Análise PPRs
Análise desde 2021-02-04
Performance from 2021-02-04 to 2023-08-17 (≈ 2.5 years)
-------------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| NB PPR | -3.13% | 4.27% | -0.73 | -14.57% | -0.21 |
| Casa Value | 0.56% | 18.41% | 0.03 | -31.20% | 0.02 |
| Opt Equil. | -2.70% | 5.01% | -0.54 | -16.25% | -0.17 |
| Opt Mod. | -2.83% | 3.65% | -0.78 | -12.77% | -0.22 |
| Bankinter 75 A | -2.48% | 6.81% | -0.36 | -20.29% | -0.12 |
| Bankinter 25 A | -3.48% | 3.57% | -0.97 | -15.55% | -0.22 |
| BPI Ref | -4.60% | 3.68% | -1.25 | -16.60% | -0.28 |
| Sant. Poup. | -2.59% | 2.91% | -0.89 | -11.36% | -0.23 |
| AR PPR | -1.39% | 4.85% | -0.29 | -15.65% | -0.09 |
| SMART Din. | 1.00% | 8.67% | 0.12 | -15.55% | 0.06 |
| SMART Mod. | -2.31% | 6.38% | -0.36 | -15.85% | -0.15 |
| SMART Cons. | -5.16% | 4.75% | -1.09 | -16.93% | -0.30 |
| Sixty Deg. R | 1.86% | 4.63% | 0.40 | -6.25% | 0.30 |
| IMGA R | -3.79% | 3.90% | -0.97 | -17.73% | -0.21 |
| Stoik | -0.87% | 9.81% | -0.09 | -23.25% | -0.04 |
Yearly Returns
| 2021 | 2022 | 2023 | |
|---|---|---|---|
| NB PPR | 2.49% | -9.85% | -0.14% |
| Casa Value | 10.11% | -25.59% | 23.79% |
| Opt Equil. | 3.95% | -13.80% | 4.13% |
| Opt Mod. | 1.57% | -10.94% | 2.79% |
| Bankinter 75 A | 6.92% | -16.15% | 4.65% |
| Bankinter 25 A | 1.56% | -12.38% | 2.74% |
| BPI Ref | 2.65% | -14.65% | 1.33% |
| Sant. Poup. | 3.49% | -10.83% | 1.39% |
| AR PPR | 4.88% | -11.12% | 3.55% |
| SMART Din. | 10.59% | -12.59% | 6.09% |
| SMART Mod. | 4.76% | -13.07% | 3.49% |
| SMART Cons. | 0.00% | -13.75% | 1.39% |
| Sixty Deg. R | 4.79% | -2.48% | 2.54% |
| IMGA R | 4.45% | -15.31% | 2.52% |
| Stoik | 12.89% | -19.94% | 8.22% |
Análise desde 2016 (PPRs activos há mais de 5 anos)
Performance from 2016-02-15 to 2023-08-17 (≈ 7.5 years)
-------------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| NB PPR | 3.25% | 5.72% | 0.57 | -24.27% | 0.13 |
| Opt Equil. | 1.06% | 4.44% | 0.24 | -16.25% | 0.07 |
| Opt Mod. | 1.21% | 3.26% | 0.37 | -12.77% | 0.09 |
| Bankinter 25 A | 0.26% | 3.11% | 0.08 | -15.55% | 0.02 |
| BPI Ref | -0.71% | 3.30% | -0.21 | -16.60% | -0.04 |
| Sant. Poup. | 0.54% | 3.33% | 0.16 | -11.80% | 0.05 |
| AR PPR | 4.63% | 5.44% | 0.85 | -19.04% | 0.24 |
| Stoik | 3.57% | 9.30% | 0.38 | -23.25% | 0.15 |
Yearly Returns
| 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | |
|---|---|---|---|---|---|---|---|---|
| NB PPR | 7.95% | 9.26% | -0.52% | 11.96% | 4.83% | 2.52% | -9.85% | -0.14% |
| Opt Equil. | 7.54% | 3.37% | -6.79% | 10.28% | -0.45% | 5.98% | -13.80% | 4.13% |
| Opt Mod. | 6.50% | 2.94% | -3.51% | 8.57% | 1.26% | 2.83% | -10.94% | 2.79% |
| Bankinter 25 A | 4.89% | 2.18% | -6.80% | 8.05% | 2.52% | 2.36% | -12.38% | 2.74% |
| BPI Ref | 2.55% | 1.55% | -5.10% | 7.33% | 0.26% | 3.11% | -14.65% | 1.33% |
| Sant. Poup. | 5.16% | 1.26% | -4.22% | 7.32% | 0.93% | 4.26% | -10.83% | 1.39% |
| AR PPR | 16.80% | 10.47% | -3.92% | 15.13% | 0.63% | 6.25% | -11.12% | 3.55% |
| Stoik | 4.67% | 3.37% | -3.89% | 18.50% | 4.98% | 16.11% | -19.94% | 8.22% |
Análise desde 2010 (PPRs activos há mais de 10 anos)
Performance from 2010-08-19 to 2023-08-17 (≈ 13.0 years)
--------------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| NB PPR | 4.98% | 5.86% | 0.85 | -24.27% | 0.21 |
| Opt Equil. | 1.77% | 4.73% | 0.38 | -16.25% | 0.11 |
| Opt Mod. | 2.42% | 3.53% | 0.68 | -12.77% | 0.19 |
| Bankinter 25 A | 0.61% | 3.47% | 0.17 | -15.55% | 0.04 |
| Bankinter 75 A | 2.14% | 5.97% | 0.36 | -23.18% | 0.09 |
| BPI Ref | 0.20% | 2.98% | 0.07 | -16.60% | 0.01 |
| Sant. Poup. | 1.17% | 3.32% | 0.35 | -11.80% | 0.10 |
| AR PPR | 6.53% | 6.62% | 0.99 | -24.65% | 0.26 |