Western Asset Valuation

Detalhes:

Tipo de Fundo:

Gestora: Western Asset

CNPJ do fundo: 09.087.523/0001-91

Posição no ranking da categoria: 84º colocado

Gráfico de Retorno

Indicadores Quantitativos

Levando em conta o último mês "fechado".

Retorno Anualizado
12 meses: 19.4%24 meses: 13.9%36 meses: 6.4%48 meses: 7.2%
Volatilidade
12 meses: 19.4%24 meses: 17.1%36 meses: 16.4%
Retorno ajustado a risco
Sharpe 12 meses: 0.199Sortino 12 meses: 0.278Calmar 12 meses: 0.588Sharpe 36 meses: -0.326

Retornos Mensais

  JANFEVMARABRMAIJUNJULAGOSETOUTNOVDEZANUAL
AnoNome             
2026Fundo11.33%3.67%-2.14%-0.13%-9.62%-1.13%0.00%0.00%0.00%0.00%0.00%0.00%0.80%
Ibov13.24%4.22%-0.48%1.54%-6.06%-0.08%0.00%0.00%0.00%0.00%0.00%0.00%11.95%
diferença-1.91%-0.55%-1.67%-1.67%-3.56%-1.04%0.00%0.00%0.00%0.00%0.00%0.00%-11.15%
2025Fundo5.53%-3.43%4.20%5.05%2.10%1.50%-4.80%8.43%4.23%1.76%7.48%-0.82%34.90%
Ibov5.04%-2.43%6.04%3.40%1.62%2.54%-4.39%6.64%3.42%1.28%6.48%1.13%34.65%
diferença0.49%-1.00%-1.84%1.65%0.47%-1.04%-0.40%1.79%0.81%0.48%1.00%-1.95%0.25%
2024Fundo-4.48%0.45%0.36%-5.87%-5.93%1.39%4.99%4.72%-3.54%-1.33%-3.98%-4.31%-16.88%
Ibov-3.74%1.79%-0.73%-0.74%-3.43%1.45%3.04%6.90%-3.14%-1.69%-2.23%-4.34%-7.21%
diferença-0.74%-1.34%1.09%-5.13%-2.50%-0.06%1.95%-2.18%-0.39%0.36%-1.76%0.03%-9.67%
2023Fundo4.33%-8.13%-3.98%0.71%3.24%9.13%1.86%-6.03%-0.74%-3.92%11.74%5.09%11.95%
Ibov7.03%-6.17%-2.63%1.72%6.45%7.52%3.31%-4.78%1.28%-1.87%8.37%4.94%26.57%
diferença-2.70%-1.96%-1.35%-1.01%-3.21%1.61%-1.45%-1.25%-2.02%-2.05%3.37%0.15%-14.61%
2022Fundo8.27%0.65%7.04%-10.95%1.65%-11.43%4.98%5.35%0.15%7.42%-7.99%-3.07%-0.77%
Ibov8.06%0.85%4.05%-7.63%3.66%-8.44%4.53%6.58%0.38%5.95%-0.52%-2.42%14.31%
diferença0.21%-0.20%2.99%-3.32%-2.00%-2.99%0.46%-1.22%-0.23%1.48%-7.47%-0.65%-15.08%
2021Fundo-3.91%-4.47%3.17%2.90%5.35%0.08%-3.98%-5.70%-8.13%-10.31%-4.62%0.75%-26.33%
Ibov-2.14%-5.16%6.29%0.43%5.99%0.16%-5.52%-2.59%-2.89%-7.67%-0.07%1.73%-11.77%
diferença-1.76%0.69%-3.11%2.47%-0.64%-0.08%1.54%-3.11%-5.24%-2.64%-4.55%-0.99%-14.55%
2020Fundo0.15%-9.64%-32.60%16.66%8.30%9.58%7.89%-2.07%-4.10%-1.63%11.55%8.26%1.65%
