Matriz de Correlação7

Ativo Vol Peso wnσn A B C

A 21.4% 20% 4% A 1.0 0.4 0.4
B 37.7% 10% 4% B 0.4 1.0 0.5
C 32.4% 30% 10% C 0.4 0.5 1.0
D 33.0% 15% 5% D 0.5 0.6 0.6
E 48.4% 25% 12% E 0.3 0.5 0.4
Total 26.26% 100%

Variance 6.90%
Vol 26.26%

〖𝜎 _𝑃^2=𝑉𝑎𝑟(𝑅 〗 _𝑝)=[ ■8(𝑤_1 𝜎_1&𝑤_2

[■8(1@𝜌_21@⋮@𝜌_𝑛1 )■8( 〖 𝜌〗_(12 )@
…)■8(𝜌_(1𝑛 )@𝜌_(2𝑛 )@⋮@1)] 𝑥) [■
iz de Correlação7
D E
0.5 0.3
0.6 0.5
0.6 0.4
1.0 0.4
0.4 1.0

1 𝜎_1&𝑤_2 𝜎_2&■8(…&𝑤_𝑛 𝜎_𝑛&] 𝑥 )

𝜌〗 _(12 )@1@⋮@…)■8(…@1@⋱@
] 𝑥) [■8(𝑤_1 𝜎_1@𝑤_2 𝜎_2@⋮@𝑤_𝑛 𝜎_𝑛 )]
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 25.00% 30.00% 15.00% 30.00% 100.00% Vol:
Date BBDC4 CIEL3 LREN3 KROT3 Portfolio
24-Jun-15 0.6% -1.2% 0.5% 3.6% 0.9%
25-Jun-15 -0.6% 0.1% 2.3% 1.0% 0.5%
26-Jun-15 1.6% 1.5% 0.6% -6.0% -0.9%
29-Jun-15 -2.2% -0.3% -0.9% -4.2% -2.0%
30-Jun-15 0.2% 3.7% -0.7% 2.1% 1.7%
01-Jul-15 -0.5% 1.9% 2.3% 0.4% 0.9%
02-Jul-15 1.8% 1.0% 1.8% -0.8% 0.8%
03-Jul-15 -1.2% -0.6% 0.2% 0.0% -0.5%
06-Jul-15 -1.8% -0.6% -1.1% -1.8% -1.3%
07-Jul-15 -0.5% -0.4% -2.0% -2.5% -1.3%
08-Jul-15 -1.8% -1.8% -1.4% 0.4% -1.1%
09-Jul-15 0.0% 0.0% 0.0% 0.0% 0.0%
10-Jul-15 4.0% 1.5% 2.5% 2.3% 2.5%
13-Jul-15 1.8% -1.8% 0.0% 1.6% 0.4%
15-Jul-15 -0.7% 1.0% 0.7% 0.2% 0.3%
16-Jul-15 -0.2% 0.6% -0.1% -2.3% -0.6%
17-Jul-15 -0.6% 0.9% -0.9% -3.6% -1.1%
20-Jul-15 -1.8% 0.1% -1.1% -2.9% -1.5%
21-Jul-15 -0.9% 0.8% -0.8% -2.9% -1.0%
22-Jul-15 -0.8% 0.3% -0.5% -1.5% -0.6%
23-Jul-15 -4.4% -3.3% -2.5% -5.3% -4.1%
24-Jul-15 0.8% -0.9% -1.1% 1.7% 0.3%
27-Jul-15 0.9% -1.2% -1.5% -0.9% -0.6%
28-Jul-15 1.3% 1.7% 2.3% -2.0% 0.6%
29-Jul-15 1.1% 1.8% 0.0% -1.2% 0.5%
30-Jul-15 -2.0% -3.2% 2.6% -3.9% -2.2%
31-Jul-15 0.9% 0.3% -1.5% 3.2% 1.1%
03-Aug-15 -3.1% 0.4% -4.3% -4.4% -2.6%
04-Aug-15 -1.4% -0.4% 1.1% -1.4% -0.7%
05-Aug-15 -0.3% 0.6% -0.2% 1.7% 0.6%
06-Aug-15 0.2% -4.0% -1.6% -2.3% -2.1%
07-Aug-15 -2.8% -1.7% -2.1% -1.9% -2.1%
10-Aug-15 1.2% 2.6% -0.6% 0.2% 1.1%
11-Aug-15 0.0% -1.6% -0.7% -0.1% -0.6%
12-Aug-15 -3.2% -1.1% -2.3% 3.7% -0.4%
13-Aug-15 -1.5% -0.2% 0.3% 8.8% 2.3%
14-Aug-15 -0.7% -2.2% 0.7% -1.2% -1.1%
17-Aug-15 -1.7% 1.4% 1.9% 1.9% 0.9%
18-Aug-15 1.9% 0.4% 3.4% 0.3% 1.2%
19-Aug-15 -2.7% -2.1% -1.7% -1.7% -2.1%
20-Aug-15 -0.8% -0.7% -0.3% -1.9% -1.0%
21-Aug-15 -0.6% -1.6% -3.5% -3.1% -2.1%
24-Aug-15 -1.8% -2.2% -2.8% -2.9% -2.4%
25-Aug-15 0.3% -0.2% 1.3% -2.9% -0.7%
26-Aug-15 4.9% 1.6% 3.1% -3.5% 1.1%
27-Aug-15 2.5% 2.1% 2.5% 7.6% 3.9%
28-Aug-15 -2.6% -2.0% -1.5% -3.7% -2.6%
31-Aug-15 -4.1% -2.1% -2.5% -1.5% -2.5%
01-Sep-15 -2.9% -2.0% -2.8% -1.2% -2.1%
02-Sep-15 1.8% -0.7% -2.4% 0.6% 0.1%
03-Sep-15 2.5% 1.2% 2.8% -1.3% 1.0%
04-Sep-15 -4.2% -2.0% -3.1% -2.0% -2.7%
08-Sep-15 2.3% -1.2% -1.2% 1.2% 0.4%
09-Sep-15 1.2% 1.4% 0.3% 1.9% 1.3%
10-Sep-15 -2.2% -1.8% 2.7% -0.7% -0.9%
11-Sep-15 -1.1% 1.6% 0.3% 0.7% 0.5%
14-Sep-15 4.5% 2.2% 3.8% 1.7% 2.9%
15-Sep-15 1.9% -0.1% -1.2% -2.1% -0.4%
16-Sep-15 3.7% 2.2% 3.8% 1.4% 2.6%
17-Sep-15 -0.3% -0.7% -0.7% 5.5% 1.3%
18-Sep-15 -5.4% -1.7% -3.7% -6.2% -4.3%
21-Sep-15 -3.1% 0.2% 1.3% -3.6% -1.6%
22-Sep-15 0.4% -1.3% -2.0% -8.0% -3.0%
23-Sep-15 -3.4% -0.4% -1.5% 1.8% -0.7%
24-Sep-15 1.2% -2.1% -1.4% -1.5% -1.0%
25-Sep-15 -2.3% -0.4% 0.8% -0.8% -0.8%
28-Sep-15 -2.5% -3.5% -2.5% -2.5% -2.8%
29-Sep-15 -0.6% 4.9% 0.5% 3.2% 2.4%
30-Sep-15 2.0% 0.8% 0.1% 0.8% 1.0%
01-Oct-15 1.4% 0.1% 0.8% 0.3% 0.6%
02-Oct-15 3.8% 5.6% 4.5% 10.3% 6.4%
05-Oct-15 2.9% -0.9% -1.2% 3.3% 1.3%
06-Oct-15 0.9% 1.0% 1.8% 1.7% 1.3%
07-Oct-15 3.6% 0.1% 2.6% 5.2% 2.9%
08-Oct-15 0.1% 0.6% -0.1% 1.1% 0.5%
09-Oct-15 -1.1% 1.1% -2.3% 3.5% 0.8%
12-Oct-15 0.0% 0.0% 0.0% 0.0% 0.0%
13-Oct-15 -5.5% -3.8% -1.9% -8.2% -5.3%
14-Oct-15 -0.5% -2.5% -0.8% -1.7% -1.5%
15-Oct-15 -0.4% 2.5% 2.6% 11.6% 4.5%
16-Oct-15 -1.9% 2.5% 3.0% 0.7% 0.9%
19-Oct-15 -0.1% 1.0% 1.7% 3.7% 1.6%
20-Oct-15 -2.4% -2.4% -1.9% 0.7% -1.4%
