Métricas de Rendimiento
Rentabilidad
0.31%
Volatilidad
0.29%
Sharpe Ratio
-3.209
VaR 95%
-0.00%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
0.75%
Volatilidad
0.27%
Sharpe Ratio
-6.639
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
2.18%
Volatilidad
0.35%
Sharpe Ratio
-1.163
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-3.551
Calmar Ratio:
N/A
Rentabilidad
4.65%
Volatilidad
0.35%
Sharpe Ratio
-0.887
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-2.553
Calmar Ratio:
N/A
Rentabilidad
22.42%
Volatilidad
0.54%
Sharpe Ratio
3.509
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.12%
Sortino Ratio:
6.948
Calmar Ratio:
56.53