Métricas de Rendimiento
Rentabilidad
0.33%
Volatilidad
0.35%
Sharpe Ratio
-1.576
VaR 95%
-0.01%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.03%
Sortino Ratio:
-3.069
Calmar Ratio:
N/A
Rentabilidad
0.80%
Volatilidad
0.31%
Sharpe Ratio
-4.849
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.03%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
2.12%
Volatilidad
0.36%
Sharpe Ratio
-1.401
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.03%
Sortino Ratio:
-4.283
Calmar Ratio:
N/A
Rentabilidad
4.57%
Volatilidad
0.36%
Sharpe Ratio
-1.032
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-3.024
Calmar Ratio:
N/A
Rentabilidad
21.00%
Volatilidad
0.57%
Sharpe Ratio
2.617
VaR 95%
-0.02%
CVaR 95%:
-0.04%
Máximo Drawdown:
-0.18%
Sortino Ratio:
4.014
Calmar Ratio:
36.44