21-Oct-15 0.1% 0.2% -1.2% -0.6% -0.3%
22-Oct-15 1.5% 2.5% 2.5% -1.6% 1.0%
23-Oct-15 -1.4% -1.5% -5.8% -0.3% -1.8%
26-Oct-15 -0.7% 1.2% -2.0% -1.5% -0.6%
27-Oct-15 0.4% 0.9% 1.9% 3.2% 1.6%
28-Oct-15 2.6% -3.6% -2.4% -2.1% -1.4%
29-Oct-15 -4.5% -2.2% -2.5% -4.4% -3.5%
30-Oct-15 -0.2% -1.8% 1.7% 1.9% 0.2%
02-Nov-15 0.0% 0.0% 0.0% 0.0% 0.0%
03-Nov-15 5.3% 3.2% 1.6% 9.0% 5.2%
04-Nov-15 -2.0% -1.5% 1.8% -4.9% -2.2%
05-Nov-15 2.7% 2.0% -0.6% 3.8% 2.3%
06-Nov-15 -1.4% -1.3% -1.7% -3.9% -2.2%
09-Nov-15 -2.2% -2.2% -3.2% -0.7% -1.9%
10-Nov-15 -0.5% 1.1% 2.7% -1.2% 0.3%
11-Nov-15 2.4% -1.0% 3.9% 5.9% 2.7%
12-Nov-15 0.0% 0.8% -0.3% -0.3% 0.1%
13-Nov-15 -1.5% -0.1% -0.2% -2.7% -1.2%
16-Nov-15 0.8% 0.0% -1.1% 0.0% 0.0%
17-Nov-15 3.7% 1.4% 2.3% 3.2% 2.7%
18-Nov-15 0.8% -1.7% 0.6% 0.3% -0.1%
19-Nov-15 3.2% 2.4% 1.0% 0.8% 1.9%
20-Nov-15 0.0% 0.0% 0.0% 0.0% 0.0%
23-Nov-15 -1.0% 1.3% 0.6% -0.2% 0.2%
24-Nov-15 -0.7% -0.7% 0.1% -0.7% -0.6%
25-Nov-15 -4.9% -2.1% -4.3% -1.9% -3.1%
26-Nov-15 2.2% 1.6% -1.1% -8.6% -1.7%
27-Nov-15 -3.7% -2.3% -2.9% -2.1% -2.7%
30-Nov-15 -2.0% -4.7% -4.1% -0.5% -2.7%
01-Dec-15 -0.6% -1.0% 0.0% 5.3% 1.1%
02-Dec-15 -0.1% -0.4% -3.0% 0.4% -0.5%
03-Dec-15 4.4% 5.5% 5.8% 8.4% 6.1%
04-Dec-15 -1.4% -1.6% -2.6% -2.5% -2.0%
07-Dec-15 -1.0% 0.3% 2.4% 1.2% 0.6%
08-Dec-15 -2.2% -0.8% -2.3% 0.6% -1.0%
09-Dec-15 5.0% 5.0% 5.4% 2.1% 4.2%
10-Dec-15 -4.3% -2.9% -2.8% -2.6% -3.1%
11-Dec-15 -0.9% -0.5% 0.5% -0.7% -0.5%
14-Dec-15 -1.8% -0.9% -1.3% -1.3% -1.3%
15-Dec-15 1.6% -1.1% -1.6% 0.0% -0.2%
16-Dec-15 0.9% 1.0% 0.0% 0.5% 0.7%
17-Dec-15 2.2% 0.7% 2.1% 2.8% 1.9%
18-Dec-15 -3.8% -3.7% -1.7% -8.2% -4.8%
21-Dec-15 -2.9% -2.2% -1.3% 2.9% -0.7%
22-Dec-15 0.9% -1.3% -2.6% -0.9% -0.8%
23-Dec-15 0.8% 2.6% 0.9% -0.9% 0.8%
24-Dec-15 0.0% 0.0% 0.0% 0.0% 0.0%
25-Dec-15 0.0% 0.0% 0.0% 0.0% 0.0%
28-Dec-15 1.0% -0.3% -0.2% 0.5% 0.3%
29-Dec-15 0.5% -0.6% 2.2% 0.5% 0.4%
30-Dec-15 -2.1% -1.5% -1.4% -3.9% -2.4%
31-Dec-15 0.0% 0.0% 0.0% 0.0% 0.0%
04-Jan-16 -1.5% -4.1% -5.6% -1.2% -2.8%
05-Jan-16 0.4% 4.8% 7.1% -2.3% 1.9%
06-Jan-16 -1.4% 1.5% -0.6% 1.8% 0.6%
07-Jan-16 -2.0% 0.4% -1.6% -1.1% -1.0%
08-Jan-16 -2.0% 1.7% -0.2% -5.6% -1.7%
11-Jan-16 -2.8% -4.7% -2.8% -0.6% -2.7%
 12-Jan-16 -0.6% 0.4% 2.3% -3.2% -0.6%
13-Jan-16 -1.4% -1.9% 0.4% -3.0% -1.8%
14-Jan-16 3.0% -0.7% -0.7% 5.1% 2.0%
15-Jan-16 -2.5% 0.5% -0.8% -0.8% -0.8%
18-Jan-16 -0.9% -0.4% -3.2% -2.7% -1.6%
19-Jan-16 0.7% -0.4% 2.4% 0.6% 0.6%
20-Jan-16 0.2% 0.0% -0.2% -1.7% -0.5%
21-Jan-16 -1.4% 0.0% 0.9% -1.8% -0.8%
22-Jan-16 2.1% -0.2% 0.9% -3.9% -0.6%
25-Jan-16 0.0% 0.0% 0.0% 0.0% 0.0%
26-Jan-16 -1.2% -2.2% -2.6% 3.4% -0.3%
27-Jan-16 1.2% 2.2% 4.2% -1.9% 1.0%
28-Jan-16 0.2% 0.4% 0.0% -0.3% 0.1%
29-Jan-16 4.3% 4.0% 4.7% 8.6% 5.6%
01-Feb-16 2.6% -1.5% 1.8% 4.8% 1.9%
02-Feb-16 -4.0% -6.4% -2.7% -3.1% -4.3%
03-Feb-16 4.8% 3.3% 3.0% 0.6% 2.8%
04-Feb-16 5.5% 2.5% -1.6% 7.1% 4.0%
05-Feb-16 -1.0% -6.0% -5.6% 1.4% -2.5%
09-Feb-16 0.0% 0.0% 0.0% 0.0% 0.0%
10-Feb-16 1.1% -1.8% -3.3% -1.3% -1.2%
11-Feb-16 -2.6% -7.9% -1.4% -2.5% -4.0%
12-Feb-16 0.3% 4.1% 1.1% 4.8% 2.9%
15-Feb-16 0.0% 1.7% 0.9% 1.3% 1.0%
16-Feb-16 3.6% 0.5% 2.1% -0.9% 1.1%
17-Feb-16 1.1% -0.1% 3.2% 3.7% 1.8%
18-Feb-16 -2.0% 2.5% 1.0% -0.8% 0.2%
19-Feb-16 0.4% 3.7% 0.5% -3.0% 0.4%
22-Feb-16 5.2% 1.0% 2.9% 0.1% 2.1%
23-Feb-16 -1.0% -2.2% -2.8% -1.2% -1.7%
24-Feb-16 -0.2% -1.2% -0.5% -2.4% -1.2%
25-Feb-16 -0.3% -0.6% 1.9% -1.0% -0.3%
26-Feb-16 0.3% -0.9% -2.2% 3.8% 0.6%
29-Feb-16 3.2% 1.7% 3.7% 5.4% 3.5%
01-Mar-16 2.8% 3.8% 2.9% 1.8% 2.8%
02-Mar-16 2.2% 2.7% 3.2% -2.1% 1.2%
03-Mar-16 8.9% 4.5% 1.9% 7.9% 6.2%
04-Mar-16 10.3% 2.8% 4.6% 2.9% 5.0%
07-Mar-16 -2.8% -1.5% 1.9% 3.1% 0.1%
08-Mar-16 0.5% 1.4% 0.1% -1.4% 0.1%
09-Mar-16 -4.5% -1.7% 0.9% 0.6% -1.3%
10-Mar-16 3.0% 2.2% 1.3% 2.3% 2.3%
11-Mar-16 3.6% -5.3% -2.4% 0.8% -0.8%
