Métricas de Rendimiento
Rentabilidad
0.30%
Volatilidad
0.34%
Sharpe Ratio
-3.764
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
0.70%
Volatilidad
0.29%
Sharpe Ratio
-6.717
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
2.05%
Volatilidad
0.35%
Sharpe Ratio
-2.025
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
4.45%
Volatilidad
0.34%
Sharpe Ratio
-1.529
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-4.740
Calmar Ratio:
N/A
Rentabilidad
22.24%
Volatilidad
0.51%
Sharpe Ratio
3.610
VaR 95%
-0.01%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.10%
Sortino Ratio:
8.029
Calmar Ratio:
N/A