Métricas de Rendimiento
Rentabilidad
0.30%
Volatilidad
0.33%
Sharpe Ratio
-2.061
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
-5.178
Calmar Ratio:
N/A
Rentabilidad
0.99%
Volatilidad
0.29%
Sharpe Ratio
-1.840
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
-5.281
Calmar Ratio:
N/A
Rentabilidad
1.68%
Volatilidad
0.27%
Sharpe Ratio
-5.143
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-10.154
Calmar Ratio:
N/A
Rentabilidad
4.17%
Volatilidad
0.31%
Sharpe Ratio
-1.879
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-5.135
Calmar Ratio:
N/A
Rentabilidad
19.91%
Volatilidad
0.46%
Sharpe Ratio
3.138
VaR 95%
-0.01%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.14%
Sortino Ratio:
6.286
Calmar Ratio:
46.38