Otimizao de Carteiras

Ativos
Ibov
Dlar
Ouro
CDI

Alocao
39.18%
0.00%
0.00%
60.82%
Carteira
100%

1994

Retorno
#REF!
#REF!
#REF!
#REF!

Risco
#REF!
#REF!
#REF!
#REF!

#REF!

#REF!

Grfico Alocao de Ativos

Ibov 39%
CDI 61%

#REF!

Estatsticas
Tipo
Retorno
Risco
Retorno / Risco
Stress Test
Sharpe
Potencial de Diversificao

Valor
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!

Retorno Anual Esperado da Carteira

Risco Anual Esperado da Carteira
Relao entre Retorno x Risco. 100% signigica
Retorno Esperado em um cenrio muito raro
Ganho em Excesso da Carteira em relao a ta
Reduo do Risco ganha somente pela diversifi

Altere apenas as clulas com fundo roxo

Dados
Ms
Jul-94
Aug-94
Sep-94
Oct-94
Nov-94
Dec-94
Jan-95
Feb-95
Mar-95
Apr-95
May-95
Jun-95
Jul-95
Aug-95
Sep-95
Oct-95

Carteira
10.32%
13.05%
3.48%
-2.68%
1.34%
-0.21%
-2.11%
-4.23%
-0.81%
13.55%
1.64%
1.23%
5.42%
6.69%
5.24%
-2.68%

39.18%
IBOV
15.96%
26.85%
2.90%
-12.51%
-2.96%
-6.49%
-10.77%
-15.81%
-8.92%
28.02%
-2.44%
-3.15%
7.61%
11.17%
8.34%
-11.60%

0.00%
DLAR
-6.00%
-5.43%
-4.05%
-0.82%
-0.12%
0.12%
-0.47%
1.13%
5.23%
1.90%
-0.77%
1.77%
1.52%
1.60%
0.32%
0.83%

0.00%
OURO
-4.54%
-1.40%
-2.31%
-5.36%
-0.58%
1.84%
-3.51%
1.08%
9.82%
-0.09%
-2.04%
2.71%
-0.18%
1.94%
1.56%
0.17%

60.82%
CDI
6.68%
4.16%
3.85%
3.65%
4.11%
3.84%
3.47%
3.23%
4.41%
4.22%
4.27%
4.05%
4.01%
3.81%
3.25%
3.06%

Nov-95
Dec-95
Jan-96
Feb-96
Mar-96
Apr-96
May-96
Jun-96
Jul-96
Aug-96
Sep-96
Oct-96
Nov-96
Dec-96
Jan-97
Feb-97
Mar-97
Apr-97
May-97
Jun-97
Jul-97
Aug-97
Sep-97
Oct-97
Nov-97
Dec-97
Jan-98
Feb-98
Mar-98
Apr-98
May-98
Jun-98
Jul-98
Aug-98
Sep-98
Oct-98
Nov-98
Dec-98
Jan-99
Feb-99
Mar-99
Apr-99
May-99
Jun-99
Jul-99
Aug-99
Sep-99
Oct-99

4.10%
0.95%
9.33%
-0.07%
1.31%
2.89%
5.49%
3.34%
1.67%
2.06%
2.31%
1.66%
1.88%
3.29%
6.21%
5.00%
1.95%
5.07%
6.31%
5.19%
1.93%
-5.93%
5.35%
-8.32%
3.59%
5.12%
-0.21%
4.71%
6.43%
0.15%
-5.15%
0.30%
5.19%
-14.60%
2.24%
4.48%
10.38%
-6.94%
9.33%
4.97%
9.85%
3.78%
0.29%
2.89%
-3.01%
1.41%
2.90%
2.93%

6.06%
-1.82%
19.83%
-3.76%
-0.06%
4.22%
10.92%
5.52%
1.31%
2.22%
2.99%
1.34%
2.03%
5.61%
13.14%
10.19%
2.45%
10.37%
13.64%
10.78%
2.43%
-17.58%
11.20%
-23.83%
4.54%
8.54%
-4.67%
8.74%
13.02%
-2.25%
-15.68%
-1.71%
10.63%
-39.55%
1.85%
6.89%
22.50%
-21.40%
20.45%
9.04%
20.04%
6.11%
-2.30%
4.84%
-10.19%
1.18%
5.13%
5.35%

0.49%
0.61%
0.63%
0.57%
0.39%
0.46%
0.59%
0.60%
0.68%
0.56%
0.45%
0.60%
0.55%
0.60%
0.64%
0.52%
0.74%
0.42%
0.74%
0.49%
0.60%
0.76%
0.44%
0.61%
0.61%
0.59%
0.65%
0.60%
0.62%
0.61%
0.54%
0.56%
0.56%
1.16%
0.74%
0.64%
0.67%
0.62%
64.08%
4.11%
-16.60%
-3.56%
3.81%
2.64%
1.11%
7.08%
0.33%
1.60%

2.13%
1.17%
4.61%
-0.79%
0.56%
-0.87%
0.32%
-2.30%
2.19%
0.79%
-1.74%
0.96%
-0.95%
-0.40%
-6.53%
5.43%
-1.72%
-3.16%
2.23%
-1.68%
-4.27%
1.34%
3.96%
-4.41%
-5.14%
-0.84%
4.81%
-1.44%
2.10%
1.88%
-2.63%
0.90%
-3.57%
-1.20%
8.53%
-1.64%
0.09%
-3.51%
70.00%
1.07%
-16.40%
-0.95%
-2.88%
-0.66%
0.00%
4.30%
19.37%
-0.53%

2.84%
2.73%
2.56%
2.31%
2.20%
2.03%
2.00%
1.94%
1.91%
1.95%
1.88%
1.86%
1.79%
1.79%
1.74%
1.66%
1.62%
1.66%
1.58%
1.59%
1.61%
1.58%
1.58%
1.68%
2.98%
2.91%
2.67%
2.11%
2.18%
1.69%
1.63%
1.60%
1.69%
1.47%
2.49%
2.93%
2.58%
2.38%
2.17%
2.35%
3.29%
2.28%
1.96%
1.63%
1.62%
1.55%
1.47%
1.37%

Nov-99
Dec-99
Jan-00
Feb-00
Mar-00
Apr-00
May-00
Jun-00
Jul-00
Aug-00
Sep-00
Oct-00
Nov-00
Dec-00
Jan-01
Feb-01
Mar-01
Apr-01
May-01
Jun-01
Jul-01
Aug-01
Sep-01
Oct-01
Nov-01
Dec-01
Jan-02
Feb-02
Mar-02
Apr-02
May-02
Jun-02
Jul-02
Aug-02
Sep-02
Oct-02
Nov-02
Dec-02
Jan-03
Feb-03
Mar-03
Apr-03
May-03
Jun-03
Jul-03
Aug-03
Sep-03
Oct-03

