Métricas de Rendimiento
Rentabilidad
0.32%
Volatilidad
0.24%
Sharpe Ratio
-5.191
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
1.11%
Volatilidad
0.32%
Sharpe Ratio
-1.070
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
-3.275
Calmar Ratio:
N/A
Rentabilidad
1.78%
Volatilidad
0.30%
Sharpe Ratio
-4.332
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
4.41%
Volatilidad
0.34%
Sharpe Ratio
-1.811
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.07%
Sortino Ratio:
-4.323
Calmar Ratio:
N/A
Rentabilidad
22.13%
Volatilidad
0.55%
Sharpe Ratio
3.292
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.10%
Sortino Ratio:
8.634
Calmar Ratio:
65.83