14-Mar-16 -0.6% -0.7% 0.6% -4.2% -1.5%
15-Mar-16 -5.3% -0.2% -1.0% -3.2% -2.5%
16-Mar-16 -2.2% 1.0% 1.2% -2.2% -0.7%
17-Mar-16 13.0% 4.7% 5.4% 3.4% 6.5%
18-Mar-16 -1.3% 0.5% -1.8% 0.2% -0.4%
21-Mar-16 1.7% -0.5% 1.3% -0.6% 0.3%
22-Mar-16 -1.0% 0.3% 1.8% 5.4% 1.7%
23-Mar-16 -3.3% -2.6% -2.4% 0.0% -2.0%
24-Mar-16 -1.8% -2.2% -1.1% 2.8% -0.4%
28-Mar-16 4.9% 4.2% 1.6% -4.5% 1.4%
29-Mar-16 1.7% 1.8% -1.5% 1.4% 1.2%
30-Mar-16 0.1% 0.9% 1.8% 2.1% 1.2%
31-Mar-16 -3.5% -2.5% -5.0% -0.9% -2.6%
01-Apr-16 2.0% 3.5% 2.0% 3.0% 2.8%
04-Apr-16 -3.7% -0.9% -2.9% -2.6% -2.4%
05-Apr-16 0.6% 1.3% -0.6% 1.0% 0.8%
06-Apr-16 -3.1% -1.8% -3.2% 0.2% -1.7%
07-Apr-16 0.8% 1.3% 2.9% -0.8% 0.8%
08-Apr-16 4.9% 5.3% 4.0% 2.9% 4.3%
11-Apr-16 2.1% -2.4% -3.7% -3.8% -1.9%
13-Apr-16 0.9% 5.1% 4.0% 2.7% 3.2%
14-Apr-16 -2.4% -0.3% -0.4% -2.3% -1.4%
15-Apr-16 0.5% -1.1% 0.4% 2.3% 0.5%
18-Apr-16 -0.6% -0.2% -1.6% 0.7% -0.2%
19-Apr-16 0.2% 0.3% -0.2% 1.7% 0.6%
20-Apr-16 -0.1% -1.8% -2.4% 0.3% -0.8%
21-Apr-16 0.0% 0.0% 0.0% 0.0% 0.0%
22-Apr-16 -2.1% 1.3% -4.7% -4.7% -2.3%
25-Apr-16 -2.3% -3.2% -1.2% 0.1% -1.7%
26-Apr-16 3.6% 3.0% 1.7% 3.4% 3.1%
27-Apr-16 3.5% 2.9% 3.8% 2.3% 3.0%
28-Apr-16 -2.1% 1.0% 1.2% 0.9% 0.2%
29-Apr-16 -1.2% -1.6% -0.1% 0.7% -0.6%
02-May-16 -2.0% 0.2% 1.4% 1.6% 0.3%
03-May-16 -2.1% 4.0% -0.3% -3.5% -0.4%
04-May-16 4.3% -0.6% 1.1% -1.4% 0.6%
05-May-16 -2.5% 0.1% -2.1% -5.0% -2.4%
06-May-16 0.5% -1.7% -1.2% 0.3% -0.5%
09-May-16 0.6% -1.1% -0.2% 1.4% 0.2%
10-May-16 4.3% 2.0% 3.7% 4.4% 3.6%
11-May-16 1.0% 0.3% 0.2% -3.8% -0.8%
12-May-16 2.2% 2.7% 4.2% 2.3% 2.7%
13-May-16 -4.0% -2.6% 0.3% -4.3% -3.0%
16-May-16 -1.7% 0.7% -0.1% -0.6% -0.4%
17-May-16 -3.2% -3.3% -1.8% -4.1% -3.3%
18-May-16 0.4% -3.0% -1.3% 2.4% -0.3%
19-May-16 -2.1% -0.7% -1.6% 2.5% -0.2%
20-May-16 -1.1% -3.0% 1.5% -2.4% -1.7%
23-May-16 0.3% -0.3% -0.2% -3.6% -1.1%
24-May-16 0.3% 0.5% -0.5% 3.3% 1.1%
25-May-16 -0.4% 0.7% -3.3% -3.8% -1.5%
26-May-16 0.0% 0.0% 0.0% 0.0% 0.0%
27-May-16 -1.4% -0.4% -0.7% 0.6% -0.4%
30-May-16 -0.3% -1.1% -0.3% -0.3% -0.5%
31-May-16 -5.0% 1.4% 2.0% 1.4% -0.1%
01-Jun-16 1.8% 0.8% 1.7% 1.2% 1.3%
02-Jun-16 3.2% 0.8% 3.1% 13.6% 5.6%
03-Jun-16 0.5% 1.6% 0.7% 2.0% 1.3%
06-Jun-16 -0.6% 0.2% 0.7% -2.2% -0.6%
07-Jun-16 1.3% 0.5% 1.4% 1.2% 1.0%
08-Jun-16 3.1% 1.8% 0.7% 3.9% 2.6%
09-Jun-16 0.2% -1.4% -0.2% 1.1% -0.1%
10-Jun-16 -4.0% -1.7% -1.4% -3.0% -2.6%
13-Jun-16 1.7% -0.5% -0.2% 0.0% 0.2%
14-Jun-16 -2.0% -0.2% -1.8% -0.2% -0.9%
15-Jun-16 0.2% 1.4% 1.5% -2.1% 0.1%
16-Jun-16 1.5% 1.8% 1.2% 0.9% 1.4%
17-Jun-16 -0.6% -0.6% 2.2% -1.3% -0.4%
20-Jun-16 1.7% 0.5% 0.7% 3.1% 1.6%
21-Jun-16 1.2% 2.9% 2.9% 5.0% 3.1%
22-Jun-16 -0.2% -3.0% -2.6% -3.2% -2.3%
23-Jun-16 3.3% 1.5% 1.9% 4.0% 2.8%
24-Jun-16 -2.5% -0.7% -2.3% 0.3% -1.1%
27-Jun-16 -3.9% -1.2% -2.0% -1.3% -2.0%
28-Jun-16 2.5% 0.1% 1.1% -1.8% 0.3%
29-Jun-16 2.4% 2.3% 2.4% 1.4% 2.1%
30-Jun-16 0.6% 0.0% 1.6% -0.6% 0.2%
01-Jul-16 1.7% 0.1% 1.5% 5.0% 2.2%
04-Jul-16 0.4% -0.3% 1.8% -1.4% -0.1%
05-Jul-16 0.0% 0.4% -0.9% -1.6% -0.5%
06-Jul-16 0.0% -0.7% -0.1% -2.0% -0.8%
07-Jul-16 0.4% 2.5% 0.9% -0.1% 1.0%
08-Jul-16 2.8% 1.3% 4.3% 4.1% 3.0%
11-Jul-16 1.1% 1.9% 2.0% 0.0% 1.1%
12-Jul-16 -0.8% -0.1% 0.4% 3.6% 0.9%
13-Jul-16 2.2% -1.2% -0.4% 2.7% 0.9%
14-Jul-16 4.1% 0.5% -0.8% 2.8% 1.9%
15-Jul-16 0.0% 1.4% 1.0% 1.2% 0.9%
18-Jul-16 2.1% -0.2% 2.0% 1.0% 1.1%
19-Jul-16 -0.4% 2.7% -0.2% -0.4% 0.6%
20-Jul-16 0.9% -0.7% 1.0% -5.0% -1.3%
21-Jul-16 -0.8% -1.0% -0.8% -0.5% -0.8%
22-Jul-16 0.7% 0.8% 1.7% 1.3% 1.1%
25-Jul-16 -0.3% -0.4% -3.5% -1.8% -1.3%
26-Jul-16 -0.8% -0.6% 0.0% -1.8% -0.9%
27-Jul-16 0.3% -0.7% 2.3% -1.9% -0.4%
28-Jul-16 -4.4% 0.9% 1.4% 2.8% 0.2%
29-Jul-16 3.1% 1.6% 0.9% -1.6% 0.9%
01-Aug-16 0.1% 1.6% 0.8% 2.3% 1.3%
02-Aug-16 -1.2% -5.7% -1.3% -1.4% -2.6%
03-Aug-16 2.3% -0.2% -1.2% -0.8% 0.1%
