Métricas de Rendimiento
Rentabilidad
0.18%
Volatilidad
0.28%
Sharpe Ratio
-9.800
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
0.91%
Volatilidad
0.30%
Sharpe Ratio
-4.092
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-8.296
Calmar Ratio:
N/A
Rentabilidad
2.13%
Volatilidad
0.33%
Sharpe Ratio
-1.942
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-4.950
Calmar Ratio:
N/A
Rentabilidad
4.96%
Volatilidad
0.33%
Sharpe Ratio
-0.195
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-0.569
Calmar Ratio:
N/A
Rentabilidad
23.00%
Volatilidad
0.49%
Sharpe Ratio
4.121
VaR 95%
-0.01%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.14%
Sortino Ratio:
8.840
Calmar Ratio:
51.80