Métricas de Rendimiento
Rentabilidad
0.38%
Volatilidad
0.37%
Sharpe Ratio
1.089
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
1.49%
Volatilidad
0.40%
Sharpe Ratio
3.382
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.03%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
2.41%
Volatilidad
0.37%
Sharpe Ratio
-0.127
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.03%
Sortino Ratio:
-0.455
Calmar Ratio:
N/A
Rentabilidad
5.86%
Volatilidad
0.39%
Sharpe Ratio
2.002
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.06%
Sortino Ratio:
4.657
Calmar Ratio:
N/A
Rentabilidad
26.63%
Volatilidad
0.58%
Sharpe Ratio
5.254
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.12%
Sortino Ratio:
11.073
Calmar Ratio:
68.08