Giant Sigma

Detalhes:

CNPJ do fundo: 29.826.089/0001-21

Posição no ranking da categoria: 31º colocado

Gráfico de Retorno

Indicadores Quantitativos

Levando em conta o último mês "fechado".

Retorno Anualizado
12 meses: 1.4%24 meses: 3%36 meses: 5.6%48 meses: 7.8%
Volatilidade
12 meses: 7.3%24 meses: 6.2%36 meses: 7.1%
Retorno ajustado a risco
Sharpe 12 meses: -0.981Sortino 12 meses: -1.459Calmar 12 meses: -1.182Sharpe 36 meses: 0.066

Retornos Mensais

  JANFEVMARABRMAIJUNJULAGOSETOUTNOVDEZANUAL
AnoNome             
2022Fundo-2.33%0.70%4.40%-1.68%0.88%-4.02%3.47%0.00%0.00%0.00%0.00%0.00%1.15%
IMA-B-0.69%0.54%3.07%0.83%0.96%0.75%-1.26%0.00%0.00%0.00%0.00%0.00%4.24%
diferença-1.64%0.16%1.33%-2.51%-0.09%-4.77%4.73%0.00%0.00%0.00%0.00%0.00%-3.09%
2021Fundo-1.20%-2.20%-0.47%2.31%1.79%1.13%0.65%0.28%-0.91%-1.59%0.67%1.83%2.18%
IMA-B-0.85%-1.52%-0.46%0.65%1.06%0.42%-0.37%-1.09%-0.13%-2.54%3.47%0.18%-1.31%
diferença-0.35%-0.68%-0.01%1.66%0.73%0.71%1.03%1.37%-0.78%0.96%-2.80%1.65%3.49%
2020Fundo3.32%-0.00%-3.39%3.62%1.18%0.96%0.97%0.95%-1.72%-1.54%2.99%2.06%9.56%
IMA-B0.26%0.45%-6.97%1.31%1.52%2.05%4.39%-1.80%-1.51%0.21%2.00%4.85%6.41%
diferença3.06%-0.45%3.58%2.31%-0.33%-1.09%-3.41%2.75%-0.20%-1.75%0.99%-2.79%3.15%
2019Fundo2.65%-0.14%2.24%1.35%1.62%2.38%0.65%1.39%1.38%0.09%0.92%1.09%16.77%
IMA-B4.37%0.55%0.58%1.51%3.66%3.73%1.29%-0.40%2.86%3.36%-2.45%2.01%22.95%
diferença-1.72%-0.69%1.66%-0.16%-2.04%-1.35%-0.63%1.79%-1.48%-3.27%3.38%-0.91%-6.18%
2018Fundo0.00%0.00%0.00%0.00%0.00%0.00%0.08%1.30%0.34%-0.59%1.24%0.69%3.08%
IMA-B0.00%0.00%0.00%0.00%0.00%0.00%0.11%-0.45%-0.15%7.14%0.90%1.65%9.36%
diferença0.00%0.00%0.00%0.00%0.00%0.00%-0.03%1.75%0.49%-7.73%0.33%-0.96%-6.28%

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