Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
DYW |
195.81 | 195.74 | -0.04 |
XNO |
98.62 | 98.62 | 0.0 |
DWS |
172.77 | 172.38 | -0.23 |
XNR |
66.16 | 64.98 | -1.78 |
FEG |
209.03 | 209.03 | 0.0 |
UYZ |
271.69 | 272.62 | 0.34 |
JKY |
102.35 | 103.65 | 1.27 |
ZXW |
150.95 | 150.95 | 0.0 |
XMJ |
85.12 | 84.96 | -0.19 |
LXM |
89.9 | 91.94 | 2.27 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
DWS |
172.38 |
DYW |
195.74 |
XNO |
98.62 |
XNR |
64.98 |
SYO |
267.36 |
FEG |
209.03 |
UYZ |
272.62 |
ZTY |
194.23 |
XMJ |
84.96 |
EAC |
167.2 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 935,732.21% |
| CAGR﹪ | 120.12% |
| Sharpe | 3.23 |
| Smart Sharpe | 3.22 |
| Sortino | 5.23 |
| Smart Sortino | 5.23 |
| Sortino/√2 | 3.7 |
| Smart Sortino/√2 | 3.7 |
| Omega | 1.86 |
| Max Drawdown | -40.25% |
| Longest DD Days | 170 |
| Volatility (ann.) | 24.89% |
| Calmar | 2.98 |
| Skew | -0.12 |
| Kurtosis | 7.61 |
| Expected Daily % | 0.31% |
| Expected Monthly % | 6.75% |
| Expected Yearly % | 102.06% |
| Kelly Criterion | 30.19% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.26% |
| Expected Shortfall (cVaR) | -2.26% |
| Gain/Pain Ratio | 0.86 |
| Gain/Pain (1M) | 11.31 |
| Payoff Ratio | 0.99 |
| Profit Factor | 1.86 |
| Common Sense Ratio | 2.57 |
| CPC Index | 1.2 |
| Tail Ratio | 1.38 |
| Outlier Win Ratio | 4.71 |
| Outlier Loss Ratio | 3.53 |
| MTD | 5.96% |
| 3M | 7.36% |
| 6M | 0.02% |
| YTD | 15.6% |
| 1Y | 21.58% |
| 3Y (ann.) | 98.3% |
| 5Y (ann.) | 169.74% |
| 10Y (ann.) | 146.69% |
| All-time (ann.) | 120.12% |
| Best Day | 12.41% |
| Worst Day | -13.45% |
| Best Month | 50.9% |
| Worst Month | -15.71% |
| Best Year | 392.59% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.34% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 23250.85 |
| Ulcer Index | 0.06 |
| Serenity Index | 22129.38 |
| Avg. Up Month | 9.7% |
| Avg. Down Month | -3.97% |
| Win Days % | 65.24% |
| Win Month % | 83.58% |
| Win Quarter % | 93.33% |
| 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 | 158.87% | 367.78% |
| 2016 | 124.67% | 235.9% |
| 2017 | 163.55% | 392.59% |
| 2018 | 140.51% | 286.37% |
| 2019 | 138.56% | 273.7% |
| 2020 | 82.42% | 118.48% |
| 2021 | 23.24% | 19.47% |
| 2022 | 15.72% | 15.6% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-17 | 2022-03-18 | -40.25 | 121 |
| 2021-03-10 | 2021-06-21 | -15.65 | 103 |
| 2019-09-20 | 2019-10-25 | -15.34 | 35 |
| 2020-04-27 | 2020-06-03 | -13.79 | 37 |
| 2018-08-24 | 2018-10-26 | -11.84 | 63 |
| 2014-04-30 | 2014-10-17 | -11.00 | 170 |
| 2019-02-15 | 2019-03-06 | -10.38 | 19 |
| 2020-11-27 | 2020-12-10 | -10.29 | 13 |
| 2017-05-19 | 2017-06-14 | -9.74 | 26 |
| 2019-04-01 | 2019-04-25 | -9.41 | 24 |
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