Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
DWS |
171.62 | 172.38 | 0.44 |
DYW |
194.51 | 195.74 | 0.63 |
XNO |
98.62 | 98.62 | 0.0 |
XNR |
66.54 | 64.98 | -2.34 |
ZXW |
150.95 | 150.95 | 0.0 |
LXM |
88.03 | 91.94 | 4.44 |
FEG |
209.03 | 209.03 | 0.0 |
ZTY |
194.36 | 194.23 | -0.07 |
UYZ |
268.48 | 272.62 | 1.54 |
NWQ |
183.37 | 183.3 | -0.04 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
DWS |
172.38 |
DYW |
195.74 |
XNO |
98.62 |
XNR |
64.98 |
SYO |
267.33 |
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 | 946,373.96% |
| CAGR% | 119.77% |
| Sharpe | 3.18 |
| Sortino | 5.15 |
| Max Drawdown | -37.62% |
| Longest DD Days | 170 |
| Volatility (ann.) | 25.21% |
| Calmar | 3.18 |
| Skew | -0.16 |
| Kurtosis | 8.22 |
| Expected Daily % | 0.31% |
| Expected Monthly % | 6.71% |
| Expected Yearly % | 102.23% |
| Kelly Criterion | 30.04% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.29% |
| Expected Shortfall (cVaR) | -2.29% |
| Payoff Ratio | 0.99 |
| Profit Factor | 1.86 |
| Common Sense Ratio | 2.59 |
| CPC Index | 1.2 |
| Tail Ratio | 1.39 |
| Outlier Win Ratio | 4.74 |
| Outlier Loss Ratio | 3.5 |
| MTD | 0.31% |
| 3M | 19.71% |
| 6M | -4.06% |
| YTD | 19.44% |
| 1Y | 24.89% |
| 3Y (ann.) | 92.24% |
| 5Y (ann.) | 171.64% |
| 10Y (ann.) | 146.87% |
| All-time (ann.) | 119.77% |
| Best Day | 12.41% |
| Worst Day | -13.45% |
| Best Month | 50.9% |
| Worst Month | -15.27% |
| Best Year | 393.09% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.24% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 25155.55 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 9.62% |
| Avg. Down Month | -3.91% |
| Win Days % | 65.15% |
| Win Month % | 83.7% |
| 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 | 158.87% | 367.78% |
| 2016 | 118.67% | 215.9% |
| 2017 | 163.97% | 393.09% |
| 2018 | 149.45% | 319.63% |
| 2019 | 130.18% | 243.4% |
| 2020 | 85.86% | 126.47% |
| 2021 | 23.72% | 20.08% |
| 2022 | 19.03% | 19.44% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-17 | 2022-04-01 | -37.62 | 135 |
| 2021-03-10 | 2021-06-22 | -15.65 | 104 |
| 2019-09-20 | 2019-10-25 | -15.34 | 35 |
| 2018-08-24 | 2018-10-29 | -14.52 | 66 |
| 2018-10-30 | 2018-11-22 | -14.31 | 23 |
| 2020-04-27 | 2020-06-03 | -12.62 | 37 |
| 2018-12-28 | 2019-01-28 | -11.05 | 31 |
| 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 |
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