Métricas de Rendimiento
Rentabilidad
0.18%
Volatilidad
0.29%
Sharpe Ratio
-9.444
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
0.92%
Volatilidad
0.31%
Sharpe Ratio
-4.003
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-9.378
Calmar Ratio:
N/A
Rentabilidad
2.07%
Volatilidad
0.37%
Sharpe Ratio
-2.088
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-5.944
Calmar Ratio:
N/A
Rentabilidad
4.98%
Volatilidad
0.35%
Sharpe Ratio
-0.090
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-0.260
Calmar Ratio:
N/A
Rentabilidad
23.53%
Volatilidad
0.55%
Sharpe Ratio
3.988
VaR 95%
-0.02%
CVaR 95%:
-0.04%
Máximo Drawdown:
-0.12%
Sortino Ratio:
8.048
Calmar Ratio:
58.98