Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
THA |
672.54 | 671.03 | -0.22 |
YKA |
164.73 | 165.71 | 0.59 |
BLM |
188.29 | 191.0 | 1.44 |
GQB |
153.17 | 154.46 | 0.84 |
WBL |
169.06 | 169.03 | -0.02 |
TKT |
171.88 | 169.15 | -1.59 |
JNE |
170.04 | 168.62 | -0.84 |
ZVQ |
689.1 | 694.57 | 0.79 |
EOP |
150.98 | 150.98 | 0.0 |
YAX |
169.27 | 169.27 | 0.0 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
THA |
671.03 |
YKA |
165.71 |
BLM |
191.0 |
GQB |
154.46 |
WBL |
169.03 |
TKT |
169.15 |
ZVQ |
694.57 |
JNE |
168.62 |
PME |
246.89 |
YAX |
169.27 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 3,129,261.72% |
| CAGR% | 139.35% |
| Sharpe | 3.58 |
| Sortino | 6.35 |
| Max Drawdown | -20.75% |
| Longest DD Days | 149 |
| Volatility (ann.) | 24.72% |
| Calmar | 6.71 |
| Skew | 0.65 |
| Kurtosis | 9.65 |
| Expected Daily % | 0.34% |
| Expected Monthly % | 7.51% |
| Expected Yearly % | 121.72% |
| Kelly Criterion | 34.01% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.21% |
| Expected Shortfall (cVaR) | -2.21% |
| Payoff Ratio | 1.09 |
| Profit Factor | 2.07 |
| Common Sense Ratio | 3.31 |
| CPC Index | 1.48 |
| Tail Ratio | 1.6 |
| Outlier Win Ratio | 5.08 |
| Outlier Loss Ratio | 3.66 |
| MTD | 12.15% |
| 3M | 25.57% |
| 6M | 58.38% |
| YTD | 57.68% |
| 1Y | 134.13% |
| 3Y (ann.) | 173.16% |
| 5Y (ann.) | 248.14% |
| 10Y (ann.) | 176.07% |
| All-time (ann.) | 139.35% |
| Best Day | 12.51% |
| Worst Day | -12.73% |
| Best Month | 41.61% |
| Worst Month | -10.03% |
| Best Year | 484.69% |
| Worst Year | 0.0% |
| Avg. Drawdown | -1.99% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 150776.31 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 11.17% |
| Avg. Down Month | -2.91% |
| Win Days % | 65.65% |
| 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 | 115.87% | 206.87% |
| 2017 | 181.57% | 484.69% |
| 2018 | 131.16% | 248.19% |
| 2019 | 174.03% | 432.42% |
| 2020 | 110.09% | 188.51% |
| 2021 | 88.64% | 135.46% |
| 2022 | 49.3% | 57.68% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2018-08-27 | 2018-12-31 | -20.75 | 126 |
| 2019-06-13 | 2019-08-28 | -16.28 | 76 |
| 2022-01-20 | 2022-02-28 | -13.05 | 39 |
| 2016-09-23 | 2016-10-18 | -12.46 | 25 |
| 2020-04-17 | 2020-06-02 | -12.43 | 46 |
| 2021-08-03 | 2021-09-20 | -11.74 | 48 |
| 2016-06-23 | 2016-09-08 | -11.34 | 77 |
| 2022-04-22 | 2022-05-12 | -9.88 | 20 |
| 2021-03-17 | 2021-05-03 | -9.71 | 47 |
| 2014-05-14 | 2014-10-10 | -9.50 | 149 |
0 Comentarios