Métricas de Rendimiento
Rentabilidad
0.30%
Volatilidad
0.34%
Sharpe Ratio
-1.755
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
-5.468
Calmar Ratio:
N/A
Rentabilidad
1.22%
Volatilidad
0.33%
Sharpe Ratio
0.799
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
2.06%
Volatilidad
0.31%
Sharpe Ratio
-2.437
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
4.91%
Volatilidad
0.33%
Sharpe Ratio
-0.375
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-1.178
Calmar Ratio:
N/A
Rentabilidad
23.05%
Volatilidad
0.52%
Sharpe Ratio
3.976
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.14%
Sortino Ratio:
8.763
Calmar Ratio:
50.72