Resultados Semana Anterior
| Asset | Compra | Venta | % |
|---|---|---|---|
EAC |
145.34 | 145.34 | 0.0 |
THA |
672.54 | 671.03 | -0.22 |
OOS |
116.13 | 115.67 | -0.4 |
BGN |
129.92 | 129.92 | 0.0 |
LXM |
88.03 | 91.94 | 4.44 |
OHP |
105.66 | 107.35 | 1.6 |
SXQ |
103.56 | 103.22 | -0.33 |
XNO |
98.62 | 98.62 | 0.0 |
ZVQ |
689.1 | 694.57 | 0.79 |
FFV |
143.69 | 143.69 | 0.0 |
Asset a Comprar
| Asset | Cotizacion |
|---|---|
EAC |
145.34 |
THA |
671.03 |
BGN |
129.92 |
OOS |
115.67 |
FFV |
143.69 |
SXQ |
103.22 |
ZVQ |
694.57 |
OHP |
107.35 |
XNO |
98.62 |
PME |
246.89 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 1,086,621.36% |
| CAGR% | 118.93% |
| Sharpe | 3.17 |
| Sortino | 5.17 |
| Max Drawdown | -33.36% |
| Longest DD Days | 170 |
| Volatility (ann.) | 25.16% |
| Calmar | 3.56 |
| Skew | 0.01 |
| Kurtosis | 6.66 |
| Expected Daily % | 0.3% |
| Expected Monthly % | 6.71% |
| Expected Yearly % | 104.4% |
| Kelly Criterion | 29.83% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.29% |
| Expected Shortfall (cVaR) | -2.29% |
| Payoff Ratio | 0.99 |
| Profit Factor | 1.85 |
| Common Sense Ratio | 2.52 |
| CPC Index | 1.19 |
| Tail Ratio | 1.36 |
| Outlier Win Ratio | 4.95 |
| Outlier Loss Ratio | 3.53 |
| MTD | -3.7% |
| 3M | -14.08% |
| 6M | 13.13% |
| YTD | 14.17% |
| 1Y | 36.23% |
| 3Y (ann.) | 78.41% |
| 5Y (ann.) | 166.6% |
| 10Y (ann.) | 148.37% |
| All-time (ann.) | 118.93% |
| Best Day | 12.41% |
| Worst Day | -10.99% |
| Best Month | 41.79% |
| Worst Month | -13.37% |
| Best Year | 464.79% |
| Worst Year | 0.0% |
| Avg. Drawdown | -2.34% |
| Avg. Drawdown Days | 10 |
| Recovery Factor | 32570.31 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 10.61% |
| Avg. Down Month | -3.84% |
| Win Days % | 65.06% |
| Win Month % | 78.1% |
| 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 | 106.51% | 180.04% |
| 2017 | 177.26% | 464.79% |
| 2018 | 142.89% | 294.77% |
| 2019 | 143.88% | 294.82% |
| 2020 | 74.81% | 101.63% |
| 2021 | 42.93% | 45.96% |
| 2022 | 15.87% | 14.17% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-24 | 2022-04-13 | -33.36 | 140 |
| 2022-04-22 | 2022-06-24 | -28.54 | 63 |
| 2021-02-24 | 2021-06-29 | -19.91 | 125 |
| 2020-04-24 | 2020-07-15 | -14.11 | 82 |
| 2018-08-27 | 2018-12-13 | -14.02 | 108 |
| 2019-10-03 | 2019-10-24 | -13.42 | 21 |
| 2019-04-03 | 2019-05-17 | -11.97 | 44 |
| 2020-12-17 | 2021-01-14 | -11.47 | 28 |
| 2016-06-23 | 2016-08-31 | -11.42 | 69 |
| 2014-04-29 | 2014-10-16 | -11.00 | 170 |
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