Métricas de Rendimiento
Rentabilidad
0.41%
Volatilidad
0.38%
Sharpe Ratio
1.828
VaR 95%
-0.02%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
5.230
Calmar Ratio:
N/A
Rentabilidad
1.53%
Volatilidad
0.40%
Sharpe Ratio
3.930
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
11.155
Calmar Ratio:
N/A
Rentabilidad
2.38%
Volatilidad
0.36%
Sharpe Ratio
-0.218
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-0.539
Calmar Ratio:
N/A
Rentabilidad
5.79%
Volatilidad
0.40%
Sharpe Ratio
1.815
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
4.688
Calmar Ratio:
N/A
Rentabilidad
25.61%
Volatilidad
0.60%
Sharpe Ratio
4.659
VaR 95%
-0.02%
CVaR 95%:
-0.04%
Máximo Drawdown:
-0.16%
Sortino Ratio:
10.312
Calmar Ratio:
49.54