>
En pánico hemos caído sólo el 6%, no está mal. Los resultados son los siguientes:
Resultados Semana Anterior
| Asset | Compra | Venta | % |
| 133.42 | 140.38 | 0.05 |
| 62.54 | 62.85 | 0.0 |
| 159.9 | 158.24 | -0.01 |
| 194.88 | 193.71 | -0.01 |
| 167.3 | 164.85 | -0.01 |
| 467.81 | 475.75 | 0.02 |
| 250.6 | 249.45 | -0.0 |
| 170.63 | 173.44 | 0.02 |
| 346.87 | 316.65 | -0.09 |
| 59.87 | 59.65 | -0.0 |
Evolución de la Cartera
Ligera subida esta semana en nuestra cartera
Asset a Comprar
| Asset | Cotizacion |
| 140.38 |
| 62.85 |
| 158.24 |
| 475.75 |
| 193.71 |
| 164.85 |
| 173.44 |
| 249.45 |
| 227.03 |
| 54.12 |
| Metric | Strategy |
|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 99.0% |
|
| Cumulative Return | 190,792.49% |
| CAGR% | 19.62% |
| Sharpe | 1.03 |
| Sortino | 1.49 |
| Max Drawdown | -49.81% |
| Longest DD Days | 1376 |
| Volatility (ann.) | 19.13% |
| Calmar | 0.39 |
| Skew | -0.49 |
| Kurtosis | 13.35 |
|
| Expected Daily % | 0.07% |
| Expected Monthly % | 1.5% |
| Expected Yearly % | 19.21% |
| Kelly Criterion | 9.28% |
| 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 | 1.25 |
| CPC Index | 0.66 |
| Tail Ratio | 1.03 |
| Outlier Win Ratio | 3.75 |
| Outlier Loss Ratio | 3.66 |
|
| MTD | -1.29% |
| 3M | -2.55% |
| 6M | 0.24% |
| YTD | -4.43% |
| 1Y | 4.06% |
| 3Y (ann.) | 14.82% |
| 5Y (ann.) | 16.41% |
| 10Y (ann.) | 17.44% |
| All-time (ann.) | 19.62% |
|
| 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 | -2.53% |
| Avg. Drawdown Days | 24 |
| Recovery Factor | 3830.15 |
| Ulcer Index | 1.0 |
|
| Avg. Up Month | 4.2% |
| Avg. Down Month | -3.45% |
| Win Days % | 54.48% |
| Win Month % | 66.6% |
| Win Quarter % | 74.85% |
| Win Year % | 86.05% |
| Year | Return | Cumulative |
|---|
| 1980 | 25970.6% | 1.3482719882645104e+79% |
| 1981 | 29008.79% | 7.912077066993462e+85% |
| 1982 | 36161.69% | 4.170967651693526e+98% |
| 1983 | 67271.73% | 1.626565076727211e+144% |
| 1984 | 63824.42% | 2.0210332928039416e+140% |
| 1985 | 79470.15% | 4.134701242357706e+157% |
| 1986 | 117837.08% | 1.273646381838027e+192% |
| 1987 | 179827.59% | 1.669009501038221e+231% |
| 1988 | 161563.5% | 4.5306274830869765e+221% |
| 1989 | 203043.87% | 2.685276308227557e+242% |
| 1990 | 256063.22% | 2.016517929469786e+266% |
| 1991 | 423655.74% | inf% |
| 1992 | 595017.06% | inf% |
| 1993 | 716966.9% | inf% |
| 1994 | 760574.85% | inf% |
| 1995 | 982942.54% | inf% |
| 1996 | 1293288.53% | inf% |
| 1997 | 1833797.77% | inf% |
| 1998 | 2441836.99% | inf% |
| 1999 | 3439418.72% | inf% |
| 2000 | 4247359.39% | inf% |
| 2001 | 4056791.65% | inf% |
| 2002 | 3677668.14% | inf% |
| 2003 | 3686262.79% | inf% |
| 2004 | 4591343.37% | inf% |
| 2005 | 5393859.11% | inf% |
| 2006 | 6313424.31% | inf% |
| 2007 | 7400840.97% | inf% |
| 2008 | 6995145.21% | inf% |
| 2009 | 5640743.02% | inf% |
| 2010 | 6989757.26% | inf% |
| 2011 | 8569504.25% | inf% |
| 2012 | 10066472.1% | inf% |
| 2013 | 12960282.01% | inf% |
| 2014 | 15725904.63% | inf% |
| 2015 | 17993273.05% | inf% |
| 2016 | 19410596.61% | inf% |
| 2017 | 24125719.52% | inf% |
| 2018 | 30368912.92% | inf% |
| 2019 | 33015828.66% | inf% |
| 2020 | 36592454.7% | inf% |
| 2021 | 47121887.48% | inf% |
| 2022 | 7350664.56% | 7.844116221865751e+126% |
| 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 |
0 Comentarios