Métricas de Rendimiento
Rentabilidad
0.40%
Volatilidad
0.35%
Sharpe Ratio
-1.536
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
-4.900
Calmar Ratio:
N/A
Rentabilidad
1.30%
Volatilidad
0.34%
Sharpe Ratio
1.597
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
2.15%
Volatilidad
0.31%
Sharpe Ratio
-1.665
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
5.07%
Volatilidad
0.33%
Sharpe Ratio
0.164
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
0.528
Calmar Ratio:
N/A
Rentabilidad
23.81%
Volatilidad
0.52%
Sharpe Ratio
4.360
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.14%
Sortino Ratio:
9.715
Calmar Ratio:
52.83