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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 | % |
| 170.9 | 161.73 | -0.05 |
| 482.87 | 506.12 | 0.05 |
| 173.73 | 180.31 | 0.04 |
| 228.85 | 236.25 | 0.03 |
| 57.48 | 60.1 | 0.05 |
| 77.57 | 79.11 | 0.02 |
| 214.83 | 220.91 | 0.03 |
| 167.9 | 190.72 | 0.14 |
| 154.73 | 163.98 | 0.06 |
| 169.35 | 174.84 | 0.03 |
Evolución de la Cartera
Ligera subida esta semana en nuestra cartera
Asset a Comprar
| Asset | Cotizacion |
| 161.73 |
| 506.12 |
| 180.31 |
| 60.1 |
| 190.72 |
| 163.98 |
| 236.25 |
| 79.11 |
| 174.84 |
| 220.91 |
| Metric | Strategy |
|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 99.0% |
|
| Cumulative Return | 189,883.95% |
| CAGR% | 19.58% |
| Sharpe | 1.03 |
| Sortino | 1.49 |
| 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 % | 1.5% |
| Expected Yearly % | 19.19% |
| Kelly Criterion | 9.27% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.9% |
| Expected Shortfall (cVaR) | -1.9% |
|
| Payoff Ratio | 1.01 |
| Profit Factor | 1.2 |
| Common Sense Ratio | 1.25 |
| CPC Index | 0.66 |
| Tail Ratio | 1.04 |
| Outlier Win Ratio | 3.75 |
| Outlier Loss Ratio | 3.65 |
|
| MTD | 1.98% |
| 3M | -1.21% |
| 6M | 2.91% |
| YTD | -2.79% |
| 1Y | 2.72% |
| 3Y (ann.) | 15.23% |
| 5Y (ann.) | 16.74% |
| 10Y (ann.) | 17.26% |
| All-time (ann.) | 19.58% |
|
| 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 | 3812.52 |
| Ulcer Index | 1.0 |
|
| Avg. Up Month | 4.19% |
| Avg. Down Month | -3.46% |
| Win Days % | 54.51% |
| Win Month % | 66.67% |
| Win Quarter % | 74.85% |
| Win Year % | 86.05% |
| Year | Return | Cumulative |
|---|
| 1980 | 25980.54% | 1.4132773606624582e+79% |
| 1981 | 29044.82% | 9.347700948141297e+85% |
| 1982 | 36249.33% | 5.905057456089737e+98% |
| 1983 | 67486.15% | 2.912104956747489e+144% |
| 1984 | 64034.97% | 3.6620518381318846e+140% |
| 1985 | 79783.85% | 8.592718725293747e+157% |
| 1986 | 117357.29% | 5.754410769855976e+191% |
| 1987 | 177021.99% | 5.038973962029951e+229% |
| 1988 | 158000.02% | 3.463225122326104e+219% |
| 1989 | 197757.89% | 7.359162712691377e+239% |
| 1990 | 249559.4% | 5.476485968413881e+263% |
| 1991 | 412409.09% | inf% |
| 1992 | 579674.09% | inf% |
| 1993 | 696261.17% | inf% |
| 1994 | 740154.71% | inf% |
| 1995 | 960368.61% | inf% |
| 1996 | 1263791.45% | inf% |
| 1997 | 1792507.47% | inf% |
| 1998 | 2388617.55% | inf% |
| 1999 | 3365582.96% | inf% |
| 2000 | 4157160.76% | inf% |
| 2001 | 3974973.54% | inf% |
| 2002 | 3617794.21% | inf% |
| 2003 | 3625079.06% | inf% |
| 2004 | 4498677.68% | inf% |
| 2005 | 5312290.46% | inf% |
| 2006 | 6236069.52% | inf% |
| 2007 | 7313188.93% | inf% |
| 2008 | 6898002.28% | inf% |
| 2009 | 5563787.89% | inf% |
| 2010 | 6893990.4% | inf% |
| 2011 | 8441053.03% | inf% |
| 2012 | 9916066.98% | inf% |
| 2013 | 12768683.84% | inf% |
| 2014 | 15497335.44% | inf% |
| 2015 | 17732435.58% | inf% |
| 2016 | 19010619.34% | inf% |
| 2017 | 23597570.26% | inf% |
| 2018 | 29706175.53% | inf% |
| 2019 | 32299600.71% | inf% |
| 2020 | 35799478.6% | inf% |
| 2021 | 46103293.3% | inf% |
| 2022 | 9975839.93% | 3.680726530810921e+175% |
| 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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