Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
XUF |
141.63 | 141.52 | -0.08 |
DYW |
195.81 | 195.88 | 0.04 |
DWS |
172.77 | 172.38 | -0.23 |
NWO |
142.38 | 143.22 | 0.59 |
FEG |
209.03 | 209.03 | 0.0 |
UYZ |
271.69 | 272.62 | 0.34 |
ZTY |
194.36 | 194.23 | -0.07 |
NWQ |
184.3 | 183.3 | -0.54 |
YKA |
147.45 | 145.8 | -1.12 |
THA |
586.96 | 586.96 | 0.0 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
XUF |
141.52 |
DWS |
172.38 |
DYW |
195.88 |
NWO |
143.22 |
SYO |
267.49 |
FEG |
209.03 |
UYZ |
272.62 |
ZTY |
194.23 |
EAC |
166.97 |
EOP |
150.98 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 2,111,276.95% |
| CAGR% | 135.47% |
| Sharpe | 3.57 |
| Sortino | 5.98 |
| Max Drawdown | -22.91% |
| Longest DD Days | 170 |
| Volatility (ann.) | 24.33% |
| Calmar | 5.91 |
| Skew | 0.14 |
| Kurtosis | 7.82 |
| Expected Daily % | 0.33% |
| Expected Monthly % | 7.37% |
| Expected Yearly % | 115.11% |
| Kelly Criterion | 33.68% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.18% |
| Expected Shortfall (cVaR) | -2.18% |
| Payoff Ratio | 1.02 |
| Profit Factor | 2.03 |
| Common Sense Ratio | 3.07 |
| CPC Index | 1.37 |
| Tail Ratio | 1.52 |
| Outlier Win Ratio | 4.98 |
| Outlier Loss Ratio | 3.81 |
| MTD | 9.08% |
| 3M | 16.65% |
| 6M | 41.49% |
| YTD | 18.73% |
| 1Y | 76.52% |
| 3Y (ann.) | 149.56% |
| 5Y (ann.) | 215.62% |
| 10Y (ann.) | 167.54% |
| All-time (ann.) | 135.47% |
| Best Day | 11.13% |
| Worst Day | -10.8% |
| Best Month | 36.64% |
| Worst Month | -13.26% |
| Best Year | 608.17% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.06% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 92135.87 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 10.95% |
| Avg. Down Month | -2.98% |
| Win Days % | 66.53% |
| Win Month % | 79.85% |
| Win Quarter % | 91.11% |
| Win Year % | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2010 | 0.0% | 0.0% |
| 2011 | 10.04% | 9.96% |
| 2012 | 21.33% | 23.13% |
| 2013 | 40.4% | 48.58% |
| 2014 | 36.76% | 42.87% |
| 2015 | 147.07% | 318.51% |
| 2016 | 123.24% | 231.42% |
| 2017 | 200.38% | 608.17% |
| 2018 | 102.87% | 164.1% |
| 2019 | 157.42% | 353.53% |
| 2020 | 103.09% | 168.48% |
| 2021 | 71.49% | 95.89% |
| 2022 | 18.4% | 18.73% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2018-08-27 | 2019-01-29 | -22.91 | 155 |
| 2020-04-14 | 2020-06-01 | -13.03 | 48 |
| 2021-08-03 | 2021-09-30 | -12.93 | 58 |
| 2020-02-03 | 2020-03-17 | -12.30 | 43 |
| 2021-11-25 | 2022-02-23 | -12.14 | 90 |
| 2018-06-29 | 2018-07-16 | -11.89 | 17 |
| 2021-03-18 | 2021-05-12 | -11.84 | 55 |
| 2019-06-13 | 2019-07-02 | -11.08 | 19 |
| 2014-04-29 | 2014-10-16 | -11.00 | 170 |
| 2019-07-22 | 2019-08-27 | -10.46 | 36 |
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