Data BOVA11 IVVB11 OZ1D SELIC IFIX ITUB4 BBDC4 VALE3 PETR4 CSNA3

Apr-14 50.29 42.30 92.05 3,376.62 1,350.00 13.14 11.88 23.96 15.39 7.39
May-14 49.98 43.77 90.60 3,405.86 1,369.00 12.47 11.17 23.15 15.50 7.42
Jun-14 51.69 43.70 94.00 3,433.94 1,387.00 12.57 11.55 23.83 16.06 8.12
Jul-14 54.33 44.44 93.00 3,466.52 1,409.00 13.81 12.48 26.53 17.74 9.89
Aug-14 59.69 45.34 92.50 3,496.54 1,413.00 16.03 14.74 23.73 21.68 8.48
Sep-14 52.64 48.80 95.00 3,528.26 1,421.00 13.46 12.58 21.88 16.80 7.51
Oct-14 52.98 50.29 93.79 3,561.80 1,402.00 14.61 13.48 21.14 14.19 7.12
Nov-14 53.15 53.95 97.30 3,591.81 1,361.00 15.35 14.30 19.70 11.89 5.23
Dec-14 48.54 55.39 101.40 3,626.34 1,336.00 13.77 12.91 18.53 9.30 4.82
Jan-15 45.61 54.70 109.00 3,660.25 1,372.00 13.10 12.43 15.74 7.60 3.73
Feb-15 50.01 61.05 111.20 3,690.35 1,369.00 14.90 13.93 17.97 8.89 4.61
Mar-15 49.50 66.94 122.80 3,728.73 1,347.00 14.42 13.20 15.17 9.04 5.06
Apr-15 54.62 63.91 115.50 3,764.22 1,397.00 15.74 14.31 19.79 12.12 7.52
May-15 51.35 68.49 121.90 3,801.31 1,417.00 14.03 12.56 17.52 11.45 5.74
Jun-15 51.46 65.50 118.89 3,841.86 1,460.00 13.99 12.78 15.98 11.80 4.82
Jul-15 49.37 73.46 119.50 3,887.12 1,470.00 13.53 12.24 15.61 9.75 4.04
Aug-15 45.34 73.10 131.50 3,930.23 1,458.00 12.10 10.35 15.66 8.53 3.26
Sep-15 43.43 78.00 141.00 3,973.81 1,400.00 12.09 9.63 14.49 6.72 3.66
Oct-15 44.40 82.40 140.25 4,017.88 1,430.00 12.08 9.45 15.20 7.16 4.05
Nov-15 43.70 83.44 132.00 4,060.30 1,452.00 12.69 9.51 11.74 7.12 5.13
Dec-15 42.13 83.80 135.50 4,107.49 1,409.00 12.11 9.10 11.61 6.22 3.73
Jan-16 39.19 79.24 142.00 4,150.86 1,322.00 11.49 8.58 8.66 4.49 3.31
Feb-16 41.45 80.02 158.30 4,192.48 1,361.00 12.02 10.10 10.53 4.77 4.85
Mar-16 48.64 76.15 143.50 4,241.20 1,485.00 14.78 12.82 13.50 7.75 6.67
Apr-16 52.15 73.07 143.00 4,285.98 1,554.00 15.57 13.50 17.55 9.50 12.25
May-16 47.02 78.15 140.30 4,333.51 1,612.00 13.77 11.89 12.67 7.47 6.10
Jun-16 49.90 69.48 136.00 4,383.87 1,638.00 14.37 13.24 14.50 8.75 7.29
Jul-16 55.68 72.75 140.30 4,432.49 1,735.00 16.03 14.93 16.49 11.02 10.32
Aug-16 55.93 72.55 134.55 4,486.35 1,767.00 17.21 15.31 15.10 11.93 8.02
Sep-16 56.56 72.67 139.00 4,536.11 1,816.00 17.05 15.64 15.87 12.60 8.48
Oct-16 62.90 70.30 129.50 4,583.68 1,885.00 20.29 18.02 19.68 16.43 10.01
Nov-16 60.00 77.36 127.00 4,631.27 1,837.00 18.72 16.04 25.01 14.86 11.59
Dec-16 58.24 75.96 118.80 4,683.30 1,864.00 18.17 15.81 23.02 13.81 10.12
Jan-17 62.39 74.36 121.69 4,734.16 1,934.00 20.00 17.84 28.85 13.95 10.77
