Métricas de Rendimiento
Rentabilidad
0.16%
Volatilidad
0.29%
Sharpe Ratio
-9.888
VaR 95%
-0.02%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
0.88%
Volatilidad
0.33%
Sharpe Ratio
-4.083
VaR 95%
-0.02%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
2.05%
Volatilidad
0.33%
Sharpe Ratio
-2.394
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-7.332
Calmar Ratio:
N/A
Rentabilidad
4.84%
Volatilidad
0.34%
Sharpe Ratio
-0.512
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-1.408
Calmar Ratio:
N/A
Rentabilidad
23.47%
Volatilidad
0.53%
Sharpe Ratio
4.081
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.10%
Sortino Ratio:
9.334
Calmar Ratio:
N/A