Métricas de Rendimiento
Rentabilidad
0.32%
Volatilidad
0.39%
Sharpe Ratio
-0.858
VaR 95%
-0.02%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
-2.119
Calmar Ratio:
N/A
Rentabilidad
1.28%
Volatilidad
0.40%
Sharpe Ratio
1.207
VaR 95%
-0.02%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
3.662
Calmar Ratio:
N/A
Rentabilidad
2.21%
Volatilidad
0.37%
Sharpe Ratio
-1.189
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.03%
Sortino Ratio:
-3.265
Calmar Ratio:
N/A
Rentabilidad
5.26%
Volatilidad
0.37%
Sharpe Ratio
0.529
VaR 95%
-0.02%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
1.360
Calmar Ratio:
N/A
Rentabilidad
23.49%
Volatilidad
0.62%
Sharpe Ratio
3.490
VaR 95%
-0.02%
CVaR 95%:
-0.04%
Máximo Drawdown:
-0.18%
Sortino Ratio:
5.738
Calmar Ratio:
40.26