Métricas de Rendimiento
Rentabilidad
0.13%
Volatilidad
0.26%
Sharpe Ratio
-12.297
VaR 95%
-0.01%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
0.77%
Volatilidad
0.28%
Sharpe Ratio
-6.470
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
1.83%
Volatilidad
0.31%
Sharpe Ratio
-4.001
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-9.633
Calmar Ratio:
N/A
Rentabilidad
4.33%
Volatilidad
0.31%
Sharpe Ratio
-2.161
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-5.920
Calmar Ratio:
N/A
Rentabilidad
20.23%
Volatilidad
0.48%
Sharpe Ratio
2.644
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.14%
Sortino Ratio:
5.457
Calmar Ratio:
44.04