Métricas de Rendimiento
Rentabilidad
0.30%
Volatilidad
0.29%
Sharpe Ratio
-3.287
VaR 95%
-0.00%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
0.73%
Volatilidad
0.26%
Sharpe Ratio
-6.922
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
2.04%
Volatilidad
0.31%
Sharpe Ratio
-2.155
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-5.369
Calmar Ratio:
N/A
Rentabilidad
4.43%
Volatilidad
0.32%
Sharpe Ratio
-1.589
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-4.487
Calmar Ratio:
N/A
Rentabilidad
21.28%
Volatilidad
0.47%
Sharpe Ratio
3.310
VaR 95%
-0.01%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.14%
Sortino Ratio:
6.936
Calmar Ratio:
47.73