Métricas de Rendimiento
Rentabilidad
0.16%
Volatilidad
0.27%
Sharpe Ratio
-10.744
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
0.86%
Volatilidad
0.30%
Sharpe Ratio
-4.977
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-9.847
Calmar Ratio:
N/A
Rentabilidad
2.01%
Volatilidad
0.32%
Sharpe Ratio
-2.714
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-6.803
Calmar Ratio:
N/A
Rentabilidad
4.72%
Volatilidad
0.32%
Sharpe Ratio
-0.916
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-2.640
Calmar Ratio:
N/A
Rentabilidad
22.22%
Volatilidad
0.49%
Sharpe Ratio
3.713
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.14%
Sortino Ratio:
7.909
Calmar Ratio:
49.53