Conheça nosso

MiniCurso Grátis Clique Aqui!

Diversificação de Investimentos
Esta planilha financeira irá ajudar você:

1. Saber como medir o potencial de diversificação de uma carteira de investimentos.

2. Entender como uma diversificação melhor ajuda a diminuir o risc o de uma carteira.
3. Quanto mais ativos, melhores tende a ser a redução de risco.

Créditos: Planilha Financeira desenvolvida por Henrique Carvalho HC Investimentos

Potencial de Diversificação => 31.57% Redução de Risco (Risco Efetivo / Risco Ponderado)

Estatísticas Carteira IBOV DÓLAR

Risco 19.54% 32.68% 22.37% Desvio-Padrão Anualizado
Média Risco 28.55% Média Ponderada do Risco dos Investimentos

Alocação > 60% 40% <= Altere a Alocação para ver como o risco da carteira muda
Mês Carteira IBOV DÓLAR
Jul-94 7.18% 15.96% -6.00%
Aug-94 13.94% 26.85% -5.43%
Sep-94 0.12% 2.90% -4.05%
Oct-94 -7.83% -12.51% -0.82%
Nov-94 -1.82% -2.96% -0.12%
Dec-94 -3.85% -6.49% 0.12%
Jan-95 -6.65% -10.77% -0.47%
Feb-95 -9.03% -15.81% 1.13%
Mar-95 -3.26% -8.92% 5.23%
Apr-95 17.57% 28.02% 1.90%
May-95 -1.77% -2.44% -0.77%
Jun-95 -1.18% -3.15% 1.77%
Jul-95 5.17% 7.61% 1.52%
Aug-95 7.34% 11.17% 1.60%
Sep-95 5.13% 8.34% 0.32%
Oct-95 -6.63% -11.60% 0.83%
Nov-95 3.83% 6.06% 0.49%
Dec-95 -0.85% -1.82% 0.61%
Jan-96 12.15% 19.83% 0.63%
Feb-96 -2.03% -3.76% 0.57%
Mar-96 0.12% -0.06% 0.39%
Apr-96 2.72% 4.22% 0.46%
May-96 6.79% 10.92% 0.59%
Jun-96 3.55% 5.52% 0.60%
Jul-96 1.06% 1.31% 0.68%
Aug-96 1.56% 2.22% 0.56%
Sep-96 1.97% 2.99% 0.45%
Oct-96 1.04% 1.34% 0.60%
Nov-96 1.44% 2.03% 0.55%
Dec-96 3.61% 5.61% 0.60%
Jan-97 8.14% 13.14% 0.64%
Feb-97 6.32% 10.19% 0.52%
Mar-97 1.77% 2.45% 0.74%
Apr-97 6.39% 10.37% 0.42%
May-97 8.48% 13.64% 0.74%
Jun-97 6.66% 10.78% 0.49%
Jul-97 1.70% 2.43% 0.60%
Aug-97 -10.24% -17.58% 0.76%
Sep-97 6.90% 11.20% 0.44%
Oct-97 -14.05% -23.83% 0.61%
Nov-97 2.97% 4.54% 0.61%
Dec-97 5.36% 8.54% 0.59%
Jan-98 -2.54% -4.67% 0.65%
Feb-98 5.48% 8.74% 0.60%
Mar-98 8.06% 13.02% 0.62%
Apr-98 -1.11% -2.25% 0.61%
May-98 -9.19% -15.68% 0.54%
Jun-98 -0.80% -1.71% 0.56%
Jul-98 6.60% 10.63% 0.56%
Aug-98 -23.27% -39.55% 1.16%
Sep-98 1.41% 1.85% 0.74%
Oct-98 4.39% 6.89% 0.64%
Nov-98 13.77% 22.50% 0.67%
Dec-98 -12.59% -21.40% 0.62%
Jan-99 37.90% 20.45% 64.08%
Feb-99 7.07% 9.04% 4.11%
Mar-99 5.38% 20.04% -16.60%
Apr-99 2.24% 6.11% -3.56%
May-99 0.14% -2.30% 3.81%
Jun-99 3.96% 4.84% 2.64%
Jul-99 -5.67% -10.19% 1.11%
Aug-99 3.54% 1.18% 7.08%
Sep-99 3.21% 5.13% 0.33%
Oct-99 3.85% 5.35% 1.60%
Nov-99 10.06% 17.77% -1.51%
Dec-99 11.65% 24.05% -6.95%
Jan-00 -2.17% -4.11% 0.75%
Feb-00 3.93% 7.81% -1.88%
Mar-00 0.07% 0.91% -1.20%
Apr-00 -6.33% -12.81% 3.40%
May-00 -1.80% -3.74% 1.10%
Jun-00 6.52% 11.84% -1.46%
Jul-00 -1.54% -1.63% -1.40%
Aug-00 4.35% 5.42% 2.74%
Sep-00 -4.46% -8.17% 1.11%
Oct-00 -2.58% -6.66% 3.54%
Nov-00 -5.32% -10.63% 2.65%
Dec-00 8.82% 14.84% -0.21%
Jan-01 9.81% 15.81% 0.80%
Feb-01 -4.54% -10.08% 3.76%
Mar-01 -3.21% -9.14% 5.69%
Apr-01 2.42% 3.32% 1.07%
May-01 2.13% -1.80% 8.02%
Jun-01 -1.30% -0.61% -2.33%
Jul-01 -1.13% -5.53% 5.48%
Aug-01 -2.01% -6.65% 4.95%
Sep-01 -8.43% -17.17% 4.69%
Oct-01 4.65% 6.85% 1.34%
Nov-01 5.64% 13.79% -6.59%
Dec-01 -0.61% 4.47% -8.24%
