Métricas de Rendimiento
Rentabilidad
0.36%
Volatilidad
0.34%
Sharpe Ratio
0.370
VaR 95%
-0.00%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
1.35%
Volatilidad
0.32%
Sharpe Ratio
2.328
VaR 95%
-0.00%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
2.51%
Volatilidad
0.27%
Sharpe Ratio
0.634
VaR 95%
-0.00%
CVaR 95%:
-0.00%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
5.50%
Volatilidad
0.26%
Sharpe Ratio
1.742
VaR 95%
-0.00%
CVaR 95%:
-0.00%
Máximo Drawdown:
-0.01%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
25.73%
Volatilidad
0.40%
Sharpe Ratio
7.014
VaR 95%
0.00%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.03%
Sortino Ratio:
24.191
Calmar Ratio:
N/A