7.80%
10.38%
-0.73%
3.94%
1.23%
-4.24%
-0.56%
5.48%
0.15%
2.98%
-2.46%
-1.83%
-3.42%
6.54%
6.96%
-3.34%
-2.82%
2.02%
0.10%
0.53%
-1.25%
-1.63%
-5.92%
3.61%
6.25%
2.60%
-1.35%
4.80%
-1.34%
0.40%
0.18%
-4.45%
-3.91%
3.37%
-5.80%
8.02%
2.24%
3.88%
0.06%
-1.25%
4.86%
5.60%
3.89%
-0.19%
3.08%
5.70%
3.17%
5.82%

17.77%
24.05%
-4.11%
7.81%
0.91%
-12.81%
-3.74%
11.84%
-1.63%
5.42%
-8.17%
-6.66%
-10.63%
14.84%
15.81%
-10.08%
-9.14%
3.32%
-1.80%
-0.61%
-5.53%
-6.65%
-17.17%
6.85%
13.79%
4.47%
-5.83%
10.31%
-5.55%
-1.28%
-1.71%
-13.39%
-12.36%
6.35%
-16.95%
17.92%
3.35%
7.23%
-2.90%
-6.04%
9.66%
11.38%
6.89%
-3.35%
4.62%
11.81%
5.51%
12.32%

-1.51%
-6.95%
0.75%
-1.88%
-1.20%
3.40%
1.10%
-1.46%
-1.40%
2.74%
1.11%
3.54%
2.65%
-0.21%
0.80%
3.76%
5.69%
1.07%
8.02%
-2.33%
5.48%
4.95%
4.69%
1.34%
-6.59%
-8.24%
4.22%
-2.90%
-1.05%
1.67%
6.75%
12.78%
20.54%
-11.85%
28.87%
-6.42%
-0.23%
-2.84%
-3.04%
1.06%
-5.90%
-13.82%
2.62%
-3.16%
3.26%
0.03%
-1.45%
-2.30%

-1.87%
-8.45%
-9.54%
10.94%
-5.40%
5.33%
0.53%
4.21%
-1.59%
1.04%
0.00%
-0.86%
2.48%
1.15%
-3.33%
3.45%
0.56%
6.08%
9.90%
-0.47%
0.00%
4.05%
14.87%
-5.58%
-7.17%
-2.27%
3.64%
-0.22%
0.70%
3.45%
12.24%
9.02%
20.34%
-11.17%
20.97%
-1.87%
2.22%
5.42%
4.63%
-2.83%
-8.85%
-12.34%
10.76%
-7.43%
3.55%
6.41%
0.42%
-0.73%

1.37%
1.58%
1.44%
1.44%
1.44%
1.28%
1.49%
1.39%
1.30%
1.40%
1.22%
1.28%
1.22%
1.19%
1.26%
1.01%
1.25%
1.18%
1.33%
1.27%
1.50%
1.60%
1.32%
1.53%
1.39%
1.39%
1.53%
1.25%
1.37%
1.48%
1.40%
1.31%
1.53%
1.45%
1.38%
1.64%
1.53%
1.73%
1.97%
1.83%
1.77%
1.87%
1.96%
1.85%
2.08%
1.76%
1.67%
1.63%

Nov-03
Dec-03
Jan-04
Feb-04
Mar-04
Apr-04
May-04
Jun-04
Jul-04
Aug-04
Sep-04
Oct-04
Nov-04
Dec-04
Jan-05
Feb-05
Mar-05
Apr-05
May-05
Jun-05
Jul-05
Aug-05
Sep-05
Oct-05
Nov-05
Dec-05
Jan-06
Feb-06
Mar-06
Apr-06
May-06
Jun-06
Jul-06
Aug-06
Sep-06
Oct-06
Nov-06
Dec-06
Jan-07
Feb-07
Mar-07
Apr-07
May-07
Jun-07
Jul-07
Aug-07
Sep-07
Oct-07

5.61%
4.82%
0.09%
0.48%
1.53%
-3.77%
0.62%
3.96%
2.98%
1.60%
1.51%
0.41%
4.29%
2.57%
-1.92%
6.84%
-1.20%
-1.74%
1.49%
0.72%
2.47%
4.02%
5.86%
-0.87%
3.08%
2.78%
6.64%
0.92%
0.19%
3.15%
-2.94%
0.82%
1.19%
-0.13%
0.87%
3.69%
3.28%
2.97%
0.81%
-0.13%
2.35%
3.27%
3.27%
2.14%
0.44%
0.93%
4.67%
3.70%

12.24%
10.17%
-1.73%
-0.44%
1.78%
-11.45%
-0.32%
8.21%
5.62%
2.09%
1.94%
-0.83%
9.01%
4.25%
-7.05%
15.56%
-5.43%
-6.64%
1.47%
-0.62%
3.96%
7.69%
12.62%
-4.40%
5.71%
4.82%
14.73%
0.59%
-1.71%
6.36%
-9.50%
0.27%
1.22%
-2.28%
0.60%
7.72%
6.80%
6.06%
0.38%
-1.68%
4.36%
6.88%
6.77%
4.06%
-0.39%
0.84%
10.67%
8.02%

3.26%
-2.04%
1.79%
-0.92%
-0.18%
1.24%
6.26%
-0.69%
-2.60%
-3.07%
-2.56%
-0.07%
-4.40%
-2.79%
-1.12%
-1.14%
2.74%
-5.06%
-5.04%
-2.22%
1.71%
-1.12%
-5.99%
1.44%
-2.10%
6.06%
-5.33%
-3.63%
1.73%
-3.83%
10.11%
-5.92%
0.55%
-1.72%
1.66%
-1.44%
1.11%
-1.33%
-0.62%
-0.70%
-2.82%
-0.80%
-5.16%
-0.14%
-2.52%
4.50%
-6.27%
-5.16%

5.37%
2.93%
-1.81%
-2.37%
6.22%
-7.38%
8.93%
-2.90%
-1.30%
1.05%
0.26%
1.56%
0.05%
-4.14%
-5.07%
2.53%
1.10%
-4.34%
-7.65%
1.53%
0.00%
-0.30%
2.27%
-0.44%
4.76%
9.66%
5.70%
-4.17%
3.07%
9.18%
12.73%
-13.31%
3.49%
-1.80%
-5.03%
1.69%
7.23%
-3.87%
3.22%
1.34%
-1.54%
3.91%
-5.48%
-3.41%
-2.59%
2.42%
3.77%
7.95%

1.34%
1.37%
1.26%
1.08%
1.37%
1.17%
1.22%
1.22%
1.28%
1.29%
1.24%
1.21%
1.25%
1.48%
1.38%
1.22%
1.52%
1.41%
1.50%
1.58%
1.51%
1.65%
1.50%
1.40%
1.38%
1.47%
1.43%
1.14%
1.42%
1.08%
1.28%
1.18%
1.17%
1.25%
1.05%
1.09%
1.02%
0.98%
1.08%
0.87%
1.05%
0.94%
1.02%
0.90%
0.97%
0.99%
0.80%
0.92%

