Métricas de Rendimiento
Rentabilidad
0.15%
Volatilidad
0.27%
Sharpe Ratio
-11.452
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
0.81%
Volatilidad
0.29%
Sharpe Ratio
-5.653
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
1.93%
Volatilidad
0.31%
Sharpe Ratio
-3.299
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-8.106
Calmar Ratio:
N/A
Rentabilidad
4.55%
Volatilidad
0.32%
Sharpe Ratio
-1.461
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-4.081
Calmar Ratio:
N/A
Rentabilidad
21.49%
Volatilidad
0.48%
Sharpe Ratio
3.327
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.14%
Sortino Ratio:
7.018
Calmar Ratio:
47.57