Métricas de Rendimiento
Rentabilidad
0.30%
Volatilidad
0.38%
Sharpe Ratio
-1.600
VaR 95%
-0.02%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.03%
Sortino Ratio:
-3.869
Calmar Ratio:
N/A
Rentabilidad
1.21%
Volatilidad
0.39%
Sharpe Ratio
0.551
VaR 95%
-0.02%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.03%
Sortino Ratio:
1.581
Calmar Ratio:
N/A
Rentabilidad
2.08%
Volatilidad
0.36%
Sharpe Ratio
-1.930
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.03%
Sortino Ratio:
-5.159
Calmar Ratio:
N/A
Rentabilidad
4.99%
Volatilidad
0.37%
Sharpe Ratio
-0.158
VaR 95%
-0.02%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-0.391
Calmar Ratio:
N/A
Rentabilidad
22.57%
Volatilidad
0.62%
Sharpe Ratio
3.101
VaR 95%
-0.02%
CVaR 95%:
-0.05%
Máximo Drawdown:
-0.18%
Sortino Ratio:
5.132
Calmar Ratio:
38.68