Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
OHP |
104.81 | 106.36 | 1.48 |
EAC |
164.5 | 162.38 | -1.29 |
SXQ |
101.73 | 101.25 | -0.47 |
BZC |
147.35 | 147.35 | 0.0 |
ZTY |
193.14 | 193.14 | 0.0 |
OOS |
126.61 | 125.31 | -1.03 |
THA |
642.5 | 642.5 | 0.0 |
LXM |
88.03 | 91.94 | 4.44 |
BGN |
141.21 | 135.0 | -4.4 |
LEN |
165.71 | 167.19 | 0.89 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
EAC |
162.38 |
OHP |
106.36 |
BGN |
135.0 |
THA |
642.5 |
OOS |
125.31 |
ZTY |
193.14 |
SXQ |
101.25 |
ZXW |
150.95 |
PME |
240.55 |
DWS |
178.91 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 1,480,424.25% |
| CAGR% | 126.2% |
| Sharpe | 3.35 |
| Sortino | 5.5 |
| Max Drawdown | -31.44% |
| Longest DD Days | 177 |
| Volatility (ann.) | 24.77% |
| Calmar | 4.01 |
| Skew | -0.03 |
| Kurtosis | 7.32 |
| Expected Daily % | 0.32% |
| Expected Monthly % | 7.0% |
| Expected Yearly % | 109.32% |
| Kelly Criterion | 31.33% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.24% |
| Expected Shortfall (cVaR) | -2.24% |
| Payoff Ratio | 1.01 |
| Profit Factor | 1.92 |
| Common Sense Ratio | 2.64 |
| CPC Index | 1.27 |
| Tail Ratio | 1.38 |
| Outlier Win Ratio | 4.8 |
| Outlier Loss Ratio | 3.6 |
| MTD | 4.2% |
| 3M | 16.84% |
| 6M | -3.86% |
| YTD | 29.28% |
| 1Y | 74.42% |
| 3Y (ann.) | 106.41% |
| 5Y (ann.) | 190.69% |
| 10Y (ann.) | 157.1% |
| All-time (ann.) | 126.2% |
| Best Day | 12.41% |
| Worst Day | -12.53% |
| Best Month | 41.79% |
| Worst Month | -16.02% |
| Best Year | 527.81% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.24% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 47087.17 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 10.52% |
| Avg. Down Month | -3.61% |
| Win Days % | 65.47% |
| 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 | 21.33% | 23.13% |
| 2013 | 40.4% | 48.58% |
| 2014 | 36.76% | 42.87% |
| 2015 | 156.42% | 356.5% |
| 2016 | 106.95% | 181.79% |
| 2017 | 187.59% | 527.81% |
| 2018 | 145.9% | 307.52% |
| 2019 | 145.35% | 302.24% |
| 2020 | 77.18% | 106.57% |
| 2021 | 42.73% | 45.72% |
| 2022 | 28.0% | 29.28% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-24 | 2022-05-20 | -31.44 | 177 |
| 2021-02-24 | 2021-06-29 | -19.91 | 125 |
| 2020-04-09 | 2020-07-08 | -17.78 | 90 |
| 2018-08-27 | 2018-11-21 | -17.41 | 86 |
| 2019-10-03 | 2019-10-24 | -13.42 | 21 |
| 2020-12-17 | 2021-01-14 | -11.47 | 28 |
| 2014-04-29 | 2014-10-16 | -11.00 | 170 |
| 2016-06-23 | 2016-08-26 | -10.79 | 64 |
| 2020-11-26 | 2020-12-10 | -9.45 | 14 |
| 2019-02-15 | 2019-03-08 | -9.09 | 21 |
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