Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
XUF |
145.48 | 144.86 | -0.43 |
THA |
642.5 | 646.15 | 0.57 |
ZTY |
193.14 | 192.87 | -0.14 |
PME |
240.55 | 243.43 | 1.2 |
DWS |
178.91 | 179.09 | 0.1 |
YKA |
154.8 | 153.04 | -1.14 |
YFC |
161.18 | 156.45 | -2.93 |
WBL |
169.48 | 169.18 | -0.18 |
KLG |
138.5 | 138.5 | 0.0 |
EOP |
150.98 | 150.98 | 0.0 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
THA |
646.15 |
XUF |
144.86 |
ZTY |
192.87 |
UMU |
128.07 |
KLG |
138.5 |
DWS |
179.09 |
PME |
243.43 |
YKA |
153.04 |
YAX |
163.89 |
TKT |
175.89 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 95.0% |
| Cumulative Return | 2,350,839.60% |
| CAGR% | 134.94% |
| Sharpe | 3.5 |
| Sortino | 6.07 |
| Max Drawdown | -19.11% |
| Longest DD Days | 149 |
| Volatility (ann.) | 24.71% |
| Calmar | 7.06 |
| Skew | 0.44 |
| Kurtosis | 9.25 |
| Expected Daily % | 0.33% |
| Expected Monthly % | 7.35% |
| Expected Yearly % | 116.89% |
| Kelly Criterion | 33.59% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.22% |
| Expected Shortfall (cVaR) | -2.22% |
| Payoff Ratio | 1.06 |
| Profit Factor | 2.04 |
| Common Sense Ratio | 3.2 |
| CPC Index | 1.43 |
| Tail Ratio | 1.57 |
| Outlier Win Ratio | 5.17 |
| Outlier Loss Ratio | 3.87 |
| MTD | 7.06% |
| 3M | 36.3% |
| 6M | 39.45% |
| YTD | 45.38% |
| 1Y | 130.99% |
| 3Y (ann.) | 156.72% |
| 5Y (ann.) | 240.37% |
| 10Y (ann.) | 169.08% |
| All-time (ann.) | 134.94% |
| Best Day | 12.51% |
| Worst Day | -10.91% |
| Best Month | 37.1% |
| Worst Month | -10.62% |
| Best Year | 533.9% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.03% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 123010.94 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 11.16% |
| Avg. Down Month | -3.11% |
| Win Days % | 65.79% |
| Win Month % | 78.68% |
| 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 | 115.81% | 206.62% |
| 2017 | 189.92% | 533.9% |
| 2018 | 123.63% | 224.65% |
| 2019 | 166.56% | 393.72% |
| 2020 | 100.11% | 161.47% |
| 2021 | 85.06% | 126.01% |
| 2022 | 40.7% | 45.38% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2018-08-27 | 2019-01-21 | -19.11 | 147 |
| 2020-04-14 | 2020-06-01 | -14.83 | 48 |
| 2019-06-13 | 2019-07-16 | -14.62 | 33 |
| 2016-09-23 | 2016-10-20 | -12.87 | 27 |
| 2022-01-19 | 2022-02-23 | -12.49 | 35 |
| 2020-01-31 | 2020-03-18 | -11.91 | 47 |
| 2016-06-23 | 2016-09-07 | -11.34 | 76 |
| 2017-08-21 | 2017-08-29 | -10.91 | 8 |
| 2021-04-12 | 2021-05-24 | -10.74 | 42 |
| 2019-07-22 | 2019-08-27 | -10.46 | 36 |
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