Métricas de Rendimiento
Rentabilidad
0.31%
Volatilidad
0.35%
Sharpe Ratio
-2.462
VaR 95%
-0.01%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.03%
Sortino Ratio:
-4.314
Calmar Ratio:
N/A
Rentabilidad
0.73%
Volatilidad
0.31%
Sharpe Ratio
-5.807
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.03%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
1.99%
Volatilidad
0.36%
Sharpe Ratio
-2.175
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.03%
Sortino Ratio:
-6.339
Calmar Ratio:
N/A
Rentabilidad
4.31%
Volatilidad
0.35%
Sharpe Ratio
-1.787
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-5.065
Calmar Ratio:
N/A
Rentabilidad
20.09%
Volatilidad
0.57%
Sharpe Ratio
2.183
VaR 95%
-0.02%
CVaR 95%:
-0.04%
Máximo Drawdown:
-0.18%
Sortino Ratio:
3.376
Calmar Ratio:
34.87