Ibov-4.67%-0.78%-31.06%6.86%10.58%11.22%8.37%-3.62%-4.25%-1.64%13.20%7.71%2.78%
diferença4.83%-8.87%-1.54%9.81%-2.28%-1.64%-0.48%1.55%0.15%0.00%-1.65%0.55%-1.13%
2019Fundo10.30%-1.34%-0.23%-0.45%0.75%5.27%1.38%1.16%1.81%2.38%0.43%8.11%33.05%
Ibov9.37%-2.29%0.31%1.12%1.55%2.08%-0.49%-0.38%3.48%2.20%0.12%5.52%24.46%
diferença0.93%0.95%-0.54%-1.57%-0.80%3.19%1.87%1.53%-1.68%0.18%0.32%2.60%8.59%
2018Fundo8.06%-0.73%1.39%1.58%-10.30%-4.07%6.47%-5.14%0.31%9.75%4.18%-0.01%10.12%
Ibov9.19%-2.42%-0.08%1.62%-9.35%-5.72%8.82%-3.05%3.50%9.33%-1.43%-1.69%6.96%
diferença-1.12%1.69%1.48%-0.05%-0.95%1.65%-2.35%-2.09%-3.19%0.43%5.61%1.69%3.16%
2017Fundo6.74%2.92%-2.42%0.20%-1.48%1.68%2.68%8.29%5.32%0.11%-6.11%4.51%23.81%
Ibov7.77%3.38%-3.16%-2.92%-6.20%0.61%4.58%7.36%4.63%0.27%-3.30%6.37%19.76%
diferença-1.03%-0.46%0.74%3.13%4.72%1.07%-1.89%0.93%0.69%-0.16%-2.80%-1.86%4.05%
2016Fundo-3.17%5.08%9.50%2.69%-5.16%5.27%15.06%4.80%-1.11%10.68%-5.65%-4.17%36.31%
Ibov-3.57%6.28%14.69%8.57%-9.21%6.13%11.58%0.45%0.83%10.70%-3.86%-2.93%43.56%
diferença0.41%-1.20%-5.19%-5.89%4.05%-0.86%3.48%4.35%-1.94%-0.02%-1.80%-1.23%-7.25%
2015Fundo-7.53%8.28%3.49%4.83%-4.85%-0.14%-2.18%-8.77%-0.97%1.11%0.62%-0.92%-8.08%
Ibov-3.49%8.50%-1.02%7.45%-8.02%1.52%-5.53%-8.16%-4.72%6.37%-5.80%-3.03%-16.47%
diferença-4.04%-0.22%4.51%-2.62%3.17%-1.66%3.34%-0.61%3.75%-5.26%6.42%2.10%8.39%
2014Fundo-7.55%-1.08%3.15%1.84%-0.43%3.60%1.06%6.45%-7.44%2.54%0.45%-5.49%-3.94%
Ibov-5.34%-0.82%8.06%2.67%-3.10%5.12%3.09%9.87%-11.81%0.65%-4.71%-7.34%-5.83%
diferença-2.21%-0.26%-4.91%-0.83%2.68%-1.52%-2.03%-3.41%4.37%1.89%5.16%1.85%1.89%
2013Fundo0.54%0.63%-0.37%1.85%-1.72%-11.03%-0.27%-1.76%6.18%7.17%-3.21%-2.48%-5.55%
Ibov-2.55%-4.45%-1.85%-0.64%-1.07%-11.34%0.99%4.61%3.62%2.75%-3.62%-1.89%-15.30%
diferença3.09%5.07%1.48%2.49%-0.65%0.31%-1.26%-6.37%2.56%4.42%0.42%-0.59%9.75%
2012Fundo10.85%5.12%-3.14%-5.63%-9.33%-0.00%-1.04%6.34%4.75%0.23%-0.17%5.12%11.98%
Ibov8.22%4.55%-1.30%-3.73%-12.97%0.12%6.74%1.91%3.51%-4.14%3.33%5.66%10.39%
diferença2.63%0.57%-1.84%-1.90%3.64%-0.12%-7.78%4.43%1.24%4.37%-3.50%-0.54%1.59%

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