Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
THA |
646.15 | 645.1 | -0.16 |
XUF |
144.86 | 146.11 | 0.86 |
ZTY |
192.87 | 193.98 | 0.58 |
KLG |
138.5 | 138.5 | 0.0 |
DWS |
179.09 | 180.14 | 0.59 |
PME |
243.43 | 244.1 | 0.28 |
YKA |
153.04 | 159.47 | 4.2 |
EOP |
150.98 | 150.98 | 0.0 |
YAX |
163.89 | 163.55 | -0.21 |
TKT |
175.89 | 174.78 | -0.63 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
XUF |
146.11 |
THA |
645.1 |
YKA |
159.47 |
DWS |
180.14 |
ZVQ |
681.72 |
GQB |
147.5 |
VRT |
184.82 |
ZTY |
193.98 |
WBL |
169.06 |
YFC |
159.55 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 2,008,524.20% |
| CAGR% | 131.51% |
| Sharpe | 3.43 |
| Sortino | 5.9 |
| Max Drawdown | -19.95% |
| Longest DD Days | 149 |
| Volatility (ann.) | 24.82% |
| Calmar | 6.59 |
| Skew | 0.47 |
| Kurtosis | 9.38 |
| Expected Daily % | 0.33% |
| Expected Monthly % | 7.17% |
| Expected Yearly % | 114.29% |
| Kelly Criterion | 32.81% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.23% |
| Expected Shortfall (cVaR) | -2.23% |
| Payoff Ratio | 1.08 |
| Profit Factor | 2.02 |
| Common Sense Ratio | 3.12 |
| CPC Index | 1.42 |
| Tail Ratio | 1.55 |
| Outlier Win Ratio | 5.11 |
| Outlier Loss Ratio | 4.05 |
| MTD | 4.09% |
| 3M | 31.42% |
| 6M | 44.29% |
| YTD | 47.29% |
| 1Y | 127.43% |
| 3Y (ann.) | 152.32% |
| 5Y (ann.) | 225.57% |
| 10Y (ann.) | 164.75% |
| All-time (ann.) | 131.51% |
| Best Day | 12.51% |
| Worst Day | -10.91% |
| Best Month | 37.1% |
| Worst Month | -10.62% |
| Best Year | 538.84% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.03% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 100675.83 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 10.72% |
| Avg. Down Month | -3.04% |
| Win Days % | 65.09% |
| Win Month % | 79.56% |
| 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% | 206.71% |
| 2017 | 190.55% | 538.84% |
| 2018 | 107.52% | 175.26% |
| 2019 | 168.33% | 401.73% |
| 2020 | 97.74% | 155.06% |
| 2021 | 84.74% | 124.94% |
| 2022 | 41.66% | 47.29% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2018-08-27 | 2019-01-21 | -19.95 | 147 |
| 2019-06-13 | 2019-07-15 | -14.75 | 32 |
| 2020-04-14 | 2020-06-01 | -14.60 | 48 |
| 2020-02-03 | 2020-03-27 | -14.48 | 53 |
| 2022-01-19 | 2022-02-24 | -12.50 | 36 |
| 2016-06-23 | 2016-09-08 | -11.34 | 77 |
| 2016-09-23 | 2016-10-19 | -11.32 | 26 |
| 2021-08-03 | 2021-09-20 | -11.26 | 48 |
| 2022-04-22 | 2022-05-18 | -11.19 | 26 |
| 2017-08-21 | 2017-08-28 | -10.91 | 7 |
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