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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 | % |
| 164.22 | 169.93 | 0.03 |
| 512.59 | 545.96 | 0.07 |
| 62.87 | 63.83 | 0.02 |
| 185.25 | 184.86 | -0.0 |
| 174.31 | 170.09 | -0.02 |
| 243.12 | 252.02 | 0.04 |
| 178.19 | 182.12 | 0.02 |
| 155.09 | 160.1 | 0.03 |
| 151.01 | 157.41 | 0.04 |
| 219.77 | 217.03 | -0.01 |
Evolución de la Cartera
Ligera subida esta semana en nuestra cartera
Asset a Comprar
| Asset | Cotizacion |
| 169.93 |
| 545.96 |
| 63.83 |
| 252.02 |
| 182.12 |
| 184.86 |
| 160.1 |
| 157.41 |
| 170.09 |
| 217.03 |
| Metric | Strategy |
|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
|
| Cumulative Return | 214,075.88% |
| CAGR% | 19.89% |
|
| Sharpe | 1.04 |
| Sortino | 1.51 |
| Sortino/√2 | 1.07 |
|
| Max Drawdown | -49.81% |
| Longest DD Days | 1376 |
| Volatility (ann.) | 19.18% |
| Calmar | 0.4 |
| Skew | -0.48 |
| Kurtosis | 13.17 |
|
| Expected Daily % | 0.07% |
| Expected Monthly % | 1.52% |
| Expected Yearly % | 19.53% |
| Kelly Criterion | 9.3% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.91% |
| Expected Shortfall (cVaR) | -1.91% |
|
| Gain/Pain Ratio | 0.21 |
| Gain/Pain (1M) | 1.5 |
|
| Payoff Ratio | 1.01 |
| Profit Factor | 1.21 |
| Common Sense Ratio | 1.25 |
| CPC Index | 0.66 |
| Tail Ratio | 1.04 |
| Outlier Win Ratio | 3.68 |
| Outlier Loss Ratio | 3.67 |
|
| MTD | 2.72% |
| 3M | 2.36% |
| 6M | 8.65% |
| YTD | 1.76% |
| 1Y | 8.71% |
| 3Y (ann.) | 16.66% |
| 5Y (ann.) | 18.15% |
| 10Y (ann.) | 17.71% |
| All-time (ann.) | 19.89% |
|
| 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 | -2.5% |
| Avg. Drawdown Days | 24 |
| Recovery Factor | 4298.25 |
| Ulcer Index | 1.0 |
|
| Avg. Up Month | 4.17% |
| Avg. Down Month | -3.44% |
| Win Days % | 54.44% |
| Win Month % | 66.73% |
| Win Quarter % | 74.71% |
| Win Year % | 88.37% |
| Year | Return | Cumulative |
|---|
| 1980 | 27341.28% | 8.8622506943565e+81% |
| 1981 | 31284.55% | 2.5457389874126986e+90% |
| 1982 | 39037.76% | 3.8411964842021935e+103% |
| 1983 | 72679.51% | 2.7225275241553767e+150% |
| 1984 | 68962.73% | 2.8908684719560734e+146% |
| 1985 | 85924.46% | 1.4030575838349243e+164% |
| 1986 | 126386.38% | 3.1302188908385087e+198% |
| 1987 | 190641.42% | 7.030356500673513e+236% |
| 1988 | 170155.96% | 3.9238597533152605e+226% |
| 1989 | 212972.6% | 1.2003065121227229e+247% |
| 1990 | 268759.56% | 1.4215923831025208e+271% |
| 1991 | 444138.18% | inf% |
| 1992 | 624271.92% | inf% |
| 1993 | 749829.2% | inf% |
| 1994 | 797100.26% | inf% |
| 1995 | 1034257.23% | inf% |
| 1996 | 1361025.18% | inf% |
| 1997 | 1930419.69% | inf% |
| 1998 | 2572392.53% | inf% |
| 1999 | 3624522.56% | inf% |
| 2000 | 4477002.78% | inf% |
| 2001 | 4280799.55% | inf% |
| 2002 | 3896140.36% | inf% |
| 2003 | 3903984.46% | inf% |
| 2004 | 4844796.66% | inf% |
| 2005 | 5721005.77% | inf% |
| 2006 | 6715856.2% | inf% |
| 2007 | 7875844.89% | inf% |
| 2008 | 7428715.13% | inf% |
| 2009 | 5991849.16% | inf% |
| 2010 | 7424395.67% | inf% |
| 2011 | 9090489.69% | inf% |
| 2012 | 10678988.89% | inf% |
| 2013 | 13751075.57% | inf% |
| 2014 | 16689657.96% | inf% |
| 2015 | 19096717.98% | inf% |
| 2016 | 20473242.04% | inf% |
| 2017 | 25413095.71% | inf% |
| 2018 | 31991673.48% | inf% |
| 2019 | 34784631.22% | inf% |
| 2020 | 38553780.12% | inf% |
| 2021 | 49650340.37% | inf% |
| 2022 | 13883589.7% | 1.2215848127031104e+227% |
| 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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