Tabela de Performance

CAGR STDDEV SHARPE MAX_DD
S.I. 2.26% 4.01% 0.56 -22.74%
YTD 1.61% 6.83% 0.27 -5.53%
1 Year -0.3% 7.04% -0.04 -7.02%
3 Years -7.23% 5.99% -1.2 -22.74%
5 Years -1.98% 5.35% -0.37 -22.74%
10 Years 0.54% 4.32% 0.13 -22.74%

Tabela de Drawdowns

Inicio Fim Profundidade Período
2020-12-13 N/A -22.74% 2 Years, 10 Months, 26 Days
2010-10-13 2012-06-01 -9.22% 1 Years, 7 Months, 19 Days
2019-09-03 2020-10-09 -6.44% 1 Years, 1 Months, 6 Days
2015-04-15 2016-03-24 -6.11% 0 Years, 11 Months, 9 Days
2016-08-10 2019-05-17 -5.94% 2 Years, 9 Months, 7 Days

Box Plot de retornos rolantes

2023 2022 2021 2020 2019
1.61% -18.53% -3.61% 4.71% 6.45%
2018 2017 2016 2015 2014
0.65% -0.06% 2.98% 1.44% 13.07%
2013 2012 2011 2010 2009
2.04% 10.54% 1.36% 0.74% 2.84%