Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
DWS |
167.19 | 167.18 | -0.01 |
DYW |
184.2 | 192.86 | 4.7 |
UYZ |
271.49 | 269.1 | -0.88 |
XNR |
64.96 | 65.55 | 0.91 |
LXM |
88.03 | 91.94 | 4.44 |
XNO |
98.62 | 98.62 | 0.0 |
BZC |
147.35 | 147.35 | 0.0 |
TMN |
106.16 | 105.91 | -0.24 |
VTN |
120.12 | 120.12 | 0.0 |
JKY |
106.3 | 103.35 | -2.78 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
DYW |
192.86 |
DWS |
167.18 |
XNR |
65.55 |
UYZ |
269.1 |
FIR |
201.87 |
XNO |
98.62 |
HEO |
201.18 |
FEG |
209.27 |
JKY |
103.35 |
ZXW |
150.95 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 827,189.28% |
| CAGR﹪ | 118.08% |
| Sharpe | 3.17 |
| Smart Sharpe | 3.15 |
| Sortino | 5.12 |
| Smart Sortino | 5.08 |
| Sortino/√2 | 3.62 |
| Smart Sortino/√2 | 3.59 |
| Omega | 1.86 |
| Max Drawdown | -38.57% |
| Longest DD Days | 170 |
| Volatility (ann.) | 25.05% |
| Calmar | 3.06 |
| Skew | -0.17 |
| Kurtosis | 8.3 |
| Expected Daily % | 0.3% |
| Expected Monthly % | 6.66% |
| Expected Yearly % | 100.15% |
| Kelly Criterion | 30.0% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.28% |
| Expected Shortfall (cVaR) | -2.28% |
| Gain/Pain Ratio | 0.86 |
| Gain/Pain (1M) | 11.21 |
| Payoff Ratio | 1.0 |
| Profit Factor | 1.86 |
| Common Sense Ratio | 2.57 |
| CPC Index | 1.21 |
| Tail Ratio | 1.38 |
| Outlier Win Ratio | 4.75 |
| Outlier Loss Ratio | 3.59 |
| MTD | 4.22% |
| 3M | 3.49% |
| 6M | 4.39% |
| YTD | 14.38% |
| 1Y | 16.95% |
| 3Y (ann.) | 103.28% |
| 5Y (ann.) | 167.79% |
| 10Y (ann.) | 143.2% |
| All-time (ann.) | 118.08% |
| Best Day | 12.41% |
| Worst Day | -13.45% |
| Best Month | 50.9% |
| Worst Month | -15.59% |
| Best Year | 396.29% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.28% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 21446.4 |
| Ulcer Index | 0.06 |
| Serenity Index | 21644.25 |
| Avg. Up Month | 9.75% |
| Avg. Down Month | -3.66% |
| Win Days % | 64.96% |
| Win Month % | 82.09% |
| Win Quarter % | 93.33% |
| 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 | 158.87% | 367.78% |
| 2016 | 120.11% | 220.49% |
| 2017 | 164.56% | 396.29% |
| 2018 | 138.28% | 277.09% |
| 2019 | 134.22% | 258.45% |
| 2020 | 79.8% | 112.86% |
| 2021 | 25.23% | 21.74% |
| 2022 | 14.54% | 14.38% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-17 | 2022-03-11 | -38.57 | 114 |
| 2021-03-10 | 2021-06-23 | -15.65 | 105 |
| 2019-09-20 | 2019-10-25 | -15.34 | 35 |
| 2020-04-13 | 2020-06-03 | -13.98 | 51 |
| 2018-10-30 | 2018-11-15 | -11.29 | 16 |
| 2014-04-30 | 2014-10-17 | -11.00 | 170 |
| 2019-02-15 | 2019-03-06 | -10.38 | 19 |
| 2018-08-24 | 2018-10-26 | -10.31 | 63 |
| 2020-11-27 | 2020-12-10 | -10.29 | 13 |
| 2019-04-01 | 2019-05-16 | -9.47 | 45 |
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