Feb-17 64.50 76.45 124.20 4,775.12 2,028.00 21.92 18.24 29.33 14.10 11.17
Mar-17 62.78 76.50 125.00 4,825.36 2,032.00 20.76 17.69 26.71 13.46 8.49
Apr-17 63.19 78.90 129.00 4,863.31 2,035.00 21.51 18.26 25.45 12.97 7.23
May-17 60.56 81.36 131.00 4,908.40 2,056.00 19.49 16.55 25.17 12.03 6.40
Jun-17 60.93 83.90 131.50 4,948.10 2,074.00 20.15 16.94 26.86 11.49 6.69
Jul-17 63.72 80.55 126.70 4,987.59 2,066.00 20.47 18.31 29.00 12.34 7.11
Aug-17 68.41 81.35 132.00 5,027.60 2,084.00 22.37 20.38 32.50 12.68 8.10
Sep-17 71.58 83.45 133.10 5,059.70 2,221.05 24.04 21.28 29.52 14.21 8.96
Oct-17 71.77 88.06 133.50 5,092.28 2,226.26 23.33 21.07 29.74 15.57 7.86
Nov-17 69.40 90.50 132.00 5,121.21 2,213.08 22.90 19.85 32.55 14.28 6.86
Dec-17 73.82 93.55 135.30 5,148.79 2,226.46 23.72 21.10 37.69 14.95 7.81
Jan-18 82.00 94.30 136.00 5,178.87 2,285.23 29.12 25.42 38.81 18.29 10.25
Feb-18 82.50 92.60 141.00 5,202.98 2,311.41 29.33 24.19 42.18 19.93 9.46
Mar-18 82.43 91.66 141.45 5,230.68 2,357.54 29.88 24.66 39.97 19.88 8.21
Apr-18 83.18 97.60 147.40 5,257.79 2,337.25 29.72 23.75 46.09 21.33 8.19
May-18 74.07 107.37 156.20 5,285.04 2,214.11 25.05 20.05 47.94 17.66 7.18
Jun-18 70.35 111.00 156.65 5,312.43 2,125.22 23.52 18.50 46.96 15.99 7.33
Jul-18 76.45 111.58 146.10 5,341.28 2,154.45 26.24 21.17 51.93 18.35 8.56
Aug-18 74.12 125.20 157.00 5,371.61 2,139.40 25.10 19.69 52.24 17.97 8.19
Sep-18 76.61 124.10 154.00 5,396.79 2,134.81 26.21 19.90 58.28 19.67 8.71
Oct-18 84.08 106.95 145.99 5,426.10 2,242.45 29.26 23.83 55.25 25.76 8.92
Nov-18 86.37 112.90 150.70 5,452.88 2,300.48 32.11 26.73 51.44 23.84 8.27
Dec-18 84.60 102.70 158.20 5,479.79 2,351.59 31.67 27.41 49.68 21.95 8.24
Jan-19 94.00 104.52 154.99 5,509.55 2,409.69 34.61 32.11 44.33 24.76 9.51
Feb-19 91.85 111.25 158.00 5,536.74 2,434.56 33.02 30.71 45.88 26.19 12.20
Mar-19 91.81 118.15 160.50 5,562.70 2,482.93 32.28 30.49 49.62 27.16 15.15
Apr-19 92.88 122.85 162.00 5,591.53 2,508.45 31.74 30.33 48.81 26.26 13.56
May-19 93.59 115.05 164.20 5,621.90 2,552.69 32.85 31.56 47.74 24.84 16.18
Jun-19 97.11 119.70 175.35 5,648.25 2,626.10 34.05 32.21 50.48 26.65 16.35
Jul-19 97.98 121.11 179.90 5,680.33 2,659.55 32.71 29.61 48.52 25.36 16.17
Aug-19 97.61 129.08 212.20 5,708.82 2,656.69 32.63 28.29 44.39 24.99 14.05
Sep-19 101.01 132.32 204.00 5,735.30 2,684.26 33.69 29.14 46.52 27.00 13.22
Oct-19 103.23 130.00 203.09 5,762.79 2,791.98 34.86 31.16 45.98 29.78 11.79
Nov-19 104.35 143.60 207.50 5,784.71 2,890.26 33.50 29.58 48.69 28.75 12.55
