Tabela de Performance
CAGR | STDDEV | SHARPE | MAX_DD | |
---|---|---|---|---|
S.I. | 4.08% | 1.3% | 3.14 | -0.2% |
YTD | 2.1% | 1.22% | 4.33 | 0.0% |
1 Year | 6.49% | 1.75% | 3.69 | 0.0% |
Tabela de Drawdowns
Inicio | Fim | Profundidade | Período |
---|---|---|---|
2020-09-09 | 2020-11-26 | -0.2% | 0 Years, 2 Months, 17 Days |
2020-08-28 | 2020-08-31 | 0.0% | 0 Years, 0 Months, 3 Days |
2022-07-18 | 2022-07-19 | 0.0% | 0 Years, 0 Months, 1 Days |
2022-07-19 | 2022-07-20 | 0.0% | 0 Years, 0 Months, 1 Days |
2022-07-20 | 2022-07-21 | 0.0% | 0 Years, 0 Months, 1 Days |
Box Plot de retornos rolantes
2023 | 2022 | 2021 | 2020 |
---|---|---|---|
2.1% | 6.12% | 3.0% | 0.0% |