Métricas de Rendimiento
Rentabilidad
0.30%
Volatilidad
0.35%
Sharpe Ratio
-3.280
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
0.49%
Volatilidad
0.41%
Sharpe Ratio
-6.983
VaR 95%
-0.02%
CVaR 95%:
-0.07%
Máximo Drawdown:
-0.16%
Sortino Ratio:
-7.596
Calmar Ratio:
13.49
Rentabilidad
1.99%
Volatilidad
0.49%
Sharpe Ratio
-1.666
VaR 95%
-0.02%
CVaR 95%:
-0.04%
Máximo Drawdown:
-0.16%
Sortino Ratio:
-2.682
Calmar Ratio:
26.49
Rentabilidad
4.53%
Volatilidad
0.47%
Sharpe Ratio
-0.978
VaR 95%
-0.02%
CVaR 95%:
-0.04%
Máximo Drawdown:
-0.16%
Sortino Ratio:
-1.819
Calmar Ratio:
28.82
Rentabilidad
24.18%
Volatilidad
0.77%
Sharpe Ratio
3.092
VaR 95%
-0.03%
CVaR 95%:
-0.08%
Máximo Drawdown:
-0.31%
Sortino Ratio:
3.751
Calmar Ratio:
23.95