Jan-02 -1.81% -5.83% 4.22%
Feb-02 5.03% 10.31% -2.90%
Mar-02 -3.75% -5.55% -1.05%
Apr-02 -0.10% -1.28% 1.67%
May-02 1.67% -1.71% 6.75%
Jun-02 -2.92% -13.39% 12.78%
Jul-02 0.80% -12.36% 20.54%
Aug-02 -0.93% 6.35% -11.85%
Sep-02 1.38% -16.95% 28.87%
Oct-02 8.18% 17.92% -6.42%
Nov-02 1.92% 3.35% -0.23%
Dec-02 3.20% 7.23% -2.84%
Jan-03 -2.96% -2.90% -3.04%
Feb-03 -3.20% -6.04% 1.06%
Mar-03 3.44% 9.66% -5.90%
Apr-03 1.30% 11.38% -13.82%
May-03 5.18% 6.89% 2.62%
Jun-03 -3.27% -3.35% -3.16%
Jul-03 4.08% 4.62% 3.26%
Aug-03 7.10% 11.81% 0.03%
Sep-03 2.73% 5.51% -1.45%
Oct-03 6.47% 12.32% -2.30%
Nov-03 8.65% 12.24% 3.26%
Dec-03 5.29% 10.17% -2.04%
Jan-04 -0.32% -1.73% 1.79%
Feb-04 -0.63% -0.44% -0.92%
Mar-04 1.00% 1.78% -0.18%
Apr-04 -6.37% -11.45% 1.24%
May-04 2.31% -0.32% 6.26%
Jun-04 4.65% 8.21% -0.69%
Jul-04 2.33% 5.62% -2.60%
Aug-04 0.03% 2.09% -3.07%
Sep-04 0.14% 1.94% -2.56%
Oct-04 -0.53% -0.83% -0.07%
Nov-04 3.65% 9.01% -4.40%
Dec-04 1.43% 4.25% -2.79%
Jan-05 -4.68% -7.05% -1.12%
Feb-05 8.88% 15.56% -1.14%
Mar-05 -2.16% -5.43% 2.74%
Apr-05 -6.01% -6.64% -5.06%
May-05 -1.13% 1.47% -5.04%
Jun-05 -1.26% -0.62% -2.22%
Jul-05 3.06% 3.96% 1.71%
Aug-05 4.17% 7.69% -1.12%
Sep-05 5.18% 12.62% -5.99%
Oct-05 -2.06% -4.40% 1.44%
Nov-05 2.59% 5.71% -2.10%
Dec-05 5.32% 4.82% 6.06%
Jan-06 6.71% 14.73% -5.33%
Feb-06 -1.10% 0.59% -3.63%
Mar-06 -0.33% -1.71% 1.73%
Apr-06 2.28% 6.36% -3.83%
May-06 -1.66% -9.50% 10.11%
Jun-06 -2.21% 0.27% -5.92%
Jul-06 0.95% 1.22% 0.55%
Aug-06 -2.06% -2.28% -1.72%
Sep-06 1.02% 0.60% 1.66%
Oct-06 4.06% 7.72% -1.44%
Nov-06 4.52% 6.80% 1.11%
Dec-06 3.10% 6.06% -1.33%
Jan-07 -0.02% 0.38% -0.62%
Feb-07 -1.29% -1.68% -0.70%
Mar-07 1.49% 4.36% -2.82%
Apr-07 3.81% 6.88% -0.80%
May-07 2.00% 6.77% -5.16%
Jun-07 2.38% 4.06% -0.14%
Jul-07 -1.24% -0.39% -2.52%
Aug-07 2.30% 0.84% 4.50%
Sep-07 3.89% 10.67% -6.27%
Oct-07 2.75% 8.02% -5.16%
Nov-07 -1.21% -3.54% 2.28%
Dec-07 0.56% 1.40% -0.70%
Jan-08 -4.38% -6.88% -0.62%
Feb-08 2.28% 6.72% -4.37%
Mar-08 -0.82% -3.97% 3.91%
Apr-08 5.38% 11.32% -3.54%
May-08 2.80% 6.96% -3.43%
Jun-08 -7.18% -10.44% -2.30%
Jul-08 -5.72% -8.48% -1.59%
Aug-08 -2.13% -6.43% 4.33%
Sep-08 0.23% -11.03% 17.13%
Oct-08 -10.68% -24.80% 10.50%
Nov-08 3.06% -1.77% 10.30%
Dec-08 1.63% 2.61% 0.17%
Jan-09 2.44% 4.66% -0.89%
Feb-09 -0.63% -2.84% 2.69%
Mar-09 3.24% 7.18% -2.66%
Apr-09 6.97% 15.55% -5.91%
May-09 3.73% 12.49% -9.42%
Jun-09 -2.38% -3.25% -1.08%
Jul-09 2.23% 6.41% -4.05%
Aug-09 2.19% 3.15% 0.74%
Sep-09 3.04% 8.90% -5.74%
Oct-09 -0.74% 0.04% -1.92%
Nov-09 5.51% 8.93% 0.37%
Dec-09 1.17% 2.30% -0.53%
Jan-10 0.28% -4.65% 7.67%
Feb-10 -0.35% 1.68% -3.40%
Mar-10 2.83% 5.82% -1.66%
Apr-10 -3.56% -4.04% -2.83%
May-10 -1.99% -6.64% 4.98%
Jun-10 -2.34% -3.34% -0.84%
Jul-10 5.50% 10.80% -2.46%
Aug-10 -2.13% -3.51% -0.07%
Sep-10 2.54% 6.58% -3.52%
Oct-10 1.24% 1.79% 0.42%
Nov-10 -2.18% -4.20% 0.86%
Dec-10 0.25% 2.36% -2.91%
Jan-11 -2.08% -3.94% 0.72%
Feb-11 0.44% 1.22% -0.73%
Mar-11 0.29% 1.79% -1.96%
Apr-11 -3.51% -3.58% -3.40%
May-11 -1.21% -2.29% 0.42%
Jun-11 -2.53% -3.43% -1.19%
Jul-11 -3.57% -5.74% -0.31%
o Ponderado)
Diversificação: Redução do Risco de
IBOV DÓLAR
30% 28.87%

