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En pánico hemos caído sólo el 6%, no está mal. Los resultados son los siguientes:
Resultados Semana Anterior
| Asset | Compra | Venta | % |
| 156.67 | 170.69 | 0.09 |
| 64.61 | 64.74 | 0.0 |
| 66.5 | 67.93 | 0.02 |
| 160.55 | 156.0 | -0.03 |
| 180.46 | 176.37 | -0.02 |
| 233.19 | 236.5 | 0.01 |
| 132.21 | 137.67 | 0.04 |
| 508.55 | 499.62 | -0.02 |
| 171.06 | 171.64 | 0.0 |
| 152.44 | 149.56 | -0.02 |
Evolución de la Cartera
Ligera subida esta semana en nuestra cartera
Asset a Comprar
| Asset | Cotizacion |
| 170.69 |
| 64.74 |
| 67.93 |
| 137.67 |
| 236.5 |
| 176.37 |
| 171.64 |
| 499.62 |
| 156.0 |
| 214.65 |
| Metric | Strategy |
|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
|
| Cumulative Return | 211,148.39% |
| CAGR% | 19.81% |
| Sharpe | 1.04 |
| Sortino | 1.5 |
| Max Drawdown | -49.81% |
| Longest DD Days | 1376 |
| Volatility (ann.) | 19.18% |
| Calmar | 0.4 |
| Skew | -0.48 |
| Kurtosis | 13.14 |
|
| Expected Daily % | 0.07% |
| Expected Monthly % | 1.52% |
| Expected Yearly % | 19.49% |
| Kelly Criterion | 9.27% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.91% |
| Expected Shortfall (cVaR) | -1.91% |
|
| Payoff Ratio | 1.01 |
| Profit Factor | 1.21 |
| Common Sense Ratio | 1.25 |
| CPC Index | 0.66 |
| Tail Ratio | 1.03 |
| Outlier Win Ratio | 3.68 |
| Outlier Loss Ratio | 3.67 |
|
| MTD | 0.82% |
| 3M | -0.15% |
| 6M | -0.49% |
| YTD | -1.8% |
| 1Y | 3.55% |
| 3Y (ann.) | 15.47% |
| 5Y (ann.) | 16.52% |
| 10Y (ann.) | 17.55% |
| All-time (ann.) | 19.81% |
|
| Best Day | 10.42% |
| Worst Day | -19.9% |
| Best Month | 23.53% |
| Worst Month | -25.43% |
| Best Year | 105.94% |
| Worst Year | -29.0% |
|
| Avg. Drawdown | -2.51% |
| Avg. Drawdown Days | 24 |
| Recovery Factor | 4238.79 |
| Ulcer Index | 1.0 |
|
| Avg. Up Month | 4.17% |
| Avg. Down Month | -3.42% |
| Win Days % | 54.43% |
| Win Month % | 66.6% |
| Win Quarter % | 74.12% |
| Win Year % | 86.05% |
| Year | Return | Cumulative |
|---|
| 1980 | 27330.56% | 8.44010772760896e+81% |
| 1981 | 31245.69% | 2.141913417212019e+90% |
| 1982 | 38943.28% | 2.684313476855018e+103% |
| 1983 | 72448.36% | 1.5022373267607504e+150% |
| 1984 | 68735.76% | 1.5750868926450323e+146% |
| 1985 | 85586.33% | 6.663447346539913e+163% |
| 1986 | 126902.65% | 6.989225418352026e+198% |
| 1987 | 193662.26% | 2.402426902318047e+238% |
| 1988 | 173993.01% | 5.3823495849791565e+228% |
| 1989 | 218664.6% | 4.592244704886275e+249% |
| 1990 | 275762.8% | 5.437596493471275e+273% |
| 1991 | 456248.56% | inf% |
| 1992 | 640793.06% | inf% |
| 1993 | 772124.58% | inf% |
| 1994 | 819087.03% | inf% |
| 1995 | 1058561.94% | inf% |
| 1996 | 1392783.37% | inf% |
| 1997 | 1974874.62% | inf% |
| 1998 | 2629691.06% | inf% |
| 1999 | 3704018.77% | inf% |
| 2000 | 4574115.74% | inf% |
| 2001 | 4368887.63% | inf% |
| 2002 | 3960597.74% | inf% |
| 2003 | 3969852.34% | inf% |
| 2004 | 4944558.09% | inf% |
| 2005 | 5808812.5% | inf% |
| 2006 | 6799120.7% | inf% |
| 2007 | 7970189.2% | inf% |
| 2008 | 7533280.77% | inf% |
| 2009 | 6074681.09% | inf% |
| 2010 | 7527472.16% | inf% |
| 2011 | 9228746.48% | inf% |
| 2012 | 10840873.87% | inf% |
| 2013 | 13957300.39% | inf% |
| 2014 | 16935680.93% | inf% |
| 2015 | 19377478.9% | inf% |
| 2016 | 20903838.47% | inf% |
| 2017 | 25981689.62% | inf% |
| 2018 | 32705165.34% | inf% |
| 2019 | 35555704.93% | inf% |
| 2020 | 39407477.49% | inf% |
| 2021 | 50746931.14% | inf% |
| 2022 | 18274801.83% | 1.12106816345206e+291% |
| Started | Recovered | Drawdown | Days |
|---|
| 2007-12-26 | 2011-02-01 | -49.81 | 1133 |
| 1987-10-06 | 1989-09-28 | -38.27 | 723 |
| 2000-12-29 | 2004-10-05 | -37.60 | 1376 |
| 2020-02-20 | 2020-08-25 | -28.90 | 187 |
| 1990-07-17 | 1991-01-25 | -26.02 | 192 |
| 1986-07-03 | 1987-01-12 | -22.54 | 193 |
| 1983-07-27 | 1985-02-13 | -22.19 | 567 |
| 1998-07-20 | 1998-11-23 | -20.36 | 126 |
| 1981-06-16 | 1982-07-12 | -19.70 | 391 |
| 2000-03-24 | 2000-10-24 | -15.72 | 214 |
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