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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 | % |
| 238.79 | 243.12 | 0.02 |
| 47.12 | 43.86 | -0.07 |
| 176.92 | 178.19 | 0.01 |
| 218.43 | 226.36 | 0.04 |
| 174.72 | 174.31 | -0.0 |
| 223.36 | 219.77 | -0.02 |
| 51.28 | 52.12 | 0.02 |
| 64.7 | 64.18 | -0.01 |
| 187.75 | 185.25 | -0.01 |
| 133.7 | 133.52 | -0.0 |
Evolución de la Cartera
Ligera subida esta semana en nuestra cartera
Asset a Comprar
| Asset | Cotizacion |
| 243.12 |
| 178.19 |
| 226.36 |
| 43.86 |
| 219.77 |
| 174.31 |
| 52.12 |
| 185.25 |
| 133.52 |
| 64.18 |
| Metric | Strategy |
|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 99.0% |
|
| Cumulative Return | 194,669.89% |
| CAGR% | 19.63% |
| Sharpe | 1.03 |
| Sortino | 1.5 |
| Max Drawdown | -49.81% |
| Longest DD Days | 1376 |
| Volatility (ann.) | 19.12% |
| Calmar | 0.39 |
| Skew | -0.48 |
| Kurtosis | 13.36 |
|
| Expected Daily % | 0.07% |
| Expected Monthly % | 1.5% |
| Expected Yearly % | 19.26% |
| Kelly Criterion | 9.29% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.9% |
| Expected Shortfall (cVaR) | -1.9% |
|
| Payoff Ratio | 1.01 |
| Profit Factor | 1.21 |
| Common Sense Ratio | 1.25 |
| CPC Index | 0.66 |
| Tail Ratio | 1.04 |
| Outlier Win Ratio | 3.75 |
| Outlier Loss Ratio | 3.66 |
|
| MTD | 0.62% |
| 3M | -0.83% |
| 6M | 7.01% |
| YTD | -0.32% |
| 1Y | 7.04% |
| 3Y (ann.) | 16.42% |
| 5Y (ann.) | 17.62% |
| 10Y (ann.) | 17.44% |
| All-time (ann.) | 19.63% |
|
| 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 | -2.52% |
| Avg. Drawdown Days | 24 |
| Recovery Factor | 3908.61 |
| Ulcer Index | 1.0 |
|
| Avg. Up Month | 4.18% |
| Avg. Down Month | -3.46% |
| Win Days % | 54.5% |
| Win Month % | 66.73% |
| Win Quarter % | 75.0% |
| Win Year % | 86.05% |
| Year | Return | Cumulative |
|---|
| 1980 | 25980.54% | 1.4132651001036402e+79% |
| 1981 | 29044.6% | 9.338086110157225e+85% |
| 1982 | 36242.69% | 5.741413451754492e+98% |
| 1983 | 67475.72% | 2.8306378256177304e+144% |
| 1984 | 64025.06% | 3.560769811318517e+140% |
| 1985 | 79772.3% | 8.359283935357283e+157% |
| 1986 | 117337.13% | 5.5524599458902626e+191% |
| 1987 | 176991.57% | 4.8512798277159146e+229% |
| 1988 | 157972.81% | 3.3355624921759665e+219% |
| 1989 | 197723.64% | 7.080234420644919e+239% |
| 1990 | 249516.26% | 5.263393847602956e+263% |
| 1991 | 412337.71% | inf% |
| 1992 | 579573.81% | inf% |
| 1993 | 696140.98% | inf% |
| 1994 | 740027.03% | inf% |
| 1995 | 960202.88% | inf% |
| 1996 | 1263573.18% | inf% |
| 1997 | 1792196.68% | inf% |
| 1998 | 2388203.15% | inf% |
| 1999 | 3364999.4% | inf% |
| 2000 | 4156440.07% | inf% |
| 2001 | 3974284.65% | inf% |
| 2002 | 3617164.91% | inf% |
| 2003 | 3624447.6% | inf% |
| 2004 | 4497895.26% | inf% |
| 2005 | 5311367.02% | inf% |
| 2006 | 6234983.9% | inf% |
| 2007 | 7311912.45% | inf% |
| 2008 | 6896795.71% | inf% |
| 2009 | 5562813.54% | inf% |
| 2010 | 6892783.77% | inf% |
| 2011 | 8439577.76% | inf% |
| 2012 | 9914332.94% | inf% |
| 2013 | 12766449.37% | inf% |
| 2014 | 15494622.1% | inf% |
| 2015 | 17729330.9% | inf% |
| 2016 | 19007287.34% | inf% |
| 2017 | 23593430.1% | inf% |
| 2018 | 29700963.63% | inf% |
| 2019 | 32293937.17% | inf% |
| 2020 | 35793203.4% | inf% |
| 2021 | 46095213.55% | inf% |
| 2022 | 11907834.94% | 2.679074710356945e+208% |
| 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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