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Seguimiento Sistemas SP500 semana 37 2022

Sistemas Seleccionados

Accion Cum
Return
CAGR% Sharpe Sor
tino
Max
Draw
Profit
Factor
Reco
very
Factor
Ulcer
Index
Sistema SPY 1 69.53 0.98 1.58 -0.29 1.3 236.29 0.06
Sistema SPY 2 249.21 1.28 2.06 -0.42 1.36 596.07 0.07
Sistema SPY 3 41.63 0.92 1.36 -0.3 1.2 138.36 0.09
Sistema SPY 4 30.77 0.9 1.35 -0.27 1.24 112.77 0.1
Sistema SPY 5 25.28 0.98 1.5 -0.31 1.28 81.46 0.06
Sistema SPY 6 137.98 1.06 1.66 -0.33 1.27 419.05 0.09
Sistema SPY 7 69.55 0.98 1.58 -0.29 1.3 236.36 0.06
Sistema SPY 8 42.06 1.06 1.62 -0.27 1.26 158.1 0.06

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