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Seguimiento Sistemas SP500 semana 15 2022

Sistemas Seleccionados

Accion Cum
Return
CAGR% Sharpe Sor
tino
Max
Draw
Profit
Factor
Reco
very
Factor
Ulcer
Index
Sistema SPY 1 96.4 0.24 1.08 1.77 -0.29 1.34 327.6 inf
Sistema SPY 2 489.8 0.33 1.46 2.41 -0.22 1.42 2269.04 1.0
Sistema SPY 3 49.82 0.2 0.99 1.46 -0.3 1.22 165.85 1.0
Sistema SPY 4 28.72 0.17 0.89 1.35 -0.27 1.24 107.97 1.0
Sistema SPY 5 25.92 0.17 1.03 1.59 -0.28 1.3 91.11 inf
Sistema SPY 6 128.66 0.25 1.12 1.73 -0.32 1.28 396.82 1.0
Sistema SPY 7 96.4 0.24 1.08 1.77 -0.29 1.34 327.6 inf
Sistema SPY 8 37.66 0.19 1.07 1.61 -0.27 1.26 138.74 1.0

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