Index	0.12
Serenity Index	916.1
Avg. Up Month	4.18%
Avg. Down Month	-3.46%
Win Days %	54.52%
Win Month %	66.8%
Win Quarter %	74.85%
Win Year %	86.05%

Year	Return	Cumulative
1980	14.44%	14.78%
1981	0.55%	-0.32%
1982	62.2%	81.86%
1983	32.22%	36.01%
1984	-8.46%	-9.06%
1985	41.38%	50.05%
1986	26.6%	27.97%
1987	30.63%	27.14%
1988	4.01%	2.52%
1989	35.48%	40.79%
1990	27.15%	27.75%
1991	74.73%	105.94%
1992	10.81%	10.01%
1993	14.91%	14.95%
1994	8.12%	7.38%
1995	37.39%	44.1%
1996	24.64%	26.25%
1997	33.79%	37.3%
1998	46.07%	52.84%
1999	29.94%	31.53%
2000	16.58%	13.97%
2001	-14.64%	-15.28%
2002	-21.37%	-20.69%
2003	35.42%	39.48%
2004	18.35%	19.25%
2005	12.41%	12.23%
2006	15.58%	15.97%
2007	19.64%	20.26%
2008	-28.74%	-29.0%
2009	17.43%	14.77%
2010	20.67%	20.58%
2011	12.8%	11.48%
2012	20.35%	21.68%
2013	30.8%	35.0%
2014	17.68%	18.42%
2015	9.73%	8.66%
2016	12.89%	12.88%
2017	29.12%	33.31%
2018	6.89%	5.2%
2019	19.78%	21.02%
2020	22.56%	18.34%
2021	17.05%	17.31%
2022	-2.89%	-2.91%

Started	Recovered	Drawdown	Days
2007-12-26	2011-02-01	-49.81	1133
1987-10-06	1989-09-28	-38.27	723
2000-12-29	2004-10-05	-37.60	1376
2020-02-20	2020-08-25	-28.90	187
1990-07-17	1991-01-25	-26.02	192
1986-07-03	1987-01-12	-22.54	193
1983-07-27	1985-02-13	-22.19	567
1998-07-20	1998-11-23	-20.36	126
1981-06-16	1982-07-12	-19.70	391
2000-03-24	2000-10-24	-15.72	214