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

-0.88%
1.06%
-2.14%
3.12%
-1.05%
4.98%
3.26%
-3.51%
-2.68%
-1.90%
-3.65%
-9.00%
-0.09%
1.70%
2.46%
-0.59%
3.40%
6.60%
5.36%
-0.82%
2.99%
1.65%
3.91%
0.44%
3.90%
1.34%
-1.42%
1.02%
2.74%
-1.18%
-2.15%
-0.83%
4.75%
-0.84%
3.09%
1.19%
-1.16%
1.49%
-1.02%
0.99%
1.26%
-0.89%
-0.30%
-0.76%
-1.66%

-3.54%
1.40%
-6.88%
6.72%
-3.97%
11.32%
6.96%
-10.44%
-8.48%
-6.43%
-11.03%
-24.80%
-1.77%
2.61%
4.66%
-2.84%
7.18%
15.55%
12.49%
-3.25%
6.41%
3.15%
8.90%
0.04%
8.93%
2.30%
-4.65%
1.68%
5.82%
-4.04%
-6.64%
-3.34%
10.80%
-3.51%
6.58%
1.79%
-4.20%
2.36%
-3.94%
1.22%
1.79%
-3.58%
-2.29%
-3.43%
-5.74%

2.28%
-0.70%
-0.62%
-4.37%
3.91%
-3.54%
-3.43%
-2.30%
-1.59%
4.33%
17.13%
10.50%
10.30%
0.17%
-0.89%
2.69%
-2.66%
-5.91%
-9.42%
-1.08%
-4.05%
0.74%
-5.74%
-1.92%
0.37%
-0.53%
7.67%
-3.40%
-1.66%
-2.83%
4.98%
-0.84%
-2.46%
-0.07%
-3.52%
0.42%
0.86%
-2.91%
0.72%
-0.73%
-1.96%
-3.40%
0.42%
-1.19%
-0.31%

5.89%
-3.78%
7.02%
1.93%
-2.46%
-9.71%
0.22%
0.86%
-1.06%
-5.38%
22.50%
-5.38%
13.33%
10.64%
5.55%
3.70%
-4.29%
-6.94%
1.04%
-4.76%
-4.83%
-0.35%
0.97%
3.22%
15.03%
-9.10%
6.45%
-1.20%
4.28%
1.47%
4.35%
2.92%
-3.91%
3.58%
0.75%
7.67%
6.25%
-3.53%
-9.39%
5.52%
0.00%
1.40%
-0.88%
2.16%
9.32%

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%
0.84%
0.81%
0.81%
0.93%
0.86%
0.84%
0.92%
0.84%
0.99%
0.95%
0.97%

ocao de Ativos

Ibov 39%

o da Carteira
da Carteira
x Risco. 100% signigica que Retorno = Risco
um cenrio muito raro
Carteira em relao a taxa livre de risco (CDI)
ha somente pela diversificao

Otimizao de Carteiras
Ativos
Ibov
Dlar
Ouro
Euro
CDI

1999

Alocao
14.73%
0.00%
12.22%
0.00%
73.05%

Retorno
#REF!
#REF!
#REF!
#REF!
#REF!

Risco
#REF!
#REF!
#REF!
#REF!
#REF!

100%

#REF!

#REF!

Carteira

Grfico Alocao de At

Ibov 15%

Ouro 1
CDI 73%

#REF!

Estatsticas
Tipo
Retorno
Risco
Retorno / Risco
Stress Test
Sharpe
Potencial de Diversificao

Valor
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!

Retorno Anual Esperado da Carteira

Risco Anual Esperado da Carteira
Relao entre Retorno x Risco. 100% sig
Retorno Esperado em um cenrio muito
Ganho em Excesso da Carteira em rela
Reduo do Risco ganha somente pela d

Altere apenas as clulas com fundo roxo

Dados
Ms
Jan-99
Feb-99
Mar-99
Apr-99
May-99
Jun-99
Jul-99
Aug-99
Sep-99
Oct-99
Nov-99
Dec-99
Jan-00
Feb-00

Carteira
13.15%
3.18%
3.35%
2.45%
0.74%
1.82%
-0.32%
1.83%
4.20%
1.72%
3.39%
3.67%
-0.72%
3.54%

14.73%
IBOV
20.45%
9.04%
20.04%
6.11%
-2.30%
4.84%
-10.19%
1.18%
5.13%
5.35%
17.77%
24.05%
-4.11%
7.81%

0.00%
DLAR
64.08%
4.11%
-16.60%
-3.56%
3.81%
2.64%
1.11%
7.08%
0.33%
1.60%
-1.51%
-6.95%
0.75%
-1.88%

12.22%
OURO
70.00%
1.07%
-16.40%
-0.95%
-2.88%
-0.66%
0.00%
4.30%
19.37%
-0.53%
-1.87%
-8.45%
-9.54%
10.94%

0.00%
EURO
68.05%
-6.10%
-18.68%
-4.05%
2.64%
-0.53%
2.57%
9.00%
-0.01%
2.57%
-4.92%
-7.94%
-3.02%
-2.48%

Mar-00
Apr-00
May-00
Jun-00
Jul-00
Aug-00
Sep-00
Oct-00
Nov-00
Dec-00
Jan-01
Feb-01
Mar-01
Apr-01
May-01
Jun-01
Jul-01
Aug-01
Sep-01
Oct-01
Nov-01
Dec-01
Jan-02
Feb-02
Mar-02
Apr-02
May-02
Jun-02
Jul-02
Aug-02
Sep-02
Oct-02
Nov-02
Dec-02
Jan-03
Feb-03
Mar-03
Apr-03
May-03
Jun-03
Jul-03
Aug-03
Sep-03
Oct-03
Nov-03
Dec-03
Jan-04
Feb-04

0.53%
-0.30%
0.60%
3.27%
0.52%
1.95%
-0.31%
-0.15%
-0.37%
3.20%
2.84%
-0.33%
-0.37%
2.09%
1.92%
0.78%
0.28%
0.68%
0.25%
1.45%
2.17%
1.40%
0.70%
2.41%
0.27%
1.31%
2.27%
0.09%
1.78%
0.63%
1.07%
3.61%
1.88%
2.99%
1.58%
0.10%
1.63%
1.53%
3.76%
-0.05%
2.63%
3.81%
2.08%
2.92%
3.44%
2.86%
0.44%
0.43%