sco da carteira muda 24.05%

20%

10%

0%

-10%

-16.60%
-20%

-30%
1999 2000 2001 2002 2003 2004 2005
 dados mensais de fev/99 até jul/11
dução do Risco de uma Carteira de Investimentos
IBOV DÓLAR Carteira

-24.80%

2004 2005 2006 2007 2008 2009 2010 2011

Potencial de Diversificação => 34.65% <= Redução de Risco (Risco Efetivo / Risco Ponderado)

Estatísticas Carteira IBOV DÓLAR OURO

Risco 18.61% 32.68% 22.37% 26.18% Desvio-Padrão Anualizado
Média Risco 28.48% Média Ponderada do Risco dos Investimentos

Alocação > 50% 25% 25% <= Altere a Alocação para ver como o risco da carteira muda
Mês Carteira IBOV DÓLAR OURO
Jul-94 5.35% 15.96% -6.00% -4.54%
Aug-94 11.72% 26.85% -5.43% -1.40%
Sep-94 -0.14% 2.90% -4.05% -2.31%
Oct-94 -7.80% -12.51% -0.82% -5.36%
Nov-94 -1.66% -2.96% -0.12% -0.58%
Dec-94 -2.76% -6.49% 0.12% 1.84%
Jan-95 -6.38% -10.77% -0.47% -3.51%
Feb-95 -7.35% -15.81% 1.13% 1.08%
Mar-95 -0.70% -8.92% 5.23% 9.82%
Apr-95 14.46% 28.02% 1.90% -0.09%
May-95 -1.92% -2.44% -0.77% -2.04%
Jun-95 -0.46% -3.15% 1.77% 2.71%
Jul-95 4.14% 7.61% 1.52% -0.18%
Aug-95 6.47% 11.17% 1.60% 1.94%
Sep-95 4.64% 8.34% 0.32% 1.56%
Oct-95 -5.55% -11.60% 0.83% 0.17%
Nov-95 3.69% 6.06% 0.49% 2.13%
Dec-95 -0.47% -1.82% 0.61% 1.17%
Jan-96 11.23% 19.83% 0.63% 4.61%
Feb-96 -1.94% -3.76% 0.57% -0.79%
Mar-96 0.21% -0.06% 0.39% 0.56%
Apr-96 2.01% 4.22% 0.46% -0.87%
May-96 5.69% 10.92% 0.59% 0.32%
Jun-96 2.34% 5.52% 0.60% -2.30%
Jul-96 1.37% 1.31% 0.68% 2.19%
Aug-96 1.45% 2.22% 0.56% 0.79%
Sep-96 1.17% 2.99% 0.45% -1.74%
Oct-96 1.06% 1.34% 0.60% 0.96%
Nov-96 0.92% 2.03% 0.55% -0.95%
Dec-96 2.86% 5.61% 0.60% -0.40%
Jan-97 5.10% 13.14% 0.64% -6.53%
Feb-97 6.58% 10.19% 0.52% 5.43%
Mar-97 0.98% 2.45% 0.74% -1.72%
Apr-97 4.50% 10.37% 0.42% -3.16%
May-97 7.56% 13.64% 0.74% 2.23%
Jun-97 5.09% 10.78% 0.49% -1.68%
Jul-97 0.30% 2.43% 0.60% -4.27%
Aug-97 -8.27% -17.58% 0.76% 1.34%
Sep-97 6.70% 11.20% 0.44% 3.96%
Oct-97 -12.87% -23.83% 0.61% -4.41%
Nov-97 1.14% 4.54% 0.61% -5.14%
Dec-97 4.21% 8.54% 0.59% -0.84%
Jan-98 -0.97% -4.67% 0.65% 4.81%
Feb-98 4.16% 8.74% 0.60% -1.44%
Mar-98 7.19% 13.02% 0.62% 2.10%
Apr-98 -0.50% -2.25% 0.61% 1.88%
May-98 -8.36% -15.68% 0.54% -2.63%
Jun-98 -0.49% -1.71% 0.56% 0.90%
Jul-98 4.56% 10.63% 0.56% -3.57%
Aug-98 -19.79% -39.55% 1.16% -1.20%
Sep-98 3.24% 1.85% 0.74% 8.53%
Oct-98 3.20% 6.89% 0.64% -1.64%
Nov-98 11.44% 22.50% 0.67% 0.09%
Dec-98 -11.42% -21.40% 0.62% -3.51%
Jan-99 43.75% 20.45% 64.08% 70.00%
Feb-99 5.82% 9.04% 4.11% 1.07%
