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Seguimiento Cartera en usa sobre el dow jones factor a semana 15 2022

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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 %

Chevron

164.22 169.93 0.03

UnitedHealth

512.59 545.96 0.07

Coca-Cola

62.87 63.83 0.02

Travelers

185.25 184.86 -0.0

Apple

174.31 170.09 -0.02

Amgen

243.12 252.02 0.04

Johnson & Johnson

178.19 182.12 0.02

Procter & Gamble

155.09 160.1 0.03

Walmart

151.01 157.41 0.04

Caterpillar

219.77 217.03 -0.01

Evolución de la Cartera

Ligera subida esta semana en nuestra cartera

Asset a Comprar

Asset Cotizacion

Chevron

169.93

UnitedHealth

545.96

Coca-Cola

63.83

Amgen

252.02

Johnson & Johnson

182.12

Travelers

184.86

Procter & Gamble

160.1

Walmart

157.41

Apple

170.09

Caterpillar

217.03
MetricStrategy
Risk-Free Rate0.0%
Time in Market100.0%

Cumulative Return214,075.88%
CAGR%19.89%

Sharpe1.04
Sortino1.51
Sortino/√21.07

Max Drawdown-49.81%
Longest DD Days1376
Volatility (ann.)19.18%
Calmar0.4
Skew-0.48
Kurtosis13.17

Expected Daily %0.07%
Expected Monthly %1.52%
Expected Yearly %19.53%
Kelly Criterion9.3%
Risk of Ruin0.0%
Daily Value-at-Risk-1.91%
Expected Shortfall (cVaR)-1.91%

Gain/Pain Ratio0.21
Gain/Pain (1M)1.5

Payoff Ratio1.01
Profit Factor1.21
Common Sense Ratio1.25
CPC Index0.66
Tail Ratio1.04
Outlier Win Ratio3.68
Outlier Loss Ratio3.67

MTD2.72%
3M2.36%
6M8.65%
YTD1.76%
1Y8.71%
3Y (ann.)16.66%
5Y (ann.)18.15%
10Y (ann.)17.71%
All-time (ann.)19.89%

Best Day10.42%
Worst Day-19.9%
Best Month23.53%
Worst Month-26.22%
Best Year106.07%
Worst Year-28.99%

Avg. Drawdown-2.5%
Avg. Drawdown Days24
Recovery Factor4298.25
Ulcer Index1.0

Avg. Up Month4.17%
Avg. Down Month-3.44%
Win Days %54.44%
Win Month %66.73%
Win Quarter %74.71%
Win Year %88.37%
YearReturnCumulative
198027341.28%8.8622506943565e+81%
198131284.55%2.5457389874126986e+90%
198239037.76%3.8411964842021935e+103%
198372679.51%2.7225275241553767e+150%
198468962.73%2.8908684719560734e+146%
198585924.46%1.4030575838349243e+164%
1986126386.38%3.1302188908385087e+198%
1987190641.42%7.030356500673513e+236%
1988170155.96%3.9238597533152605e+226%
1989212972.6%1.2003065121227229e+247%
1990268759.56%1.4215923831025208e+271%
1991444138.18%inf%
1992624271.92%inf%
1993749829.2%inf%
1994797100.26%inf%
19951034257.23%inf%
19961361025.18%inf%
19971930419.69%inf%
19982572392.53%inf%
19993624522.56%inf%
20004477002.78%inf%
20014280799.55%inf%
20023896140.36%inf%
20033903984.46%inf%
20044844796.66%inf%
20055721005.77%inf%
20066715856.2%inf%
20077875844.89%inf%
20087428715.13%inf%
20095991849.16%inf%
20107424395.67%inf%
20119090489.69%inf%
201210678988.89%inf%
201313751075.57%inf%
201416689657.96%inf%
201519096717.98%inf%
201620473242.04%inf%
201725413095.71%inf%
201831991673.48%inf%
201934784631.22%inf%
202038553780.12%inf%
202149650340.37%inf%
202213883589.7%1.2215848127031104e+227%
StartedRecoveredDrawdownDays
2007-12-262011-02-01-49.811133
1987-10-061989-09-21-38.27716
2000-12-292004-10-05-37.201376
2020-02-202020-08-25-28.90187
1990-07-171991-01-25-26.02192
1986-07-031987-01-12-22.51193
1983-07-271985-02-13-22.29567
1998-07-201998-11-23-20.36126
1981-06-161982-07-12-19.69391
2000-03-242000-10-24-15.72214

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