Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
XUF |
141.14 | 141.52 | 0.27 |
DWS |
171.62 | 172.38 | 0.44 |
DYW |
194.51 | 195.74 | 0.63 |
FEG |
209.03 | 209.03 | 0.0 |
NWO |
144.33 | 143.22 | -0.77 |
ZTY |
194.36 | 194.23 | -0.07 |
UYZ |
268.48 | 272.62 | 1.54 |
NWQ |
183.37 | 183.3 | -0.04 |
FUU |
133.17 | 135.66 | 1.87 |
FIR |
202.91 | 203.41 | 0.25 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
XUF |
141.52 |
DWS |
172.38 |
DYW |
195.74 |
NWO |
143.22 |
SYO |
267.33 |
FEG |
209.03 |
UYZ |
272.62 |
ZTY |
194.23 |
EAC |
167.2 |
YAX |
157.17 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 2,089,159.47% |
| CAGR% | 135.25% |
| Sharpe | 3.47 |
| Sortino | 5.79 |
| Max Drawdown | -24.79% |
| Longest DD Days | 170 |
| Volatility (ann.) | 25.05% |
| Calmar | 5.46 |
| Skew | 0.2 |
| Kurtosis | 8.1 |
| Expected Daily % | 0.33% |
| Expected Monthly % | 7.31% |
| Expected Yearly % | 114.93% |
| Kelly Criterion | 33.01% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.25% |
| Expected Shortfall (cVaR) | -2.25% |
| Payoff Ratio | 1.01 |
| Profit Factor | 1.99 |
| Common Sense Ratio | 2.92 |
| CPC Index | 1.33 |
| Tail Ratio | 1.47 |
| Outlier Win Ratio | 5.11 |
| Outlier Loss Ratio | 3.74 |
| MTD | 0.68% |
| 3M | 10.42% |
| 6M | 27.83% |
| YTD | 9.96% |
| 1Y | 51.72% |
| 3Y (ann.) | 145.13% |
| 5Y (ann.) | 212.87% |
| 10Y (ann.) | 167.21% |
| All-time (ann.) | 135.25% |
| Best Day | 12.42% |
| Worst Day | -10.8% |
| Best Month | 47.99% |
| Worst Month | -17.18% |
| Best Year | 535.64% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.12% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 84271.97 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 10.5% |
| Avg. Down Month | -3.57% |
| Win Days % | 66.36% |
| Win Month % | 82.96% |
| Win Quarter % | 91.3% |
| Win Year % | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2010 | 0.0% | 0.0% |
| 2011 | 9.4% | 9.26% |
| 2012 | 21.36% | 23.16% |
| 2013 | 40.54% | 48.79% |
| 2014 | 33.69% | 38.6% |
| 2015 | 151.69% | 338.15% |
| 2016 | 119.22% | 218.16% |
| 2017 | 190.24% | 535.64% |
| 2018 | 120.85% | 215.88% |
| 2019 | 156.69% | 346.98% |
| 2020 | 109.43% | 183.99% |
| 2021 | 69.5% | 92.69% |
| 2022 | 10.92% | 9.96% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2018-08-27 | 2019-01-30 | -24.79 | 156 |
| 2021-11-26 | 2022-03-11 | -19.18 | 105 |
| 2019-07-23 | 2019-09-09 | -13.38 | 48 |
| 2021-08-05 | 2021-10-01 | -12.04 | 57 |
| 2020-04-15 | 2020-05-21 | -11.19 | 36 |
| 2021-04-13 | 2021-05-13 | -11.18 | 30 |
| 2020-02-24 | 2020-03-18 | -11.15 | 23 |
| 2014-04-30 | 2014-10-17 | -11.00 | 170 |
| 2017-08-22 | 2017-09-04 | -10.58 | 13 |
| 2020-01-29 | 2020-02-19 | -10.09 | 21 |
0 Comentarios