Métricas de Rendimiento
Rentabilidad
0.40%
Volatilidad
0.32%
Sharpe Ratio
2.057
VaR 95%
-0.00%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
2.442
Calmar Ratio:
N/A
Rentabilidad
1.06%
Volatilidad
0.29%
Sharpe Ratio
-0.607
VaR 95%
-0.00%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
-1.279
Calmar Ratio:
N/A
Rentabilidad
1.72%
Volatilidad
0.28%
Sharpe Ratio
-4.866
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-9.897
Calmar Ratio:
N/A
Rentabilidad
4.10%
Volatilidad
0.33%
Sharpe Ratio
-2.062
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-5.482
Calmar Ratio:
N/A
Rentabilidad
19.90%
Volatilidad
0.52%
Sharpe Ratio
2.737
VaR 95%
-0.02%
CVaR 95%:
-0.04%
Máximo Drawdown:
-0.13%
Sortino Ratio:
5.308
Calmar Ratio:
50.50