Métricas de Rendimiento
Rentabilidad
0.28%
Volatilidad
0.33%
Sharpe Ratio
-2.437
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
-7.415
Calmar Ratio:
N/A
Rentabilidad
1.17%
Volatilidad
0.32%
Sharpe Ratio
0.178
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
1.96%
Volatilidad
0.30%
Sharpe Ratio
-3.152
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
4.67%
Volatilidad
0.32%
Sharpe Ratio
-1.106
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-3.394
Calmar Ratio:
N/A
Rentabilidad
21.73%
Volatilidad
0.51%
Sharpe Ratio
3.323
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.14%
Sortino Ratio:
7.160
Calmar Ratio:
47.04