Métricas de Rendimiento
Rentabilidad
0.90%
Volatilidad
11.69%
Sharpe Ratio
1.994
VaR 95%
-1.06%
CVaR 95%:
-1.39%
Máximo Drawdown:
-3.55%
Sortino Ratio:
3.083
Calmar Ratio:
7.98
Rentabilidad
8.64%
Volatilidad
10.98%
Sharpe Ratio
2.859
VaR 95%
-0.90%
CVaR 95%:
-1.71%
Máximo Drawdown:
-3.55%
Sortino Ratio:
3.680
Calmar Ratio:
10.26
Rentabilidad
27.66%
Volatilidad
10.73%
Sharpe Ratio
4.397
VaR 95%
-0.75%
CVaR 95%:
-1.21%
Máximo Drawdown:
-3.55%
Sortino Ratio:
6.880
Calmar Ratio:
14.71
Rentabilidad
17.95%
Volatilidad
12.69%
Sharpe Ratio
0.863
VaR 95%
-1.15%
CVaR 95%:
-1.75%
Máximo Drawdown:
-12.17%
Sortino Ratio:
1.222
Calmar Ratio:
1.31
Rentabilidad
46.29%
Volatilidad
14.18%
Sharpe Ratio
0.580
VaR 95%
-1.47%
CVaR 95%:
-1.94%
Máximo Drawdown:
-14.11%
Sortino Ratio:
0.903
Calmar Ratio:
0.94