Métricas de Rendimiento
Rentabilidad
0.34%
Volatilidad
0.27%
Sharpe Ratio
-1.393
VaR 95%
-0.00%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
1.30%
Volatilidad
0.34%
Sharpe Ratio
1.287
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
2.22%
Volatilidad
0.31%
Sharpe Ratio
-1.606
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.03%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
5.33%
Volatilidad
0.36%
Sharpe Ratio
0.698
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
1.857
Calmar Ratio:
N/A
Rentabilidad
25.39%
Volatilidad
0.56%
Sharpe Ratio
4.781
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.08%
Sortino Ratio:
13.289
Calmar Ratio:
N/A