Cartera Gold
ESTADÍSTICAS BACKTEST: 2005 – 2024
| DESDE INICIO | CAR | RAR | MAX. DRAWDOWN | PROFIT FACTOR | WIN TRADES (%) | SHARPE RATIO | EXPOSICIÓN |
|---|---|---|---|---|---|---|---|
| 1699% | 15,53% | 29,01% | -13,21% | 2,38 | 65% | 1,39 | 53% |
Diario | ETFs
Cartera de 8 sistemas descorrelacionados sobre el oro.
A continuación se muestra su tabla de correlaciones:
Ideal para estar invertido en este metal precioso de forma estratégica y poder sacarle una mejor rentabilidad/riesgo.
Utiliza dos posiciones máximo.
Orden: MOO (Market on Open)
| A | B |
|---|---|
| Fecha inicio del backtest | 01/01/2005 |
| Fecha final del backtest | 31/12/2024 |
| Periodo de desarrollo | 01/01/2005 - 31/12/2018 |
| Fecha estrategia publicada | 01/04/2023 |
| Capital minimo sugerido | 5.000 |
| Edad de la estrategia | 20 años |
| Retorno desde Inicio (%) | 1699.07% |
| Mejor mes (%) | 14.77% |
| Peor mes (%) | -6.05% |
| Volatidad anualizada (%) | 11.21% |
| Recovery Factor | 11.26 |
| CAR/MaxDD | 1.18 |
| RAR/MaxDD | 2.20 |
| Profit Factor | 2.38 |
| Payoff Ratio | 1.26 |
| Risk-Reward Ratio | 0.47 |
| Ulcer Index | 4.22 |
| Ulcer Performance Index | 2.40 |
| Sharpe Ratio of trades | 1.37 |
| Sortino Ratio | 2.39 |
| Max. Drawdown (%) | -13.21% |
| A | B |
|---|---|
| Initial capital | 100000.00 |
| Ending capital | 1799070.68 |
| Net Profit | 1699070.68 |
| Net Profit % | 1699.07% |
| Exposure % | 53.56% |
| Annual Return % | 15.53% |
| Risk Adjusted Return % | 29.01% |
| Buy&Hold (GLD) | 8.92% |
| Total transaction costs | 13260.00 |
| All trades | 663 |
| Avg. Profit/Loss % | 0.91% |
| Avg. Bars Held | 9.80 |
| Winners | 433 (65.31 %) |
| Avg. Profit % | 2.23% |
| Avg. Bars Held | 9.80 |
| Max. Consecutive | 6 |
| # bars in largest win | 66 |
| Losers | 230 (34.69 %) |
| Avg. Loss % | -1.58% |
| Avg. Bars Held | 9.80 |
| Max. Consecutive | 6 |
| # bars in largest loss | 11 |
- Familia: Cartera de sistemas
- Operativa: Solo largos
- Max Posiciones: 2
- Rotación/Trades: Baja
- Temporalidad: Diaria
- Diversificación: Baja
- Mercados: Oro
- Clase de activos: ETF
- Comisiones: Incluidas
Commodities
- GOLD
- No usamos apalancamiento
- El rendimiento es compuesto, se van reinvirtiendo los beneficios
- Los dividendos no están incluidos, deberías añadir entre 2 y 3% más a la rentabilidad anual si los reinviertes en la operativa.
- Las comisiones están incluidas, usamos 10$ para cada operación, la comisión es mayor que la de algunos brokers pero es otra forma de saber que los gastos transaccionales no afectan al rendimiento anual.
- Si quieres saber más sobre nuestra metolodogía puedes leer más información aquí.
UNIVERSO COMPLETO DE ACTIVOS
A veces encontrar su equivalente UCITS puede ser una tarea complicada, en este listado hemos recopilado sus equivalencias.
¿Tienes alguna duda?