Dec-19 111.23 138.71 202.65 5,806.38 3,197.58 35.76 32.58 53.30 30.18 14.09
Jan-20 108.90 148.10 217.00 5,828.25 3,077.28 31.65 29.64 50.27 28.45 12.89
Feb-20 100.60 141.56 229.00 5,845.37 2,963.81 31.82 27.58 44.31 25.34 11.17
Mar-20 69.35 144.62 263.90 5,865.15 2,494.10 22.97 18.78 43.22 13.99 6.97
Apr-20 77.21 170.50 295.40 5,881.86 2,603.62 22.65 19.06 44.86 18.05 8.95
May-20 84.15 175.65 292.20 5,895.73 2,657.68 22.93 18.88 53.00 20.34 10.32
Jun-20 91.62 181.72 310.00 5,908.25 2,806.28 25.35 20.65 55.92 21.55 10.68
Jul-20 99.29 183.68 327.99 5,919.73 2,733.12 26.80 22.40 60.71 22.20 12.25
Aug-20 95.70 207.15 342.50 5,929.20 2,782.10 23.54 20.72 59.68 21.89 15.21
Sep-20 95.04 192.40 329.03 5,932.30 2,793.01 23.91 20.85 58.53 22.12 15.38

22 obs correlação 30 obs

44 obs correlação 60 obs
66 obs correlação 77 obs
77 obs correlação
30 obs
77 obs
MGLU3 VVAR3 BOVA11 IVVB11 OZ1D SELIC IFIX ITUB4 BBDC4 VALE3
0.90 7.32 BOVA11 IVVB11 OZ1D SELIC IFIX ITUB4 BBDC4 VALE3
0.96 7.70 -0.62% 3.48% -1.58% 0.87% 1.41% -5.12% -5.91% -3.40%
1.09 6.94 3.42% -0.16% 3.75% 0.82% 1.31% 0.81% 3.38% 2.96%
1.06 6.85 5.11% 1.69% -1.06% 0.95% 1.59% 9.84% 8.06% 11.32%
1.06 7.22 9.87% 2.03% -0.54% 0.87% 0.28% 16.12% 18.07% -10.54%
0.90 6.74 -11.81% 7.63% 2.70% 0.91% 0.57% -16.05% -14.65% -7.80%
0.98 7.22 0.65% 3.05% -1.27% 0.95% -1.34% 8.55% 7.18% -3.39%
0.95 7.22 0.32% 7.28% 3.74% 0.84% -2.92% 5.08% 6.06% -6.80%
0.91 6.55 -8.67% 2.67% 4.21% 0.96% -1.84% -10.33% -9.69% -5.97%
0.81 7.61 -6.04% -1.25% 7.50% 0.94% 2.69% -4.87% -3.74% -15.06%
0.73 7.41 9.65% 11.61% 2.02% 0.82% -0.22% 13.74% 12.03% 14.19%
0.61 5.47 -1.02% 9.65% 10.43% 1.04% -1.61% -3.22% -5.26% -15.58%
0.61 6.36 10.34% -4.53% -5.94% 0.95% 3.71% 9.17% 8.46% 30.44%
0.52 6.84 -5.99% 7.17% 5.54% 0.99% 1.43% -10.87% -12.23% -11.48%
0.43 7.66 0.21% -4.37% -2.47% 1.07% 3.03% -0.28% 1.77% -8.78%
0.44 7.66 -4.06% 12.15% 0.51% 1.18% 0.68% -3.27% -4.22% -2.30%
0.31 2.70 -8.16% -0.49% 10.04% 1.11% -0.82% -10.57% -15.45% 0.28%
0.22 2.88 -4.21% 6.70% 7.22% 1.11% -3.98% -0.09% -6.99% -7.48%
0.18 2.88 2.23% 5.64% -0.53% 1.11% 2.14% -0.09% -1.88% 4.96%
0.13 1.44 -1.58% 1.26% -5.88% 1.06% 1.54% 5.05% 0.66% -22.80%
0.27 1.22 -3.59% 0.43% 2.65% 1.16% -2.96% -4.52% -4.30% -1.06%
0.22 2.24 -6.98% -5.44% 4.80% 1.06% -6.17% -5.19% -5.77% -25.40%
0.30 2.41 5.77% 0.98% 11.48% 1.00% 2.95% 4.64% 17.70% 21.50%
0.45 2.95 17.35% -4.84% -9.35% 1.16% 9.11% 22.95% 26.96% 28.28%
0.49 2.59 7.22% -4.04% -0.35% 1.06% 4.65% 5.37% 5.32% 29.97%
0.53 3.08 -9.84% 6.95% -1.89% 1.11% 3.73% -11.58% -11.90% -27.78%
