Dados

Ms

CDI

CSHG

Gap

Gvea

Eagle

Jan-07
Feb-07
Mar-07
Apr-07
May-07
Jun-07
Jul-07
Aug-07
Sep-07
Oct-07
Nov-07
Dec-07
Jan-08
Feb-08
Mar-08
Apr-08
May-08
Jun-08
Jul-08
Aug-08
Sep-08
Oct-08
Nov-08
Dec-08
Jan-09
Feb-09
Mar-09
Apr-09
May-09
Jun-09
Jul-09
Aug-09
Sep-09
Oct-09
Nov-09
Dec-09
Jan-10
Feb-10
Mar-10
Apr-10
May-10
Jun-10
Jul-10
Aug-10

1.08%
0.87%
1.05%
0.94%
1.02%
0.90%
0.97%
0.99%
0.80%
0.92%
0.84%
0.84%
0.92%
0.79%
0.84%
0.90%
0.87%
0.95%
1.06%
1.01%
1.10%
1.17%
1.00%
1.11%
1.04%
0.85%
0.97%
0.84%
0.77%
0.75%
0.78%
0.69%
0.69%
0.69%
0.66%
0.72%
0.66%
0.59%
0.76%
0.66%
0.75%
0.79%
0.86%
0.89%

2.29%
0.00%
2.70%
1.16%
3.65%
4.58%
3.66%
2.89%
0.27%
1.90%
2.12%
1.99%
0.73%
4.40%
-2.71%
3.62%
2.65%
4.37%
-2.46%
-3.53%
-7.32%
-8.91%
2.20%
1.47%
4.46%
0.97%
1.98%
11.41%
4.76%
2.28%
5.16%
3.68%
1.81%
0.77%
2.46%
2.19%
3.71%
-1.30%
0.71%
-1.66%
1.22%
1.94%
1.44%
0.33%

1.98%
0.86%
2.21%
1.26%
2.61%
1.92%
1.59%
-1.68%
1.98%
2.10%
-0.28%
0.51%
0.47%
1.61%
-1.21%
2.13%
1.41%
0.82%
0.23%
-0.88%
-0.82%
0.63%
1.05%
2.45%
3.76%
1.14%
1.71%
0.29%
2.71%
1.02%
1.05%
0.28%
2.26%
1.17%
0.58%
0.67%
0.12%
0.44%
0.30%
0.54%
-0.34%
0.71%
0.55%
1.10%

1.09%
0.45%
2.03%
2.09%
3.11%
1.58%
1.82%
-1.70%
2.00%
1.21%
-0.74%
1.04%
-1.02%
2.74%
-2.48%
2.85%
3.85%
-0.31%
-0.47%
-0.78%
-3.76%
-6.31%
2.82%
2.99%
2.08%
1.31%
1.73%
4.47%
3.56%
1.51%
2.69%
1.60%
2.25%
1.12%
1.55%
1.74%
0.79%
0.27%
0.73%
0.02%
0.25%
0.98%
1.21%
1.24%

-0.06%
1.07%
-0.43%
4.74%
4.40%
-0.32%
2.22%
1.21%
2.17%
2.99%
1.15%
2.40%
0.04%
1.02%
-0.44%
3.38%
3.67%
2.46%
0.30%
0.01%
0.45%
1.82%
2.38%
1.49%
1.35%
1.53%
1.39%
0.28%
1.51%
0.70%
2.13%
-0.03%
2.03%
1.04%
0.67%
0.35%
-0.73%
0.63%
0.15%
0.03%
-0.56%
0.81%
0.11%
0.00%

Sep-10
Oct-10
Nov-10
Dec-10
Jan-11
Feb-11
Mar-11
Apr-11
May-11
Jun-11
Jul-11
Aug-11
Sep-11
Oct-11
Nov-11
Dec-11

0.84%
0.81%
0.81%
0.93%
0.86%
0.84%
0.92%
0.84%
0.99%
0.95%
0.97%
1.07%
0.94%
0.88%

0.43%
2.84%
2.19%
1.23%
0.48%
0.37%
3.70%
1.71%
0.33%
-0.19%
-1.13%
2.44%
1.18%
1.05%

0.91%
1.04%
0.46%
1.45%
0.55%
0.94%
1.29%
0.96%
0.76%
1.03%
0.82%
2.19%
0.61%
0.98%

0.88%
1.70%
0.10%
1.13%
-0.25%
0.87%
1.93%
0.54%
0.48%
0.12%
-0.31%
1.24%
1.03%
1.40%

0.10%
0.80%
0.60%
0.79%
0.60%
0.83%
0.16%
-0.35%
0.50%
1.30%
0.50%
1.40%
0.30%
-0.10%

Clculos
Indicadores
Retorno Total
Retorno Anual
Risco Anual
Sharpe
Sharpe Generalizado

CDI
Err:508
Err:508
Err:508
-

CSHG
Err:508
Err:508
Err:508
0.78
0.81

Gap
Err:508
Err:508
Err:508
0.39
0.45

Gvea
Err:508
Err:508
Err:508
0.16
0.17

Eagle
Err:508
Err:508
Err:508
0.41
0.46

ndice Sharpe
0.41

0.16

0.39

0.00

0.10

0.20

0.30

0.40

0.50

0.60

0.70

pe

0.78
0.60

0.70

0.80

0.90