04-Aug-16 1.1% 1.4% 1.6% -1.0% 0.6%
05-Aug-16 0.6% 0.4% -0.6% 0.8% 0.4%
08-Aug-16 -1.0% -1.6% -0.5% 2.4% -0.1%
09-Aug-16 -0.5% 0.0% 0.3% 0.8% 0.2%
10-Aug-16 -1.4% -0.6% -1.2% 1.8% -0.2%
11-Aug-16 3.0% 1.9% 1.2% 0.9% 1.8%
12-Aug-16 0.1% -1.5% 0.0% -2.8% -1.3%
15-Aug-16 1.5% -0.1% 0.3% -0.5% 0.2%
16-Aug-16 -1.5% -1.0% -1.2% -2.2% -1.5%
17-Aug-16 1.1% 0.9% -1.4% 0.5% 0.5%
18-Aug-16 0.3% -1.0% -2.4% -0.6% -0.8%
19-Aug-16 -0.6% -2.4% -0.4% -0.4% -1.1%
22-Aug-16 -2.7% 0.0% -0.2% -0.9% -1.0%
23-Aug-16 -1.1% -0.1% -4.1% -0.6% -1.1%
24-Aug-16 -0.7% 0.6% 1.2% -0.3% 0.1%
25-Aug-16 0.5% -0.7% 3.2% -0.7% 0.2%
26-Aug-16 1.4% -2.5% -1.4% 0.9% -0.3%
29-Aug-16 1.8% 1.6% 1.5% 2.5% 1.9%
30-Aug-16 0.3% 0.0% -0.7% -3.7% -1.1%
31-Aug-16 -0.6% 0.2% 0.5% -0.4% -0.1%
01-Sep-16 -1.0% -1.7% -1.9% 1.7% -0.5%
05-Sep-16 0.3% -1.1% -0.5% 0.6% -0.2%
06-Sep-16 1.0% 0.8% 1.8% 4.1% 2.0%
07-Sep-16 0.0% 0.0% 0.0% 0.0% 0.0%
08-Sep-16 1.3% -0.3% -1.1% 5.5% 1.7%
09-Sep-16 -5.5% -2.0% -3.5% -2.2% -3.2%
12-Sep-16 0.3% 1.2% 0.8% 1.3% 0.9%
13-Sep-16 -4.2% -2.1% -2.3% -2.3% -2.7%
14-Sep-16 0.8% 2.0% 0.3% -1.4% 0.4%
15-Sep-16 2.7% 1.0% 0.6% 2.6% 1.8%
16-Sep-16 -1.8% 0.4% -0.9% 1.2% -0.1%
19-Sep-16 0.5% 0.6% 0.6% -0.7% 0.2%
20-Sep-16 1.1% 1.3% 1.4% 0.0% 0.9%
21-Sep-16 2.0% -2.4% -1.0% 1.0% -0.1%
22-Sep-16 1.9% -0.1% 1.4% 2.4% 1.4%
23-Sep-16 0.2% -0.8% 0.0% -4.9% -1.7%
26-Sep-16 -1.2% -1.1% -1.2% 1.1% -0.5%
27-Sep-16 2.1% 0.5% 1.8% 1.7% 1.5%
28-Sep-16 0.6% 1.4% 0.8% 1.2% 1.1%
29-Sep-16 -1.7% -0.6% -3.2% -2.6% -1.9%
30-Sep-16 0.1% 0.3% -0.9% -1.8% -0.6%
03-Oct-16 2.6% 3.1% 2.0% 2.7% 2.7%
04-Oct-16 1.4% -0.1% -2.8% 0.6% 0.1%
05-Oct-16 0.8% -0.8% 2.8% 2.4% 1.1%
06-Oct-16 0.0% -1.2% 0.2% 1.4% 0.1%
07-Oct-16 1.4% 0.8% 2.4% -1.1% 0.6%
10-Oct-16 0.0% 2.1% 0.8% 1.9% 1.3%
11-Oct-16 -0.4% -2.0% -1.2% -0.3% -1.0%
12-Oct-16 0.0% 0.0% 0.0% 0.0% 0.0%
13-Oct-16 0.1% 0.4% 1.9% -2.5% -0.3%
14-Oct-16 0.8% -3.5% 1.2% 1.5% -0.2%
17-Oct-16 2.0% -0.3% 1.1% 0.8% 0.8%
18-Oct-16 2.4% 2.6% 1.5% 4.3% 2.9%
19-Oct-16 -0.7% -0.2% -0.2% 1.9% 0.3%
20-Oct-16 1.5% 1.0% 0.1% -2.4% 0.0%
21-Oct-16 -0.9% -0.2% -0.4% 0.3% -0.3%
24-Oct-16 -1.0% -0.3% 0.0% -2.4% -1.1%
25-Oct-16 -0.5% -0.2% 0.0% -2.0% -0.8%
26-Oct-16 -0.4% -0.7% -0.6% -0.6% -0.6%
27-Oct-16 1.7% 0.4% -1.3% -0.2% 0.3%
28-Oct-16 0.4% -0.5% 0.4% -0.8% -0.2%
31-Oct-16 3.1% -0.4% 1.9% 2.1% 1.6%
01-Nov-16 -2.9% 0.2% -3.0% -2.5% -1.9%
02-Nov-16 0.0% 0.0% 0.0% 0.0% 0.0%
03-Nov-16 -2.4% -0.7% -4.5% -3.0% -2.4%
04-Nov-16 0.0% -1.0% -2.9% -1.5% -1.2%
07-Nov-16 3.5% 1.3% 3.3% 4.7% 3.2%
08-Nov-16 -0.1% 1.0% -0.8% 2.1% 0.8%
09-Nov-16 -2.7% -3.1% -1.6% -4.5% -3.2%
10-Nov-16 -8.9% -3.9% -4.9% -8.7% -6.7%
11-Nov-16 0.2% -2.0% -2.2% 0.5% -0.7%
14-Nov-16 0.7% -0.1% 2.0% 4.5% 1.8%
15-Nov-16 0.0% 0.0% 0.0% 0.0% 0.0%
16-Nov-16 1.5% 1.1% 1.2% 1.8% 1.4%
17-Nov-16 -3.1% -1.6% -2.8% -3.1% -2.6%
18-Nov-16 1.7% -1.8% -0.2% -2.7% -1.0%
21-Nov-16 0.6% -1.1% 0.6% 4.0% 1.1%
22-Nov-16 0.7% 4.2% 0.0% 5.6% 3.1%
23-Nov-16 0.4% 1.2% -2.1% -3.2% -0.8%
24-Nov-16 -0.9% -1.2% 1.8% -1.8% -0.9%
25-Nov-16 0.5% -0.3% -0.4% -2.7% -0.8%
28-Nov-16 1.2% 0.7% 3.0% 5.2% 2.5%
29-Nov-16 -3.2% -1.2% -4.3% -5.7% -3.5%
30-Nov-16 2.4% 0.0% 0.3% 3.6% 1.7%
01-Dec-16 -5.6% -2.8% -3.6% -3.1% -3.7%
02-Dec-16 1.6% -1.0% 0.6% 0.0% 0.2%
05-Dec-16 -0.5% -0.5% -0.5% -1.4% -0.8%
06-Dec-16 2.2% -0.4% 0.4% 3.0% 1.4%
07-Dec-16 -0.6% 3.2% 2.5% -1.3% 0.8%
08-Dec-16 -1.0% -2.6% 0.1% -2.8% -1.9%
09-Dec-16 1.3% -1.8% 0.9% -4.5% -1.4%
12-Dec-16 -4.2% -3.6% -1.4% -4.9% -3.8%
13-Dec-16 0.4% -1.0% 2.6% 5.6% 1.9%
14-Dec-16 -1.2% -2.4% -0.4% -6.9% -3.2%
15-Dec-16 0.3% -5.9% -0.8% 0.0% -1.8%
16-Dec-16 -0.5% 8.2% 0.9% -0.7% 2.3%
19-Dec-16 -2.2% -2.2% -0.4% 0.8% -1.0%
20-Dec-16 2.2% 5.0% -3.0% 0.5% 1.8%
21-Dec-16 -0.8% 3.3% -1.5% 0.6% 0.7%
22-Dec-16 -0.4% 0.4% -1.0% 4.5% 1.2%
23-Dec-16 2.1% -0.9% 0.7% 1.0% 0.7%
 30.1%

