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 |