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Seguimiento Cartera en usa sobre el dow jones factor a semana 25 2022

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 En pánico hemos caído sólo el 6%, no está mal. Los resultados son los siguientes:

Resultados Semana Anterior

Asset Compra Venta %

Chevron

148.38 142.43 -0.04

Merck

84.62 92.0 0.09

IBM

135.02 138.44 0.03

Amgen

234.72 243.09 0.04

Coca-Cola

59.43 61.88 0.04

Dow

54.77 51.06 -0.07

Travelers

161.88 159.77 -0.01

Johnson & Johnson

169.46 179.66 0.06

Caterpillar

192.64 178.67 -0.07

American Express

144.18 141.65 -0.02

Evolución de la Cartera

Ligera subida esta semana en nuestra cartera

Asset a Comprar

Asset Cotizacion

Merck

92.0

Chevron

142.43

Amgen

243.09

Johnson & Johnson

179.66

IBM

138.44

Coca-Cola

61.88

Travelers

159.77

UnitedHealth

499.81

Verizon

52.09

Dow

51.06
MetricStrategy
Risk-Free Rate0.0%
Time in Market100.0%

Cumulative Return218,600.08%
CAGR﹪19.88%

Sharpe1.03
Prob. Sharpe Ratio100.0%
Smart Sharpe1.0
Sortino1.5
Smart Sortino1.46
Sortino/√21.06
Smart Sortino/√21.03
Omega1.21

Max Drawdown-47.44%
Longest DD Days1744
Volatility (ann.)19.51%
Calmar0.42
Skew-0.33
Kurtosis14.01

Expected Daily0.07%
Expected Monthly1.52%
Expected Yearly19.58%
Kelly Criterion9.24%
Risk of Ruin0.0%
Daily Value-at-Risk-1.94%
Expected Shortfall (cVaR)-1.94%

Max Consecutive Wins14
Max Consecutive Losses13
Gain/Pain Ratio0.21
Gain/Pain (1M)1.4

Payoff Ratio1.02
Profit Factor1.21
Common Sense Ratio1.26
CPC Index0.67
Tail Ratio1.04
Outlier Win Ratio3.83
Outlier Loss Ratio3.85

MTD-2.85%
3M-9.76%
6M-14.11%
YTD-12.86%
1Y-14.18%
3Y (ann.)3.4%
5Y (ann.)10.31%
10Y (ann.)14.01%
All-time (ann.)19.88%

Best Day12.84%
Worst Day-19.87%
Best Month22.44%
Worst Month-29.57%
Best Year60.37%
Worst Year-28.2%

Avg. Drawdown-2.48%
Avg. Drawdown Days24
Recovery Factor4607.6
Ulcer Index0.11
Serenity Index1210.67

Avg. Up Month4.5%
Avg. Down Month-3.41%
Win Days54.15%
Win Month64.05%
Win Quarter76.47%
Win Year86.05%
YearReturnCumulative
198019.3%19.95%
19810.67%-0.67%
198246.66%55.9%
198322.37%23.5%
19849.92%8.89%
198547.56%59.33%
198633.56%36.66%
198731.5%28.89%
198820.04%20.93%
198942.96%51.8%
199029.98%31.83%
199149.15%60.37%
199223.16%24.88%
199314.8%15.06%
199416.24%16.55%
199539.33%47.12%
199632.0%36.11%
199725.4%26.33%
199837.47%41.64%
199920.27%20.26%
2000-6.28%-8.09%
2001-10.59%-13.34%
2002-12.76%-15.82%
200341.76%49.04%
200414.17%14.37%
20059.47%9.19%
200620.63%21.9%
200720.51%21.33%
2008-23.9%-28.2%
200941.66%46.1%
201026.78%28.71%
201112.27%10.74%
201217.68%18.25%
201325.03%27.59%
201418.05%18.94%
201512.98%12.3%
20168.67%8.15%
201727.31%31.01%
20189.53%8.52%
201928.24%31.53%
20205.97%0.07%
202113.84%13.56%
2022-13.06%-12.86%
StartedRecoveredDrawdownDays
1999-04-282004-02-05-47.441744
2007-12-262009-11-25-44.63700
1987-10-061989-05-01-37.91573
2020-01-032020-12-04-33.61336
1998-07-201998-12-29-25.30162
1990-07-171991-01-17-23.93184
1981-06-161982-05-07-20.80325
2021-11-082022-05-26-19.95199
1983-07-271984-12-18-19.62510
1986-06-021987-01-05-18.53217

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