SECURITY EMERGING M.
Métricas de Rendimiento
Rentabilidad
7.21%
Volatilidad
7.31%
Sharpe Ratio
11.711
VaR 95%
-0.33%
CVaR 95%:
-0.43%
Máximo Drawdown:
-0.63%
Sortino Ratio:
26.785
Calmar Ratio:
142.88
Rentabilidad
8.13%
Volatilidad
8.86%
Sharpe Ratio
2.994
VaR 95%
-1.01%
CVaR 95%:
-1.11%
Máximo Drawdown:
-4.59%
Sortino Ratio:
4.733
Calmar Ratio:
6.87
Rentabilidad
17.52%
Volatilidad
8.72%
Sharpe Ratio
3.234
VaR 95%
-0.73%
CVaR 95%:
-1.13%
Máximo Drawdown:
-4.59%
Sortino Ratio:
4.953
Calmar Ratio:
7.23
Rentabilidad
35.73%
Volatilidad
11.73%
Sharpe Ratio
2.276
VaR 95%
-1.08%
CVaR 95%:
-1.77%
Máximo Drawdown:
-13.27%
Sortino Ratio:
2.535
Calmar Ratio:
2.39
Rentabilidad
36.41%
Volatilidad
11.48%
Sharpe Ratio
0.507
VaR 95%
-1.10%
CVaR 95%:
-1.62%
Máximo Drawdown:
-17.19%
Sortino Ratio:
0.695
Calmar Ratio:
0.63