Métricas de Rendimiento
Rentabilidad
-2.14%
Volatilidad
14.27%
Sharpe Ratio
-1.960
VaR 95%
-1.48%
CVaR 95%:
-3.01%
Máximo Drawdown:
-4.03%
Sortino Ratio:
-2.027
Calmar Ratio:
-5.71
Rentabilidad
-4.70%
Volatilidad
12.55%
Sharpe Ratio
-2.255
VaR 95%
-1.31%
CVaR 95%:
-1.96%
Máximo Drawdown:
-6.34%
Sortino Ratio:
-2.944
Calmar Ratio:
-3.67
Rentabilidad
1.00%
Volatilidad
12.49%
Sharpe Ratio
-0.350
VaR 95%
-1.32%
CVaR 95%:
-1.89%
Máximo Drawdown:
-6.82%
Sortino Ratio:
-0.471
Calmar Ratio:
0.09
Rentabilidad
-2.08%
Volatilidad
14.96%
Sharpe Ratio
-0.459
VaR 95%
-1.68%
CVaR 95%:
-2.14%
Máximo Drawdown:
-16.18%
Sortino Ratio:
-0.647
Calmar Ratio:
-0.12
Rentabilidad
77.66%
Volatilidad
15.58%
Sharpe Ratio
0.888
VaR 95%
-1.58%
CVaR 95%:
-2.08%
Máximo Drawdown:
-16.18%
Sortino Ratio:
1.366
Calmar Ratio:
1.16