Métricas de Rendimiento
Rentabilidad
0.27%
Volatilidad
0.28%
Sharpe Ratio
-5.507
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
0.63%
Volatilidad
0.26%
Sharpe Ratio
-8.966
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
1.92%
Volatilidad
0.33%
Sharpe Ratio
-2.818
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-7.970
Calmar Ratio:
N/A
Rentabilidad
4.13%
Volatilidad
0.34%
Sharpe Ratio
-2.435
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-6.639
Calmar Ratio:
N/A
Rentabilidad
20.59%
Volatilidad
0.53%
Sharpe Ratio
2.599
VaR 95%
-0.02%
CVaR 95%:
-0.04%
Máximo Drawdown:
-0.13%
Sortino Ratio:
5.098
Calmar Ratio:
50.08