Comparações Acções Europa

Análise de fundos e ETFs de acções Europeus

Gráficos de Performance e Drawdowns

Matrix Risco/Retorno

Nota: Quanto maior o sharpe maior o círculo.

Tabela de correlação

Fundos	IMAE	JUPITER	MFS
IMAE	1.0	0.85	0.92
JUPITER	0.85	1.0	0.88
MFS	0.92	0.88	1.0

Fundos	IMAE	JUPITER	MFS
IMAE	1.0	0.79	0.96
JUPITER	0.79	1.0	0.82
MFS	0.96	0.82	1.0

Fundos	IMAE	JUPITER	MFS
IMAE	1.0	0.85	0.97
JUPITER	0.85	1.0	0.87
MFS	0.97	0.87	1.0

Fundos	IMAE	JUPITER	MFS
IMAE	1.0	0.85	0.95
JUPITER	0.85	1.0	0.9
MFS	0.95	0.9	1.0

Fundos	IMAE	JUPITER	MFS
IMAE	1.0	0.85	0.93
JUPITER	0.85	1.0	0.9
MFS	0.93	0.9	1.0

Performance desde 2009-10-14

	CAGR	StdDev	Sharpe	Max_DD	MAR
IMAE	7.03%	14.26%	0.49	-35.59%	0.2
JUPITER	9.6%	14.28%	0.67	-33.71%	0.28
MFS	8.81%	12.27%	0.72	-31.05%	0.28

Performance a 1 Ano

	CAGR	StdDev	Sharpe	Max_DD	MAR
IMAE	8.83%	10.88%	0.81	-8.23%	1.07
JUPITER	6.0%	13.54%	0.44	-12.28%	0.49
MFS	3.07%	10.85%	0.28	-12.63%	0.24

Performance a 3 Anos

	CAGR	StdDev	Sharpe	Max_DD	MAR
IMAE	10.23%	12.65%	0.81	-19.43%	0.53
JUPITER	1.32%	15.5%	0.09	-31.5%	0.04
MFS	4.29%	12.18%	0.35	-22.79%	0.19

Performance a 5 Anos

	CAGR	StdDev	Sharpe	Max_DD	MAR
IMAE	6.74%	15.24%	0.44	-35.59%	0.19
JUPITER	4.39%	16.37%	0.27	-33.71%	0.13
MFS	6.03%	14.54%	0.41	-31.05%	0.19

Performance a 10 Anos

	CAGR	StdDev	Sharpe	Max_DD	MAR
IMAE	6.0%	14.13%	0.42	-35.59%	0.17
JUPITER	7.68%	14.46%	0.53	-33.71%	0.23
MFS	7.21%	12.71%	0.57	-31.05%	0.23