Métricas de Rendimiento
Rentabilidad
0.27%
Volatilidad
0.28%
Sharpe Ratio
-4.959
VaR 95%
-0.00%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
0.63%
Volatilidad
0.25%
Sharpe Ratio
-8.691
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
1.85%
Volatilidad
0.30%
Sharpe Ratio
-3.512
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-8.743
Calmar Ratio:
N/A
Rentabilidad
4.05%
Volatilidad
0.31%
Sharpe Ratio
-2.823
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-7.693
Calmar Ratio:
N/A
Rentabilidad
19.37%
Volatilidad
0.46%
Sharpe Ratio
2.225
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.14%
Sortino Ratio:
4.538
Calmar Ratio:
42.40