Métricas de Rendimiento
Rentabilidad
0.39%
Volatilidad
0.33%
Sharpe Ratio
-1.942
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
1.29%
Volatilidad
0.37%
Sharpe Ratio
1.418
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.03%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
1.95%
Volatilidad
0.35%
Sharpe Ratio
-2.698
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.03%
Sortino Ratio:
-8.662
Calmar Ratio:
N/A
Rentabilidad
4.88%
Volatilidad
0.38%
Sharpe Ratio
-0.368
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.09%
Sortino Ratio:
-0.834
Calmar Ratio:
N/A
Rentabilidad
23.24%
Volatilidad
0.56%
Sharpe Ratio
3.782
VaR 95%
-0.02%
CVaR 95%:
-0.04%
Máximo Drawdown:
-0.13%
Sortino Ratio:
7.781
Calmar Ratio:
55.94