0.91%
-12.81%
-3.74%
11.84%
-1.63%
5.42%
-8.17%
-6.66%
-10.63%
14.84%
15.81%
-10.08%
-9.14%
3.32%
-1.80%
-0.61%
-5.53%
-6.65%
-17.17%
6.85%
13.79%
4.47%
-5.83%
10.31%
-5.55%
-1.28%
-1.71%
-13.39%
-12.36%
6.35%
-16.95%
17.92%
3.35%
7.23%
-2.90%
-6.04%
9.66%
11.38%
6.89%
-3.35%
4.62%
11.81%
5.51%
12.32%
12.24%
10.17%
-1.73%
-0.44%

-1.20%
3.40%
1.10%
-1.46%
-1.40%
2.74%
1.11%
3.54%
2.65%
-0.21%
0.80%
3.76%
5.69%
1.07%
8.02%
-2.33%
5.48%
4.95%
4.69%
1.34%
-6.59%
-8.24%
4.22%
-2.90%
-1.05%
1.67%
6.75%
12.78%
20.54%
-11.85%
28.87%
-6.42%
-0.23%
-2.84%
-3.04%
1.06%
-5.90%
-13.82%
2.62%
-3.16%
3.26%
0.03%
-1.45%
-2.30%
3.26%
-2.04%
1.79%
-0.92%

-5.40%
5.33%
0.53%
4.21%
-1.59%
1.04%
0.00%
-0.86%
2.48%
1.15%
-3.33%
3.45%
0.56%
6.08%
9.90%
-0.47%
0.00%
4.05%
14.87%
-5.58%
-7.17%
-2.27%
3.64%
-0.22%
0.70%
3.45%
12.24%
9.02%
20.34%
-11.17%
20.97%
-1.87%
2.22%
5.42%
4.63%
-2.83%
-8.85%
-12.34%
10.76%
-7.43%
3.55%
6.41%
0.42%
-0.73%
5.37%
2.93%
-1.81%
-2.37%

-2.07%
-1.35%
3.93%
0.19%
-4.18%
-1.50%
0.57%
-0.51%
5.53%
7.51%
0.11%
2.59%
0.54%
2.10%
3.07%
-1.88%
8.62%
9.27%
4.51%
0.24%
-7.01%
-9.12%
0.92%
-1.84%
-0.89%
5.10%
10.82%
19.69%
18.88%
-11.44%
29.59%
-6.21%
0.21%
2.19%
2.61%
1.47%
-4.86%
-11.79%
8.17%
-5.36%
0.80%
-2.30%
4.67%
-3.06%
6.96%
3.14%
0.48%
-0.63%

Mar-04
Apr-04
May-04
Jun-04
Jul-04
Aug-04
Sep-04
Oct-04
Nov-04
Dec-04
Jan-05
Feb-05
Mar-05
Apr-05
May-05
Jun-05
Jul-05
Aug-05
Sep-05
Oct-05
Nov-05
Dec-05
Jan-06
Feb-06
Mar-06
Apr-06
May-06
Jun-06
Jul-06
Aug-06
Sep-06
Oct-06
Nov-06
Dec-06
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

2.02%
-1.73%
1.94%
1.75%
1.60%
1.38%
1.22%
0.95%
2.25%
1.20%
-0.65%
3.49%
0.44%
-0.48%
0.38%
1.25%
1.69%
2.30%
3.23%
0.32%
2.43%
2.96%
3.91%
0.41%
1.16%
2.85%
1.09%
-0.72%
1.46%
0.36%
0.24%
2.14%
2.63%
1.14%
1.24%
0.55%
1.22%
2.18%
1.07%
0.84%
0.33%
1.14%
2.62%
2.82%
0.81%
0.36%
0.52%
1.81%

1.78%
-11.45%
-0.32%
8.21%
5.62%
2.09%
1.94%
-0.83%
9.01%
4.25%
-7.05%
15.56%
-5.43%
-6.64%
1.47%
-0.62%
3.96%
7.69%
12.62%
-4.40%
5.71%
4.82%
14.73%
0.59%
-1.71%
6.36%
-9.50%
0.27%
1.22%
-2.28%
0.60%
7.72%
6.80%
6.06%
0.38%
-1.68%
4.36%
6.88%
6.77%
4.06%
-0.39%
0.84%
10.67%
8.02%
-3.54%
1.40%
-6.88%
6.72%

-0.18%
1.24%
6.26%
-0.69%
-2.60%
-3.07%
-2.56%
-0.07%
-4.40%
-2.79%
-1.12%
-1.14%
2.74%
-5.06%
-5.04%
-2.22%
1.71%
-1.12%
-5.99%
1.44%
-2.10%
6.06%
-5.33%
-3.63%
1.73%
-3.83%
10.11%
-5.92%
0.55%
-1.72%
1.66%
-1.44%
1.11%
-1.33%
-0.62%
-0.70%
-2.82%
-0.80%
-5.16%
-0.14%
-2.52%
4.50%
-6.27%
-5.16%
2.28%
-0.70%
-0.62%
-4.37%

6.22%
-7.38%
8.93%
-2.90%
-1.30%
1.05%
0.26%
1.56%
0.05%
-4.14%
-5.07%
2.53%
1.10%
-4.34%
-7.65%
1.53%
0.00%
-0.30%
2.27%
-0.44%
4.76%
9.66%
5.70%
-4.17%
3.07%
9.18%
12.73%
-13.31%
3.49%
-1.80%
-5.03%
1.69%
7.23%
-3.87%
3.22%
1.34%
-1.54%
3.91%
-5.48%
-3.41%
-2.59%
2.42%
3.77%
7.95%
5.89%
-3.78%
7.02%
1.93%

-1.70%
-1.44%
8.20%
-0.67%
-4.09%
-1.71%
-0.57%
2.82%
-0.64%
-0.40%
-5.37%
0.45%
0.58%
-5.70%
-9.23%
-3.92%
1.89%
0.52%
-8.34%
1.13%
-3.68%
6.40%
-2.54%
-6.05%
3.83%
0.13%
11.82%
-6.10%
0.37%
-1.38%
0.64%
-0.80%
5.06%
-1.87%
-1.97%
1.40%
-2.30%
1.37%
-6.51%
0.45%
-1.45%
4.11%
-1.93%
-3.92%
3.95%
-0.45%
0.25%
-2.23%

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

-0.27%
1.14%
1.69%
-0.74%
-0.60%
-0.86%
1.93%
-3.45%
2.10%
2.50%
2.13%
0.66%
1.24%
2.05%
2.53%
-0.51%
0.93%
0.93%
1.93%
0.90%
3.63%
-0.24%
0.58%
0.53%
1.93%
0.07%
0.10%
0.44%
1.74%
0.57%
1.68%
1.79%
0.73%
0.59%
-1.10%
1.47%
0.94%
0.26%
0.27%
0.45%
1.00%