Método Paramétrico Distribuição Normal

Pela Série de Retornos Média 0.0% Desvio Padrão 30.1427%
Calculado Média 0.0% Desvio Padrão 30.1427%
Check se é igual: 1 1

Ativo Vol Average Peso wnσn

A 2.4% 0.05% 25% 1% BBDC4
B 2.0% -0.04% 30% 1% CIEL3
C 2.1% 0.01% 15% 0% LREN3
D 3.1% 0.06% 30% 1% KROT3
Total 1.90% 0.02% 100%

Variance 0.04%
Vol 1.90%
 Matriz de Correlação7
BBDC4 CIEL3 LREN3 KROT3
1.0 0.5 0.6 0.5
0.5 1.0 0.6 0.4
0.6 0.6 1.0 0.4
0.5 0.4 0.4 1.0
VaR Individual
-4.0% -3.3% -3.3% -4.5% -2.84% Var Portfólio
Ativos Histórico

25.00% 30.00% 20.00% 25.00% 100.00%

Date BBDC4 CIEL3 LREN3 KROT3 Portfolio
24-Jun-15 0.6% -1.2% 0.5% 3.6% 0.8% Método Paramétrico Dis
25-Jun-15 -0.6% 0.1% 2.3% 1.0% 0.6% Média
26-Jun-15 1.6% 1.5% 0.6% -6.0% -0.5%
29-Jun-15 -2.2% -0.3% -0.9% -4.2% -1.9% Intervalo de Confiança:
30-Jun-15 0.2% 3.7% -0.7% 2.1% 1.5%
01-Jul-15 -0.5% 1.9% 2.3% 0.4% 1.0% Value-at-Risk
02-Jul-15 1.8% 1.0% 1.8% -0.8% 0.9%
03-Jul-15 -1.2% -0.6% 0.2% 0.0% -0.4%
06-Jul-15 -1.8% -0.6% -1.1% -1.8% -1.3% Método Hist
07-Jul-15 -0.5% -0.4% -2.0% -2.5% -1.3%
08-Jul-15 -1.8% -1.8% -1.4% 0.4% -1.2% Intervalo de Confiança:
09-Jul-15 0.0% 0.0% 0.0% 0.0% 0.0%
10-Jul-15 4.0% 1.5% 2.5% 2.3% 2.5% Value-at-Risk
13-Jul-15 1.8% -1.8% 0.0% 1.6% 0.3%
14-Jul-15 0.7% 1.9% -1.5% 1.0% 0.7%
15-Jul-15 -0.7% 1.0% 0.7% 0.2% 0.3%
16-Jul-15 -0.2% 0.6% -0.1% -2.3% -0.5%
17-Jul-15 -0.6% 0.9% -0.9% -3.6% -1.0%
20-Jul-15 -1.8% 0.1% -1.1% -2.9% -1.4%
21-Jul-15 -0.9% 0.8% -0.8% -2.9% -0.9%
22-Jul-15 -0.8% 0.3% -0.5% -1.5% -0.6%
23-Jul-15 -4.4% -3.3% -2.5% -5.3% -3.9%
24-Jul-15 0.8% -0.9% -1.1% 1.7% 0.1%
27-Jul-15 0.9% -1.2% -1.5% -0.9% -0.7%
28-Jul-15 1.3% 1.7% 2.3% -2.0% 0.8%
29-Jul-15 1.1% 1.8% 0.0% -1.2% 0.5%
30-Jul-15 -2.0% -3.2% 2.6% -3.9% -1.9%
31-Jul-15 0.9% 0.3% -1.5% 3.2% 0.8%
03-Aug-15 -3.1% 0.4% -4.3% -4.4% -2.6%
04-Aug-15 -1.4% -0.4% 1.1% -1.4% -0.6%
05-Aug-15 -0.3% 0.6% -0.2% 1.7% 0.5%
06-Aug-15 0.2% -4.0% -1.6% -2.3% -2.0%
07-Aug-15 -2.8% -1.7% -2.1% -1.9% -2.1%
10-Aug-15 1.2% 2.6% -0.6% 0.2% 1.0%
11-Aug-15 0.0% -1.6% -0.7% -0.1% -0.6%
12-Aug-15 -3.2% -1.1% -2.3% 3.7% -0.7%
13-Aug-15 -1.5% -0.2% 0.3% 8.8% 1.8%
14-Aug-15 -0.7% -2.2% 0.7% -1.2% -1.0%
17-Aug-15 -1.7% 1.4% 1.9% 1.9% 0.9%
18-Aug-15 1.9% 0.4% 3.4% 0.3% 1.4%
19-Aug-15 -2.7% -2.1% -1.7% -1.7% -2.1%
20-Aug-15 -0.8% -0.7% -0.3% -1.9% -0.9%
21-Aug-15 -0.6% -1.6% -3.5% -3.1% -2.1%
24-Aug-15 -1.8% -2.2% -2.8% -2.9% -2.4%
25-Aug-15 0.3% -0.2% 1.3% -2.9% -0.5%
26-Aug-15 4.9% 1.6% 3.1% -3.5% 1.5%
27-Aug-15 2.5% 2.1% 2.5% 7.6% 3.7%
28-Aug-15 -2.6% -2.0% -1.5% -3.7% -2.5%
31-Aug-15 -4.1% -2.1% -2.5% -1.5% -2.5%
01-Sep-15 -2.9% -2.0% -2.8% -1.2% -2.2%
02-Sep-15 1.8% -0.7% -2.4% 0.6% -0.1%
03-Sep-15 2.5% 1.2% 2.8% -1.3% 1.2%
04-Sep-15 -4.2% -2.0% -3.1% -2.0% -2.8%
08-Sep-15 2.3% -1.2% -1.2% 1.2% 0.3%
09-Sep-15 1.2% 1.4% 0.3% 1.9% 1.3%
10-Sep-15 -2.2% -1.8% 2.7% -0.7% -0.7%
11-Sep-15 -1.1% 1.6% 0.3% 0.7% 0.4%
14-Sep-15 4.5% 2.2% 3.8% 1.7% 3.0%
15-Sep-15 1.9% -0.1% -1.2% -2.1% -0.3%
16-Sep-15 3.7% 2.2% 3.8% 1.4% 2.7%
17-Sep-15 -0.3% -0.7% -0.7% 5.5% 1.0%
18-Sep-15 -5.4% -1.7% -3.7% -6.2% -4.2%
21-Sep-15 -3.1% 0.2% 1.3% -3.6% -1.4%
22-Sep-15 0.4% -1.3% -2.0% -8.0% -2.7%
23-Sep-15 -3.4% -0.4% -1.5% 1.8% -0.8%
24-Sep-15 1.2% -2.1% -1.4% -1.5% -1.0%
25-Sep-15 -2.3% -0.4% 0.8% -0.8% -0.7%
28-Sep-15 -2.5% -3.5% -2.5% -2.5% -2.8%
29-Sep-15 -0.6% 4.9% 0.5% 3.2% 2.2%
30-Sep-15 2.0% 0.8% 0.1% 0.8% 1.0%
01-Oct-15 1.4% 0.1% 0.8% 0.3% 0.6%
02-Oct-15 3.8% 5.6% 4.5% 10.3% 6.1%
05-Oct-15 2.9% -0.9% -1.2% 3.3% 1.0%
06-Oct-15 0.9% 1.0% 1.8% 1.7% 1.3%
07-Oct-15 3.6% 0.1% 2.6% 5.2% 2.8%
08-Oct-15 0.1% 0.6% -0.1% 1.1% 0.5%
09-Oct-15 -1.1% 1.1% -2.3% 3.5% 0.5%
12-Oct-15 0.0% 0.0% 0.0% 0.0% 0.0%
13-Oct-15 -5.5% -3.8% -1.9% -8.2% -4.9%
14-Oct-15 -0.5% -2.5% -0.8% -1.7% -1.5%
15-Oct-15 -0.4% 2.5% 2.6% 11.6% 4.1%
16-Oct-15 -1.9% 2.5% 3.0% 0.7% 1.1%
19-Oct-15 -0.1% 1.0% 1.7% 3.7% 1.5%
20-Oct-15 -2.4% -2.4% -1.9% 0.7% -1.5%
