RV EUROPA
Métricas de Rendimiento
Rentabilidad
-2.26%
Volatilidad
8.96%
Sharpe Ratio
-1.996
VaR 95%
-0.68%
CVaR 95%:
-0.69%
Máximo Drawdown:
-2.36%
Sortino Ratio:
-5.249
Calmar Ratio:
-5.46
Rentabilidad
-5.16%
Volatilidad
10.06%
Sharpe Ratio
-2.081
VaR 95%
-0.87%
CVaR 95%:
-1.41%
Máximo Drawdown:
-7.33%
Sortino Ratio:
-3.157
Calmar Ratio:
-2.17
Rentabilidad
-5.76%
Volatilidad
11.35%
Sharpe Ratio
-1.595
VaR 95%
-1.07%
CVaR 95%:
-1.75%
Máximo Drawdown:
-9.79%
Sortino Ratio:
-2.356
Calmar Ratio:
-1.34
Rentabilidad
0.34%
Volatilidad
13.18%
Sharpe Ratio
-0.283
VaR 95%
-1.39%
CVaR 95%:
-1.89%
Máximo Drawdown:
-10.42%
Sortino Ratio:
-0.413
Calmar Ratio:
0.12
Rentabilidad
39.01%
Volatilidad
14.52%
Sharpe Ratio
0.426
VaR 95%
-1.43%
CVaR 95%:
-1.89%
Máximo Drawdown:
-11.88%
Sortino Ratio:
0.689
Calmar Ratio:
0.94