0.59 2.88 6.13% -11.09% -3.06% 1.16% 1.61% 4.36% 11.38% 14.42%
0.70 2.87 11.58% 4.71% 3.16% 1.11% 5.92% 11.57% 12.71% 13.71%
0.92 3.07 0.45% -0.27% -4.10% 1.22% 1.84% 7.34% 2.54% -8.43%
1.17 3.73 1.13% 0.17% 3.31% 1.11% 2.77% -0.88% 2.17% 5.14%
1.41 3.61 11.21% -3.26% -6.83% 1.05% 3.80% 18.97% 15.22% 23.98%
1.59 3.58 -4.61% 10.04% -1.93% 1.04% -2.55% -7.72% -10.98% 27.08%
1.62 3.23 -2.93% -1.81% -6.46% 1.12% 1.47% -2.96% -1.43% -7.94%
1.95 4.02 7.13% -2.11% 2.43% 1.09% 3.76% 10.06% 12.83% 25.31%
3.18 3.62 3.38% 2.81% 2.06% 0.87% 4.86% 9.61% 2.26% 1.68%
2.70 4.48 -2.67% 0.07% 0.64% 1.05% 0.20% -5.29% -3.06% -8.95%
3.42 3.67 0.65% 3.14% 3.20% 0.79% 0.15% 3.63% 3.24% -4.71%
3.85 4.00 -4.16% 3.12% 1.55% 0.93% 1.03% -9.42% -9.34% -1.09%
3.93 5.83 0.61% 3.12% 0.38% 0.81% 0.88% 3.42% 2.36% 6.74%
5.63 6.67 4.58% -3.99% -3.65% 0.80% -0.39% 1.59% 8.05% 7.93%
8.72 7.80 7.36% 0.99% 4.18% 0.80% 0.87% 9.25% 11.30% 12.08%
9.11 7.56 4.63% 2.58% 0.83% 0.64% 6.58% 7.47% 4.44% -9.15%
7.83 7.32 0.27% 5.52% 0.30% 0.64% 0.23% -2.97% -1.00% 0.72%
6.97 7.92 -3.30% 2.77% -1.12% 0.57% -0.59% -1.82% -5.80% 9.47%
 9.91 8.09 6.37% 3.37% 2.50% 0.54% 0.60% 3.58% 6.33% 15.79%
10.44 7.87 11.08% 0.80% 0.52% 0.58% 2.64% 22.78% 20.45% 2.96%
11.24 8.14 0.61% -1.80% 3.68% 0.47% 1.15% 0.72% -4.81% 8.69%
12.12 8.11 -0.08% -1.02% 0.32% 0.53% 2.00% 1.88% 1.93% -5.24%
13.21 6.50 0.91% 6.48% 4.21% 0.52% -0.86% -0.56% -3.68% 15.30%
13.43 5.89 -10.95% 10.01% 5.97% 0.52% -5.27% -15.72% -15.57% 4.03%
15.85 7.15 -5.02% 3.38% 0.29% 0.52% -4.01% -6.11% -7.72% -2.05%
16.38 5.70 8.67% 0.52% -6.73% 0.54% 1.38% 11.59% 14.38% 10.59%
16.13 5.06 -3.05% 12.21% 7.46% 0.57% -0.70% -4.37% -6.99% 0.59%
15.17 5.60 3.36% -0.88% -1.91% 0.47% -0.21% 4.44% 1.09% 11.56%
20.90 5.18 9.75% -13.82% -5.20% 0.54% 5.04% 11.64% 19.72% -5.20%
20.39 4.39 2.72% 5.56% 3.23% 0.49% 2.59% 9.74% 12.19% -6.89%
22.42 6.00 -2.05% -9.03% 4.98% 0.49% 2.22% -1.37% 2.53% -3.41%
22.25 4.58 11.11% 1.77% -2.03% 0.54% 2.47% 9.29% 17.16% -10.78%
21.55 4.22 -2.29% 6.44% 1.94% 0.49% 1.03% -4.59% -4.36% 3.52%
21.48 4.10 -0.04% 6.20% 1.58% 0.47% 1.99% -2.23% -0.72% 8.13%
23.82 4.70 1.17% 3.98% 0.93% 0.52% 1.03% -1.70% -0.52% -1.63%
24.41 5.07 0.76% -6.35% 1.36% 0.54% 1.76% 3.50% 4.05% -2.20%
26.29 7.72 3.76% 4.04% 6.79% 0.47% 2.88% 3.64% 2.05% 5.76%
32.84 7.73 0.90% 1.18% 2.59% 0.57% 1.27% -3.93% -8.08% -3.88%
36.15 7.92 -0.38% 6.58% 17.95% 0.50% -0.11% -0.24% -4.44% -8.51%
36.90 7.42 3.48% 2.51% -3.86% 0.46% 1.04% 3.26% 3.00% 4.78%
44.56 8.81 2.20% -1.75% -0.45% 0.48% 4.01% 3.47% 6.93% -1.15%
