Métricas de Rendimiento
Rentabilidad
0.31%
Volatilidad
0.33%
Sharpe Ratio
-1.471
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
-3.750
Calmar Ratio:
N/A
Rentabilidad
1.03%
Volatilidad
0.29%
Sharpe Ratio
-1.150
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
-3.364
Calmar Ratio:
N/A
Rentabilidad
1.76%
Volatilidad
0.27%
Sharpe Ratio
-4.397
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-8.708
Calmar Ratio:
N/A
Rentabilidad
4.34%
Volatilidad
0.32%
Sharpe Ratio
-1.272
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-3.530
Calmar Ratio:
N/A
Rentabilidad
20.59%
Volatilidad
0.47%
Sharpe Ratio
3.551
VaR 95%
-0.01%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.14%
Sortino Ratio:
7.158
Calmar Ratio:
48.33