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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 | % |
| 243.12 | 252.02 | 0.04 |
| 178.19 | 182.12 | 0.02 |
| 226.36 | 216.98 | -0.04 |
| 43.86 | 45.42 | 0.04 |
| 219.77 | 217.03 | -0.01 |
| 174.31 | 170.09 | -0.02 |
| 51.49 | 53.53 | 0.04 |
| 185.25 | 184.86 | -0.0 |
| 133.52 | 128.15 | -0.04 |
| 64.18 | 61.68 | -0.04 |
Evolución de la Cartera
Ligera subida esta semana en nuestra cartera
Asset a Comprar
| Asset | Cotizacion |
| 252.02 |
| 182.12 |
| 216.98 |
| 217.03 |
| 45.42 |
| 170.09 |
| 53.53 |
| 184.86 |
| 128.15 |
| 61.68 |
| Metric | Strategy |
|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
|
| Cumulative Return | 244,480.67% |
| CAGR% | 20.27% |
|
| Sharpe | 1.04 |
| Sortino | 1.52 |
| Sortino/√2 | 1.08 |
|
| Max Drawdown | -47.39% |
| Longest DD Days | 1744 |
| Volatility (ann.) | 19.49% |
| Calmar | 0.43 |
| Skew | -0.32 |
| Kurtosis | 14.1 |
|
| Expected Daily % | 0.07% |
| Expected Monthly % | 1.55% |
| Expected Yearly % | 19.89% |
| Kelly Criterion | 9.39% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.94% |
| Expected Shortfall (cVaR) | -1.94% |
|
| Gain/Pain Ratio | 0.21 |
| Gain/Pain (1M) | 1.44 |
|
| Payoff Ratio | 1.02 |
| Profit Factor | 1.21 |
| Common Sense Ratio | 1.27 |
| CPC Index | 0.67 |
| Tail Ratio | 1.05 |
| Outlier Win Ratio | 3.84 |
| Outlier Loss Ratio | 3.83 |
|
| MTD | 0.06% |
| 3M | -7.52% |
| 6M | -4.32% |
| YTD | -5.53% |
| 1Y | -4.28% |
| 3Y (ann.) | 7.25% |
| 5Y (ann.) | 13.56% |
| 10Y (ann.) | 14.16% |
| All-time (ann.) | 20.27% |
|
| Best Day | 12.84% |
| Worst Day | -19.87% |
| Best Month | 22.47% |
| Worst Month | -29.57% |
| Best Year | 60.88% |
| Worst Year | -28.2% |
|
| Avg. Drawdown | -2.46% |
| Avg. Drawdown Days | 24 |
| Recovery Factor | 5158.58 |
| Ulcer Index | 1.0 |
|
| Avg. Up Month | 4.48% |
| Avg. Down Month | -3.42% |
| Win Days % | 54.2% |
| Win Month % | 64.57% |
| Win Quarter % | 77.06% |
| Win Year % | 86.05% |
| Year | Return | Cumulative |
|---|
| 1980 | 27291.73% | 7.11934388217209e+81% |
| 1981 | 31122.41% | 1.2429918533019004e+90% |
| 1982 | 36070.08% | 7.832442015984745e+98% |
| 1983 | 56270.4% | 2.647580873662049e+130% |
| 1984 | 56315.51% | 3.8364842149762046e+130% |
| 1985 | 79835.74% | 7.478443918627749e+157% |
| 1986 | 128262.43% | 6.412459541961286e+199% |
| 1987 | 204753.94% | 3.9678500056340125e+243% |
| 1988 | 198945.23% | 4.469970781776688e+241% |
| 1989 | 282669.4% | 9.752381402140934e+274% |
| 1990 | 380486.4% | inf% |
| 1991 | 580025.49% | inf% |
| 1992 | 788152.53% | inf% |
| 1993 | 928173.15% | inf% |
| 1994 | 1065521.28% | inf% |
| 1995 | 1461309.26% | inf% |
| 1996 | 2108136.12% | inf% |
| 1997 | 2787299.31% | inf% |
| 1998 | 3649620.63% | inf% |
| 1999 | 4869418.57% | inf% |
| 2000 | 4593681.09% | inf% |
| 2001 | 4074817.97% | inf% |
| 2002 | 3728393.83% | inf% |
| 2003 | 4136654.7% | inf% |
| 2004 | 5267098.87% | inf% |
| 2005 | 5988879.5% | inf% |
| 2006 | 6649329.02% | inf% |
| 2007 | 8511245.37% | inf% |
| 2008 | 7950136.0% | inf% |
| 2009 | 7948384.37% | inf% |
| 2010 | 10768803.77% | inf% |
| 2011 | 13400085.59% | inf% |
| 2012 | 15869354.65% | inf% |
| 2013 | 19332787.14% | inf% |
| 2014 | 22931372.0% | inf% |
| 2015 | 26826700.34% | inf% |
| 2016 | 29121910.43% | inf% |
| 2017 | 35075094.61% | inf% |
| 2018 | 42826703.04% | inf% |
| 2019 | 51171294.85% | inf% |
| 2020 | 50981489.53% | inf% |
| 2021 | 64338967.72% | inf% |
| 2022 | 17038736.9% | 1.3243333605530268e+233% |
| Started | Recovered | Drawdown | Days |
|---|
| 1999-04-28 | 2004-02-05 | -47.39 | 1744 |
| 2007-12-26 | 2009-11-25 | -44.63 | 700 |
| 1987-10-06 | 1989-04-28 | -37.90 | 570 |
| 2020-01-03 | 2020-12-04 | -33.61 | 336 |
| 1998-07-20 | 1998-12-29 | -25.30 | 162 |
| 1990-07-17 | 1991-01-17 | -23.90 | 184 |
| 1981-06-16 | 1982-05-07 | -20.80 | 325 |
| 1983-07-27 | 1984-12-18 | -19.93 | 510 |
| 1986-06-02 | 1987-01-05 | -18.51 | 217 |
| 2011-07-08 | 2012-01-05 | -14.78 | 181 |
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