Métricas de Rendimiento
Rentabilidad
1.51%
Volatilidad
5.95%
Sharpe Ratio
3.377
VaR 95%
-0.45%
CVaR 95%:
-0.58%
Máximo Drawdown:
-0.61%
Sortino Ratio:
8.410
Calmar Ratio:
41.34
Rentabilidad
1.36%
Volatilidad
6.55%
Sharpe Ratio
0.132
VaR 95%
-0.71%
CVaR 95%:
-0.96%
Máximo Drawdown:
-2.62%
Sortino Ratio:
0.180
Calmar Ratio:
2.23
Rentabilidad
8.39%
Volatilidad
6.55%
Sharpe Ratio
1.720
VaR 95%
-0.65%
CVaR 95%:
-0.95%
Máximo Drawdown:
-2.62%
Sortino Ratio:
2.376
Calmar Ratio:
6.20
Rentabilidad
13.73%
Volatilidad
7.40%
Sharpe Ratio
1.163
VaR 95%
-0.65%
CVaR 95%:
-0.94%
Máximo Drawdown:
-6.25%
Sortino Ratio:
1.885
Calmar Ratio:
2.17
Rentabilidad
57.51%
Volatilidad
7.85%
Sharpe Ratio
1.325
VaR 95%
-0.73%
CVaR 95%:
-1.01%
Máximo Drawdown:
-6.25%
Sortino Ratio:
2.152
Calmar Ratio:
2.46