21-Oct-15 0.1% 0.2% -1.2% -0.6% -0.3%
22-Oct-15 1.5% 2.5% 2.5% -1.6% 1.2%
23-Oct-15 -1.4% -1.5% -5.8% -0.3% -2.0%
26-Oct-15 -0.7% 1.2% -2.0% -1.5% -0.6%
27-Oct-15 0.4% 0.9% 1.9% 3.2% 1.6%
28-Oct-15 2.6% -3.6% -2.4% -2.1% -1.4%
29-Oct-15 -4.5% -2.2% -2.5% -4.4% -3.4%
30-Oct-15 -0.2% -1.8% 1.7% 1.9% 0.2%
02-Nov-15 0.0% 0.0% 0.0% 0.0% 0.0%
03-Nov-15 5.3% 3.2% 1.6% 9.0% 4.9%
04-Nov-15 -2.0% -1.5% 1.8% -4.9% -1.8%
05-Nov-15 2.7% 2.0% -0.6% 3.8% 2.1%
06-Nov-15 -1.4% -1.3% -1.7% -3.9% -2.1%
09-Nov-15 -2.2% -2.2% -3.2% -0.7% -2.0%
10-Nov-15 -0.5% 1.1% 2.7% -1.2% 0.4%
11-Nov-15 2.4% -1.0% 3.9% 5.9% 2.6%
12-Nov-15 0.0% 0.8% -0.3% -0.3% 0.1%
13-Nov-15 -1.5% -0.1% -0.2% -2.7% -1.1%
16-Nov-15 0.8% 0.0% -1.1% 0.0% 0.0%
17-Nov-15 3.7% 1.4% 2.3% 3.2% 2.6%
18-Nov-15 0.8% -1.7% 0.6% 0.3% -0.1%
19-Nov-15 3.2% 2.4% 1.0% 0.8% 1.9%
20-Nov-15 0.0% 0.0% 0.0% 0.0% 0.0%
23-Nov-15 -1.0% 1.3% 0.6% -0.2% 0.2%
24-Nov-15 -0.7% -0.7% 0.1% -0.7% -0.5%
25-Nov-15 -4.9% -2.1% -4.3% -1.9% -3.2%
26-Nov-15 2.2% 1.6% -1.1% -8.6% -1.3%
27-Nov-15 -3.7% -2.3% -2.9% -2.1% -2.7%
30-Nov-15 -2.0% -4.7% -4.1% -0.5% -2.9%
01-Dec-15 -0.6% -1.0% 0.0% 5.3% 0.9%
02-Dec-15 -0.1% -0.4% -3.0% 0.4% -0.6%
03-Dec-15 4.4% 5.5% 5.8% 8.4% 6.0%
04-Dec-15 -1.4% -1.6% -2.6% -2.5% -2.0%
07-Dec-15 -1.0% 0.3% 2.4% 1.2% 0.6%
08-Dec-15 -2.2% -0.8% -2.3% 0.6% -1.1%
09-Dec-15 5.0% 5.0% 5.4% 2.1% 4.4%
10-Dec-15 -4.3% -2.9% -2.8% -2.6% -3.2%
11-Dec-15 -0.9% -0.5% 0.5% -0.7% -0.5%
14-Dec-15 -1.8% -0.9% -1.3% -1.3% -1.3%
15-Dec-15 1.6% -1.1% -1.6% 0.0% -0.3%
16-Dec-15 0.9% 1.0% 0.0% 0.5% 0.7%
17-Dec-15 2.2% 0.7% 2.1% 2.8% 1.9%
18-Dec-15 -3.8% -3.7% -1.7% -8.2% -4.5%
21-Dec-15 -2.9% -2.2% -1.3% 2.9% -0.9%
22-Dec-15 0.9% -1.3% -2.6% -0.9% -0.9%
23-Dec-15 0.8% 2.6% 0.9% -0.9% 0.9%
24-Dec-15 0.0% 0.0% 0.0% 0.0% 0.0%
25-Dec-15 0.0% 0.0% 0.0% 0.0% 0.0%
28-Dec-15 1.0% -0.3% -0.2% 0.5% 0.2%
29-Dec-15 0.5% -0.6% 2.2% 0.5% 0.5%
30-Dec-15 -2.1% -1.5% -1.4% -3.9% -2.2%
31-Dec-15 0.0% 0.0% 0.0% 0.0% 0.0%
04-Jan-16 -1.5% -4.1% -5.6% -1.2% -3.0%
05-Jan-16 0.4% 4.8% 7.1% -2.3% 2.4%
 06-Jan-16 -1.4% 1.5% -0.6% 1.8% 0.4%
07-Jan-16 -2.0% 0.4% -1.6% -1.1% -1.0%
08-Jan-16 -2.0% 1.7% -0.2% -5.6% -1.4%
11-Jan-16 -2.8% -4.7% -2.8% -0.6% -2.8%
12-Jan-16 -0.6% 0.4% 2.3% -3.2% -0.4%
13-Jan-16 -1.4% -1.9% 0.4% -3.0% -1.6%
14-Jan-16 3.0% -0.7% -0.7% 5.1% 1.7%
15-Jan-16 -2.5% 0.5% -0.8% -0.8% -0.8%
18-Jan-16 -0.9% -0.4% -3.2% -2.7% -1.7%
19-Jan-16 0.7% -0.4% 2.4% 0.6% 0.7%
20-Jan-16 0.2% 0.0% -0.2% -1.7% -0.4%
21-Jan-16 -1.4% 0.0% 0.9% -1.8% -0.6%
22-Jan-16 2.1% -0.2% 0.9% -3.9% -0.3%
25-Jan-16 0.0% 0.0% 0.0% 0.0% 0.0%
26-Jan-16 -1.2% -2.2% -2.6% 3.4% -0.6%
27-Jan-16 1.2% 2.2% 4.2% -1.9% 1.3%
28-Jan-16 0.2% 0.4% 0.0% -0.3% 0.1%
29-Jan-16 4.3% 4.0% 4.7% 8.6% 5.4%
01-Feb-16 2.6% -1.5% 1.8% 4.8% 1.8%
02-Feb-16 -4.0% -6.4% -2.7% -3.1% -4.2%
03-Feb-16 4.8% 3.3% 3.0% 0.6% 2.9%
04-Feb-16 5.5% 2.5% -1.6% 7.1% 3.6%
05-Feb-16 -1.0% -6.0% -5.6% 1.4% -2.8%
09-Feb-16 0.0% 0.0% 0.0% 0.0% 0.0%
10-Feb-16 1.1% -1.8% -3.3% -1.3% -1.3%
11-Feb-16 -2.6% -7.9% -1.4% -2.5% -3.9%
12-Feb-16 0.3% 4.1% 1.1% 4.8% 2.7%
15-Feb-16 0.0% 1.7% 0.9% 1.3% 1.0%
16-Feb-16 3.6% 0.5% 2.1% -0.9% 1.2%
17-Feb-16 1.1% -0.1% 3.2% 3.7% 1.8%
18-Feb-16 -2.0% 2.5% 1.0% -0.8% 0.3%
19-Feb-16 0.4% 3.7% 0.5% -3.0% 0.6%
22-Feb-16 5.2% 1.0% 2.9% 0.1% 2.2%
23-Feb-16 -1.0% -2.2% -2.8% -1.2% -1.8%
24-Feb-16 -0.2% -1.2% -0.5% -2.4% -1.1%
25-Feb-16 -0.3% -0.6% 1.9% -1.0% -0.1%
26-Feb-16 0.3% -0.9% -2.2% 3.8% 0.3%
29-Feb-16 3.2% 1.7% 3.7% 5.4% 3.4%
01-Mar-16 2.8% 3.8% 2.9% 1.8% 2.9%
02-Mar-16 2.2% 2.7% 3.2% -2.1% 1.5%
03-Mar-16 8.9% 4.5% 1.9% 7.9% 5.9%
04-Mar-16 10.3% 2.8% 4.6% 2.9% 5.1%
07-Mar-16 -2.8% -1.5% 1.9% 3.1% 0.0%
08-Mar-16 0.5% 1.4% 0.1% -1.4% 0.2%
09-Mar-16 -4.5% -1.7% 0.9% 0.6% -1.3%
10-Mar-16 3.0% 2.2% 1.3% 2.3% 2.2%
11-Mar-16 3.6% -5.3% -2.4% 0.8% -1.0%
14-Mar-16 -0.6% -0.7% 0.6% -4.2% -1.3%
15-Mar-16 -5.3% -0.2% -1.0% -3.2% -2.4%
16-Mar-16 -2.2% 1.0% 1.2% -2.2% -0.6%