44.95 11.17 1.08% 10.46% 2.17% 0.38% 3.52% -3.91% -5.07% 5.89%
47.61 14.00 6.59% -3.41% -2.34% 0.37% 10.63% 6.77% 10.12% 9.47%
55.74 13.81 -2.09% 6.77% 7.08% 0.38% -3.76% -11.50% -9.02% -5.68%
50.46 5.28 -7.62% -4.42% 5.53% 0.29% -3.69% 0.52% -6.94% -11.86%
38.95 9.18 -31.06% 2.16% 15.24% 0.34% -15.85% -27.81% -31.93% -2.46%
49.64 12.40 11.33% 17.90% 11.94% 0.28% 4.39% -1.39% 1.52% 3.79%
64.28 15.31 8.99% 3.02% -1.08% 0.24% 2.08% 1.25% -0.94% 18.15%
71.57 19.52 8.88% 3.46% 6.09% 0.21% 5.59% 10.53% 9.34% 5.51%
80.71 20.50 8.37% 1.08% 5.80% 0.19% -2.61% 5.72% 8.50% 8.57%
93.22 18.02 -3.62% 12.78% 4.42% 0.16% 1.79% -12.18% -7.50% -1.70%
88.25 18.02 -0.69% -7.12% -3.93% 0.05% 0.39% 1.59% 0.62% -1.93%

DESVIO PADRÃO 8.17% 6.80% 5.65% 0.14% 4.48% 8.57% 10.32% 7.47%
DESVIO PADRÃO 7.18% 5.72% 5.14% 0.31% 3.81% 8.68% 9.94% 12.11%
DESVIO PADRÃO 7.10% 5.62% 5.01% 0.31% 3.52% 8.79% 9.91% 12.15%

desvio padrão é equivalente ao risco no mercado financeiro

essa definição é a preferida pelos acadêmicos
BETA 0.97 - 0.07 - 0.31 0.00 0.43 0.87 1.06 0.25
BETA 0.99 - 0.15 - 0.28 - 0.00 0.34 1.07 1.23 0.85
PETR4 CSNA3 MGLU3 VVAR3 carteira carteira 2 carteira 3 BOVA11 IVVB11 OZ1D
PETR4 CSNA3 MGLU3 VVAR3 carteira carteira 2 carteira 3
0.72% 0.35% 6.68% 5.26% 0.18% 0.71% 1.92% - 1.00 -
3.59% 9.43% 12.90% -9.87% 2.70% 1.83% 3.80% 1.00 - 1.00
10.47% 21.81% -2.61% -1.39% 5.48% 1.65% 7.92% 1.00 1.00 -
22.25% -14.24% 0.56% 5.49% 4.18% 2.50% 0.70% 1.00 1.00 -
-22.53% -11.41% -15.78% -6.67% -7.91% 0.00% -12.83% - 1.00 1.00
-15.53% -5.17% 8.84% 7.14% 0.80% 0.41% -1.62% 1.00 1.00 -
-16.23% -26.55% -3.03% 0.00% -2.68% 1.85% -10.52% 1.00 1.00 1.00
-21.72% -7.92% -3.63% -9.33% -5.94% -0.53% -9.71% - 1.00 1.00
-18.36% -22.64% -11.12% 16.18% -4.65% 0.77% -10.20% - - 1.00
16.99% 23.80% -10.32% -2.53% 7.65% 4.78% 8.42% 1.00 1.00 1.00
1.67% 9.71% -15.46% -26.26% -2.99% 3.70% -9.18% - 1.00 1.00
34.12% 48.62% -0.44% 16.36% 12.61% 0.91% 25.82% 1.00 - -
-5.52% -23.67% -15.57% 7.50% -5.22% 1.83% -9.75% - 1.00 1.00
3.08% -16.07% -16.55% 11.92% -2.28% -0.50% -5.28% 1.00 - -
-17.39% -16.25% 1.98% 0.00% -2.58% 2.09% -6.79% - 1.00 1.00
-12.48% -19.17% -29.17% -64.68% -12.46% 0.34% -25.04% - - 1.00
-21.22% 12.00% -29.41% 6.62% -3.31% 1.37% -7.90% - 1.00 1.00
6.49% 10.71% -18.06% 0.00% 1.06% 2.12% 0.82% 1.00 1.00 -
-0.52% 26.73% -25.17% -50.00% -5.80% -0.72% -14.35% - 1.00 -
-12.65% -27.27% 99.89% -15.17% 2.72% -0.46% 8.75% - 1.00 1.00
-27.76% -11.25% -19.83% 82.93% -2.08% -2.55% -0.26% - - 1.00
