Comparações Acções EUA

Análise de fundos e ETFs de acções Americanos

Gráficos de Performance e Drawdowns

Matrix Risco/Retorno

Nota: Quanto maior o sharpe maior o círculo.

Tabela de correlação

Fundos	CSPX	Amundi	Legg Mason	AB
CSPX	1.0	0.94	0.93	0.89
Amundi	0.94	1.0	0.95	0.9
Legg Mason	0.93	0.95	1.0	0.92
AB	0.89	0.9	0.92	1.0

Fundos	CSPX	Amundi	Legg Mason	AB
CSPX	1.0	0.91	0.93	0.95
Amundi	0.91	1.0	0.94	0.85
Legg Mason	0.93	0.94	1.0	0.89
AB	0.95	0.85	0.89	1.0

Fundos	CSPX	Amundi	Legg Mason	AB
CSPX	1.0	0.93	0.93	0.93
Amundi	0.93	1.0	0.95	0.92
Legg Mason	0.93	0.95	1.0	0.91
AB	0.93	0.92	0.91	1.0

Fundos	CSPX	Amundi	Legg Mason	AB
CSPX	1.0	0.95	0.94	0.93
Amundi	0.95	1.0	0.96	0.94
Legg Mason	0.94	0.96	1.0	0.93
AB	0.93	0.94	0.93	1.0

Fundos	CSPX	Amundi	Legg Mason	AB
CSPX	1.0	0.94	0.94	0.92
Amundi	0.94	1.0	0.95	0.93
Legg Mason	0.94	0.95	1.0	0.93
AB	0.92	0.93	0.93	1.0

Performance desde 2011-10-10

	CAGR	StdDev	Sharpe	Max_DD	MAR
CSPX	15.45%	13.65%	1.13	-33.65%	0.46
Amundi	14.24%	15.36%	0.93	-31.7%	0.45
Legg Mason	15.85%	16.14%	0.98	-31.84%	0.5
AB	14.93%	16.06%	0.93	-31.37%	0.48

Performance a 1 Ano

	CAGR	StdDev	Sharpe	Max_DD	MAR
CSPX	8.33%	11.76%	0.71	-7.94%	1.05
Amundi	16.68%	14.0%	1.19	-10.11%	1.64
Legg Mason	24.5%	15.48%	1.58	-9.46%	2.58
AB	4.34%	13.18%	0.33	-9.57%	0.45

Performance a 3 Anos

	CAGR	StdDev	Sharpe	Max_DD	MAR
CSPX	12.89%	13.18%	0.98	-17.06%	0.75
Amundi	10.05%	16.44%	0.61	-21.88%	0.46
Legg Mason	6.42%	17.59%	0.36	-31.84%	0.2
AB	5.37%	15.12%	0.36	-25.12%	0.21

Performance a 5 Anos

	CAGR	StdDev	Sharpe	Max_DD	MAR
CSPX	12.24%	15.44%	0.79	-33.65%	0.36
Amundi	12.35%	18.95%	0.65	-31.7%	0.39
Legg Mason	11.44%	20.01%	0.57	-31.84%	0.36
AB	11.62%	18.81%	0.62	-31.37%	0.37

Performance a 10 Anos

	CAGR	StdDev	Sharpe	Max_DD	MAR
CSPX	13.72%	14.24%	0.96	-33.65%	0.41
Amundi	12.96%	16.13%	0.8	-31.7%	0.41
Legg Mason	14.23%	17.02%	0.84	-31.84%	0.45
AB	13.09%	16.57%	0.79	-31.37%	0.42