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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 | % |
| 166.5 | 166.86 | 0.0 |
| 65.72 | 60.0 | -0.09 |
| 241.46 | 244.77 | 0.01 |
| 67.56 | 68.76 | 0.02 |
| 133.6 | 129.66 | -0.03 |
| 176.85 | 173.94 | -0.02 |
| 90.41 | 92.09 | 0.02 |
| 172.78 | 169.3 | -0.02 |
| 153.62 | 141.7 | -0.08 |
| 485.4 | 478.55 | -0.01 |
Evolución de la Cartera
Ligera subida esta semana en nuestra cartera
Asset a Comprar
| Asset | Cotizacion |
| 166.86 |
| 244.77 |
| 68.76 |
| 92.09 |
| 129.66 |
| 173.94 |
| 60.0 |
| 169.3 |
| 478.55 |
| 206.76 |
| Metric | Strategy |
|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
|
| Cumulative Return | 205,470.38% |
| CAGR﹪ | 19.72% |
|
| Sharpe | 1.03 |
| Prob. Sharpe Ratio | 100.0% |
| Smart Sharpe | 1.01 |
| Sortino | 1.5 |
| Smart Sortino | 1.45 |
| Sortino/√2 | 1.06 |
| Smart Sortino/√2 | 1.03 |
| Omega | 1.2 |
|
| Max Drawdown | -49.81% |
| Longest DD Days | 1376 |
| Volatility (ann.) | 19.18% |
| Calmar | 0.4 |
| Skew | -0.48 |
| Kurtosis | 13.12 |
|
| Expected Daily | 0.07% |
| Expected Monthly | 1.51% |
| Expected Yearly | 19.41% |
| Kelly Criterion | 9.23% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.91% |
| Expected Shortfall (cVaR) | -1.91% |
|
| Max Consecutive Wins | 13 |
| Max Consecutive Losses | 10 |
| Gain/Pain Ratio | 0.2 |
| Gain/Pain (1M) | 1.49 |
|
| Payoff Ratio | 1.01 |
| Profit Factor | 1.2 |
| Common Sense Ratio | 1.24 |
| CPC Index | 0.66 |
| Tail Ratio | 1.03 |
| Outlier Win Ratio | 3.68 |
| Outlier Loss Ratio | 3.66 |
|
| MTD | -1.89% |
| 3M | -0.36% |
| 6M | -2.27% |
| YTD | -4.44% |
| 1Y | -0.55% |
| 3Y (ann.) | 13.49% |
| 5Y (ann.) | 15.49% |
| 10Y (ann.) | 17.7% |
| All-time (ann.) | 19.72% |
|
| 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 | 4124.81 |
| Ulcer Index | 0.12 |
| Serenity Index | 978.59 |
|
| Avg. Up Month | 4.18% |
| Avg. Down Month | -3.41% |
| Win Days | 54.43% |
| Win Month | 66.4% |
| Win Quarter | 74.12% |
| Win Year | 86.05% |
| Year | Return | Cumulative |
|---|
| 1980 | 22.38% | 23.64% |
| 1981 | 0.55% | -0.32% |
| 1982 | 62.2% | 81.86% |
| 1983 | 32.22% | 36.01% |
| 1984 | -8.46% | -9.06% |
| 1985 | 41.38% | 50.05% |
| 1986 | 26.6% | 27.97% |
| 1987 | 30.63% | 27.14% |
| 1988 | 4.01% | 2.52% |
| 1989 | 35.48% | 40.79% |
| 1990 | 27.15% | 27.75% |
| 1991 | 74.73% | 105.94% |
| 1992 | 10.81% | 10.01% |
| 1993 | 14.91% | 14.95% |
| 1994 | 8.12% | 7.38% |
| 1995 | 37.39% | 44.1% |
| 1996 | 24.64% | 26.25% |
| 1997 | 33.79% | 37.3% |
| 1998 | 46.07% | 52.84% |
| 1999 | 29.94% | 31.53% |
| 2000 | 16.58% | 13.97% |
| 2001 | -14.64% | -15.28% |
| 2002 | -21.37% | -20.69% |
| 2003 | 35.42% | 39.48% |
| 2004 | 18.35% | 19.25% |
| 2005 | 12.41% | 12.23% |
| 2006 | 15.58% | 15.97% |
| 2007 | 19.64% | 20.26% |
| 2008 | -28.74% | -29.0% |
| 2009 | 17.43% | 14.77% |
| 2010 | 20.67% | 20.58% |
| 2011 | 12.8% | 11.48% |
| 2012 | 20.35% | 21.68% |
| 2013 | 30.8% | 35.0% |
| 2014 | 17.68% | 18.42% |
| 2015 | 9.73% | 8.66% |
| 2016 | 12.89% | 12.88% |
| 2017 | 29.12% | 33.31% |
| 2018 | 6.89% | 5.2% |
| 2019 | 19.78% | 21.02% |
| 2020 | 22.56% | 18.34% |
| 2021 | 17.05% | 17.31% |
| 2022 | -4.07% | -4.44% |
| 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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