Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
SXQ |
101.29 | 101.38 | 0.09 |
DWS |
179.01 | 176.36 | -1.48 |
ZTY |
192.77 | 193.36 | 0.31 |
BGN |
136.71 | 141.35 | 3.39 |
LXM |
88.03 | 91.94 | 4.44 |
OOS |
127.57 | 127.87 | 0.24 |
OHP |
106.4 | 104.53 | -1.76 |
EAC |
166.51 | 165.33 | -0.71 |
XNR |
66.31 | 65.73 | -0.87 |
THA |
611.42 | 641.04 | 4.84 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
OHP |
104.53 |
BZC |
147.35 |
OOS |
127.87 |
SXQ |
101.38 |
THA |
641.04 |
EAC |
165.33 |
ZTY |
193.36 |
DWS |
176.36 |
XNR |
65.73 |
FFV |
143.69 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 1,328,869.32% |
| CAGR% | 124.73% |
| Sharpe | 3.32 |
| Sortino | 5.5 |
| Max Drawdown | -33.66% |
| Longest DD Days | 170 |
| Volatility (ann.) | 24.75% |
| Calmar | 3.71 |
| Skew | 0.13 |
| Kurtosis | 6.64 |
| Expected Daily % | 0.31% |
| Expected Monthly % | 6.92% |
| Expected Yearly % | 107.58% |
| Kelly Criterion | 31.15% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.24% |
| Expected Shortfall (cVaR) | -2.24% |
| Payoff Ratio | 1.0 |
| Profit Factor | 1.9 |
| Common Sense Ratio | 2.68 |
| CPC Index | 1.25 |
| Tail Ratio | 1.41 |
| Outlier Win Ratio | 4.72 |
| Outlier Loss Ratio | 3.58 |
| MTD | 6.72% |
| 3M | 21.09% |
| 6M | 5.48% |
| YTD | 30.77% |
| 1Y | 77.45% |
| 3Y (ann.) | 109.62% |
| 5Y (ann.) | 185.12% |
| 10Y (ann.) | 154.82% |
| All-time (ann.) | 124.73% |
| Best Day | 12.41% |
| Worst Day | -9.56% |
| Best Month | 41.79% |
| Worst Month | -16.76% |
| Best Year | 494.46% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.3% |
| Avg. Drawdown Days | 10 |
| Recovery Factor | 39477.8 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 10.67% |
| Avg. Down Month | -3.5% |
| Win Days % | 65.6% |
| Win Month % | 78.68% |
| Win Quarter % | 89.13% |
| Win Year % | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2010 | 0.0% | 0.0% |
| 2011 | 10.04% | 9.96% |
| 2012 | 21.33% | 23.13% |
| 2013 | 40.4% | 48.58% |
| 2014 | 36.76% | 42.87% |
| 2015 | 156.42% | 356.5% |
| 2016 | 110.81% | 192.61% |
| 2017 | 182.35% | 494.46% |
| 2018 | 144.72% | 303.89% |
| 2019 | 142.13% | 289.58% |
| 2020 | 70.67% | 93.77% |
| 2021 | 42.98% | 46.05% |
| 2022 | 28.97% | 30.77% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-24 | 2022-05-06 | -33.66 | 163 |
| 2021-02-24 | 2021-06-29 | -19.91 | 125 |
| 2020-04-09 | 2020-07-17 | -19.03 | 99 |
| 2018-08-27 | 2018-10-25 | -14.79 | 59 |
| 2019-10-03 | 2019-10-24 | -13.42 | 21 |
| 2019-02-14 | 2019-03-12 | -12.11 | 26 |
| 2018-06-25 | 2018-07-24 | -11.92 | 29 |
| 2020-12-17 | 2021-01-14 | -11.47 | 28 |
| 2014-04-29 | 2014-10-16 | -11.00 | 170 |
| 2016-12-09 | 2017-01-09 | -10.21 | 31 |
0 Comentarios