Mar-99 1.77% 20.04% -16.60% -16.40%
Apr-99 1.93% 6.11% -3.56% -0.95%
May-99 -0.92% -2.30% 3.81% -2.88%
Jun-99 2.92% 4.84% 2.64% -0.66%
Jul-99 -4.82% -10.19% 1.11% 0.00%
Aug-99 3.44% 1.18% 7.08% 4.30%
Sep-99 7.49% 5.13% 0.33% 19.37%
Oct-99 2.94% 5.35% 1.60% -0.53%
Nov-99 8.04% 17.77% -1.51% -1.87%
Dec-99 8.18% 24.05% -6.95% -8.45%
Jan-00 -4.25% -4.11% 0.75% -9.54%
Feb-00 6.17% 7.81% -1.88% 10.94%
Mar-00 -1.20% 0.91% -1.20% -5.40%
Apr-00 -4.22% -12.81% 3.40% 5.33%
May-00 -1.46% -3.74% 1.10% 0.53%
Jun-00 6.61% 11.84% -1.46% 4.21%
Jul-00 -1.56% -1.63% -1.40% -1.59%
Aug-00 3.66% 5.42% 2.74% 1.04%
Sep-00 -3.81% -8.17% 1.11% 0.00%
Oct-00 -2.66% -6.66% 3.54% -0.86%
Nov-00 -4.03% -10.63% 2.65% 2.48%
Dec-00 7.66% 14.84% -0.21% 1.15%
Jan-01 7.27% 15.81% 0.80% -3.33%
Feb-01 -3.24% -10.08% 3.76% 3.45%
Mar-01 -3.01% -9.14% 5.69% 0.56%
Apr-01 3.45% 3.32% 1.07% 6.08%
May-01 3.58% -1.80% 8.02% 9.90%
Jun-01 -1.01% -0.61% -2.33% -0.47%
Jul-01 -1.40% -5.53% 5.48% 0.00%
Aug-01 -1.08% -6.65% 4.95% 4.05%
Sep-01 -3.70% -17.17% 4.69% 14.87%
Oct-01 2.37% 6.85% 1.34% -5.58%
Nov-01 3.46% 13.79% -6.59% -7.17%
Dec-01 -0.39% 4.47% -8.24% -2.27%
Jan-02 -0.95% -5.83% 4.22% 3.64%
Feb-02 4.38% 10.31% -2.90% -0.22%
Mar-02 -2.86% -5.55% -1.05% 0.70%
Apr-02 0.64% -1.28% 1.67% 3.45%
May-02 3.89% -1.71% 6.75% 12.24%
Jun-02 -1.25% -13.39% 12.78% 9.02%
Jul-02 4.04% -12.36% 20.54% 20.34%
Aug-02 -2.58% 6.35% -11.85% -11.17%
Sep-02 3.99% -16.95% 28.87% 20.97%
Oct-02 6.89% 17.92% -6.42% -1.87%
Nov-02 2.17% 3.35% -0.23% 2.22%
Dec-02 4.26% 7.23% -2.84% 5.42%
Jan-03 -1.05% -2.90% -3.04% 4.63%
Feb-03 -3.46% -6.04% 1.06% -2.83%
Mar-03 1.14% 9.66% -5.90% -8.85%
Apr-03 -0.85% 11.38% -13.82% -12.34%
May-03 6.79% 6.89% 2.62% 10.76%
Jun-03 -4.32% -3.35% -3.16% -7.43%
Jul-03 4.01% 4.62% 3.26% 3.55%
Aug-03 7.52% 11.81% 0.03% 6.41%
Sep-03 2.50% 5.51% -1.45% 0.42%
Oct-03 5.40% 12.32% -2.30% -0.73%
Nov-03 8.28% 12.24% 3.26% 5.37%
Dec-03 5.31% 10.17% -2.04% 2.93%
Jan-04 -0.87% -1.73% 1.79% -1.81%
Feb-04 -1.04% -0.44% -0.92% -2.37%
Mar-04 2.40% 1.78% -0.18% 6.22%
Apr-04 -7.26% -11.45% 1.24% -7.38%
May-04 3.64% -0.32% 6.26% 8.93%
Jun-04 3.21% 8.21% -0.69% -2.90%
Jul-04 1.84% 5.62% -2.60% -1.30%
Aug-04 0.54% 2.09% -3.07% 1.05%
Sep-04 0.40% 1.94% -2.56% 0.26%
Oct-04 -0.04% -0.83% -0.07% 1.56%
Nov-04 3.42% 9.01% -4.40% 0.05%
Dec-04 0.39% 4.25% -2.79% -4.14%
Jan-05 -5.07% -7.05% -1.12% -5.07%
Feb-05 8.13% 15.56% -1.14% 2.53%
Mar-05 -1.76% -5.43% 2.74% 1.10%
Apr-05 -5.67% -6.64% -5.06% -4.34%
May-05 -2.44% 1.47% -5.04% -7.65%
