Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
XUF |
139.98 | 141.76 | 1.27 |
DYW |
192.86 | 189.9 | -1.53 |
DWS |
167.18 | 171.97 | 2.87 |
FUU |
138.37 | 133.1 | -3.81 |
UYZ |
269.1 | 270.97 | 0.69 |
FIR |
201.87 | 202.34 | 0.23 |
FEG |
209.27 | 209.03 | -0.11 |
TER |
164.29 | 164.29 | 0.0 |
FXA |
134.91 | 134.78 | -0.1 |
EOP |
150.98 | 150.98 | 0.0 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
XUF |
141.76 |
DWS |
171.97 |
DYW |
189.9 |
UYZ |
270.97 |
FEG |
209.03 |
ZTY |
193.76 |
NWQ |
180.88 |
FXA |
134.78 |
FIR |
202.34 |
THA |
586.31 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 1,661,492.29% |
| CAGR% | 131.3% |
| Sharpe | 3.43 |
| Sortino | 5.69 |
| Max Drawdown | -24.48% |
| Longest DD Days | 170 |
| Volatility (ann.) | 24.8% |
| Calmar | 5.36 |
| Skew | 0.18 |
| Kurtosis | 7.95 |
| Expected Daily % | 0.33% |
| Expected Monthly % | 7.19% |
| Expected Yearly % | 111.18% |
| Kelly Criterion | 32.71% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.23% |
| Expected Shortfall (cVaR) | -2.23% |
| Payoff Ratio | 0.99 |
| Profit Factor | 1.97 |
| Common Sense Ratio | 2.9 |
| CPC Index | 1.3 |
| Tail Ratio | 1.47 |
| Outlier Win Ratio | 4.93 |
| Outlier Loss Ratio | 3.73 |
| MTD | 5.78% |
| 3M | 12.99% |
| 6M | 25.05% |
| YTD | 10.11% |
| 1Y | 46.44% |
| 3Y (ann.) | 167.21% |
| 5Y (ann.) | 204.08% |
| 10Y (ann.) | 161.11% |
| All-time (ann.) | 131.3% |
| Best Day | 12.42% |
| Worst Day | -9.43% |
| Best Month | 46.62% |
| Worst Month | -15.88% |
| Best Year | 500.27% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.21% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 67874.97 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 10.38% |
| Avg. Down Month | -3.04% |
| Win Days % | 66.46% |
| Win Month % | 82.09% |
| Win Quarter % | 88.89% |
| 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 | 151.69% | 338.15% |
| 2016 | 119.63% | 219.18% |
| 2017 | 184.4% | 500.27% |
| 2018 | 94.01% | 142.08% |
| 2019 | 153.17% | 330.85% |
| 2020 | 127.38% | 241.94% |
| 2021 | 63.55% | 81.63% |
| 2022 | 10.9% | 10.11% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2018-08-27 | 2019-01-31 | -24.48 | 157 |
| 2021-11-26 | 2022-03-02 | -17.90 | 96 |
| 2021-08-02 | 2021-10-01 | -14.07 | 60 |
| 2019-07-23 | 2019-09-09 | -13.38 | 48 |
| 2017-05-19 | 2017-06-22 | -12.62 | 34 |
| 2021-03-31 | 2021-05-12 | -11.18 | 42 |
| 2014-04-30 | 2014-10-17 | -11.00 | 170 |
| 2016-07-19 | 2016-09-01 | -10.96 | 44 |
| 2020-01-29 | 2020-03-17 | -10.09 | 48 |
| 2021-10-28 | 2021-11-16 | -8.99 | 19 |
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