Métricas de Rendimiento
Rentabilidad
-2.70%
Volatilidad
14.10%
Sharpe Ratio
-2.766
VaR 95%
-1.81%
CVaR 95%:
-1.89%
Máximo Drawdown:
-4.82%
Sortino Ratio:
-3.712
Calmar Ratio:
-7.05
Rentabilidad
-0.04%
Volatilidad
11.71%
Sharpe Ratio
-0.155
VaR 95%
-1.08%
CVaR 95%:
-1.67%
Máximo Drawdown:
-5.81%
Sortino Ratio:
-0.231
Calmar Ratio:
0.55
Rentabilidad
12.26%
Volatilidad
11.84%
Sharpe Ratio
1.524
VaR 95%
-0.83%
CVaR 95%:
-1.66%
Máximo Drawdown:
-5.81%
Sortino Ratio:
2.065
Calmar Ratio:
3.97
Rentabilidad
5.51%
Volatilidad
14.82%
Sharpe Ratio
0.087
VaR 95%
-1.46%
CVaR 95%:
-2.24%
Máximo Drawdown:
-18.77%
Sortino Ratio:
0.116
Calmar Ratio:
0.34
Rentabilidad
70.71%
Volatilidad
15.12%
Sharpe Ratio
0.851
VaR 95%
-1.54%
CVaR 95%:
-2.11%
Máximo Drawdown:
-18.77%
Sortino Ratio:
1.239
Calmar Ratio:
0.95