6.20% 46.48% 39.22% 7.56% 13.79% 4.44% 24.19% 1.00 1.00 1.00
62.45% 37.50% 48.48% 22.75% 21.90% 2.69% 39.89% 1.00 - -
22.51% 83.78% 9.50% -12.46% 12.71% 1.71% 26.66% 1.00 - -
-21.41% -50.23% 8.52% 19.23% -7.92% 0.01% -14.33% - 1.00 -
17.16% 19.57% 10.76% -6.45% 5.49% -1.05% 11.09% 1.00 - -
26.01% 41.56% 19.48% -0.34% 12.60% 5.30% 20.08% 1.00 1.00 1.00
8.26% -22.31% 31.52% 7.00% 2.09% -0.17% 3.21% 1.00 - -
5.60% 5.70% 26.45% 21.36% 6.17% 1.70% 12.85% 1.00 1.00 1.00
30.36% 18.15% 20.86% -3.20% 10.86% 1.19% 18.03% 1.00 - -
-9.55% 15.74% 12.48% -0.83% 2.35% 0.40% 8.98% - 1.00 -
-7.06% -12.71% 2.09% -9.72% -4.03% -1.72% -7.07% - - -
1.01% 6.45% 20.55% 24.31% 9.40% 2.46% 15.53% 1.00 - 1.00
1.07% 3.72% 62.60% -9.90% 7.08% 2.80% 11.83% 1.00 1.00 1.00
-4.55% -23.96% -14.90% 23.63% -3.15% -0.14% -5.75% - 1.00 1.00
-3.59% -14.93% 26.41% -18.00% 0.00% 1.58% -2.96% 1.00 1.00 1.00
-7.23% -11.48% 12.66% 8.94% -1.21% 0.49% 0.36% - 1.00 1.00
-4.55% 4.66% 1.99% 45.77% 5.52% 1.16% 10.92% 1.00 1.00 1.00
7.44% 6.13% 43.31% 14.33% 7.18% -0.53% 15.83% 1.00 - -
2.71% 14.04% 54.82% 17.01% 11.29% 2.84% 20.13% 1.00 1.00 1.00
12.09% 10.59% 4.52% -3.06% 3.51% 3.05% 3.00% 1.00 1.00 1.00
9.61% -12.28% -14.10% -3.16% -1.35% 1.39% -3.84% 1.00 1.00 1.00
-8.29% -12.69% -10.87% 8.12% -1.96% -0.34% -2.85% - 1.00 -
 4.68% 13.86% 42.02% 2.14% 8.48% 2.68% 15.70% 1.00 1.00 1.00
22.36% 31.15% 5.41% -2.72% 9.83% 3.12% 11.83% 1.00 1.00 1.00
8.93% -7.64% 7.68% 3.43% 1.76% 0.82% 4.22% 1.00 - 1.00
-0.23% -13.30% 7.84% -0.34% -0.48% 0.35% -2.25% - - 1.00
7.29% -0.23% 8.99% -19.85% 1.54% 2.25% 2.30% 1.00 1.00 1.00
-17.21% -12.30% 1.60% -9.38% -5.36% 0.06% -6.65% - 1.00 1.00
-9.43% 2.08% 18.05% 21.39% 0.95% -0.97% 6.01% - 1.00 1.00
14.72% 16.79% 3.34% -20.28% 4.63% 0.88% 5.03% 1.00 1.00 -
-2.09% -4.36% -1.52% -11.23% -1.12% 3.30% -3.72% - 1.00 1.00
9.50% 6.38% -5.96% 10.67% 3.21% 0.16% 6.43% 1.00 - -
30.96% 2.46% 37.81% -7.50% 7.18% -0.74% 11.71% 1.00 - -
-7.45% -7.31% -2.47% -15.25% -0.24% 2.92% -7.88% 1.00 1.00 1.00
-7.93% -0.34% 9.99% 36.67% 2.73% -0.68% 7.00% - - 1.00
12.79% 15.38% -0.78% -23.67% 2.77% 2.77% -1.41% 1.00 1.00 -
5.79% 28.24% -3.13% -7.86% 2.10% 1.52% 5.31% - 1.00 1.00
3.70% 24.24% -0.35% -2.84% 3.34% 2.04% 6.57% - 1.00 1.00
-3.32% -10.52% 10.90% 14.63% 1.29% 1.52% 2.01% 1.00 1.00 1.00
-5.40% 19.35% 2.48% 7.87% 2.31% -0.38% 4.42% 1.00 - 1.00
7.28% 1.03% 7.71% 52.27% 8.14% 3.59% 14.81% 1.00 1.00 1.00
-4.85% -1.08% 24.91% 0.13% 0.81% 1.30% 3.05% 1.00 1.00 1.00
-1.46% -13.13% 10.09% 2.46% 0.78% 4.91% -2.11% - 1.00 1.00
