Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
XUF |
143.09 | 140.77 | -1.62 |
DWS |
179.01 | 176.36 | -1.48 |
JNE |
164.16 | 164.49 | 0.2 |
ZTY |
192.77 | 193.36 | 0.31 |
TKT |
170.31 | 170.42 | 0.06 |
YKA |
153.06 | 152.58 | -0.31 |
YAX |
164.66 | 163.89 | -0.47 |
EAC |
166.51 | 165.33 | -0.71 |
THA |
611.42 | 641.04 | 4.84 |
BAX |
191.28 | 190.44 | -0.44 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
JNE |
164.49 |
THA |
641.04 |
EAC |
165.33 |
TKT |
170.42 |
XUF |
140.77 |
ZTY |
193.36 |
DWS |
176.36 |
PME |
236.38 |
UMU |
128.73 |
YKA |
152.58 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 95.0% |
| Cumulative Return | 2,815,593.69% |
| CAGR% | 139.59% |
| Sharpe | 3.67 |
| Sortino | 6.29 |
| Max Drawdown | -23.86% |
| Longest DD Days | 149 |
| Volatility (ann.) | 24.11% |
| Calmar | 5.85 |
| Skew | 0.29 |
| Kurtosis | 9.08 |
| Expected Daily % | 0.34% |
| Expected Monthly % | 7.48% |
| Expected Yearly % | 119.93% |
| Kelly Criterion | 34.79% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.15% |
| Expected Shortfall (cVaR) | -2.15% |
| Payoff Ratio | 1.06 |
| Profit Factor | 2.1 |
| Common Sense Ratio | 3.39 |
| CPC Index | 1.47 |
| Tail Ratio | 1.62 |
| Outlier Win Ratio | 5.04 |
| Outlier Loss Ratio | 3.95 |
| MTD | -0.02% |
| 3M | 37.31% |
| 6M | 44.2% |
| YTD | 38.08% |
| 1Y | 142.84% |
| 3Y (ann.) | 180.06% |
| 5Y (ann.) | 242.82% |
| 10Y (ann.) | 174.68% |
| All-time (ann.) | 139.59% |
| Best Day | 13.16% |
| Worst Day | -11.25% |
| Best Month | 37.1% |
| Worst Month | -12.86% |
| Best Year | 675.1% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.09% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 117981.62 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 11.14% |
| Avg. Down Month | -3.7% |
| Win Days % | 66.52% |
| Win Month % | 80.88% |
| Win Quarter % | 89.13% |
| Win Year % | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2010 | 0.0% | 0.0% |
| 2011 | 10.04% | 9.96% |
| 2012 | 13.22% | 13.6% |
| 2013 | 25.76% | 28.73% |
| 2014 | 32.44% | 37.24% |
| 2015 | 141.53% | 298.0% |
| 2016 | 122.07% | 225.23% |
| 2017 | 209.29% | 675.1% |
| 2018 | 110.23% | 184.14% |
| 2019 | 174.66% | 440.23% |
| 2020 | 107.6% | 181.26% |
| 2021 | 79.58% | 113.32% |
| 2022 | 34.57% | 38.08% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2018-08-27 | 2018-12-07 | -23.86 | 102 |
| 2020-04-01 | 2020-06-01 | -15.77 | 61 |
| 2021-11-25 | 2022-02-28 | -15.52 | 95 |
| 2020-02-03 | 2020-03-27 | -14.48 | 53 |
| 2016-07-18 | 2016-10-14 | -13.74 | 88 |
| 2018-12-10 | 2019-01-10 | -11.83 | 31 |
| 2021-04-12 | 2021-05-13 | -11.76 | 31 |
| 2018-06-25 | 2018-07-16 | -11.26 | 21 |
| 2019-07-22 | 2019-08-19 | -11.20 | 28 |
| 2022-04-25 | 2022-05-06 | -10.09 | 11 |
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