Métricas de Rendimiento
Rentabilidad
0.35%
Volatilidad
0.35%
Sharpe Ratio
-0.099
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
1.38%
Volatilidad
0.38%
Sharpe Ratio
2.388
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.03%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
2.21%
Volatilidad
0.36%
Sharpe Ratio
-1.301
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.03%
Sortino Ratio:
-4.369
Calmar Ratio:
N/A
Rentabilidad
5.44%
Volatilidad
0.39%
Sharpe Ratio
0.988
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.06%
Sortino Ratio:
2.267
Calmar Ratio:
N/A
Rentabilidad
25.12%
Volatilidad
0.57%
Sharpe Ratio
4.607
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.12%
Sortino Ratio:
9.601
Calmar Ratio:
62.58