Métricas de Rendimiento
Rentabilidad
0.35%
Volatilidad
0.36%
Sharpe Ratio
-0.883
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
-1.827
Calmar Ratio:
N/A
Rentabilidad
0.85%
Volatilidad
0.31%
Sharpe Ratio
-4.102
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
2.22%
Volatilidad
0.37%
Sharpe Ratio
-0.799
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
-2.494
Calmar Ratio:
N/A
Rentabilidad
4.78%
Volatilidad
0.36%
Sharpe Ratio
-0.444
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-1.318
Calmar Ratio:
N/A
Rentabilidad
21.73%
Volatilidad
0.58%
Sharpe Ratio
2.957
VaR 95%
-0.02%
CVaR 95%:
-0.04%
Máximo Drawdown:
-0.18%
Sortino Ratio:
4.552
Calmar Ratio:
37.70