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Curva de capital
Drawdown
Rentabilidades históricas
Rentabilidades Mensuales
| Año | Ene | Feb | Mar | Abr | May | Jun | Jul | Ago | Set | Oct | Nov | Dic | Anual% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.01% | -0.28% | 7.96% | 0.55% | 11.52% | ||||||||
| 2024 | -0.41% | 0.56% | 9.23% | 1.97% | 1.25% | 0.56% | 0.77% | 1.88% | -0.08% | 1.05% | -2.54% | -1.21% | 13.37% |
| 2023 | 5.79% | -2.00% | 7.85% | 1.94% | 1.18% | 0.20% | 1.08% | 0.06% | -4.43% | 2.89% | 3.38% | 2.44% | 21.71% |
| 2022 | -3.30% | 7.01% | 4.57% | -1.48% | -0.89% | 0.00% | 0.11% | -3.01% | -2.25% | -1.65% | 6.93% | 3.88% | 9.54% |
| 2021 | 1.30% | -0.14% | -0.33% | 3.62% | 5.31% | -0.99% | 0.97% | -0.34% | -0.75% | 1.43% | 2.36% | 2.27% | 15.52% |
| 2020 | 4.10% | 0.34% | 7.52% | 5.60% | 2.09% | 0.33% | 3.35% | 1.93% | -3.51% | 1.61% | -5.45% | 6.19% | 25.98% |
| 2019 | 2.32% | -1.01% | -0.49% | 0.08% | 0.40% | 0.00% | 2.42% | 7.73% | -1.43% | 3.05% | -0.57% | 2.01% | 15.13% |
| 2018 | 2.34% | -1.98% | 1.44% | -0.89% | -0.65% | 0.00% | -1.24% | -0.41% | 0.64% | 0.31% | 1.34% | 4.34% | 5.19% |
| 2017 | 2.41% | 1.27% | -3.20% | 1.14% | -0.41% | 0.00% | 1.31% | 5.74% | -1.25% | -0.10% | 0.71% | 0.70% | 8.36% |
| 2016 | 4.74% | 10.94% | -0.79% | 4.06% | -3.80% | 2.42% | -1.23% | -1.63% | 2.19% | -2.01% | -6.05% | -2.67% | 5.15% |
| 2015 | 7.26% | -2.53% | -1.34% | 2.41% | 0.00% | 0.00% | -0.08% | 3.62% | -0.73% | 1.70% | -2.79% | 0.58% | 7.95% |
| 2014 | 0.64% | 6.38% | -1.61% | -0.87% | -0.42% | 0.00% | -1.17% | 0.52% | -3.12% | -1.35% | -2.86% | 1.25% | -2.91% |
| 2013 | 0.58% | -4.91% | 0.34% | 5.01% | -0.54% | 0.00% | 2.60% | 2.49% | -1.79% | 2.61% | -1.22% | -0.55% | 4.33% |
| 2012 | 7.22% | -2.02% | -3.48% | -0.16% | -1.68% | 0.00% | -0.31% | 5.91% | 4.66% | -2.31% | -0.53% | -1.90% | 4.84% |
| 2011 | -3.27% | 3.75% | 1.26% | 2.90% | -1.41% | 0.00% | 2.64% | 14.77% | 1.88% | 5.34% | -1.03% | -5.70% | 21.63% |
| 2010 | -0.46% | 8.74% | 0.70% | 4.03% | 1.47% | -0.23% | 0.87% | 4.11% | 4.17% | 2.26% | -0.99% | 0.61% | 27.91% |
| 2009 | 4.55% | 2.45% | -0.15% | 3.07% | 2.23% | 0.00% | 0.90% | 0.43% | 5.96% | 3.20% | 6.47% | -3.02% | 28.95% |
| 2008 | 8.39% | -0.86% | -0.35% | -0.21% | -0.57% | 0.00% | 0.85% | 1.06% | 2.73% | 4.61% | 7.54% | 0.63% | 25.95% |
| 2007 | 2.13% | 1.65% | -0.71% | -0.32% | 0.57% | 0.30% | 0.41% | 3.46% | 9.84% | 7.09% | 0.43% | 5.02% | 33.60% |
| 2006 | 6.04% | 1.64% | 2.51% | 7.58% | 4.05% | 1.29% | 1.23% | 2.85% | -3.96% | 4.31% | 6.40% | -3.16% | 34.64% |
| 2005 | -0.44% | -1.62% | 1.10% | -0.93% | 0.00% | 1.57% | 0.11% | 6.95% | -0.21% | 3.91% | 2.64% | 13.53% |
Rentabilidades
| YTD (%) | 1M (%) | 3M (%) | 6M (%) | 1A (%) | 3 años anualiz. (%) | 5 años anualiz. (%) | 10 años anualiz. (%) | Desde inicio (%) |
|---|---|---|---|---|---|---|---|---|
| 11.52 | 0.55 | 8.26 | 7.37 | 13.33 | 16.50 | 15.64 | 13.21 | 1906.26 |