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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 | % |
| 161.73 | 169.31 | 0.05 |
| 506.12 | 513.03 | 0.01 |
| 180.31 | 187.75 | 0.04 |
| 60.1 | 61.53 | 0.02 |
| 190.72 | 190.28 | -0.0 |
| 163.98 | 174.72 | 0.07 |
| 236.25 | 238.79 | 0.01 |
| 79.11 | 81.34 | 0.03 |
| 174.84 | 176.92 | 0.01 |
| 220.91 | 223.36 | 0.01 |
Evolución de la Cartera
Ligera subida esta semana en nuestra cartera
Asset a Comprar
| Asset | Cotizacion |
| 169.31 |
| 513.03 |
| 187.75 |
| 61.53 |
| 174.72 |
| 238.79 |
| 64.7 |
| 223.36 |
| 176.92 |
| 81.34 |
| Metric | Strategy |
|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 99.0% |
|
| Cumulative Return | 194,640.98% |
| CAGR% | 19.64% |
| Sharpe | 1.03 |
| Sortino | 1.5 |
| Max Drawdown | -49.81% |
| Longest DD Days | 1376 |
| Volatility (ann.) | 19.12% |
| Calmar | 0.39 |
| Skew | -0.48 |
| Kurtosis | 13.36 |
|
| Expected Daily % | 0.07% |
| Expected Monthly % | 1.51% |
| Expected Yearly % | 19.26% |
| 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 | 1.25 |
| CPC Index | 0.66 |
| Tail Ratio | 1.04 |
| Outlier Win Ratio | 3.75 |
| Outlier Loss Ratio | 3.65 |
|
| MTD | 4.54% |
| 3M | 1.53% |
| 6M | 6.53% |
| YTD | -0.36% |
| 1Y | 9.69% |
| 3Y (ann.) | 16.62% |
| 5Y (ann.) | 17.74% |
| 10Y (ann.) | 17.53% |
| All-time (ann.) | 19.64% |
|
| Best Day | 10.42% |
| Worst Day | -19.9% |
| Best Month | 23.53% |
| Worst Month | -26.22% |
| Best Year | 106.07% |
| Worst Year | -28.99% |
|
| Avg. Drawdown | -2.52% |
| Avg. Drawdown Days | 24 |
| Recovery Factor | 3908.03 |
| Ulcer Index | 1.0 |
|
| Avg. Up Month | 4.19% |
| Avg. Down Month | -3.46% |
| Win Days % | 54.52% |
| Win Month % | 66.67% |
| Win Quarter % | 74.85% |
| Win Year % | 86.05% |
| Year | Return | Cumulative |
|---|
| 1980 | 25980.54% | 1.4132606273433237e+79% |
| 1981 | 29044.81% | 9.347333169543534e+85% |
| 1982 | 36249.34% | 5.9052948278555e+98% |
| 1983 | 67486.18% | 2.912307540047672e+144% |
| 1984 | 64034.98% | 3.662115176945114e+140% |
| 1985 | 79783.88% | 8.593185259545487e+157% |
| 1986 | 117357.32% | 5.754707371334629e+191% |
| 1987 | 177022.06% | 5.039451635061248e+229% |
| 1988 | 158000.14% | 3.4637954759335976e+219% |
| 1989 | 197757.94% | 7.359643045161267e+239% |
| 1990 | 249559.47% | 5.476853173603363e+263% |
| 1991 | 412409.21% | inf% |
| 1992 | 579674.32% | inf% |
| 1993 | 696261.53% | inf% |
| 1994 | 740155.14% | inf% |
| 1995 | 960369.1% | inf% |
| 1996 | 1263792.68% | inf% |
| 1997 | 1792509.1% | inf% |
| 1998 | 2388619.18% | inf% |
| 1999 | 3365584.52% | inf% |
| 2000 | 4157165.01% | inf% |
| 2001 | 3974979.54% | inf% |
| 2002 | 3617799.28% | inf% |
| 2003 | 3625082.52% | inf% |
| 2004 | 4498684.31% | inf% |
| 2005 | 5312298.14% | inf% |
| 2006 | 6236078.12% | inf% |
| 2007 | 7313200.16% | inf% |
| 2008 | 6898010.35% | inf% |
| 2009 | 5563792.52% | inf% |
| 2010 | 6893997.76% | inf% |
| 2011 | 8441065.02% | inf% |
| 2012 | 9916081.28% | inf% |
| 2013 | 12768700.67% | inf% |
| 2014 | 15497351.43% | inf% |
| 2015 | 17732450.94% | inf% |
| 2016 | 19010634.77% | inf% |
| 2017 | 23597588.29% | inf% |
| 2018 | 29706196.49% | inf% |
| 2019 | 32299627.67% | inf% |
| 2020 | 35799507.92% | inf% |
| 2021 | 46103328.48% | inf% |
| 2022 | 10937129.52% | 9.692225322765354e+191% |
| Started | Recovered | Drawdown | Days |
|---|
| 2007-12-26 | 2011-02-01 | -49.81 | 1133 |
| 1987-10-06 | 1989-09-21 | -38.27 | 716 |
| 2000-12-29 | 2004-10-05 | -37.20 | 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 | -22.51 | 193 |
| 1983-07-27 | 1985-02-13 | -22.29 | 567 |
| 1998-07-20 | 1998-11-23 | -20.36 | 126 |
| 1981-06-16 | 1982-07-12 | -19.69 | 391 |
| 2000-03-24 | 2000-10-24 | -15.72 | 214 |
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