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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 | % |
| 132.21 | 137.67 | 0.04 |
| 233.19 | 236.5 | 0.01 |
| 213.13 | 202.82 | -0.05 |
| 180.46 | 176.37 | -0.02 |
| 157.42 | 157.28 | -0.0 |
| 66.5 | 67.93 | 0.02 |
| 124.7 | 114.49 | -0.08 |
| 152.44 | 149.56 | -0.02 |
| 210.54 | 214.65 | 0.02 |
| 277.52 | 274.73 | -0.01 |
Evolución de la Cartera
Ligera subida esta semana en nuestra cartera
Asset a Comprar
| Asset | Cotizacion |
| 137.67 |
| 236.5 |
| 202.82 |
| 176.37 |
| 67.93 |
| 157.28 |
| 114.49 |
| 149.56 |
| 214.65 |
| 156.0 |
| Metric | Strategy |
|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
|
| Cumulative Return | 223,044.66% |
| CAGR% | 19.97% |
| Sharpe | 1.03 |
| Sortino | 1.5 |
| Max Drawdown | -47.44% |
| Longest DD Days | 1744 |
| Volatility (ann.) | 19.51% |
| Calmar | 0.42 |
| Skew | -0.33 |
| Kurtosis | 14.03 |
|
| Expected Daily % | 0.07% |
| Expected Monthly % | 1.53% |
| Expected Yearly % | 19.64% |
| Kelly Criterion | 9.27% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.94% |
| Expected Shortfall (cVaR) | -1.94% |
|
| Payoff Ratio | 1.02 |
| Profit Factor | 1.21 |
| Common Sense Ratio | 1.26 |
| CPC Index | 0.67 |
| Tail Ratio | 1.04 |
| Outlier Win Ratio | 3.84 |
| Outlier Loss Ratio | 3.82 |
|
| MTD | -0.88% |
| 3M | -11.11% |
| 6M | -14.79% |
| YTD | -11.09% |
| 1Y | -12.03% |
| 3Y (ann.) | 4.28% |
| 5Y (ann.) | 11.28% |
| 10Y (ann.) | 13.62% |
| All-time (ann.) | 19.97% |
|
| Best Day | 12.84% |
| Worst Day | -19.87% |
| Best Month | 22.44% |
| Worst Month | -29.57% |
| Best Year | 60.37% |
| Worst Year | -28.2% |
|
| Avg. Drawdown | -2.47% |
| Avg. Drawdown Days | 24 |
| Recovery Factor | 4701.28 |
| Ulcer Index | 1.0 |
|
| Avg. Up Month | 4.5% |
| Avg. Down Month | -3.4% |
| Win Days % | 54.16% |
| Win Month % | 64.05% |
| Win Quarter % | 76.47% |
| Win Year % | 86.05% |
| Year | Return | Cumulative |
|---|
| 1980 | 27283.76% | 6.863812903221467e+81% |
| 1981 | 31052.49% | 9.078487630934092e+89% |
| 1982 | 35930.51% | 4.432276335901917e+98% |
| 1983 | 55996.34% | 1.1340378338863585e+130% |
| 1984 | 56184.31% | 2.5631662564326173e+130% |
| 1985 | 80222.19% | 1.8278557228661853e+158% |
| 1986 | 128814.08% | 1.600392618639562e+200% |
| 1987 | 203998.38% | 1.81227826114142e+243% |
| 1988 | 197185.64% | 6.1100054335505984e+240% |
| 1989 | 279038.8% | 5.209519671686942e+273% |
| 1990 | 374993.24% | 8.290815821964944e+304% |
| 1991 | 570154.74% | inf% |
| 1992 | 773527.66% | inf% |
| 1993 | 909700.87% | inf% |
| 1994 | 1043526.33% | inf% |
| 1995 | 1429083.8% | inf% |
| 1996 | 2057957.72% | inf% |
| 1997 | 2719211.88% | inf% |
| 1998 | 3557450.47% | inf% |
| 1999 | 4743277.21% | inf% |
| 2000 | 4473076.92% | inf% |
| 2001 | 3966978.84% | inf% |
| 2002 | 3628986.69% | inf% |
| 2003 | 4023635.17% | inf% |
| 2004 | 5118025.32% | inf% |
| 2005 | 5815677.72% | inf% |
| 2006 | 6451534.36% | inf% |
| 2007 | 8255569.5% | inf% |
| 2008 | 7710197.33% | inf% |
| 2009 | 7707037.09% | inf% |
| 2010 | 10453790.38% | inf% |
| 2011 | 13013257.62% | inf% |
| 2012 | 15410075.87% | inf% |
| 2013 | 18769056.17% | inf% |
| 2014 | 22259295.99% | inf% |
| 2015 | 26037451.7% | inf% |
| 2016 | 28261824.25% | inf% |
| 2017 | 34031263.68% | inf% |
| 2018 | 41524977.69% | inf% |
| 2019 | 49610854.72% | inf% |
| 2020 | 49422970.01% | inf% |
| 2021 | 62369611.57% | inf% |
| 2022 | 20940930.35% | 1.5086528011257476e+296% |
| Started | Recovered | Drawdown | Days |
|---|
| 1999-04-28 | 2004-02-05 | -47.44 | 1744 |
| 2007-12-26 | 2009-11-25 | -44.63 | 700 |
| 1987-10-06 | 1989-05-01 | -37.91 | 573 |
| 2020-01-03 | 2020-12-04 | -33.61 | 336 |
| 1998-07-20 | 1998-12-29 | -25.30 | 162 |
| 1990-07-17 | 1991-01-17 | -23.93 | 184 |
| 1981-06-16 | 1982-05-07 | -20.80 | 325 |
| 1983-07-27 | 1984-12-18 | -19.62 | 510 |
| 1986-06-02 | 1987-01-05 | -18.53 | 217 |
| 2021-11-08 | 2022-05-06 | -15.09 | 179 |
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