Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
EAC |
155.18 | 153.55 | -1.05 |
BGN |
129.92 | 129.92 | 0.0 |
THA |
645.1 | 646.65 | 0.24 |
SXQ |
101.41 | 100.92 | -0.48 |
LXM |
88.03 | 91.94 | 4.44 |
OOS |
124.62 | 121.66 | -2.38 |
DWS |
180.14 | 173.44 | -3.72 |
ZVQ |
681.72 | 684.74 | 0.44 |
OHP |
107.66 | 109.14 | 1.37 |
VRT |
184.82 | 185.08 | 0.14 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
BGN |
129.92 |
EAC |
153.55 |
THA |
646.65 |
OOS |
121.66 |
SXQ |
100.92 |
ZVQ |
684.74 |
PME |
246.66 |
BGE |
121.35 |
XNO |
98.62 |
LEN |
167.59 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 1,025,270.64% |
| CAGR% | 118.41% |
| Sharpe | 3.18 |
| Sortino | 5.17 |
| Max Drawdown | -37.57% |
| Longest DD Days | 198 |
| Volatility (ann.) | 24.99% |
| Calmar | 3.15 |
| Skew | -0.06 |
| Kurtosis | 6.93 |
| Expected Daily % | 0.3% |
| Expected Monthly % | 6.67% |
| Expected Yearly % | 103.48% |
| Kelly Criterion | 29.77% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.27% |
| Expected Shortfall (cVaR) | -2.27% |
| Payoff Ratio | 1.0 |
| Profit Factor | 1.85 |
| Common Sense Ratio | 2.57 |
| CPC Index | 1.2 |
| Tail Ratio | 1.39 |
| Outlier Win Ratio | 4.74 |
| Outlier Loss Ratio | 3.56 |
| MTD | -2.83% |
| 3M | -8.49% |
| 6M | -1.11% |
| YTD | 14.09% |
| 1Y | 42.13% |
| 3Y (ann.) | 81.87% |
| 5Y (ann.) | 169.73% |
| 10Y (ann.) | 147.29% |
| All-time (ann.) | 118.41% |
| Best Day | 12.41% |
| Worst Day | -10.93% |
| Best Month | 41.79% |
| Worst Month | -15.63% |
| Best Year | 430.04% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.33% |
| Avg. Drawdown Days | 10 |
| Recovery Factor | 27290.07 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 10.12% |
| Avg. Down Month | -3.91% |
| Win Days % | 64.9% |
| 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 | 107.63% | 182.9% |
| 2017 | 170.67% | 430.04% |
| 2018 | 144.36% | 300.07% |
| 2019 | 151.02% | 325.83% |
| 2020 | 70.07% | 93.03% |
| 2021 | 38.22% | 38.92% |
| 2022 | 15.76% | 14.09% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-24 | 2022-06-10 | -37.57 | 198 |
| 2021-02-24 | 2021-06-29 | -19.91 | 125 |
| 2020-04-24 | 2020-07-14 | -14.11 | 81 |
| 2019-10-03 | 2019-10-24 | -13.42 | 21 |
| 2018-08-27 | 2018-10-26 | -12.70 | 60 |
| 2016-06-23 | 2016-08-31 | -12.62 | 69 |
| 2018-10-29 | 2018-11-21 | -11.62 | 23 |
| 2020-12-17 | 2021-01-14 | -11.47 | 28 |
| 2014-04-29 | 2014-10-16 | -11.00 | 170 |
| 2018-06-25 | 2018-07-13 | -9.62 | 18 |
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