Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
ZTY |
193.14 | 193.14 | 0.0 |
THA |
642.5 | 642.5 | 0.0 |
JNE |
165.5 | 163.86 | -0.99 |
XUF |
140.76 | 145.48 | 3.35 |
DWS |
178.27 | 178.91 | 0.36 |
YKA |
154.46 | 154.8 | 0.22 |
PME |
236.56 | 240.55 | 1.69 |
WBL |
168.2 | 169.48 | 0.76 |
TKT |
173.42 | 176.23 | 1.62 |
EOP |
150.98 | 150.98 | 0.0 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
XUF |
145.48 |
THA |
642.5 |
ZTY |
193.14 |
PME |
240.55 |
DWS |
178.91 |
YKA |
154.8 |
YFC |
161.18 |
WBL |
169.48 |
JNE |
163.86 |
KLG |
138.5 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 95.0% |
| Cumulative Return | 3,130,153.73% |
| CAGR% | 141.07% |
| Sharpe | 3.63 |
| Sortino | 6.21 |
| Max Drawdown | -20.36% |
| Longest DD Days | 149 |
| Volatility (ann.) | 24.58% |
| Calmar | 6.93 |
| Skew | 0.3 |
| Kurtosis | 9.48 |
| Expected Daily % | 0.34% |
| Expected Monthly % | 7.56% |
| Expected Yearly % | 121.72% |
| Kelly Criterion | 34.76% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.19% |
| Expected Shortfall (cVaR) | -2.19% |
| Payoff Ratio | 1.06 |
| Profit Factor | 2.1 |
| Common Sense Ratio | 3.39 |
| CPC Index | 1.47 |
| Tail Ratio | 1.62 |
| Outlier Win Ratio | 5.01 |
| Outlier Loss Ratio | 3.9 |
| MTD | 9.46% |
| 3M | 55.78% |
| 6M | 52.56% |
| YTD | 52.49% |
| 1Y | 163.45% |
| 3Y (ann.) | 183.46% |
| 5Y (ann.) | 255.96% |
| 10Y (ann.) | 177.08% |
| All-time (ann.) | 141.07% |
| Best Day | 12.51% |
| Worst Day | -10.91% |
| Best Month | 37.1% |
| Worst Month | -12.83% |
| Best Year | 543.43% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.08% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 153756.47 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 11.38% |
| Avg. Down Month | -3.73% |
| Win Days % | 66.49% |
| Win Month % | 80.15% |
| Win Quarter % | 91.3% |
| 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 | 120.31% | 218.79% |
| 2017 | 191.14% | 543.43% |
| 2018 | 123.77% | 224.46% |
| 2019 | 173.64% | 434.02% |
| 2020 | 113.16% | 197.37% |
| 2021 | 82.67% | 121.14% |
| 2022 | 45.4% | 52.49% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2018-08-27 | 2019-01-11 | -20.36 | 137 |
| 2020-04-14 | 2020-05-28 | -17.44 | 44 |
| 2016-07-18 | 2016-10-26 | -15.88 | 100 |
| 2020-02-03 | 2020-03-27 | -14.48 | 53 |
| 2021-12-03 | 2022-01-27 | -12.76 | 55 |
| 2018-06-29 | 2018-07-17 | -12.71 | 18 |
| 2019-07-22 | 2019-08-19 | -11.20 | 28 |
| 2017-08-21 | 2017-08-28 | -10.91 | 7 |
| 2021-04-12 | 2021-05-24 | -10.74 | 42 |
| 2019-06-13 | 2019-07-02 | -9.96 | 19 |
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