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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 | % |
| 137.37 | 133.42 | -0.03 |
| 478.13 | 467.81 | -0.02 |
| 156.29 | 159.9 | 0.02 |
| 255.16 | 250.6 | -0.02 |
| 168.64 | 167.3 | -0.01 |
| 171.76 | 170.63 | -0.01 |
| 191.81 | 194.88 | 0.02 |
| 60.29 | 62.54 | 0.04 |
| 350.29 | 346.87 | -0.01 |
| 76.64 | 76.37 | -0.0 |
Evolución de la Cartera
Ligera subida esta semana en nuestra cartera
Asset a Comprar
| Asset | Cotizacion |
| 133.42 |
| 62.54 |
| 159.9 |
| 194.88 |
| 167.3 |
| 467.81 |
| 250.6 |
| 170.63 |
| 346.87 |
| 60.59 |
| Metric | Strategy |
|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 99.0% |
|
| Cumulative Return | 191,437.63% |
| CAGR% | 19.64% |
| Sharpe | 1.03 |
| Sortino | 1.5 |
| Max Drawdown | -49.81% |
| Longest DD Days | 1376 |
| Volatility (ann.) | 19.13% |
| Calmar | 0.39 |
| Skew | -0.49 |
| Kurtosis | 13.37 |
|
| Expected Daily % | 0.07% |
| Expected Monthly % | 1.5% |
| Expected Yearly % | 19.22% |
| Kelly Criterion | 9.3% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.9% |
| Expected Shortfall (cVaR) | -1.9% |
|
| 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 | -0.94% |
| 3M | -2.17% |
| 6M | 1.79% |
| YTD | -4.09% |
| 1Y | 8.93% |
| 3Y (ann.) | 15.27% |
| 5Y (ann.) | 16.5% |
| 10Y (ann.) | 17.44% |
| All-time (ann.) | 19.64% |
|
| 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 | 3843.1 |
| Ulcer Index | 1.0 |
|
| Avg. Up Month | 4.2% |
| Avg. Down Month | -3.45% |
| Win Days % | 54.5% |
| Win Month % | 66.6% |
| Win Quarter % | 74.85% |
| Win Year % | 86.05% |
| Year | Return | Cumulative |
|---|
| 1980 | 25970.6% | 1.3482441480451427e+79% |
| 1981 | 29008.56% | 7.903233870053979e+85% |
| 1982 | 36155.01% | 4.05441988094081e+98% |
| 1983 | 67261.18% | 1.5804253950782635e+144% |
| 1984 | 63814.41% | 1.96441899949972e+140% |
| 1985 | 79458.5% | 4.0211620264642136e+157% |
| 1986 | 117816.59% | 1.2283865786649558e+192% |
| 1987 | 179796.32% | 1.605976588953014e+231% |
| 1988 | 161535.47% | 4.361923604100994e+221% |
| 1989 | 203008.73% | 2.583213298338488e+242% |
| 1990 | 256018.97% | 1.937904043692738e+266% |
| 1991 | 423582.57% | inf% |
| 1992 | 594914.32% | inf% |
| 1993 | 716842.89% | inf% |
| 1994 | 760443.0% | inf% |
| 1995 | 982771.98% | inf% |
| 1996 | 1293064.01% | inf% |
| 1997 | 1833478.89% | inf% |
| 1998 | 2441412.43% | inf% |
| 1999 | 3438820.23% | inf% |
| 2000 | 4246620.47% | inf% |
| 2001 | 4056085.51% | inf% |
| 2002 | 3677027.86% | inf% |
| 2003 | 3685620.23% | inf% |
| 2004 | 4590541.38% | inf% |
| 2005 | 5392915.77% | inf% |
| 2006 | 6312320.7% | inf% |
| 2007 | 7399544.56% | inf% |
| 2008 | 6993920.91% | inf% |
| 2009 | 5639754.77% | inf% |
| 2010 | 6988531.07% | inf% |
| 2011 | 8568000.89% | inf% |
| 2012 | 10064706.49% | inf% |
| 2013 | 12958005.55% | inf% |
| 2014 | 15723141.3% | inf% |
| 2015 | 17990112.41% | inf% |
| 2016 | 19407192.6% | inf% |
| 2017 | 24121487.69% | inf% |
| 2018 | 30363581.61% | inf% |
| 2019 | 33010029.92% | inf% |
| 2020 | 36586032.1% | inf% |
| 2021 | 47113615.69% | inf% |
| 2022 | 6597898.62% | 6.24331885718132e+113% |
| 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 |
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