Métricas de Rendimiento
Rentabilidad
0.32%
Volatilidad
0.29%
Sharpe Ratio
-2.290
VaR 95%
-0.00%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
0.78%
Volatilidad
0.27%
Sharpe Ratio
-5.863
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-9.659
Calmar Ratio:
N/A
Rentabilidad
2.16%
Volatilidad
0.32%
Sharpe Ratio
-1.345
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-3.366
Calmar Ratio:
N/A
Rentabilidad
4.66%
Volatilidad
0.33%
Sharpe Ratio
-0.842
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-2.419
Calmar Ratio:
N/A
Rentabilidad
22.07%
Volatilidad
0.48%
Sharpe Ratio
3.742
VaR 95%
-0.01%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.14%
Sortino Ratio:
7.883
Calmar Ratio:
50.00