-3.97%
11.32%
6.96%
-10.44%
-8.48%
-6.43%
-11.03%
-24.80%
-1.77%
2.61%
4.66%
-2.84%
7.18%
15.55%
12.49%
-3.25%
6.41%
3.15%
8.90%
0.04%
8.93%
2.30%
-4.65%
1.68%
5.82%
-4.04%
-6.64%
-3.34%
10.80%
-3.51%
6.58%
1.79%
-4.20%
2.36%
-3.94%
1.22%
1.79%
-3.58%
-2.29%
-3.43%
-5.74%

3.91%
-3.54%
-3.43%
-2.30%
-1.59%
4.33%
17.13%
10.50%
10.30%
0.17%
-0.89%
2.69%
-2.66%
-5.91%
-9.42%
-1.08%
-4.05%
0.74%
-5.74%
-1.92%
0.37%
-0.53%
7.67%
-3.40%
-1.66%
-2.83%
4.98%
-0.84%
-2.46%
-0.07%
-3.52%
0.42%
0.86%
-2.91%
0.72%
-0.73%
-1.96%
-3.40%
0.42%
-1.19%
-0.31%

-2.46%
-9.71%
0.22%
0.86%
-1.06%
-5.38%
22.50%
-5.38%
13.33%
10.64%
5.55%
3.70%
-4.29%
-6.94%
1.04%
-4.76%
-4.83%
-0.35%
0.97%
3.22%
15.03%
-9.10%
6.45%
-1.20%
4.28%
1.47%
4.35%
2.92%
-3.91%
3.58%
0.75%
7.67%
6.25%
-3.53%
-9.39%
5.52%
0.00%
1.40%
-0.88%
2.16%
9.32%

7.97%
-4.54%
-3.81%
-1.13%
-2.49%
-1.86%
12.28%
-0.04%
10.04%
9.31%
-8.31%
1.75%
1.89%
-6.36%
-3.23%
-1.77%
-2.50%
1.11%
-3.70%
-1.18%
2.17%
-4.53%
3.82%
-5.24%
-2.40%
-4.31%
-2.93%
-1.44%
4.08%
-2.97%
3.79%
2.43%
-5.50%
-0.38%
2.84%
0.02%
0.02%
0.85%
-2.60%
-0.29%
-1.21%

Grfico Alocao de Ativos

Ibov 15%
Ouro 12%
CDI 73%

nual Esperado da Carteira

al Esperado da Carteira
ntre Retorno x Risco. 100% signigica que Retorno = Risco
sperado em um cenrio muito raro
Excesso da Carteira em relao a taxa livre de risco (CDI)
o Risco ganha somente pela diversificao

73.05%
CDI
2.17%
2.35%
3.29%
2.28%
1.96%
1.63%
1.62%
1.55%
1.47%
1.37%
1.37%
1.58%
1.44%
1.44%

1.44%
1.28%
1.49%
1.39%
1.30%
1.40%
1.22%
1.28%
1.22%
1.19%
1.26%
1.01%
1.25%
1.18%
1.33%
1.27%
1.50%
1.60%
1.32%
1.53%
1.39%
1.39%
1.53%
1.25%
1.37%
1.48%
1.40%
1.31%
1.53%
1.45%
1.38%
1.64%
1.53%
1.73%
1.97%
1.83%
1.77%
1.87%
1.96%
1.85%
2.08%
1.76%
1.67%
1.63%
1.34%
1.37%
1.26%
1.08%

1.37%
1.17%
1.22%
1.22%
1.28%
1.29%
1.24%
1.21%
1.25%
1.48%
1.38%
1.22%
1.52%
1.41%
1.50%
1.58%
1.51%
1.65%
1.50%
1.40%
1.38%
1.47%
1.43%
1.14%
1.42%
1.08%
1.28%
1.18%
1.17%
1.25%
1.05%
1.09%
1.02%
0.98%
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%
0.84%
0.81%
0.81%
0.93%
0.86%
0.84%
0.92%
0.84%
0.99%
0.95%
0.97%

2006

Otimizao de Carteiras
Ativos
Poupana
CDI
IRF-M
IMA-B
IMA-C
DLAR
EURO
OURO
IBOV
SMLL
PETR4
VALE5

Carteira

Alocao
0.00%
0.00%
0.00%
0.00%
69.01%
0.00%
0.00%
12.17%
0.00%
0.00%
0.00%
18.82%
100%

0.00%

20.00%

40.00%

60.00%

80.00%

Estatsticas
Tipo
Retorno
Risco
Retorno / Risco
Stress Test
Sharpe
Potencial de Diversificao

Valor
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!

Retorno Anual Esperado da Carteira

Risco Anual Esperado da Carteira

Relao entre Retorno x Risco. 100% signi

Retorno Esperado em um cenrio muito ra

Ganho em Excesso da Carteira em relao

Reduo do Risco ganha somente pela div

Altere apenas as clulas com fundo roxo

Dados
Ms
Jan-06
Feb-06
Mar-06
Apr-06
May-06
Jun-06
Jul-06
Aug-06
Sep-06
Oct-06
Nov-06

Carteira
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508

0.00%
Poupana
0.73%
0.57%
0.71%
0.59%
0.69%
0.69%
0.68%
0.74%
0.65%
0.69%
0.63%

0.00%
CDI
1.43%
1.14%
1.42%
1.08%
1.28%
1.18%
1.17%
1.25%
1.05%
1.09%
1.02%

0.00%
IRF-M
1.80%
1.63%
1.38%
1.08%
0.36%
1.81%
1.55%
1.71%
1.33%
1.55%
1.24%

0.00%
IMA-B
2.69%
5.30%
-0.38%
0.46%
-3.38%
1.78%
3.41%
2.22%
0.58%
2.76%
2.06%

Dec-06
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
Sep-10
Oct-10
Nov-10
Dec-10
Jan-11
Feb-11
Mar-11
Apr-11

Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508

0.65%
0.72%
0.57%
0.69%
0.63%
0.67%
0.60%
0.65%
0.65%
0.54%
0.61%
0.56%
0.56%
0.60%
0.52%
0.54%
0.60%
0.57%
0.62%
0.69%
0.66%
0.70%
0.75%
0.66%
0.72%
0.68%
0.55%
0.64%
0.55%
0.55%
0.57%
0.61%
0.52%
0.50%
0.50%
0.50%
0.55%
0.50%
0.50%
0.58%
0.50%
0.55%
0.56%
0.62%
0.59%
0.57%
0.55%
0.53%
0.64%
0.57%
0.55%
0.62%
0.54%

0.98%
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%
0.84%
0.81%
0.81%
0.93%
0.86%
0.84%
0.92%
0.84%

