Métricas de Rendimiento
Rentabilidad
0.16%
Volatilidad
0.24%
Sharpe Ratio
-11.785
VaR 95%
-0.02%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
0.87%
Volatilidad
0.26%
Sharpe Ratio
-5.576
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
2.01%
Volatilidad
0.33%
Sharpe Ratio
-2.762
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
4.91%
Volatilidad
0.33%
Sharpe Ratio
-0.374
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-1.161
Calmar Ratio:
N/A
Rentabilidad
23.66%
Volatilidad
0.53%
Sharpe Ratio
4.153
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.08%
Sortino Ratio:
11.346
Calmar Ratio:
N/A