Métricas de Rendimiento
Rentabilidad
0.27%
Volatilidad
0.28%
Sharpe Ratio
-5.033
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
0.65%
Volatilidad
0.26%
Sharpe Ratio
-8.486
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
1.98%
Volatilidad
0.33%
Sharpe Ratio
-2.477
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-7.072
Calmar Ratio:
N/A
Rentabilidad
4.23%
Volatilidad
0.34%
Sharpe Ratio
-2.117
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-5.811
Calmar Ratio:
N/A
Rentabilidad
20.96%
Volatilidad
0.53%
Sharpe Ratio
2.784
VaR 95%
-0.02%
CVaR 95%:
-0.04%
Máximo Drawdown:
-0.13%
Sortino Ratio:
5.470
Calmar Ratio:
51.33