1.49%
1.04%
1.13%
1.39%
1.78%
1.45%
0.55%
0.46%
0.06%
1.40%
0.58%
0.14%
0.29%
1.10%
1.31%
-0.04%
0.52%
0.67%
-0.20%
2.10%
1.35%
0.89%
-1.81%
2.59%
4.75%
1.92%
1.31%
1.82%
0.27%
1.79%
0.36%
0.97%
0.80%
0.50%
0.53%
0.69%
0.87%
1.10%
0.90%
1.20%
0.20%
1.16%
0.94%
1.63%
1.39%
0.48%
0.99%
0.12%
1.16%
-0.08%
1.27%
0.82%
1.07%

2.90%
1.47%
1.38%
2.17%
4.33%
2.60%
0.47%
-0.95%
-0.57%
2.47%
-0.25%
-0.48%
0.71%
1.38%
2.16%
-2.00%
2.57%
1.23%
0.18%
0.86%
0.56%
-1.67%
-3.83%
3.36%
6.08%
4.31%
1.36%
1.62%
-0.20%
4.51%
0.47%
1.27%
1.69%
0.89%
-1.12%
1.04%
1.78%
1.18%
1.75%
1.97%
0.68%
-0.34%
1.27%
1.58%
2.00%
0.52%
1.99%
0.87%
2.39%
-0.31%
0.64%
1.56%
0.55%

May-11
Jun-11
Jul-11

Err:508
Err:508
Err:508

0.54%
0.66%
0.62%

0.99%
0.95%
0.97%

1.27%
0.80%
0.72%

1.49%
-0.30%
0.67%

Retorno
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!

Risco
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!

#REF!

#REF!
#REF!

ual Esperado da Carteira

Esperado da Carteira

re Retorno x Risco. 100% signigica que Retorno = Risco

erado em um cenrio muito raro

xcesso da Carteira em relao a taxa livre de risco (CDI)

Risco ganha somente pela diversificao

69.01%
IMA-C
2.15%
5.30%
0.33%
-0.37%
-0.89%
0.42%
0.89%
1.18%
1.20%
2.70%
3.21%

0.00%
DLAR
-5.33%
-3.63%
1.73%
-3.83%
10.11%
-5.92%
0.55%
-1.72%
1.66%
-1.44%
1.11%

0.00%
EURO
-2.54%
-6.05%
3.83%
0.13%
11.82%
-6.10%
0.37%
-1.38%
0.64%
-0.80%
5.06%

12.17%
OURO
5.70%
-4.17%
3.07%
9.18%
12.73%
-13.31%
3.49%
-1.80%
-5.03%
1.69%
7.23%

0.00%
IBOV
14.73%
0.59%
-1.71%
6.36%
-9.50%
0.27%
1.22%
-2.28%
0.60%
7.72%
6.80%

0.00%
SMLL
14.25%
2.05%
-0.16%
1.01%
-7.90%
1.10%
-0.32%
3.22%
2.93%
7.17%
10.01%

0.00%
PETR4
28.05%
-4.79%
-3.60%
8.71%
-4.82%
-1.86%
3.98%
-4.23%
-5.60%
5.94%
9.12%

18.82%
VALE5
16.78%
-7.57%
3.44%
0.18%
-4.78%
0.09%
-1.77%
-8.04%
1.26%
15.95%
9.62%

2.31%
1.90%
1.18%
2.81%
5.23%
5.27%
1.16%
0.28%
-1.15%
2.50%
1.27%
0.38%
1.79%
1.38%
1.08%
0.88%
1.34%
2.13%
2.46%
2.47%
-0.81%
-0.21%
1.05%
1.33%
0.70%
0.24%
0.72%
-0.29%
0.37%
0.69%
2.29%
0.34%
1.94%
3.78%
1.43%
0.53%
-2.45%
1.50%
2.26%
2.39%
1.44%
1.82%
1.19%
0.49%
1.59%
2.99%
2.24%
2.21%
1.20%
1.21%
1.54%
1.25%
0.82%

-1.33%
-0.62%
-0.70%
-2.82%
-0.80%
-5.16%
-0.14%
-2.52%
4.50%
-6.27%
-5.16%
2.28%
-0.70%
-0.62%
-4.37%
3.91%
-3.54%
-3.43%
-2.30%
-1.59%
4.33%
17.13%
10.50%
10.30%
0.17%
-0.89%
2.69%
-2.66%
-5.91%
-9.42%
-1.08%
-4.05%
0.74%
-5.74%
-1.92%
0.37%
-0.53%
7.67%
-3.40%
-1.66%
-2.83%
4.98%
-0.84%
-2.46%
-0.07%
-3.52%
0.42%
0.86%
-2.91%
0.72%
-0.73%
-1.96%
-3.40%

-1.87%
-1.97%
1.40%
-2.30%
1.37%
-6.51%
0.45%
-1.45%
4.11%
-1.93%
-3.92%
3.95%
-0.45%
0.25%
-2.23%
7.97%
-4.54%
-3.81%
-1.13%
-2.49%
-1.86%
12.28%
-0.04%
10.04%
9.31%
-8.31%
1.75%
1.89%
-6.36%
-3.23%
-1.77%
-2.50%
1.11%
-3.70%
-1.18%
2.17%
-4.53%
3.82%
-5.24%
-2.40%
-4.31%
-2.93%
-1.44%
4.08%
-2.97%
3.79%
2.43%
-5.50%
-0.38%
2.84%
0.02%
0.02%
0.85%

-3.87%
3.22%
1.34%
-1.54%
3.91%
-5.48%
-3.41%
-2.59%
2.42%
3.77%
7.95%
5.89%
-3.78%
7.02%
1.93%
-2.46%
-9.71%
0.22%
0.86%
-1.06%
-5.38%
22.50%
-5.38%
13.33%
10.64%
5.55%
3.70%
-4.29%
-6.94%
1.04%
-4.76%
-4.83%
-0.35%
0.97%
3.22%
15.03%
-9.10%
6.45%
-1.20%
4.28%
1.47%
4.35%
2.92%
-3.91%
3.58%
0.75%
7.67%
6.25%
-3.53%
-9.39%
5.52%
0.00%
1.40%

6.06%
0.38%
-1.68%
4.36%
6.88%
6.77%
4.06%
-0.39%
0.84%
10.67%
8.02%
-3.54%
1.40%
-6.88%
6.72%
-3.97%
11.32%
6.96%
-10.44%
-8.48%
-6.43%
-11.03%
-24.80%
-1.77%
2.61%
4.66%
-2.84%
7.18%
15.55%
12.49%
-3.25%
6.41%
3.15%
8.90%
0.04%
8.93%
2.30%
-4.65%
1.68%
5.82%
-4.04%
-6.64%
-3.34%
10.80%
-3.51%
6.58%
1.79%
-4.20%
2.36%
-3.94%
1.22%
1.79%
-3.58%

