Métricas de Rendimiento
Rentabilidad
0.16%
Volatilidad
0.27%
Sharpe Ratio
-10.743
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
0.86%
Volatilidad
0.30%
Sharpe Ratio
-4.976
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-9.846
Calmar Ratio:
N/A
Rentabilidad
2.02%
Volatilidad
0.32%
Sharpe Ratio
-2.713
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-6.802
Calmar Ratio:
N/A
Rentabilidad
4.72%
Volatilidad
0.32%
Sharpe Ratio
-0.915
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-2.637
Calmar Ratio:
N/A
Rentabilidad
22.22%
Volatilidad
0.49%
Sharpe Ratio
3.714
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.14%
Sortino Ratio:
7.910
Calmar Ratio:
49.54