17-Mar-16 13.0% 4.7% 5.4% 3.4% 6.6%
18-Mar-16 -1.3% 0.5% -1.8% 0.2% -0.5%
21-Mar-16 1.7% -0.5% 1.3% -0.6% 0.4%
22-Mar-16 -1.0% 0.3% 1.8% 5.4% 1.6%
23-Mar-16 -3.3% -2.6% -2.4% 0.0% -2.1%
24-Mar-16 -1.8% -2.2% -1.1% 2.8% -0.6%
28-Mar-16 4.9% 4.2% 1.6% -4.5% 1.7%
29-Mar-16 1.7% 1.8% -1.5% 1.4% 1.0%
30-Mar-16 0.1% 0.9% 1.8% 2.1% 1.2%
31-Mar-16 -3.5% -2.5% -5.0% -0.9% -2.9%
01-Apr-16 2.0% 3.5% 2.0% 3.0% 2.7%
04-Apr-16 -3.7% -0.9% -2.9% -2.6% -2.4%
05-Apr-16 0.6% 1.3% -0.6% 1.0% 0.7%
06-Apr-16 -3.1% -1.8% -3.2% 0.2% -1.9%
07-Apr-16 0.8% 1.3% 2.9% -0.8% 1.0%
08-Apr-16 4.9% 5.3% 4.0% 2.9% 4.3%
11-Apr-16 2.1% -2.4% -3.7% -3.8% -1.9%
13-Apr-16 0.9% 5.1% 4.0% 2.7% 3.2%
14-Apr-16 -2.4% -0.3% -0.4% -2.3% -1.3%
15-Apr-16 0.5% -1.1% 0.4% 2.3% 0.5%
18-Apr-16 -0.6% -0.2% -1.6% 0.7% -0.4%
19-Apr-16 0.2% 0.3% -0.2% 1.7% 0.5%
20-Apr-16 -0.1% -1.8% -2.4% 0.3% -1.0%
21-Apr-16 0.0% 0.0% 0.0% 0.0% 0.0%
22-Apr-16 -2.1% 1.3% -4.7% -4.7% -2.3%
25-Apr-16 -2.3% -3.2% -1.2% 0.1% -1.8%
26-Apr-16 3.6% 3.0% 1.7% 3.4% 3.0%
27-Apr-16 3.5% 2.9% 3.8% 2.3% 3.1%
28-Apr-16 -2.1% 1.0% 1.2% 0.9% 0.2%
29-Apr-16 -1.2% -1.6% -0.1% 0.7% -0.6%
02-May-16 -2.0% 0.2% 1.4% 1.6% 0.2%
03-May-16 -2.1% 4.0% -0.3% -3.5% -0.3%
04-May-16 4.3% -0.6% 1.1% -1.4% 0.8%
05-May-16 -2.5% 0.1% -2.1% -5.0% -2.3%
06-May-16 0.5% -1.7% -1.2% 0.3% -0.6%
09-May-16 0.6% -1.1% -0.2% 1.4% 0.1%
10-May-16 4.3% 2.0% 3.7% 4.4% 3.5%
11-May-16 1.0% 0.3% 0.2% -3.8% -0.6%
12-May-16 2.2% 2.7% 4.2% 2.3% 2.8%
13-May-16 -4.0% -2.6% 0.3% -4.3% -2.8%
16-May-16 -1.7% 0.7% -0.1% -0.6% -0.4%
17-May-16 -3.2% -3.3% -1.8% -4.1% -3.2%
18-May-16 0.4% -3.0% -1.3% 2.4% -0.5%
19-May-16 -2.1% -0.7% -1.6% 2.5% -0.4%
20-May-16 -1.1% -3.0% 1.5% -2.4% -1.5%
23-May-16 0.3% -0.3% -0.2% -3.6% -1.0%
24-May-16 0.3% 0.5% -0.5% 3.3% 1.0%
25-May-16 -0.4% 0.7% -3.3% -3.8% -1.5%
26-May-16 0.0% 0.0% 0.0% 0.0% 0.0%
27-May-16 -1.4% -0.4% -0.7% 0.6% -0.5%
30-May-16 -0.3% -1.1% -0.3% -0.3% -0.5%
31-May-16 -5.0% 1.4% 2.0% 1.4% -0.1%
01-Jun-16 1.8% 0.8% 1.7% 1.2% 1.3%
02-Jun-16 3.2% 0.8% 3.1% 13.6% 5.1%
03-Jun-16 0.5% 1.6% 0.7% 2.0% 1.2%
06-Jun-16 -0.6% 0.2% 0.7% -2.2% -0.5%
07-Jun-16 1.3% 0.5% 1.4% 1.2% 1.1%
08-Jun-16 3.1% 1.8% 0.7% 3.9% 2.4%
09-Jun-16 0.2% -1.4% -0.2% 1.1% -0.1%
10-Jun-16 -4.0% -1.7% -1.4% -3.0% -2.5%
13-Jun-16 1.7% -0.5% -0.2% 0.0% 0.2%
14-Jun-16 -2.0% -0.2% -1.8% -0.2% -1.0%
15-Jun-16 0.2% 1.4% 1.5% -2.1% 0.2%
16-Jun-16 1.5% 1.8% 1.2% 0.9% 1.4%
17-Jun-16 -0.6% -0.6% 2.2% -1.3% -0.2%
20-Jun-16 1.7% 0.5% 0.7% 3.1% 1.5%
21-Jun-16 1.2% 2.9% 2.9% 5.0% 3.0%
22-Jun-16 -0.2% -3.0% -2.6% -3.2% -2.3%
23-Jun-16 3.3% 1.5% 1.9% 4.0% 2.7%
24-Jun-16 -2.5% -0.7% -2.3% 0.3% -1.2%
27-Jun-16 -3.9% -1.2% -2.0% -1.3% -2.1%
28-Jun-16 2.5% 0.1% 1.1% -1.8% 0.4%
29-Jun-16 2.4% 2.3% 2.4% 1.4% 2.1%
30-Jun-16 0.6% 0.0% 1.6% -0.6% 0.3%
01-Jul-16 1.7% 0.1% 1.5% 5.0% 2.0%
04-Jul-16 0.4% -0.3% 1.8% -1.4% 0.0%
05-Jul-16 0.0% 0.4% -0.9% -1.6% -0.5%
06-Jul-16 0.0% -0.7% -0.1% -2.0% -0.7%
07-Jul-16 0.4% 2.5% 0.9% -0.1% 1.0%
08-Jul-16 2.8% 1.3% 4.3% 4.1% 3.0%
11-Jul-16 1.1% 1.9% 2.0% 0.0% 1.2%
12-Jul-16 -0.8% -0.1% 0.4% 3.6% 0.8%
13-Jul-16 2.2% -1.2% -0.4% 2.7% 0.8%
14-Jul-16 4.1% 0.5% -0.8% 2.8% 1.7%
15-Jul-16 0.0% 1.4% 1.0% 1.2% 0.9%
18-Jul-16 2.1% -0.2% 2.0% 1.0% 1.1%
19-Jul-16 -0.4% 2.7% -0.2% -0.4% 0.6%
20-Jul-16 0.9% -0.7% 1.0% -5.0% -1.0%
21-Jul-16 -0.8% -1.0% -0.8% -0.5% -0.8%
22-Jul-16 0.7% 0.8% 1.7% 1.3% 1.1%
25-Jul-16 -0.3% -0.4% -3.5% -1.8% -1.3%
26-Jul-16 -0.8% -0.6% 0.0% -1.8% -0.8%
27-Jul-16 0.3% -0.7% 2.3% -1.9% -0.2%
28-Jul-16 -4.4% 0.9% 1.4% 2.8% 0.2%
 29-Jul-16 3.1% 1.6% 0.9% -1.6% 1.0%
01-Aug-16 0.1% 1.6% 0.8% 2.3% 1.2%
02-Aug-16 -1.2% -5.7% -1.3% -1.4% -2.6%
03-Aug-16 2.3% -0.2% -1.2% -0.8% 0.1%
04-Aug-16 1.1% 1.4% 1.6% -1.0% 0.8%
05-Aug-16 0.6% 0.4% -0.6% 0.8% 0.4%
08-Aug-16 -1.0% -1.6% -0.5% 2.4% -0.2%
09-Aug-16 -0.5% 0.0% 0.3% 0.8% 0.1%
10-Aug-16 -1.4% -0.6% -1.2% 1.8% -0.3%
11-Aug-16 3.0% 1.9% 1.2% 0.9% 1.8%
