Métricas de Rendimiento
Rentabilidad
0.31%
Volatilidad
0.26%
Sharpe Ratio
-2.896
VaR 95%
-0.00%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
1.21%
Volatilidad
0.33%
Sharpe Ratio
0.231
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
2.04%
Volatilidad
0.31%
Sharpe Ratio
-2.830
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.04%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
4.97%
Volatilidad
0.35%
Sharpe Ratio
-0.304
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
-0.765
Calmar Ratio:
N/A
Rentabilidad
23.93%
Volatilidad
0.55%
Sharpe Ratio
4.128
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.09%
Sortino Ratio:
11.115
Calmar Ratio:
N/A