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| Métrica | Fondo | Benchmark |
|---|---|---|
| Retorno anualizado | -4.06% | -0.92% |
| Alpha | -2.90% | 0.00% |
| Métrica | Fondo | Benchmark |
|---|---|---|
| Volatilidad | 5.18% | 2.71% |
| Mayor caída | -6.04% | -3.73% |
| Tiempo de recuperación | 48 semanas | 36 semanas |
| Correlación | 0.66 | 1.00 |
| Downside risk | 5.89% | 1.53% |
| Beta | 1.26 | 1.00 |
| Bull Beta | 1.17 | 1.00 |
| Bear Beta | 1.20 | 1.00 |
| Métrica | Fondo | Benchmark |
|---|---|---|
| Omega | 0.69 | 0.89 |
| Sharpe | -0.78 | -0.34 |
| Calmar | 0.67 | 0.25 |
| Sortino | -0.69 | -0.60 |
| Tracking Error | 0.04% | 0.00% |
| Treynor | -0.03 | -0.01 |
| Info. Ratio | -0.80 | 0.00 |