Métricas de Rendimiento
Rentabilidad
0.33%
Volatilidad
0.36%
Sharpe Ratio
-0.465
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
-1.518
Calmar Ratio:
N/A
Rentabilidad
1.32%
Volatilidad
0.34%
Sharpe Ratio
1.987
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
2.26%
Volatilidad
0.32%
Sharpe Ratio
-1.059
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
5.33%
Volatilidad
0.34%
Sharpe Ratio
0.820
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
2.720
Calmar Ratio:
N/A
Rentabilidad
24.60%
Volatilidad
0.52%
Sharpe Ratio
4.719
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.14%
Sortino Ratio:
10.584
Calmar Ratio:
55.05