Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
DWS |
180.51 | 179.75 | -0.42 |
DYW |
196.88 | 197.16 | 0.14 |
ZTY |
193.62 | 193.62 | 0.0 |
XNR |
67.04 | 67.08 | 0.06 |
BAX |
188.39 | 188.39 | 0.0 |
FFV |
143.69 | 143.69 | 0.0 |
BZC |
147.35 | 147.35 | 0.0 |
ZXW |
150.95 | 150.95 | 0.0 |
XNO |
98.62 | 98.62 | 0.0 |
THA |
614.35 | 614.35 | 0.0 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
DWS |
179.75 |
DYW |
197.16 |
ZTY |
193.62 |
OOS |
131.03 |
XNO |
98.62 |
XNR |
67.08 |
BAX |
188.39 |
THA |
614.35 |
BZC |
147.35 |
EOP |
150.98 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 955,137.67% |
| CAGR% | 119.25% |
| Sharpe | 3.2 |
| Sortino | 5.2 |
| Max Drawdown | -33.06% |
| Longest DD Days | 170 |
| Volatility (ann.) | 24.96% |
| Calmar | 3.61 |
| Skew | -0.09 |
| Kurtosis | 7.5 |
| Expected Daily % | 0.3% |
| Expected Monthly % | 6.72% |
| Expected Yearly % | 102.38% |
| Kelly Criterion | 30.11% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.27% |
| Expected Shortfall (cVaR) | -2.27% |
| Payoff Ratio | 1.0 |
| Profit Factor | 1.86 |
| Common Sense Ratio | 2.56 |
| CPC Index | 1.21 |
| Tail Ratio | 1.38 |
| Outlier Win Ratio | 4.82 |
| Outlier Loss Ratio | 3.56 |
| MTD | 13.33% |
| 3M | 31.47% |
| 6M | 7.39% |
| YTD | 39.95% |
| 1Y | 61.05% |
| 3Y (ann.) | 104.87% |
| 5Y (ann.) | 169.57% |
| 10Y (ann.) | 146.72% |
| All-time (ann.) | 119.25% |
| Best Day | 12.41% |
| Worst Day | -12.49% |
| Best Month | 50.9% |
| Worst Month | -16.07% |
| Best Year | 367.78% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.29% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 28893.94 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 9.61% |
| Avg. Down Month | -3.85% |
| Win Days % | 65.13% |
| 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 | 119.33% | 218.44% |
| 2017 | 154.85% | 351.31% |
| 2018 | 148.82% | 318.27% |
| 2019 | 130.09% | 243.65% |
| 2020 | 80.3% | 113.87% |
| 2021 | 22.66% | 19.01% |
| 2022 | 35.13% | 39.95% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-17 | 2022-04-18 | -33.06 | 152 |
| 2020-03-12 | 2020-06-19 | -15.91 | 99 |
| 2021-03-10 | 2021-07-29 | -15.65 | 141 |
| 2019-09-20 | 2019-10-25 | -15.34 | 35 |
| 2018-10-30 | 2018-11-19 | -12.58 | 20 |
| 2019-02-15 | 2019-03-12 | -11.57 | 25 |
| 2014-04-30 | 2014-10-17 | -11.00 | 170 |
| 2018-08-24 | 2018-10-26 | -10.78 | 63 |
| 2020-11-27 | 2020-12-10 | -10.29 | 13 |
| 2016-06-24 | 2016-08-25 | -10.24 | 62 |
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