Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
EAC |
162.38 | 156.6 | -3.56 |
OHP |
106.36 | 105.9 | -0.43 |
BGN |
135.0 | 129.92 | -3.76 |
THA |
642.5 | 646.15 | 0.57 |
OOS |
125.31 | 126.66 | 1.08 |
ZTY |
193.14 | 192.87 | -0.14 |
SXQ |
101.25 | 101.68 | 0.42 |
LXM |
88.03 | 91.94 | 4.44 |
ZXW |
150.95 | 150.95 | 0.0 |
PME |
240.55 | 243.43 | 1.2 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
ZXW |
150.95 |
EAC |
156.6 |
BGN |
129.92 |
THA |
646.15 |
OHP |
105.9 |
ZTY |
192.87 |
OOS |
126.66 |
LEN |
167.85 |
DWS |
179.09 |
PME |
243.43 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 1,401,564.66% |
| CAGR% | 124.85% |
| Sharpe | 3.32 |
| Sortino | 5.45 |
| Max Drawdown | -31.15% |
| Longest DD Days | 170 |
| Volatility (ann.) | 24.8% |
| Calmar | 4.01 |
| Skew | -0.03 |
| Kurtosis | 6.73 |
| Expected Daily % | 0.31% |
| Expected Monthly % | 6.96% |
| Expected Yearly % | 108.44% |
| Kelly Criterion | 30.82% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.24% |
| Expected Shortfall (cVaR) | -2.24% |
| Payoff Ratio | 1.02 |
| Profit Factor | 1.9 |
| Common Sense Ratio | 2.68 |
| CPC Index | 1.26 |
| Tail Ratio | 1.41 |
| Outlier Win Ratio | 4.7 |
| Outlier Loss Ratio | 3.61 |
| MTD | 1.27% |
| 3M | 9.53% |
| 6M | -1.06% |
| YTD | 23.87% |
| 1Y | 69.12% |
| 3Y (ann.) | 99.61% |
| 5Y (ann.) | 189.62% |
| 10Y (ann.) | 155.52% |
| All-time (ann.) | 124.85% |
| Best Day | 12.41% |
| Worst Day | -10.58% |
| Best Month | 41.79% |
| Worst Month | -15.01% |
| Best Year | 450.31% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.28% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 44992.37 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 10.27% |
| Avg. Down Month | -3.5% |
| Win Days % | 65.02% |
| Win Month % | 80.88% |
| Win Quarter % | 86.96% |
| 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 | 110.85% | 193.06% |
| 2017 | 174.56% | 450.31% |
| 2018 | 148.72% | 319.53% |
| 2019 | 146.13% | 304.66% |
| 2020 | 78.17% | 108.72% |
| 2021 | 46.21% | 50.93% |
| 2022 | 23.72% | 23.87% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-24 | 2022-04-21 | -31.15 | 148 |
| 2021-02-24 | 2021-06-29 | -19.91 | 125 |
| 2020-04-24 | 2020-07-15 | -19.82 | 82 |
| 2022-04-22 | 2022-05-27 | -14.72 | 35 |
| 2019-10-03 | 2019-10-24 | -13.42 | 21 |
| 2018-08-27 | 2018-11-13 | -12.60 | 78 |
| 2020-12-17 | 2021-01-14 | -11.47 | 28 |
| 2016-06-23 | 2016-08-31 | -11.42 | 69 |
| 2014-04-29 | 2014-10-16 | -11.00 | 170 |
| 2020-11-26 | 2020-12-10 | -9.45 | 14 |
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