QuantStats Risk Report
Informe de riesgo de una cartera sintética: retornos, colas y drawdown con metodología visible.
SHARPE—
SORTINO—
95% VaR—
Equity & drawdown
Estadísticas calculadas
| Calmar | 0.84 |
|---|---|
| Max drawdown | -8.42% |
| Win rate | 54.2% |
| Best month | +4.18% |
| Worst month | -3.06% |
Return distribution
-3σ-2σ-1σmedian+1σ+2σ2.1%6.4%21.8%41.2%18.7%9.8%
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