Métricas de Rendimiento
Rentabilidad
0.37%
Volatilidad
0.28%
Sharpe Ratio
0.180
VaR 95%
-0.00%
CVaR 95%:
-0.00%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
1.40%
Volatilidad
0.35%
Sharpe Ratio
2.426
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
2.42%
Volatilidad
0.32%
Sharpe Ratio
-0.282
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.03%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
5.76%
Volatilidad
0.37%
Sharpe Ratio
1.794
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.05%
Sortino Ratio:
4.970
Calmar Ratio:
N/A
Rentabilidad
26.64%
Volatilidad
0.56%
Sharpe Ratio
5.340
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.08%
Sortino Ratio:
15.131
Calmar Ratio:
N/A