Métricas de Rendimiento
Rentabilidad
0.29%
Volatilidad
0.28%
Sharpe Ratio
-4.045
VaR 95%
-0.00%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
0.68%
Volatilidad
0.26%
Sharpe Ratio
-7.726
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
1.95%
Volatilidad
0.31%
Sharpe Ratio
-2.771
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-6.902
Calmar Ratio:
N/A
Rentabilidad
4.25%
Volatilidad
0.32%
Sharpe Ratio
-2.151
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-5.937
Calmar Ratio:
N/A
Rentabilidad
20.57%
Volatilidad
0.47%
Sharpe Ratio
2.916
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.14%
Sortino Ratio:
6.069
Calmar Ratio:
45.82