Jun-05 -0.48% -0.62% -2.22% 1.53%
Jul-05 2.41% 3.96% 1.71% 0.00%
Aug-05 3.49% 7.69% -1.12% -0.30%
Sep-05 5.38% 12.62% -5.99% 2.27%
Oct-05 -1.95% -4.40% 1.44% -0.44%
Nov-05 3.52% 5.71% -2.10% 4.76%
Dec-05 6.34% 4.82% 6.06% 9.66%
Jan-06 7.46% 14.73% -5.33% 5.70%
Feb-06 -1.66% 0.59% -3.63% -4.17%
Mar-06 0.35% -1.71% 1.73% 3.07%
Apr-06 4.52% 6.36% -3.83% 9.18%
May-06 0.96% -9.50% 10.11% 12.73%
Jun-06 -4.67% 0.27% -5.92% -13.31%
Jul-06 1.62% 1.22% 0.55% 3.49%
Aug-06 -2.02% -2.28% -1.72% -1.80%
Sep-06 -0.54% 0.60% 1.66% -5.03%
Oct-06 3.92% 7.72% -1.44% 1.69%
Nov-06 5.49% 6.80% 1.11% 7.23%
Dec-06 1.73% 6.06% -1.33% -3.87%
Jan-07 0.84% 0.38% -0.62% 3.22%
Feb-07 -0.68% -1.68% -0.70% 1.34%
Mar-07 1.09% 4.36% -2.82% -1.54%
Apr-07 4.22% 6.88% -0.80% 3.91%
May-07 0.73% 6.77% -5.16% -5.48%
Jun-07 1.14% 4.06% -0.14% -3.41%
Jul-07 -1.47% -0.39% -2.52% -2.59%
Aug-07 2.15% 0.84% 4.50% 2.42%
Sep-07 4.71% 10.67% -6.27% 3.77%
Oct-07 4.71% 8.02% -5.16% 7.95%
Nov-07 0.27% -3.54% 2.28% 5.89%
Dec-07 -0.42% 1.40% -0.70% -3.78%
Jan-08 -1.84% -6.88% -0.62% 7.02%
Feb-08 2.75% 6.72% -4.37% 1.93%
Mar-08 -1.62% -3.97% 3.91% -2.46%
Apr-08 2.35% 11.32% -3.54% -9.71%
May-08 2.68% 6.96% -3.43% 0.22%
Jun-08 -5.58% -10.44% -2.30% 0.86%
Jul-08 -4.90% -8.48% -1.59% -1.06%
Aug-08 -3.48% -6.43% 4.33% -5.38%
Sep-08 4.39% -11.03% 17.13% 22.50%
Oct-08 -11.12% -24.80% 10.50% -5.38%
Nov-08 5.02% -1.77% 10.30% 13.33%
Dec-08 4.01% 2.61% 0.17% 10.64%
Jan-09 3.50% 4.66% -0.89% 5.55%
Feb-09 0.18% -2.84% 2.69% 3.70%
Mar-09 1.85% 7.18% -2.66% -4.29%
Apr-09 4.56% 15.55% -5.91% -6.94%
May-09 4.15% 12.49% -9.42% 1.04%
Jun-09 -3.09% -3.25% -1.08% -4.76%
Jul-09 0.99% 6.41% -4.05% -4.83%
Aug-09 1.67% 3.15% 0.74% -0.35%
Sep-09 3.26% 8.90% -5.74% 0.97%
Oct-09 0.35% 0.04% -1.92% 3.22%
Nov-09 8.32% 8.93% 0.37% 15.03%
Dec-09 -1.26% 2.30% -0.53% -9.10%
Jan-10 1.21% -4.65% 7.67% 6.45%
Feb-10 -0.31% 1.68% -3.40% -1.20%
Mar-10 3.57% 5.82% -1.66% 4.28%
Apr-10 -2.36% -4.04% -2.83% 1.47%
May-10 -0.99% -6.64% 4.98% 4.35%
Jun-10 -1.15% -3.34% -0.84% 2.92%
Jul-10 3.81% 10.80% -2.46% -3.91%
Aug-10 -0.88% -3.51% -0.07% 3.58%
Sep-10 2.60% 6.58% -3.52% 0.75%
Oct-10 2.92% 1.79% 0.42% 7.67%
Nov-10 -0.32% -4.20% 0.86% 6.25%
Dec-10 -0.43% 2.36% -2.91% -3.53%
Jan-11 -4.14% -3.94% 0.72% -9.39%
Feb-11 1.81% 1.22% -0.73% 5.52%
Mar-11 0.41% 1.79% -1.96% 0.00%
Apr-11 -2.29% -3.58% -3.40% 1.40%
May-11 -1.26% -2.29% 0.42% -0.88%
Jun-11 -1.47% -3.43% -1.19% 2.16%
Jul-11 -0.62% -5.74% -0.31% 9.32%
/ Risco Ponderado)

