Métricas de Rendimiento
Rentabilidad
0.14%
Volatilidad
0.28%
Sharpe Ratio
-11.395
VaR 95%
-0.03%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
0.79%
Volatilidad
0.29%
Sharpe Ratio
-5.971
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
1.82%
Volatilidad
0.35%
Sharpe Ratio
-3.624
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-9.874
Calmar Ratio:
N/A
Rentabilidad
4.46%
Volatilidad
0.34%
Sharpe Ratio
-1.578
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-4.315
Calmar Ratio:
N/A
Rentabilidad
21.69%
Volatilidad
0.54%
Sharpe Ratio
3.109
VaR 95%
-0.02%
CVaR 95%:
-0.04%
Máximo Drawdown:
-0.13%
Sortino Ratio:
6.198
Calmar Ratio:
52.45