Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
DWS |
180.51 | 179.75 | -0.42 |
DYW |
196.88 | 197.16 | 0.14 |
NWO |
142.06 | 142.06 | 0.0 |
XUF |
141.76 | 141.93 | 0.12 |
YAX |
161.58 | 161.58 | 0.0 |
ZTY |
193.62 | 193.62 | 0.0 |
JNE |
160.11 | 160.12 | 0.01 |
BAX |
188.39 | 188.39 | 0.0 |
THA |
614.35 | 614.35 | 0.0 |
NWQ |
186.37 | 186.37 | 0.0 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
DWS |
179.75 |
DYW |
197.16 |
NWO |
142.06 |
XUF |
141.93 |
YAX |
161.58 |
ZTY |
193.62 |
JNE |
160.12 |
BAX |
188.39 |
THA |
614.35 |
EOP |
150.98 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 1,814,292.61% |
| CAGR% | 131.64% |
| Sharpe | 3.43 |
| Sortino | 5.69 |
| Max Drawdown | -21.78% |
| Longest DD Days | 170 |
| Volatility (ann.) | 24.84% |
| Calmar | 6.04 |
| Skew | 0.08 |
| Kurtosis | 8.2 |
| Expected Daily % | 0.33% |
| Expected Monthly % | 7.2% |
| Expected Yearly % | 112.62% |
| Kelly Criterion | 32.6% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.24% |
| Expected Shortfall (cVaR) | -2.24% |
| Payoff Ratio | 1.02 |
| Profit Factor | 1.97 |
| Common Sense Ratio | 2.9 |
| CPC Index | 1.32 |
| Tail Ratio | 1.47 |
| Outlier Win Ratio | 5.0 |
| Outlier Loss Ratio | 3.79 |
| MTD | 6.57% |
| 3M | 33.27% |
| 6M | 24.49% |
| YTD | 27.66% |
| 1Y | 78.02% |
| 3Y (ann.) | 139.48% |
| 5Y (ann.) | 201.56% |
| 10Y (ann.) | 163.06% |
| All-time (ann.) | 131.64% |
| Best Day | 11.13% |
| Worst Day | -10.8% |
| Best Month | 46.08% |
| Worst Month | -14.79% |
| Best Year | 524.47% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.14% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 83295.42 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 10.55% |
| Avg. Down Month | -3.91% |
| Win Days % | 66.04% |
| Win Month % | 82.22% |
| Win Quarter % | 93.48% |
| 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 | 115.11% | 204.87% |
| 2017 | 188.33% | 524.47% |
| 2018 | 116.75% | 204.14% |
| 2019 | 155.4% | 342.96% |
| 2020 | 99.35% | 157.9% |
| 2021 | 60.84% | 76.71% |
| 2022 | 26.48% | 27.66% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-26 | 2022-03-11 | -21.78 | 105 |
| 2018-08-27 | 2019-01-10 | -18.20 | 136 |
| 2016-07-19 | 2016-09-01 | -13.29 | 44 |
| 2019-07-23 | 2019-08-29 | -12.85 | 37 |
| 2020-04-15 | 2020-05-22 | -11.60 | 37 |
| 2017-08-22 | 2017-09-01 | -11.34 | 10 |
| 2021-04-13 | 2021-05-19 | -11.18 | 36 |
| 2014-04-30 | 2014-10-17 | -11.00 | 170 |
| 2021-07-02 | 2021-10-05 | -10.27 | 95 |
| 2020-01-29 | 2020-03-18 | -10.09 | 49 |
0 Comentarios