Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
ZXW |
150.95 | 150.95 | 0.0 |
EAC |
156.6 | 155.18 | -0.91 |
BGN |
129.92 | 129.92 | 0.0 |
THA |
646.15 | 645.1 | -0.16 |
OHP |
105.9 | 107.66 | 1.66 |
ZTY |
192.87 | 193.98 | 0.58 |
LXM |
88.03 | 91.94 | 4.44 |
OOS |
126.66 | 124.62 | -1.61 |
LEN |
167.85 | 167.75 | -0.06 |
DWS |
179.09 | 180.14 | 0.59 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
EAC |
155.18 |
BGN |
129.92 |
THA |
645.1 |
SXQ |
101.41 |
OOS |
124.62 |
DWS |
180.14 |
ZVQ |
681.72 |
OHP |
107.66 |
VRT |
184.82 |
ZTY |
193.98 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 1,352,289.51% |
| CAGR% | 123.88% |
| Sharpe | 3.29 |
| Sortino | 5.42 |
| Max Drawdown | -32.22% |
| Longest DD Days | 170 |
| Volatility (ann.) | 24.89% |
| Calmar | 3.84 |
| Skew | 0.02 |
| Kurtosis | 6.41 |
| Expected Daily % | 0.31% |
| Expected Monthly % | 6.88% |
| Expected Yearly % | 107.86% |
| Kelly Criterion | 30.52% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.25% |
| Expected Shortfall (cVaR) | -2.25% |
| Payoff Ratio | 1.01 |
| Profit Factor | 1.88 |
| Common Sense Ratio | 2.68 |
| CPC Index | 1.24 |
| Tail Ratio | 1.42 |
| Outlier Win Ratio | 4.64 |
| Outlier Loss Ratio | 3.54 |
| MTD | 2.19% |
| 3M | 6.67% |
| 6M | 15.85% |
| YTD | 26.83% |
| 1Y | 69.93% |
| 3Y (ann.) | 98.25% |
| 5Y (ann.) | 188.97% |
| 10Y (ann.) | 154.48% |
| All-time (ann.) | 123.88% |
| Best Day | 12.41% |
| Worst Day | -10.18% |
| Best Month | 41.79% |
| Worst Month | -11.81% |
| Best Year | 463.17% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.36% |
| Avg. Drawdown Days | 10 |
| Recovery Factor | 41971.8 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 10.2% |
| Avg. Down Month | -3.23% |
| Win Days % | 65.12% |
| Win Month % | 80.29% |
| Win Quarter % | 86.96% |
| Win Year % | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2010 | 0.0% | 0.0% |
| 2011 | 10.04% | 9.96% |
| 2012 | 21.33% | 23.13% |
| 2013 | 40.4% | 48.58% |
| 2014 | 36.76% | 42.87% |
| 2015 | 156.42% | 356.5% |
| 2016 | 105.68% | 178.14% |
| 2017 | 176.86% | 463.17% |
| 2018 | 141.08% | 287.2% |
| 2019 | 149.65% | 319.6% |
| 2020 | 79.04% | 110.55% |
| 2021 | 46.56% | 51.67% |
| 2022 | 26.21% | 26.83% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-24 | 2022-04-05 | -32.22 | 132 |
| 2021-02-24 | 2021-06-29 | -19.91 | 125 |
| 2020-04-24 | 2020-07-14 | -17.60 | 81 |
| 2022-04-13 | 2022-06-03 | -15.76 | 51 |
| 2019-10-03 | 2019-10-24 | -13.42 | 21 |
| 2018-08-27 | 2018-11-20 | -13.37 | 85 |
| 2016-06-22 | 2016-08-31 | -12.81 | 70 |
| 2020-12-17 | 2021-01-14 | -11.47 | 28 |
| 2014-04-29 | 2014-10-16 | -11.00 | 170 |
| 2019-02-14 | 2019-03-11 | -9.71 | 25 |
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