Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
YKA |
164.04 | 164.73 | 0.42 |
XUF |
146.1 | 133.2 | -8.83 |
THA |
646.65 | 672.54 | 4.0 |
ZVQ |
684.74 | 689.1 | 0.64 |
GQB |
152.15 | 153.17 | 0.67 |
WBL |
169.14 | 169.06 | -0.05 |
PME |
246.66 | 249.29 | 1.07 |
EOP |
150.98 | 150.98 | 0.0 |
JNE |
167.13 | 170.04 | 1.74 |
VRT |
185.08 | 184.06 | -0.55 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
THA |
672.54 |
YKA |
164.73 |
GQB |
153.17 |
WBL |
169.06 |
TKT |
171.88 |
JNE |
170.04 |
ZVQ |
689.1 |
YAX |
169.27 |
PME |
249.29 |
EOP |
150.98 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 3,034,578.80% |
| CAGR% | 139.07% |
| Sharpe | 3.54 |
| Sortino | 6.12 |
| Max Drawdown | -19.25% |
| Longest DD Days | 149 |
| Volatility (ann.) | 24.94% |
| Calmar | 7.22 |
| Skew | 0.33 |
| Kurtosis | 9.98 |
| Expected Daily % | 0.34% |
| Expected Monthly % | 7.48% |
| Expected Yearly % | 121.2% |
| Kelly Criterion | 33.92% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.23% |
| Expected Shortfall (cVaR) | -2.23% |
| Payoff Ratio | 1.08 |
| Profit Factor | 2.07 |
| Common Sense Ratio | 3.35 |
| CPC Index | 1.46 |
| Tail Ratio | 1.62 |
| Outlier Win Ratio | 5.15 |
| Outlier Loss Ratio | 3.48 |
| MTD | 3.65% |
| 3M | 28.01% |
| 6M | 53.91% |
| YTD | 46.77% |
| 1Y | 136.55% |
| 3Y (ann.) | 179.4% |
| 5Y (ann.) | 248.63% |
| 10Y (ann.) | 174.86% |
| All-time (ann.) | 139.07% |
| Best Day | 12.51% |
| Worst Day | -13.6% |
| Best Month | 37.1% |
| Worst Month | -10.03% |
| Best Year | 497.04% |
| Worst Year | 0.0% |
| Avg. Drawdown | -1.94% |
| Avg. Drawdown Days | 8 |
| Recovery Factor | 157619.43 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 11.31% |
| Avg. Down Month | -3.05% |
| Win Days % | 65.73% |
| 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 | 24.5% | 27.12% |
| 2014 | 32.44% | 37.24% |
| 2015 | 141.53% | 298.0% |
| 2016 | 115.33% | 205.35% |
| 2017 | 183.98% | 497.04% |
| 2018 | 120.81% | 213.75% |
| 2019 | 179.15% | 460.37% |
| 2020 | 114.61% | 202.17% |
| 2021 | 93.52% | 146.12% |
| 2022 | 42.14% | 46.77% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2018-08-27 | 2019-01-16 | -19.25 | 142 |
| 2019-06-13 | 2019-08-28 | -16.28 | 76 |
| 2022-01-19 | 2022-03-04 | -16.11 | 44 |
| 2021-08-04 | 2021-09-29 | -13.46 | 56 |
| 2020-04-24 | 2020-06-01 | -12.44 | 38 |
| 2016-06-23 | 2016-09-08 | -11.34 | 77 |
| 2016-09-23 | 2016-10-17 | -10.95 | 24 |
| 2017-08-21 | 2017-08-28 | -10.91 | 7 |
| 2021-03-17 | 2021-05-03 | -9.71 | 47 |
| 2014-05-14 | 2014-10-10 | -9.50 | 149 |
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