Métricas de Rendimiento
Rentabilidad
0.34%
Volatilidad
0.40%
Sharpe Ratio
-0.010
VaR 95%
-0.02%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
1.32%
Volatilidad
0.38%
Sharpe Ratio
1.614
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
2.19%
Volatilidad
0.32%
Sharpe Ratio
-1.495
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
5.30%
Volatilidad
0.36%
Sharpe Ratio
0.713
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
1.679
Calmar Ratio:
N/A
Rentabilidad
24.96%
Volatilidad
0.57%
Sharpe Ratio
4.559
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.16%
Sortino Ratio:
9.516
Calmar Ratio:
47.58