12-Aug-16 0.1% -1.5% 0.0% -2.8% -1.1%
15-Aug-16 1.5% -0.1% 0.3% -0.5% 0.3%
16-Aug-16 -1.5% -1.0% -1.2% -2.2% -1.5%
17-Aug-16 1.1% 0.9% -1.4% 0.5% 0.4%
18-Aug-16 0.3% -1.0% -2.4% -0.6% -0.9%
19-Aug-16 -0.6% -2.4% -0.4% -0.4% -1.1%
22-Aug-16 -2.7% 0.0% -0.2% -0.9% -0.9%
23-Aug-16 -1.1% -0.1% -4.1% -0.6% -1.3%
24-Aug-16 -0.7% 0.6% 1.2% -0.3% 0.2%
25-Aug-16 0.5% -0.7% 3.2% -0.7% 0.4%
26-Aug-16 1.4% -2.5% -1.4% 0.9% -0.5%
29-Aug-16 1.8% 1.6% 1.5% 2.5% 1.9%
30-Aug-16 0.3% 0.0% -0.7% -3.7% -1.0%
31-Aug-16 -0.6% 0.2% 0.5% -0.4% -0.1%
01-Sep-16 -1.0% -1.7% -1.9% 1.7% -0.7%
05-Sep-16 0.3% -1.1% -0.5% 0.6% -0.2%
06-Sep-16 1.0% 0.8% 1.8% 4.1% 1.9%
07-Sep-16 0.0% 0.0% 0.0% 0.0% 0.0%
08-Sep-16 1.3% -0.3% -1.1% 5.5% 1.4%
09-Sep-16 -5.5% -2.0% -3.5% -2.2% -3.2%
12-Sep-16 0.3% 1.2% 0.8% 1.3% 0.9%
13-Sep-16 -4.2% -2.1% -2.3% -2.3% -2.7%
14-Sep-16 0.8% 2.0% 0.3% -1.4% 0.5%
15-Sep-16 2.7% 1.0% 0.6% 2.6% 1.7%
16-Sep-16 -1.8% 0.4% -0.9% 1.2% -0.2%
19-Sep-16 0.5% 0.6% 0.6% -0.7% 0.3%
20-Sep-16 1.1% 1.3% 1.4% 0.0% 0.9%
21-Sep-16 2.0% -2.4% -1.0% 1.0% -0.2%
22-Sep-16 1.9% -0.1% 1.4% 2.4% 1.3%
23-Sep-16 0.2% -0.8% 0.0% -4.9% -1.4%
26-Sep-16 -1.2% -1.1% -1.2% 1.1% -0.6%
27-Sep-16 2.1% 0.5% 1.8% 1.7% 1.5%
28-Sep-16 0.6% 1.4% 0.8% 1.2% 1.0%
29-Sep-16 -1.7% -0.6% -3.2% -2.6% -1.9%
30-Sep-16 0.1% 0.3% -0.9% -1.8% -0.5%
03-Oct-16 2.6% 3.1% 2.0% 2.7% 2.7%
04-Oct-16 1.4% -0.1% -2.8% 0.6% -0.1%
05-Oct-16 0.8% -0.8% 2.8% 2.4% 1.1%
06-Oct-16 0.0% -1.2% 0.2% 1.4% 0.0%
07-Oct-16 1.4% 0.8% 2.4% -1.1% 0.8%
10-Oct-16 0.0% 2.1% 0.8% 1.9% 1.3%
11-Oct-16 -0.4% -2.0% -1.2% -0.3% -1.0%
12-Oct-16 0.0% 0.0% 0.0% 0.0% 0.0%
13-Oct-16 0.1% 0.4% 1.9% -2.5% -0.1%
14-Oct-16 0.8% -3.5% 1.2% 1.5% -0.2%
17-Oct-16 2.0% -0.3% 1.1% 0.8% 0.8%
18-Oct-16 2.4% 2.6% 1.5% 4.3% 2.8%
19-Oct-16 -0.7% -0.2% -0.2% 1.9% 0.2%
20-Oct-16 1.5% 1.0% 0.1% -2.4% 0.1%
21-Oct-16 -0.9% -0.2% -0.4% 0.3% -0.3%
24-Oct-16 -1.0% -0.3% 0.0% -2.4% -0.9%
25-Oct-16 -0.5% -0.2% 0.0% -2.0% -0.7%
26-Oct-16 -0.4% -0.7% -0.6% -0.6% -0.6%
27-Oct-16 1.7% 0.4% -1.3% -0.2% 0.2%
28-Oct-16 0.4% -0.5% 0.4% -0.8% -0.2%
31-Oct-16 3.1% -0.4% 1.9% 2.1% 1.6%
01-Nov-16 -2.9% 0.2% -3.0% -2.5% -1.9%
02-Nov-16 0.0% 0.0% 0.0% 0.0% 0.0%
03-Nov-16 -2.4% -0.7% -4.5% -3.0% -2.5%
04-Nov-16 0.0% -1.0% -2.9% -1.5% -1.3%
07-Nov-16 3.5% 1.3% 3.3% 4.7% 3.1%
08-Nov-16 -0.1% 1.0% -0.8% 2.1% 0.6%
09-Nov-16 -2.7% -3.1% -1.6% -4.5% -3.1%
10-Nov-16 -8.9% -3.9% -4.9% -8.7% -6.6%
11-Nov-16 0.2% -2.0% -2.2% 0.5% -0.9%
14-Nov-16 0.7% -0.1% 2.0% 4.5% 1.7%
15-Nov-16 0.0% 0.0% 0.0% 0.0% 0.0%
16-Nov-16 1.5% 1.1% 1.2% 1.8% 1.4%
17-Nov-16 -3.1% -1.6% -2.8% -3.1% -2.6%
18-Nov-16 1.7% -1.8% -0.2% -2.7% -0.8%
21-Nov-16 0.6% -1.1% 0.6% 4.0% 0.9%
22-Nov-16 0.7% 4.2% 0.0% 5.6% 2.8%
23-Nov-16 0.4% 1.2% -2.1% -3.2% -0.8%
24-Nov-16 -0.9% -1.2% 1.8% -1.8% -0.7%
25-Nov-16 0.5% -0.3% -0.4% -2.7% -0.7%
28-Nov-16 1.2% 0.7% 3.0% 5.2% 2.4%
29-Nov-16 -3.2% -1.2% -4.3% -5.7% -3.4%
30-Nov-16 2.4% 0.0% 0.3% 3.6% 1.6%
01-Dec-16 -5.6% -2.8% -3.6% -3.1% -3.7%
02-Dec-16 1.6% -1.0% 0.6% 0.0% 0.2%
05-Dec-16 -0.5% -0.5% -0.5% -1.4% -0.7%
06-Dec-16 2.2% -0.4% 0.4% 3.0% 1.3%
07-Dec-16 -0.6% 3.2% 2.5% -1.3% 1.0%
08-Dec-16 -1.0% -2.6% 0.1% -2.8% -1.7%
09-Dec-16 1.3% -1.8% 0.9% -4.5% -1.2%
12-Dec-16 -4.2% -3.6% -1.4% -4.9% -3.6%
13-Dec-16 0.4% -1.0% 2.6% 5.6% 1.7%
14-Dec-16 -1.2% -2.4% -0.4% -6.9% -2.8%
15-Dec-16 0.3% -5.9% -0.8% 0.0% -1.9%
16-Dec-16 -0.5% 8.2% 0.9% -0.7% 2.3%
19-Dec-16 -2.2% -2.2% -0.4% 0.8% -1.1%
20-Dec-16 2.2% 5.0% -3.0% 0.5% 1.6%
21-Dec-16 -0.8% 3.3% -1.5% 0.6% 0.6%
22-Dec-16 -0.4% 0.4% -1.0% 4.5% 0.9%
23-Dec-16 2.1% -0.9% 0.7% 1.0% 0.6%
 Value at Risk
0.0%
-0.5%
Método Paramétrico Distribuição Normal -1.0%
0.0% Desvio Padrão 1.9% -1.5%
-2.0%
Intervalo de Confiança: 95% -2.5%
-3.0%

Value-at-Risk -3.03%
-3.5%
-4.0%
-3.3% -3.3%
-4.5% -4.0%
-5.0% -4.5%
Método Histórico BBDC4 CIEL3 LREN3 KROT3 P
Intervalo de Confiança: 95%

Value-at-Risk -2.84%
t Risk

-2.84%
3%
-4.5%
N3 KROT3 Portfolio