Métricas de Rendimiento
Rentabilidad
0.38%
Volatilidad
0.29%
Sharpe Ratio
0.695
VaR 95%
-0.00%
CVaR 95%:
-0.00%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
1.43%
Volatilidad
0.36%
Sharpe Ratio
2.806
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
2.49%
Volatilidad
0.33%
Sharpe Ratio
0.163
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
5.90%
Volatilidad
0.37%
Sharpe Ratio
2.164
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
6.090
Calmar Ratio:
N/A
Rentabilidad
27.17%
Volatilidad
0.57%
Sharpe Ratio
5.567
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.08%
Sortino Ratio:
15.955
Calmar Ratio:
N/A