7.63%
-2.67%
0.63%
3.68%
7.40%
9.54%
2.76%
0.60%
-2.89%
4.13%
4.38%
-6.10%
-1.33%
-11.14%
7.70%
-10.44%
10.69%
10.31%
-9.50%
-2.70%
-10.49%
-23.23%
-26.93%
-2.51%
3.85%
0.03%
-4.98%
2.65%
32.46%
12.23%
0.60%
15.93%
7.98%
7.37%
2.62%
12.59%
4.82%
-3.67%
3.15%
-1.36%
-0.48%
-3.54%
3.02%
11.83%
0.35%
5.13%
6.35%
-0.99%
1.91%
-8.31%
0.70%
6.27%
0.04%

8.66%
-5.00%
-8.51%
7.60%
-1.24%
1.64%
12.41%
2.07%
0.10%
13.41%
21.66%
-0.17%
22.95%
-8.71%
1.31%
-9.16%
14.37%
16.11%
-5.69%
-22.31%
-2.79%
0.57%
-33.59%
-13.94%
18.00%
9.59%
5.47%
8.14%
4.69%
16.62%
-5.81%
-2.07%
-0.29%
11.54%
0.69%
10.73%
-4.92%
-6.87%
1.29%
2.25%
-7.32%
-9.10%
-9.26%
3.69%
-5.75%
4.72%
-5.28%
-4.36%
11.85%
-0.73%
5.50%
-0.24%
-9.74%

6.96%
10.91%
4.10%
3.11%
10.23%
4.45%
-1.28%
9.26%
2.53%
28.57%
5.49%
-4.57%
-2.68%
-11.78%
11.37%
1.87%
6.43%
1.44%
-12.25%
-14.36%
-6.98%
-13.92%
-20.05%
-3.50%
-2.53%
17.25%
-4.21%
-0.30%
15.94%
6.63%
-8.15%
8.54%
1.54%
11.25%
9.11%
7.40%
-0.40%
-0.14%
5.48%
11.47%
-6.09%
-7.84%
-11.59%
12.56%
-2.91%
13.76%
4.34%
0.52%
1.04%
5.13%
-2.73%
-4.46%
-2.79%

1.02%
0.23%
0.43%

0.42%
-1.19%
-0.31%

-2.60%
-0.29%
-1.21%

-0.88%
2.16%
9.32%

-2.29%
-3.43%
-5.74%

-0.14%
-2.69%
-6.41%

-5.90%
-1.54%
-0.94%

-2.67%
-0.45%
-2.13%

2008

Otimizao de Carteiras
Ativos
Poupana
CDI
IRF-M
IMA-B
IMA-C
DLAR
EURO
OURO
IBOV
SMLL
PETR4
VALE5
FFCI11
HTMX11B
FLMA11
NSLU11B
EURO11

Carteira

0%

Alocao
0.00%
48.17%
11.88%
2.83%
25.62%
0.00%
0.00%
0.51%
0.00%
0.00%
0.00%
0.00%
2.96%
8.03%
0.00%
0.00%
0.00%
100%

10%

20%

30%

40%

50%

60%

Estatsticas
Tipo
Retorno
Risco
Retorno / Risco
Stress Test
Sharpe
Potencial de Diversificao

#REF!
#REF!
#REF!
#REF!
#REF!
#REF!

Retorno Anual Esperado da Carteira

Risco Anual Esperado da Carteira

Relao entre Retorno x Risco. 100% sign

Retorno Esperado em um cenrio muito r

Ganho em Excesso da Carteira em rela

Reduo do Risco ganha somente pela di

Altere apenas as clulas com fundo roxo

Dados
Ms
Jan-08
Feb-08
Mar-08
Apr-08
May-08
Jun-08
Jul-08

Carteira
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508

0.00%
Poupana
0.60%
0.52%
0.54%
0.60%
0.57%
0.62%
0.69%

48.17%
CDI
0.92%
0.79%
0.84%
0.90%
0.87%
0.95%
1.06%

11.88%
IRF-M
1.10%
1.31%
-0.04%
0.52%
0.67%
-0.20%
2.10%

2.83%
IMA-B
1.38%
2.16%
-2.00%
2.57%
1.23%
0.18%
0.86%

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

Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508
Err:508

0.66%
0.70%
0.75%
0.66%
0.72%
0.68%
0.55%
0.64%
0.55%
0.55%
0.57%
0.61%
0.52%
0.50%
0.50%
0.50%
0.55%
0.50%
0.50%
0.58%
0.50%
0.55%
0.56%
0.62%
0.59%
0.57%
0.55%
0.53%
0.64%
0.57%
0.55%
0.62%
0.54%
0.54%
0.66%
0.62%

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%
0.84%
0.81%
0.81%
0.93%
0.86%
0.84%
0.92%
0.84%
0.99%
0.95%
0.97%

1.35%
0.89%
-1.81%
2.59%
4.75%
1.92%
1.31%
1.82%
0.27%
1.79%
0.36%
0.97%
0.80%
0.50%
0.53%
0.69%
0.87%
1.10%
0.90%
1.20%
0.20%
1.16%
0.94%
1.63%
1.39%
0.48%
0.99%
0.12%
1.16%
-0.08%
1.27%
0.82%
1.07%
1.27%
0.80%
0.72%

0.56%
-1.67%
-3.83%
3.36%
6.08%
4.31%
1.36%
1.62%
-0.20%
4.51%
0.47%
1.27%
1.69%
0.89%
-1.12%
1.04%
1.78%
1.18%
1.75%
1.97%
0.68%
-0.34%
1.27%
1.58%
2.00%
0.52%
1.99%
0.87%
2.39%
-0.31%
0.64%
1.56%
0.55%
1.49%
-0.30%
0.67%

Retorno
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!

Risco
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!

#REF!

#REF!
#REF!

o Anual Esperado da Carteira

nual Esperado da Carteira

o entre Retorno x Risco. 100% signigica que Retorno = Risco

o Esperado em um cenrio muito raro

em Excesso da Carteira em relao a taxa livre de risco (CDI)

o do Risco ganha somente pela diversificao

25.62%
IMA-C
1.38%
1.08%
0.88%
1.34%
2.13%
2.46%
2.47%

0.00%
DLAR
-0.62%
-4.37%
3.91%
-3.54%
-3.43%
-2.30%
-1.59%

0.00%
EURO
0.25%
-2.23%
7.97%
-4.54%
-3.81%
-1.13%
-2.49%

0.51%
OURO
7.02%
1.93%
-2.46%
-9.71%
0.22%
0.86%
-1.06%

0.00%
IBOV
-6.88%
6.72%
-3.97%
11.32%
6.96%
-10.44%
-8.48%

0.00%
SMLL
-11.14%
7.70%
-10.44%
10.69%
10.31%
-9.50%
-2.70%

0.00%
PETR4
-8.71%
1.31%
-9.16%
14.37%
16.11%
-5.69%
-22.31%

0.00%
VALE5
-11.78%
11.37%
1.87%
6.43%
1.44%
-12.25%
-14.36%

-0.81%
-0.21%
1.05%
1.33%
0.70%
0.24%
0.72%
-0.29%
0.37%
0.69%
2.29%
0.34%
1.94%
3.78%
1.43%
0.53%
-2.45%
1.50%
2.26%
2.39%
1.44%
1.82%
1.19%
0.49%
1.59%
2.99%
2.24%
2.21%
1.20%
1.21%
1.54%
1.25%
0.82%
1.02%
0.23%
0.43%

