Métricas de Rendimiento
Rentabilidad
-2.31%
Volatilidad
14.25%
Sharpe Ratio
-2.132
VaR 95%
-1.49%
CVaR 95%:
-3.02%
Máximo Drawdown:
-4.15%
Sortino Ratio:
-2.202
Calmar Ratio:
-6.12
Rentabilidad
-5.18%
Volatilidad
12.55%
Sharpe Ratio
-2.423
VaR 95%
-1.32%
CVaR 95%:
-1.98%
Máximo Drawdown:
-6.77%
Sortino Ratio:
-3.158
Calmar Ratio:
-3.75
Rentabilidad
-0.02%
Volatilidad
12.49%
Sharpe Ratio
-0.520
VaR 95%
-1.34%
CVaR 95%:
-1.90%
Máximo Drawdown:
-7.36%
Sortino Ratio:
-0.698
Calmar Ratio:
-0.20
Rentabilidad
-4.16%
Volatilidad
14.94%
Sharpe Ratio
-0.608
VaR 95%
-1.69%
CVaR 95%:
-2.14%
Máximo Drawdown:
-16.53%
Sortino Ratio:
-0.855
Calmar Ratio:
-0.25
Rentabilidad
65.30%
Volatilidad
15.56%
Sharpe Ratio
0.731
VaR 95%
-1.58%
CVaR 95%:
-2.09%
Máximo Drawdown:
-16.53%
Sortino Ratio:
1.122
Calmar Ratio:
0.99