o risco da carteira muda

Potencial de Diversificação => 37.52% <= Redução de Risco (Risco Efetivo / Risco Ponde

Estatísticas Carteira IBOV DÓLAR OURO CDI

Risco 13.17% 32.68% 22.37% 26.18% 3.06% Desvio-Padrão Anualizado
Média Risco 21.07% Média Ponderada do Risco dos Investimentos

Alocação > 25% 25% 25% 25% <= Altere a Alocação para ver como o risco da car
Mês Carteira IBOV DÓLAR OURO CDI
Jul-94 3.03% 15.96% -6.00% -4.54% 6.68%
Aug-94 6.05% 26.85% -5.43% -1.40% 4.16%
Sep-94 0.10% 2.90% -4.05% -2.31% 3.85%
Oct-94 -3.76% -12.51% -0.82% -5.36% 3.65%
Nov-94 0.11% -2.96% -0.12% -0.58% 4.11%
Dec-94 -0.17% -6.49% 0.12% 1.84% 3.84%
Jan-95 -2.82% -10.77% -0.47% -3.51% 3.47%
Feb-95 -2.59% -15.81% 1.13% 1.08% 3.23%
Mar-95 2.64% -8.92% 5.23% 9.82% 4.41%
Apr-95 8.51% 28.02% 1.90% -0.09% 4.22%
May-95 -0.25% -2.44% -0.77% -2.04% 4.27%
Jun-95 1.35% -3.15% 1.77% 2.71% 4.05%
Jul-95 3.24% 7.61% 1.52% -0.18% 4.01%
Aug-95 4.63% 11.17% 1.60% 1.94% 3.81%
Sep-95 3.37% 8.34% 0.32% 1.56% 3.25%
Oct-95 -1.89% -11.60% 0.83% 0.17% 3.06%
Nov-95 2.88% 6.06% 0.49% 2.13% 2.84%
Dec-95 0.67% -1.82% 0.61% 1.17% 2.73%
Jan-96 6.91% 19.83% 0.63% 4.61% 2.56%
Feb-96 -0.42% -3.76% 0.57% -0.79% 2.31%
Mar-96 0.77% -0.06% 0.39% 0.56% 2.20%
Apr-96 1.46% 4.22% 0.46% -0.87% 2.03%
May-96 3.46% 10.92% 0.59% 0.32% 2.00%
Jun-96 1.44% 5.52% 0.60% -2.30% 1.94%
Jul-96 1.52% 1.31% 0.68% 2.19% 1.91%
Aug-96 1.38% 2.22% 0.56% 0.79% 1.95%
Sep-96 0.90% 2.99% 0.45% -1.74% 1.88%
Oct-96 1.19% 1.34% 0.60% 0.96% 1.86%
Nov-96 0.86% 2.03% 0.55% -0.95% 1.79%
Dec-96 1.90% 5.61% 0.60% -0.40% 1.79%
Jan-97 2.25% 13.14% 0.64% -6.53% 1.74%
Feb-97 4.45% 10.19% 0.52% 5.43% 1.66%
Mar-97 0.77% 2.45% 0.74% -1.72% 1.62%
Apr-97 2.32% 10.37% 0.42% -3.16% 1.66%
May-97 4.55% 13.64% 0.74% 2.23% 1.58%
Jun-97 2.80% 10.78% 0.49% -1.68% 1.59%
Jul-97 0.09% 2.43% 0.60% -4.27% 1.61%
Aug-97 -3.48% -17.58% 0.76% 1.34% 1.58%
Sep-97 4.30% 11.20% 0.44% 3.96% 1.58%
Oct-97 -6.49% -23.83% 0.61% -4.41% 1.68%
Nov-97 0.75% 4.54% 0.61% -5.14% 2.98%
Dec-97 2.80% 8.54% 0.59% -0.84% 2.91%
Jan-98 0.87% -4.67% 0.65% 4.81% 2.67%
Feb-98 2.50% 8.74% 0.60% -1.44% 2.11%
Mar-98 4.48% 13.02% 0.62% 2.10% 2.18%
Apr-98 0.48% -2.25% 0.61% 1.88% 1.69%
May-98 -4.04% -15.68% 0.54% -2.63% 1.63%
Jun-98 0.34% -1.71% 0.56% 0.90% 1.60%
Jul-98 2.33% 10.63% 0.56% -3.57% 1.69%
Aug-98 -9.53% -39.55% 1.16% -1.20% 1.47%
Sep-98 3.40% 1.85% 0.74% 8.53% 2.49%
Oct-98 2.21% 6.89% 0.64% -1.64% 2.93%
Nov-98 6.46% 22.50% 0.67% 0.09% 2.58%
Dec-98 -5.48% -21.40% 0.62% -3.51% 2.38%
Jan-99 39.18% 20.45% 64.08% 70.00% 2.17%
Feb-99 4.14% 9.04% 4.11% 1.07% 2.35%
Mar-99 -2.42% 20.04% -16.60% -16.40% 3.29%
Apr-99 0.97% 6.11% -3.56% -0.95% 2.28%
May-99 0.15% -2.30% 3.81% -2.88% 1.96%
Jun-99 2.11% 4.84% 2.64% -0.66% 1.63%
Jul-99 -1.87% -10.19% 1.11% 0.00% 1.62%
Aug-99 3.53% 1.18% 7.08% 4.30% 1.55%
Sep-99 6.58% 5.13% 0.33% 19.37% 1.47%
