Métricas de Rendimiento
Rentabilidad
0.13%
Volatilidad
0.24%
Sharpe Ratio
-13.469
VaR 95%
-0.02%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
0.78%
Volatilidad
0.25%
Sharpe Ratio
-7.184
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
1.84%
Volatilidad
0.32%
Sharpe Ratio
-3.955
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
4.54%
Volatilidad
0.33%
Sharpe Ratio
-1.472
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-4.237
Calmar Ratio:
N/A
Rentabilidad
22.25%
Volatilidad
0.53%
Sharpe Ratio
3.468
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.09%
Sortino Ratio:
9.191
Calmar Ratio:
N/A