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| Métrica | Fondo | Benchmark |
|---|---|---|
| Retorno anualizado | -12.87% | -23.09% |
| Alpha | -1.78% | 0.00% |
| Métrica | Fondo | Benchmark |
|---|---|---|
| Volatilidad | 13.65% | 17.99% |
| Mayor caÃda | -13.88% | -22.91% |
| Tiempo de recuperación | 24 semanas | 39 semanas |
| Correlación | 0.63 | 1.00 |
| Downside risk | 9.05% | 11.56% |
| Beta | 0.48 | 1.00 |
| Bull Beta | 0.06 | 1.00 |
| Bear Beta | 0.57 | 1.00 |
| Métrica | Fondo | Benchmark |
|---|---|---|
| Omega | 0.72 | 0.64 |
| Sharpe | -0.94 | -1.28 |
| Calmar | 0.93 | 1.01 |
| Sortino | -1.42 | -2.00 |
| Tracking Error | 0.14% | 0.00% |
| Treynor | -0.27 | -0.23 |
| Info. Ratio | 0.73 | 0.00 |