Métricas de Rendimiento
Rentabilidad
0.20%
Volatilidad
0.25%
Sharpe Ratio
-9.946
VaR 95%
-0.02%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-10.000
Calmar Ratio:
N/A
Rentabilidad
0.97%
Volatilidad
0.27%
Sharpe Ratio
-3.869
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
2.22%
Volatilidad
0.34%
Sharpe Ratio
-1.467
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.04%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
5.33%
Volatilidad
0.34%
Sharpe Ratio
0.825
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
2.742
Calmar Ratio:
N/A
Rentabilidad
24.93%
Volatilidad
0.54%
Sharpe Ratio
4.762
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.08%
Sortino Ratio:
13.307
Calmar Ratio:
N/A