Oct-99 1.95% 5.35% 1.60% -0.53% 1.37%
Nov-99 3.94% 17.77% -1.51% -1.87% 1.37%
Dec-99 2.56% 24.05% -6.95% -8.45% 1.58%
Jan-00 -2.87% -4.11% 0.75% -9.54% 1.44%
Feb-00 4.58% 7.81% -1.88% 10.94% 1.44%
Mar-00 -1.06% 0.91% -1.20% -5.40% 1.44%
Apr-00 -0.70% -12.81% 3.40% 5.33% 1.28%
May-00 -0.16% -3.74% 1.10% 0.53% 1.49%
Jun-00 4.00% 11.84% -1.46% 4.21% 1.39%
Jul-00 -0.83% -1.63% -1.40% -1.59% 1.30%
Aug-00 2.65% 5.42% 2.74% 1.04% 1.40%
Sep-00 -1.46% -8.17% 1.11% 0.00% 1.22%
Oct-00 -0.68% -6.66% 3.54% -0.86% 1.28%
Nov-00 -1.07% -10.63% 2.65% 2.48% 1.22%
Dec-00 4.24% 14.84% -0.21% 1.15% 1.19%
Jan-01 3.64% 15.81% 0.80% -3.33% 1.26%
Feb-01 -0.47% -10.08% 3.76% 3.45% 1.01%
Mar-01 -0.41% -9.14% 5.69% 0.56% 1.25%
Apr-01 2.91% 3.32% 1.07% 6.08% 1.18%
May-01 4.36% -1.80% 8.02% 9.90% 1.33%
Jun-01 -0.54% -0.61% -2.33% -0.47% 1.27%
Jul-01 0.36% -5.53% 5.48% 0.00% 1.50%
Aug-01 0.99% -6.65% 4.95% 4.05% 1.60%
Sep-01 0.93% -17.17% 4.69% 14.87% 1.32%
Oct-01 1.04% 6.85% 1.34% -5.58% 1.53%
Nov-01 0.36% 13.79% -6.59% -7.17% 1.39%
Dec-01 -1.16% 4.47% -8.24% -2.27% 1.39%
Jan-02 0.89% -5.83% 4.22% 3.64% 1.53%
Feb-02 2.11% 10.31% -2.90% -0.22% 1.25%
Mar-02 -1.13% -5.55% -1.05% 0.70% 1.37%
Apr-02 1.33% -1.28% 1.67% 3.45% 1.48%
May-02 4.67% -1.71% 6.75% 12.24% 1.40%
Jun-02 2.43% -13.39% 12.78% 9.02% 1.31%
Jul-02 7.51% -12.36% 20.54% 20.34% 1.53%
Aug-02 -3.81% 6.35% -11.85% -11.17% 1.45%
Sep-02 8.57% -16.95% 28.87% 20.97% 1.38%
Oct-02 2.82% 17.92% -6.42% -1.87% 1.64%
Nov-02 1.72% 3.35% -0.23% 2.22% 1.53%
Dec-02 2.89% 7.23% -2.84% 5.42% 1.73%
Jan-03 0.17% -2.90% -3.04% 4.63% 1.97%
Feb-03 -1.50% -6.04% 1.06% -2.83% 1.83%
Mar-03 -0.83% 9.66% -5.90% -8.85% 1.77%
Apr-03 -3.23% 11.38% -13.82% -12.34% 1.87%
May-03 5.56% 6.89% 2.62% 10.76% 1.96%
Jun-03 -3.02% -3.35% -3.16% -7.43% 1.85%
Jul-03 3.38% 4.62% 3.26% 3.55% 2.08%
Aug-03 5.00% 11.81% 0.03% 6.41% 1.76%
Sep-03 1.54% 5.51% -1.45% 0.42% 1.67%
Oct-03 2.73% 12.32% -2.30% -0.73% 1.63%
Nov-03 5.55% 12.24% 3.26% 5.37% 1.34%
Dec-03 3.11% 10.17% -2.04% 2.93% 1.37%
Jan-04 -0.12% -1.73% 1.79% -1.81% 1.26%
Feb-04 -0.66% -0.44% -0.92% -2.37% 1.08%
Mar-04 2.30% 1.78% -0.18% 6.22% 1.37%
Apr-04 -4.11% -11.45% 1.24% -7.38% 1.17%
May-04 4.02% -0.32% 6.26% 8.93% 1.22%
Jun-04 1.46% 8.21% -0.69% -2.90% 1.22%
Jul-04 0.75% 5.62% -2.60% -1.30% 1.28%
Aug-04 0.34% 2.09% -3.07% 1.05% 1.29%
Sep-04 0.22% 1.94% -2.56% 0.26% 1.24%
Oct-04 0.47% -0.83% -0.07% 1.56% 1.21%
Nov-04 1.48% 9.01% -4.40% 0.05% 1.25%
Dec-04 -0.30% 4.25% -2.79% -4.14% 1.48%
Jan-05 -2.97% -7.05% -1.12% -5.07% 1.38%
Feb-05 4.54% 15.56% -1.14% 2.53% 1.22%
Mar-05 -0.02% -5.43% 2.74% 1.10% 1.52%
Apr-05 -3.66% -6.64% -5.06% -4.34% 1.41%
May-05 -2.43% 1.47% -5.04% -7.65% 1.50%
Jun-05 0.07% -0.62% -2.22% 1.53% 1.58%
Jul-05 1.80% 3.96% 1.71% 0.00% 1.51%
Aug-05 1.98% 7.69% -1.12% -0.30% 1.65%
Sep-05 2.60% 12.62% -5.99% 2.27% 1.50%
