Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
XUF |
146.11 | 146.1 | -0.01 |
THA |
645.1 | 646.65 | 0.24 |
YKA |
159.47 | 164.04 | 2.87 |
DWS |
180.14 | 173.44 | -3.72 |
ZVQ |
681.72 | 684.74 | 0.44 |
GQB |
147.5 | 152.15 | 3.15 |
VRT |
184.82 | 185.08 | 0.14 |
ZTY |
193.98 | 193.98 | 0.0 |
WBL |
169.06 | 169.14 | 0.05 |
YFC |
159.55 | 160.79 | 0.78 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
YKA |
164.04 |
XUF |
146.1 |
THA |
646.65 |
ZVQ |
684.74 |
GQB |
152.15 |
YFC |
160.79 |
WBL |
169.14 |
PME |
246.66 |
JNE |
167.13 |
VRT |
185.08 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 2,525,644.54% |
| CAGR% | 135.72% |
| Sharpe | 3.51 |
| Sortino | 5.98 |
| Max Drawdown | -19.04% |
| Longest DD Days | 149 |
| Volatility (ann.) | 24.76% |
| Calmar | 7.13 |
| Skew | 0.19 |
| Kurtosis | 10.2 |
| Expected Daily % | 0.33% |
| Expected Monthly % | 7.35% |
| Expected Yearly % | 118.09% |
| Kelly Criterion | 33.49% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.22% |
| Expected Shortfall (cVaR) | -2.22% |
| Payoff Ratio | 1.08 |
| Profit Factor | 2.05 |
| Common Sense Ratio | 3.33 |
| CPC Index | 1.45 |
| Tail Ratio | 1.63 |
| Outlier Win Ratio | 4.95 |
| Outlier Loss Ratio | 3.96 |
| MTD | 7.32% |
| 3M | 28.5% |
| 6M | 46.21% |
| YTD | 47.24% |
| 1Y | 124.77% |
| 3Y (ann.) | 160.97% |
| 5Y (ann.) | 238.8% |
| 10Y (ann.) | 170.61% |
| All-time (ann.) | 135.72% |
| Best Day | 12.51% |
| Worst Day | -14.19% |
| Best Month | 37.1% |
| Worst Month | -10.62% |
| Best Year | 497.55% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.05% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 132652.67 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 11.13% |
| Avg. Down Month | -3.08% |
| Win Days % | 65.49% |
| Win Month % | 78.83% |
| 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 | 116.89% | 209.95% |
| 2017 | 184.02% | 497.55% |
| 2018 | 122.22% | 219.03% |
| 2019 | 174.01% | 434.13% |
| 2020 | 112.75% | 196.84% |
| 2021 | 77.13% | 108.46% |
| 2022 | 42.31% | 47.24% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2018-08-27 | 2019-01-11 | -19.04 | 137 |
| 2022-01-19 | 2022-03-01 | -16.61 | 41 |
| 2020-02-03 | 2020-03-27 | -14.48 | 53 |
| 2019-06-13 | 2019-07-15 | -14.39 | 32 |
| 2020-04-14 | 2020-05-28 | -13.29 | 44 |
| 2016-09-23 | 2016-10-19 | -11.76 | 26 |
| 2016-06-23 | 2016-09-08 | -11.34 | 77 |
| 2021-08-03 | 2021-09-27 | -11.26 | 55 |
| 2019-07-22 | 2019-08-19 | -11.20 | 28 |
| 2017-08-21 | 2017-08-28 | -10.91 | 7 |
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