Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
UYZ |
271.49 | 271.49 | 0.0 |
SRI |
147.61 | 152.3 | 3.18 |
BZC |
147.35 | 147.35 | 0.0 |
LEN |
174.63 | 174.63 | 0.0 |
EOP |
150.98 | 150.98 | 0.0 |
NWQ |
176.54 | 176.54 | 0.0 |
BUW |
128.0 | 128.0 | 0.0 |
ZTY |
198.69 | 196.4 | -1.15 |
TMN |
110.26 | 106.16 | -3.72 |
BFS |
142.62 | 142.62 | 0.0 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 921,335.22% |
| CAGR% | 120.41% |
| Sharpe | 3.39 |
| Sortino | 5.77 |
| Max Drawdown | -22.14% |
| Longest DD Days | 170 |
| Volatility (ann.) | 23.62% |
| Calmar | 5.44 |
| Skew | 0.28 |
| Kurtosis | 4.73 |
| Expected Daily % | 0.31% |
| Expected Monthly % | 6.74% |
| Expected Yearly % | 101.82% |
| Kelly Criterion | 31.37% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.13% |
| Expected Shortfall (cVaR) | -2.13% |
| Payoff Ratio | 1.01 |
| Profit Factor | 1.92 |
| Common Sense Ratio | 2.64 |
| CPC Index | 1.27 |
| Tail Ratio | 1.37 |
| Outlier Win Ratio | 4.98 |
| Outlier Loss Ratio | 3.56 |
| MTD | -2.39% |
| 3M | -7.7% |
| 6M | 0.85% |
| YTD | 0.33% |
| 1Y | 26.04% |
| 3Y (ann.) | 127.29% |
| 5Y (ann.) | 181.42% |
| 10Y (ann.) | 145.8% |
| All-time (ann.) | 120.41% |
| Best Day | 10.08% |
| Worst Day | -9.12% |
| Best Month | 40.49% |
| Worst Month | -7.86% |
| Best Year | 395.16% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.19% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 41618.44 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 9.9% |
| Avg. Down Month | -2.38% |
| Win Days % | 65.45% |
| Win Month % | 79.85% |
| Win Quarter % | 93.33% |
| Win Year % | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2010 | 0.0% | 0.0% |
| 2011 | 9.4% | 9.26% |
| 2012 | 21.36% | 23.16% |
| 2013 | 40.54% | 48.79% |
| 2014 | 33.69% | 38.6% |
| 2015 | 143.14% | 301.94% |
| 2016 | 118.95% | 217.33% |
| 2017 | 164.85% | 395.16% |
| 2018 | 143.78% | 298.87% |
| 2019 | 154.33% | 338.45% |
| 2020 | 88.87% | 135.32% |
| 2021 | 27.52% | 27.32% |
| 2022 | 0.61% | 0.33% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-17 | 2022-03-04 | -22.14 | 107 |
| 2018-11-27 | 2019-02-05 | -16.63 | 70 |
| 2020-08-06 | 2020-11-27 | -13.05 | 113 |
| 2019-12-02 | 2020-01-28 | -12.32 | 57 |
| 2019-09-30 | 2019-10-24 | -11.49 | 24 |
| 2014-04-30 | 2014-10-17 | -11.00 | 170 |
| 2021-02-10 | 2021-06-28 | -10.32 | 138 |
| 2018-08-08 | 2018-10-26 | -9.75 | 79 |
| 2017-08-18 | 2017-08-29 | -9.29 | 11 |
| 2018-05-14 | 2018-05-23 | -8.61 | 9 |
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