Métricas de Rendimiento
Rentabilidad
0.31%
Volatilidad
0.35%
Sharpe Ratio
-1.193
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
-3.791
Calmar Ratio:
N/A
Rentabilidad
1.26%
Volatilidad
0.33%
Sharpe Ratio
1.314
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
2.14%
Volatilidad
0.31%
Sharpe Ratio
-1.841
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
5.09%
Volatilidad
0.33%
Sharpe Ratio
0.140
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
0.450
Calmar Ratio:
N/A
Rentabilidad
23.82%
Volatilidad
0.52%
Sharpe Ratio
4.343
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.14%
Sortino Ratio:
9.676
Calmar Ratio:
52.76