Métricas de Rendimiento
Rentabilidad
-2.18%
Volatilidad
14.27%
Sharpe Ratio
-2.003
VaR 95%
-1.48%
CVaR 95%:
-3.01%
Máximo Drawdown:
-4.06%
Sortino Ratio:
-2.071
Calmar Ratio:
-5.81
Rentabilidad
-4.82%
Volatilidad
12.55%
Sharpe Ratio
-2.297
VaR 95%
-1.31%
CVaR 95%:
-1.97%
Máximo Drawdown:
-6.45%
Sortino Ratio:
-2.998
Calmar Ratio:
-3.69
Rentabilidad
0.74%
Volatilidad
12.49%
Sharpe Ratio
-0.392
VaR 95%
-1.32%
CVaR 95%:
-1.89%
Máximo Drawdown:
-6.95%
Sortino Ratio:
-0.528
Calmar Ratio:
0.01
Rentabilidad
-2.56%
Volatilidad
14.96%
Sharpe Ratio
-0.493
VaR 95%
-1.69%
CVaR 95%:
-2.14%
Máximo Drawdown:
-16.26%
Sortino Ratio:
-0.695
Calmar Ratio:
-0.15
Rentabilidad
75.02%
Volatilidad
15.57%
Sharpe Ratio
0.855
VaR 95%
-1.58%
CVaR 95%:
-2.08%
Máximo Drawdown:
-16.26%
Sortino Ratio:
1.316
Calmar Ratio:
1.13