Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
FXA |
143.64 | 134.91 | -6.08 |
DWS |
167.19 | 167.18 | -0.01 |
XUF |
136.57 | 139.98 | 2.5 |
DYW |
184.2 | 192.86 | 4.7 |
UYZ |
271.49 | 269.1 | -0.88 |
FUU |
132.21 | 138.37 | 4.66 |
EOP |
150.98 | 150.98 | 0.0 |
ZTY |
196.4 | 197.01 | 0.31 |
TER |
164.29 | 164.29 | 0.0 |
NWQ |
176.54 | 179.42 | 1.63 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
XUF |
139.98 |
DYW |
192.86 |
DWS |
167.18 |
FUU |
138.37 |
UYZ |
269.1 |
FIR |
201.87 |
FEG |
209.27 |
TER |
164.29 |
FXA |
134.91 |
EEY |
142.14 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 1,620,812.54% |
| CAGR﹪ | 131.13% |
| Sharpe | 3.51 |
| Smart Sharpe | 3.45 |
| Sortino | 5.88 |
| Smart Sortino | 5.78 |
| Sortino/√2 | 4.16 |
| Smart Sortino/√2 | 4.09 |
| Omega | 2.0 |
| Max Drawdown | -23.41% |
| Longest DD Days | 170 |
| Volatility (ann.) | 24.2% |
| Calmar | 5.6 |
| Skew | 0.2 |
| Kurtosis | 7.49 |
| Expected Daily % | 0.33% |
| Expected Monthly % | 7.17% |
| Expected Yearly % | 110.78% |
| Kelly Criterion | 33.2% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.17% |
| Expected Shortfall (cVaR) | -2.17% |
| Gain/Pain Ratio | 1.0 |
| Gain/Pain (1M) | 14.67 |
| Payoff Ratio | 1.01 |
| Profit Factor | 2.0 |
| Common Sense Ratio | 2.95 |
| CPC Index | 1.34 |
| Tail Ratio | 1.48 |
| Outlier Win Ratio | 4.97 |
| Outlier Loss Ratio | 3.73 |
| MTD | 11.75% |
| 3M | 16.93% |
| 6M | 32.88% |
| YTD | 15.01% |
| 1Y | 52.68% |
| 3Y (ann.) | 155.45% |
| 5Y (ann.) | 203.69% |
| 10Y (ann.) | 160.12% |
| All-time (ann.) | 131.13% |
| Best Day | 11.13% |
| Worst Day | -10.62% |
| Best Month | 39.49% |
| Worst Month | -17.14% |
| Best Year | 507.51% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.07% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 69231.6 |
| Ulcer Index | 0.04 |
| Serenity Index | 70876.02 |
| Avg. Up Month | 10.3% |
| Avg. Down Month | -2.96% |
| Win Days % | 66.47% |
| Win Month % | 82.09% |
| Win Quarter % | 91.11% |
| 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 | 121.07% | 223.9% |
| 2017 | 185.66% | 507.51% |
| 2018 | 107.32% | 177.63% |
| 2019 | 150.74% | 324.26% |
| 2020 | 106.16% | 177.86% |
| 2021 | 62.66% | 79.97% |
| 2022 | 15.16% | 15.01% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2018-08-27 | 2019-01-31 | -23.41 | 157 |
| 2021-11-26 | 2022-03-03 | -16.88 | 97 |
| 2019-07-23 | 2019-09-11 | -13.47 | 50 |
| 2021-03-19 | 2021-05-25 | -12.24 | 67 |
| 2017-05-19 | 2017-06-15 | -11.03 | 27 |
| 2014-04-30 | 2014-10-17 | -11.00 | 170 |
| 2017-08-22 | 2017-09-01 | -10.62 | 10 |
| 2021-07-02 | 2021-10-05 | -10.58 | 95 |
| 2020-01-29 | 2020-03-18 | -10.09 | 49 |
| 2016-09-08 | 2016-10-11 | -9.46 | 33 |
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