8.04% -5.93% 2.07% -6.31% 1.05% 0.73% 0.53% 1.00 1.00 -
10.31% -10.81% 20.75% 18.73% 4.39% 0.90% 7.57% 1.00 - -
-3.45% 6.44% 0.87% 26.79% 3.77% 3.52% 7.31% 1.00 1.00 1.00
4.96% 12.34% 5.93% 25.34% 7.23% 2.37% 11.61% 1.00 - -
-5.73% -8.58% 17.07% -1.36% -1.37% 1.67% -0.86% - 1.00 1.00
-10.93% -13.33% -9.46% -61.77% -10.31% -1.98% -21.47% - - 1.00
-44.79% -37.57% -22.82% 73.86% -10.22% -5.83% -6.76% - 1.00 1.00
29.02% 28.37% 27.47% 35.08% 14.14% 9.17% 24.75% 1.00 1.00 1.00
12.69% 15.30% 29.48% 23.47% 9.39% 2.65% 19.82% 1.00 1.00 -
5.95% 3.49% 11.34% 27.50% 8.16% 4.85% 10.76% 1.00 1.00 1.00
3.02% 14.70% 12.77% 5.02% 5.93% 2.57% 8.82% 1.00 1.00 1.00
-1.40% 24.16% 15.50% -12.10% 1.69% 3.11% 4.89% - 1.00 1.00
1.05% 1.12% -5.33% 0.00% -1.18% -2.26% -1.02% - - -

13.79% 14.84% 12.79% 25.92% 5.13% 2.68% 8.81%

15.44% 21.28% 21.78% 24.08% 6.02% 2.27% 10.79%
15.93% 21.17% 21.60% 23.24% 6.25% 2.10% 11.50% 46.00 53.00 50.00
59.74% 68.83% 64.94%
1.45 1.10 0.85 - 0.58 0.50 0.20 0.61
1.93 1.84 1.18 - 0.20 0.73 0.18 1.12
SELIC IFIX ITUB4 BBDC4 VALE3 PETR4 CSNA3 MGLU3 VVAR3 carteira

1.00 1.00 - - - 1.00 1.00 1.00 1.00 1.00

1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 - 1.00
1.00 1.00 1.00 1.00 1.00 1.00 1.00 - - 1.00
1.00 1.00 1.00 1.00 - 1.00 - 1.00 1.00 1.00
1.00 1.00 - - - - - - - -
1.00 - 1.00 1.00 - - - 1.00 1.00 1.00
1.00 - 1.00 1.00 - - - - - -
1.00 - - - - - - - - -
1.00 1.00 - - - - - - 1.00 -
1.00 - 1.00 1.00 1.00 1.00 1.00 - - 1.00
1.00 - - - - 1.00 1.00 - - -
1.00 1.00 1.00 1.00 1.00 1.00 1.00 - 1.00 1.00
1.00 1.00 - - - - - - 1.00 -
1.00 1.00 - 1.00 - 1.00 - - 1.00 -
1.00 1.00 - - - - - 1.00 - -
1.00 - - - 1.00 - - - - -
1.00 - - - - - 1.00 - 1.00 -
1.00 1.00 - - 1.00 1.00 1.00 - - 1.00
1.00 1.00 1.00 1.00 - - 1.00 - - -
1.00 - - - - - - 1.00 - 1.00
1.00 - - - - - - - 1.00 -
1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00
1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00
1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 - 1.00
1.00 1.00 - - - - - 1.00 1.00 -
1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 - 1.00
1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 - 1.00
1.00 1.00 1.00 1.00 - 1.00 - 1.00 1.00 1.00
1.00 1.00 - 1.00 1.00 1.00 1.00 1.00 1.00 1.00
1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 - 1.00
1.00 - - - 1.00 - 1.00 1.00 - 1.00
1.00 1.00 - - - - - 1.00 - -
1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00
1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 - 1.00
1.00 1.00 - - - - - - 1.00 -
1.00 1.00 1.00 1.00 - - - 1.00 - -
