Métricas de Rendimiento
Rentabilidad
8.99%
Volatilidad
18.62%
Sharpe Ratio
3.726
VaR 95%
-1.74%
CVaR 95%:
-1.98%
Máximo Drawdown:
-3.05%
Sortino Ratio:
6.132
Calmar Ratio:
24.40
Rentabilidad
10.88%
Volatilidad
15.93%
Sharpe Ratio
2.672
VaR 95%
-1.34%
CVaR 95%:
-1.71%
Máximo Drawdown:
-5.11%
Sortino Ratio:
4.800
Calmar Ratio:
9.31
Rentabilidad
21.56%
Volatilidad
13.72%
Sharpe Ratio
2.654
VaR 95%
-1.12%
CVaR 95%:
-1.54%
Máximo Drawdown:
-5.11%
Sortino Ratio:
4.673
Calmar Ratio:
8.11
Rentabilidad
45.91%
Volatilidad
13.23%
Sharpe Ratio
2.531
VaR 95%
-1.10%
CVaR 95%:
-1.72%
Máximo Drawdown:
-7.01%
Sortino Ratio:
3.623
Calmar Ratio:
5.49
Rentabilidad
60.50%
Volatilidad
13.90%
Sharpe Ratio
0.774
VaR 95%
-1.35%
CVaR 95%:
-1.93%
Máximo Drawdown:
-14.98%
Sortino Ratio:
1.127
Calmar Ratio:
1.05