Oct-05 -0.50% -4.40% 1.44% -0.44% 1.40%
Nov-05 2.44% 5.71% -2.10% 4.76% 1.38%
Dec-05 5.50% 4.82% 6.06% 9.66% 1.47%
Jan-06 4.13% 14.73% -5.33% 5.70% 1.43%
Feb-06 -1.52% 0.59% -3.63% -4.17% 1.14%
Mar-06 1.13% -1.71% 1.73% 3.07% 1.42%
Apr-06 3.20% 6.36% -3.83% 9.18% 1.08%
May-06 3.66% -9.50% 10.11% 12.73% 1.28%
Jun-06 -4.45% 0.27% -5.92% -13.31% 1.18%
Jul-06 1.61% 1.22% 0.55% 3.49% 1.17%
Aug-06 -1.14% -2.28% -1.72% -1.80% 1.25%
Sep-06 -0.43% 0.60% 1.66% -5.03% 1.05%
Oct-06 2.27% 7.72% -1.44% 1.69% 1.09%
Nov-06 4.04% 6.80% 1.11% 7.23% 1.02%
Dec-06 0.46% 6.06% -1.33% -3.87% 0.98%
Jan-07 1.02% 0.38% -0.62% 3.22% 1.08%
Feb-07 -0.04% -1.68% -0.70% 1.34% 0.87%
Mar-07 0.26% 4.36% -2.82% -1.54% 1.05%
Apr-07 2.73% 6.88% -0.80% 3.91% 0.94%
May-07 -0.71% 6.77% -5.16% -5.48% 1.02%
Jun-07 0.35% 4.06% -0.14% -3.41% 0.90%
Jul-07 -1.13% -0.39% -2.52% -2.59% 0.97%
Aug-07 2.19% 0.84% 4.50% 2.42% 0.99%
Sep-07 2.24% 10.67% -6.27% 3.77% 0.80%
Oct-07 2.93% 8.02% -5.16% 7.95% 0.92%
Nov-07 1.37% -3.54% 2.28% 5.89% 0.84%
Dec-07 -0.56% 1.40% -0.70% -3.78% 0.84%
Jan-08 0.11% -6.88% -0.62% 7.02% 0.92%
Feb-08 1.27% 6.72% -4.37% 1.93% 0.79%
Mar-08 -0.42% -3.97% 3.91% -2.46% 0.84%
Apr-08 -0.26% 11.32% -3.54% -9.71% 0.90%
May-08 1.16% 6.96% -3.43% 0.22% 0.87%
Jun-08 -2.73% -10.44% -2.30% 0.86% 0.95%
Jul-08 -2.52% -8.48% -1.59% -1.06% 1.06%
Aug-08 -1.62% -6.43% 4.33% -5.38% 1.01%
Sep-08 7.42% -11.03% 17.13% 22.50% 1.10%
Oct-08 -4.63% -24.80% 10.50% -5.38% 1.17%
Nov-08 5.71% -1.77% 10.30% 13.33% 1.00%
Dec-08 3.63% 2.61% 0.17% 10.64% 1.11%
Jan-09 2.59% 4.66% -0.89% 5.55% 1.04%
Feb-09 1.10% -2.84% 2.69% 3.70% 0.85%
Mar-09 0.30% 7.18% -2.66% -4.29% 0.97%
Apr-09 0.88% 15.55% -5.91% -6.94% 0.84%
May-09 1.22% 12.49% -9.42% 1.04% 0.77%
Jun-09 -2.08% -3.25% -1.08% -4.76% 0.75%
Jul-09 -0.42% 6.41% -4.05% -4.83% 0.78%
Aug-09 1.06% 3.15% 0.74% -0.35% 0.69%
Sep-09 1.21% 8.90% -5.74% 0.97% 0.69%
Oct-09 0.51% 0.04% -1.92% 3.22% 0.69%
Nov-09 6.25% 8.93% 0.37% 15.03% 0.66%
Dec-09 -1.65% 2.30% -0.53% -9.10% 0.72%
Jan-10 2.53% -4.65% 7.67% 6.45% 0.66%
Feb-10 -0.58% 1.68% -3.40% -1.20% 0.59%
Mar-10 2.30% 5.82% -1.66% 4.28% 0.76%
Apr-10 -1.18% -4.04% -2.83% 1.47% 0.66%
May-10 0.86% -6.64% 4.98% 4.35% 0.75%
Jun-10 -0.12% -3.34% -0.84% 2.92% 0.79%
Jul-10 1.32% 10.80% -2.46% -3.91% 0.86%
Aug-10 0.22% -3.51% -0.07% 3.58% 0.89%
Sep-10 1.16% 6.58% -3.52% 0.75% 0.84%
Oct-10 2.67% 1.79% 0.42% 7.67% 0.81%
Nov-10 0.93% -4.20% 0.86% 6.25% 0.81%
Dec-10 -0.79% 2.36% -2.91% -3.53% 0.93%
Jan-11 -2.94% -3.94% 0.72% -9.39% 0.86%
Feb-11 1.71% 1.22% -0.73% 5.52% 0.84%
Mar-11 0.19% 1.79% -1.96% 0.00% 0.92%
Apr-11 -1.19% -3.58% -3.40% 1.40% 0.84%
May-11 -0.44% -2.29% 0.42% -0.88% 0.99%
Jun-11 -0.38% -3.43% -1.19% 2.16% 0.95%
Jul-11 1.06% -5.74% -0.31% 9.32% 0.97%
Risco Efetivo / Risco Ponderado)

isco dos Investimentos

ara ver como o risco da carteira muda