BICE RENTA CORTO PLA
Métricas de Rendimiento
Rentabilidad
0.38%
Volatilidad
0.34%
Sharpe Ratio
0.043
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
1.04%
Volatilidad
0.28%
Sharpe Ratio
-1.668
VaR 95%
-0.00%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
2.58%
Volatilidad
0.33%
Sharpe Ratio
1.352
VaR 95%
-0.00%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
5.27%
Volatilidad
0.36%
Sharpe Ratio
0.897
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.03%
Sortino Ratio:
3.084
Calmar Ratio:
N/A
Rentabilidad
23.74%
Volatilidad
0.57%
Sharpe Ratio
3.988
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.10%
Sortino Ratio:
9.304
Calmar Ratio:
69.24