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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 | % |
| 228.85 | 236.25 | 0.03 |
| 169.35 | 174.84 | 0.03 |
| 196.71 | 219.11 | 0.11 |
| 47.44 | 47.36 | -0.0 |
| 53.04 | 50.8 | -0.04 |
| 154.73 | 163.98 | 0.06 |
| 214.83 | 220.91 | 0.03 |
| 173.73 | 180.31 | 0.04 |
| 170.9 | 161.73 | -0.05 |
| 141.52 | 145.44 | 0.03 |
Evolución de la Cartera
Ligera subida esta semana en nuestra cartera
Asset a Comprar
| Asset | Cotizacion |
| 236.25 |
| 174.84 |
| 47.36 |
| 219.11 |
| 163.98 |
| 50.8 |
| 220.91 |
| 62.39 |
| 180.31 |
| 145.44 |
| Metric | Strategy |
|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 99.0% |
|
| Cumulative Return | 225,861.80% |
| CAGR% | 20.07% |
| Sharpe | 1.04 |
| Sortino | 1.51 |
| Max Drawdown | -47.39% |
| Longest DD Days | 1744 |
| Volatility (ann.) | 19.44% |
| Calmar | 0.42 |
| Skew | -0.33 |
| Kurtosis | 14.31 |
|
| Expected Daily % | 0.07% |
| Expected Monthly % | 1.53% |
| Expected Yearly % | 19.67% |
| Kelly Criterion | 9.4% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.93% |
| Expected Shortfall (cVaR) | -1.93% |
|
| Payoff Ratio | 1.02 |
| Profit Factor | 1.21 |
| Common Sense Ratio | 1.26 |
| CPC Index | 0.67 |
| Tail Ratio | 1.04 |
| Outlier Win Ratio | 3.9 |
| Outlier Loss Ratio | 3.83 |
|
| MTD | -2.8% |
| 3M | -5.89% |
| 6M | -6.05% |
| YTD | -6.51% |
| 1Y | -5.97% |
| 3Y (ann.) | 7.88% |
| 5Y (ann.) | 13.15% |
| 10Y (ann.) | 13.98% |
| All-time (ann.) | 20.07% |
|
| Best Day | 12.84% |
| Worst Day | -19.87% |
| Best Month | 22.47% |
| Worst Month | -29.57% |
| Best Year | 60.88% |
| Worst Year | -28.2% |
|
| Avg. Drawdown | -2.47% |
| Avg. Drawdown Days | 24 |
| Recovery Factor | 4765.71 |
| Ulcer Index | 1.0 |
|
| Avg. Up Month | 4.52% |
| Avg. Down Month | -3.44% |
| Win Days % | 54.24% |
| Win Month % | 64.47% |
| Win Quarter % | 77.25% |
| Win Year % | 86.05% |
| Year | Return | Cumulative |
|---|
| 1980 | 25934.54% | 1.1435615893063036e+79% |
| 1981 | 28894.16% | 4.670754520294233e+85% |
| 1982 | 33525.95% | 1.8344227723135062e+94% |
| 1983 | 52526.41% | 1.858708414967141e+125% |
| 1984 | 52568.51% | 2.6576057797140763e+125% |
| 1985 | 74524.64% | 1.6093300179232611e+152% |
| 1986 | 119736.16% | 3.454330220739625e+193% |
| 1987 | 191142.86% | 8.175954142727754e+236% |
| 1988 | 185700.65% | 9.172008910602552e+234% |
| 1989 | 263868.99% | 1.270752820079152e+268% |
| 1990 | 355180.28% | 2.2059371879051215e+299% |
| 1991 | 541448.19% | inf% |
| 1992 | 735732.88% | inf% |
| 1993 | 866440.81% | inf% |
| 1994 | 994654.06% | inf% |
| 1995 | 1364118.24% | inf% |
| 1996 | 1967925.22% | inf% |
| 1997 | 2601917.62% | inf% |
| 1998 | 3406886.97% | inf% |
| 1999 | 4545557.2% | inf% |
| 2000 | 4288157.96% | inf% |
| 2001 | 3803803.16% | inf% |
| 2002 | 3480417.5% | inf% |
| 2003 | 3861524.49% | inf% |
| 2004 | 4916782.17% | inf% |
| 2005 | 5590555.54% | inf% |
| 2006 | 6207076.22% | inf% |
| 2007 | 7945155.61% | inf% |
| 2008 | 7421367.02% | inf% |
| 2009 | 7419732.39% | inf% |
| 2010 | 10052564.93% | inf% |
| 2011 | 12508839.89% | inf% |
| 2012 | 14813878.0% | inf% |
| 2013 | 18046960.99% | inf% |
| 2014 | 21406202.65% | inf% |
| 2015 | 25042456.19% | inf% |
| 2016 | 27185012.01% | inf% |
| 2017 | 32742250.29% | inf% |
| 2018 | 39978302.41% | inf% |
| 2019 | 47767886.92% | inf% |
| 2020 | 47590698.93% | inf% |
| 2021 | 60059763.38% | inf% |
| 2022 | 12476328.41% | 5.02539458800349e+180% |
| Started | Recovered | Drawdown | Days |
|---|
| 1999-04-28 | 2004-02-05 | -47.39 | 1744 |
| 2007-12-26 | 2009-11-25 | -44.63 | 700 |
| 1987-10-06 | 1989-04-28 | -37.90 | 570 |
| 2020-01-03 | 2020-12-04 | -33.61 | 336 |
| 1998-07-20 | 1998-12-29 | -25.30 | 162 |
| 1990-07-17 | 1991-01-17 | -23.90 | 184 |
| 1981-06-16 | 1982-05-10 | -20.80 | 328 |
| 1983-07-27 | 1984-12-18 | -19.93 | 510 |
| 1986-06-02 | 1987-01-05 | -18.51 | 217 |
| 2011-07-08 | 2012-01-05 | -14.78 | 181 |
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