sharpe ratio ==D== 1.67661837778
sharpe ratio ==M== 1.59117234096
sharpe ratio ==A== 1.33862105027
Rendimiento Mensual
Month | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | All |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | |||||||||||||
2000 | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | NaN | -0.009 | 0.150 | 0.216 | 0.357 |
2001 | -0.002 | 0.037 | -0.034 | -0.009 | 0.169 | -0.019 | 0.068 | 0.135 | 0.125 | -0.018 | 0.049 | -0.025 | 0.477 |
2002 | -0.024 | -0.080 | 0.006 | 0.034 | 0.111 | 0.118 | 0.095 | 0.021 | 0.029 | 0.037 | -0.057 | 0.027 | 0.317 |
2003 | 0.099 | -0.012 | 0.084 | 0.085 | 0.041 | 0.046 | 0.102 | -0.015 | -0.001 | 0.013 | 0.014 | 0.111 | 0.567 |
2004 | -0.021 | 0.013 | -0.001 | 0.037 | 0.002 | 0.014 | -0.038 | 0.078 | 0.092 | 0.058 | 0.061 | 0.097 | 0.391 |
2005 | 0.146 | 0.001 | 0.082 | 0.037 | 0.071 | 0.050 | 0.039 | 0.093 | 0.039 | -0.039 | -0.001 | 0.029 | 0.549 |
2006 | 0.115 | -0.016 | 0.067 | 0.134 | 0.048 | 0.071 | 0.036 | 0.026 | -0.009 | 0.043 | 0.118 | 0.038 | 0.670 |
2007 | -0.028 | 0.039 | 0.019 | 0.047 | -0.034 | 0.010 | 0.031 | 0.026 | 0.084 | 0.062 | 0.029 | 0.042 | 0.328 |
2008 | -0.005 | -0.008 | -0.020 | 0.056 | 0.073 | -0.002 | 0.047 | 0.137 | 0.316 | -0.305 | 0.167 | 0.560 | 1.015 |
2009 | 0.339 | -0.072 | 0.348 | 0.142 | 0.236 | 0.004 | 0.023 | -0.006 | -0.094 | -0.038 | -0.009 | 0.093 | 0.966 |
2010 | 0.188 | 0.125 | 0.115 | 0.099 | 0.338 | 0.201 | 0.280 | -0.108 | 0.278 | 0.000 | 0.090 | -0.007 | 1.599 |
2011 | 0.110 | -0.034 | -0.041 | -0.070 | 0.000 | 0.019 | 0.006 | -0.007 | 0.200 | -0.075 | -0.051 | 0.095 | 0.151 |
2012 | 0.046 | 0.029 | 0.008 | 0.065 | 0.183 | 0.007 | -0.084 | -0.003 | 0.106 | 0.058 | 0.015 | 0.087 | 0.518 |
2013 | 0.032 | -0.079 | -0.071 | 0.121 | 0.014 | 0.053 | 0.113 | 0.011 | 0.010 | 0.065 | 0.005 | 0.030 | 0.304 |
2014 | 0.008 | 0.029 | -0.013 | -0.008 | -0.011 | -0.012 | -0.032 | 0.010 | 0.191 | 0.048 | 0.047 | 0.029 | 0.286 |
2015 | 0.199 | -0.047 | -0.159 | 0.110 | 0.329 | -0.075 | -0.042 | 0.265 | -0.046 | -0.089 | 0.103 | -0.137 | 0.412 |
2016 | 0.007 | 0.005 | 0.144 | -0.005 | -0.038 | 0.018 | 0.009 | -0.024 | 0.033 | -0.023 | 0.129 | 0.056 | 0.311 |
2017 | -0.026 | -0.045 | -0.032 | 0.045 | 0.107 | 0.024 | 0.070 | 0.006 | 0.021 | 0.089 | -0.066 | 0.069 | 0.261 |
2018 | 0.068 | 0.052 | 0.025 | 0.001 | 0.073 | 0.052 | -0.015 | 0.030 | 0.036 | -0.045 | 0.002 | 0.004 | 0.284 |
2019 | 0.039 | 0.006 | 0.020 | 0.000 | -0.012 | NaN | NaN | NaN | NaN | NaN | NaN | NaN | 0.052 |
All | 1.289 | -0.058 | 0.546 | 0.921 | 1.701 | 0.577 | 0.707 | 0.677 | 1.412 | -0.166 | 0.797 | 1.414 | 9.817 |
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