Métricas de Rendimiento
Rentabilidad
0.34%
Volatilidad
0.39%
Sharpe Ratio
-0.286
VaR 95%
-0.02%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
-0.719
Calmar Ratio:
N/A
Rentabilidad
1.33%
Volatilidad
0.40%
Sharpe Ratio
1.715
VaR 95%
-0.02%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
5.275
Calmar Ratio:
N/A
Rentabilidad
2.31%
Volatilidad
0.37%
Sharpe Ratio
-0.613
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.03%
Sortino Ratio:
-1.699
Calmar Ratio:
N/A
Rentabilidad
5.47%
Volatilidad
0.38%
Sharpe Ratio
1.064
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
2.763
Calmar Ratio:
N/A
Rentabilidad
24.22%
Volatilidad
0.63%
Sharpe Ratio
3.791
VaR 95%
-0.02%
CVaR 95%:
-0.04%
Máximo Drawdown:
-0.18%
Sortino Ratio:
6.251
Calmar Ratio:
41.50