1.00 1.00 - - - - - 1.00 1.00 -
1.00 1.00 1.00 1.00 1.00 - 1.00 1.00 1.00 1.00
1.00 - 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00
1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00
1.00 1.00 1.00 1.00 - 1.00 1.00 1.00 - 1.00
1.00 1.00 - - 1.00 1.00 - - - -
1.00 - - - 1.00 - - - 1.00 -
 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00
1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 - 1.00
1.00 1.00 1.00 - 1.00 1.00 - 1.00 1.00 1.00
1.00 1.00 1.00 1.00 - - - 1.00 - -
1.00 - - - 1.00 1.00 - 1.00 - 1.00
1.00 - - - 1.00 - - 1.00 - -
1.00 - - - - - 1.00 1.00 1.00 1.00
1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 - 1.00
1.00 - - - 1.00 - - - - -
1.00 - 1.00 1.00 1.00 1.00 1.00 - 1.00 1.00
1.00 1.00 1.00 1.00 - 1.00 1.00 1.00 - 1.00
1.00 1.00 1.00 1.00 - - - - - -
1.00 1.00 - 1.00 - - - 1.00 1.00 1.00
1.00 1.00 1.00 1.00 - 1.00 1.00 - - 1.00
1.00 1.00 - - 1.00 1.00 1.00 - - 1.00
1.00 1.00 - - 1.00 1.00 1.00 - - 1.00
1.00 1.00 - - - - - 1.00 1.00 1.00
1.00 1.00 1.00 1.00 - - 1.00 1.00 1.00 1.00
1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00
1.00 1.00 - - - - - 1.00 1.00 1.00
1.00 - - - - - - 1.00 1.00 1.00
1.00 1.00 1.00 1.00 1.00 1.00 - 1.00 - 1.00
1.00 1.00 1.00 1.00 - 1.00 - 1.00 1.00 1.00
1.00 1.00 - - 1.00 - 1.00 1.00 1.00 1.00
1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00
1.00 - - - - - - 1.00 - -
1.00 - 1.00 - - - - - - -
1.00 - - - - - - - 1.00 -
1.00 1.00 - 1.00 1.00 1.00 1.00 1.00 1.00 1.00
1.00 1.00 1.00 - 1.00 1.00 1.00 1.00 1.00 1.00
1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00
1.00 - 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00
1.00 1.00 - - - - 1.00 1.00 - 1.00
1.00 1.00 1.00 1.00 - 1.00 1.00 - - -

77.00 55.00 41.00 42.00 39.00 42.00 42.00 50.00 39.00 50.00
100.00% 71.43% 53.25% 54.55% 50.65% 54.55% 54.55% 64.94% 50.65% 64.94%
carteira 2 carteira 3

1.00 1.00
1.00 1.00
1.00 1.00
1.00 1.00
- -
1.00 -
1.00 -
- -
1.00 -
1.00 1.00
1.00 -
1.00 1.00
1.00 -
- -
1.00 -
1.00 -
1.00 -
1.00 1.00
- -
- 1.00
- -
1.00 1.00
1.00 1.00
1.00 1.00
1.00 -
- 1.00
1.00 1.00
- 1.00
1.00 1.00
1.00 1.00
1.00 1.00
- -
1.00 1.00
1.00 1.00
- -
1.00 -
1.00 1.00
1.00 1.00
- 1.00
1.00 1.00
1.00 1.00
1.00 -
- -
 1.00 1.00
1.00 1.00
1.00 1.00
1.00 -
1.00 1.00
1.00 -
- 1.00
1.00 1.00
1.00 -
1.00 1.00
- 1.00
1.00 -
- 1.00
1.00 -
1.00 1.00
1.00 1.00
1.00 1.00
- 1.00
1.00 1.00
1.00 1.00
1.00 -
1.00 1.00
1.00 1.00
1.00 1.00
1.00 1.00
1.00 -
- -
- -
1.00 1.00
1.00 1.00
1.00 1.00
1.00 1.00
1.00 1.00
- -

58.00 48.00
75.32% 62.34%