Métricas de Rendimiento
Rentabilidad
0.21%
Volatilidad
0.30%
Sharpe Ratio
-7.955
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
1.02%
Volatilidad
0.32%
Sharpe Ratio
-2.570
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-6.380
Calmar Ratio:
N/A
Rentabilidad
2.28%
Volatilidad
0.38%
Sharpe Ratio
-0.934
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-2.768
Calmar Ratio:
N/A
Rentabilidad
5.40%
Volatilidad
0.36%
Sharpe Ratio
1.033
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
3.152
Calmar Ratio:
N/A
Rentabilidad
25.02%
Volatilidad
0.56%
Sharpe Ratio
4.668
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.12%
Sortino Ratio:
9.536
Calmar Ratio:
64.36