Métricas de Rendimiento
Rentabilidad
0.35%
Volatilidad
0.30%
Sharpe Ratio
-1.500
VaR 95%
-0.00%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
0.85%
Volatilidad
0.28%
Sharpe Ratio
-4.908
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
2.39%
Volatilidad
0.36%
Sharpe Ratio
0.070
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
0.227
Calmar Ratio:
N/A
Rentabilidad
5.07%
Volatilidad
0.36%
Sharpe Ratio
0.282
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
0.851
Calmar Ratio:
N/A
Rentabilidad
23.90%
Volatilidad
0.54%
Sharpe Ratio
4.213
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.12%
Sortino Ratio:
8.419
Calmar Ratio:
61.84