4.33%
17.13%
10.50%
10.30%
0.17%
-0.89%
2.69%
-2.66%
-5.91%
-9.42%
-1.08%
-4.05%
0.74%
-5.74%
-1.92%
0.37%
-0.53%
7.67%
-3.40%
-1.66%
-2.83%
4.98%
-0.84%
-2.46%
-0.07%
-3.52%
0.42%
0.86%
-2.91%
0.72%
-0.73%
-1.96%
-3.40%
0.42%
-1.19%
-0.31%

-1.86%
12.28%
-0.04%
10.04%
9.31%
-8.31%
1.75%
1.89%
-6.36%
-3.23%
-1.77%
-2.50%
1.11%
-3.70%
-1.18%
2.17%
-4.53%
3.82%
-5.24%
-2.40%
-4.31%
-2.93%
-1.44%
4.08%
-2.97%
3.79%
2.43%
-5.50%
-0.38%
2.84%
0.02%
0.02%
0.85%
-2.60%
-0.29%
-1.21%

-5.38%
22.50%
-5.38%
13.33%
10.64%
5.55%
3.70%
-4.29%
-6.94%
1.04%
-4.76%
-4.83%
-0.35%
0.97%
3.22%
15.03%
-9.10%
6.45%
-1.20%
4.28%
1.47%
4.35%
2.92%
-3.91%
3.58%
0.75%
7.67%
6.25%
-3.53%
-9.39%
5.52%
0.00%
1.40%
-0.88%
2.16%
9.32%

-6.43%
-11.03%
-24.80%
-1.77%
2.61%
4.66%
-2.84%
7.18%
15.55%
12.49%
-3.25%
6.41%
3.15%
8.90%
0.04%
8.93%
2.30%
-4.65%
1.68%
5.82%
-4.04%
-6.64%
-3.34%
10.80%
-3.51%
6.58%
1.79%
-4.20%
2.36%
-3.94%
1.22%
1.79%
-3.58%
-2.29%
-3.43%
-5.74%

-10.49%
-23.23%
-26.93%
-2.51%
3.85%
0.03%
-4.98%
2.65%
32.46%
12.23%
0.60%
15.93%
7.98%
7.37%
2.62%
12.59%
4.82%
-3.67%
3.15%
-1.36%
-0.48%
-3.54%
3.02%
11.83%
0.35%
5.13%
6.35%
-0.99%
1.91%
-8.31%
0.70%
6.27%
0.04%
-0.14%
-2.69%
-6.41%

-2.79%
0.57%
-33.59%
-13.94%
18.00%
9.59%
5.47%
8.14%
4.69%
16.62%
-5.81%
-2.07%
-0.29%
11.54%
0.69%
10.73%
-4.92%
-6.87%
1.29%
2.25%
-7.32%
-9.10%
-9.26%
3.69%
-5.75%
4.72%
-5.28%
-4.36%
11.85%
-0.73%
5.50%
-0.24%
-9.74%
-5.90%
-1.54%
-0.94%

-6.98%
-13.92%
-20.05%
-3.50%
-2.53%
17.25%
-4.21%
-0.30%
15.94%
6.63%
-8.15%
8.54%
1.54%
11.25%
9.11%
7.40%
-0.40%
-0.14%
5.48%
11.47%
-6.09%
-7.84%
-11.59%
12.56%
-2.91%
13.76%
4.34%
0.52%
1.04%
5.13%
-2.73%
-4.46%
-2.79%
-2.67%
-0.45%
-2.13%

2.96%
8.03%
FFCI11 HTMX11B
8.90%
0.00%
-3.92%
1.41%
22.07%
0.54%
-15.12%
0.61%
14.70%
0.81%
-10.56%
0.80%
2.79%
0.77%

0.00%
0.00%
0.00%
FLMA11
NSLU11B
EURO11
6.13%
3.00%
0.25%
19.39%
7.76%
-1.06%
-14.07%
-0.73%
0.13%
-2.89%
-0.80%
0.83%
9.93%
4.77%
0.90%
2.10%
2.12%
-0.46%
7.84%
3.40%
-0.13%

-3.03%
0.85%
1.98%
-0.96%
1.04%
4.07%
18.66%
-4.14%
6.16%
4.19%
8.09%
7.54%
-0.68%
0.74%
0.00%
1.48%
-0.67%
1.49%
-0.68%
0.77%
1.50%
-1.41%
0.78%
3.00%
-0.68%
0.04%
1.52%
5.92%
7.04%
3.33%
1.42%
10.33%
5.27%
0.62%
-6.05%
0.68%

0.89%
-0.02%
0.89%
-3.45%
1.06%
1.00%
-0.01%
-1.66%
0.00%
7.24%
5.39%
6.26%
13.34%
1.51%
0.85%
0.80%
1.56%
0.75%
0.47%
0.63%
-1.10%
3.92%
5.39%
7.77%
12.36%
-3.97%
-0.40%
11.57%
8.19%
3.94%
-1.57%
-2.41%
3.34%
4.51%
10.54%
11.42%

-5.63%
-2.66%
0.83%
2.21%
1.05%
2.24%
-1.51%
-2.91%
5.88%
4.56%
-0.26%
11.62%
18.69%
12.20%
-6.40%
-1.06%
0.70%
4.21%
-4.58%
-4.83%
10.98%
-1.85%
-7.20%
10.32%
2.52%
3.30%
1.62%
13.21%
25.71%
-6.38%
1.84%
0.50%
0.03%
1.31%
0.68%
-2.41%

-0.37%
-8.49%
2.35%
2.94%
-0.99%
1.61%
6.40%
0.98%
6.63%
9.36%
4.72%
2.45%
5.57%
16.46%
-12.21%
-7.49%
-1.77%
8.60%
1.61%
3.16%
-0.72%
1.87%
1.31%
1.80%
1.78%
-0.18%
1.46%
0.51%
2.25%
2.73%
1.00%
2.42%
-0.19%
2.54%
-0.98%
1.27%

-2.09%
-1.78%
-5.65%
1.75%
5.06%
5.22%
8.40%
-1.35%
5.77%
2.66%
1.43%
4.19%
2.77%
9.35%
-0.07%
-10.41%
4.87%
2.20%
1.23%
1.27%
1.32%
1.04%
1.87%
5.14%
-0.07%
2.04%
1.24%
6.43%
-0.51%
1.33%
-2.45%
4.68%
-2.97%
-3.39%
-1.93%
3.46%