Comparação das carteiras de ETF
Comparação das carteiras de ETF do fórum do investidor
Os ETFs usados são:
Equity: IWDA
Bonds: EUNA
Ouro: SGLD
Carteira Agr. 80-20: www.trading212.com/pies/ltznpbjPqyyl6eK8yTsxLubyzzE8a
Carteira Mod. 50-50: www.trading212.com/pies/ltznpbjPqyyl6eK8yTsxMKeyMBYOd
Carteira Cons. 30-70: www.trading212.com/pies/ltznpbjPqyyl6eK8yTsxMKy8XvOdh
Carteira Agr. C/ Ouro 70-10-20: www.trading212.com/pies/ltznpbjPqyyl6eK8yTsxQCXcLGVTr
Carteira Mod. C/ Ouro 40-45-15: www.trading212.com/pies/ltznpbjPqyyl6eK8yTsxQCXcULhrw
Carteira Cons. C/ Ouro 30-70-10: www.trading212.com/pies/ltznpbjPqyyl6eK8yTsxQCXhAjuXH
Performance from 2018-07-03 to 2023-08-18 (≈ 5.1 years)
-------------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| 70-10-20 | 8.92% | 11.98% | 0.74 | -24.55% | 0.36 |
| 80-20 | 7.71% | 13.52% | 0.57 | -27.76% | 0.28 |
| 40-45-15 | 4.91% | 7.35% | 0.67 | -15.77% | 0.31 |
| 50-50 | 4.35% | 8.68% | 0.50 | -18.70% | 0.23 |
| 25-65-10 | 2.57% | 5.45% | 0.47 | -12.79% | 0.20 |
| 30-70 | 2.02% | 5.97% | 0.34 | -14.53% | 0.14 |
Análise de longo prazo com os benchmarks
Performance from 1999-02-26 to 2023-01-31 (≈ 23.9 years)
--------------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| 70-10-20 | 6.52% | 10.44% | 0.62 | -38.98% | 0.17 |
| 80-20 | 5.58% | 11.67% | 0.48 | -42.34% | 0.13 |
| 40-45-15 | 5.52% | 6.33% | 0.87 | -16.29% | 0.34 |
| 50-50 | 4.95% | 7.35% | 0.67 | -22.56% | 0.22 |
| 25-65-10 | 4.72% | 4.47% | 1.06 | -11.43% | 0.41 |
| 30-70 | 4.32% | 4.81% | 0.90 | -13.45% | 0.32 |
Performance from 2022-01-31 to 2023-01-31 (1 year)
--------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| 70-10-20 | -2.25% | 13.20% | -0.04 | -8.22% | -0.27 |
| 80-20 | -5.77% | 16.27% | -0.08 | -10.32% | -0.56 |
| 40-45-15 | -4.90% | 9.84% | -0.11 | -8.28% | -0.59 |
| 50-50 | -7.38% | 12.36% | -0.13 | -10.97% | -0.67 |
| 25-65-10 | -6.71% | 8.54% | -0.17 | -9.57% | -0.70 |
| 30-70 | -8.43% | 9.98% | -0.18 | -11.39% | -0.74 |
Performance from 2020-01-31 to 2023-01-31 (3 years)
---------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| 70-10-20 | 7.15% | 12.80% | 0.12 | -13.35% | 0.53 |
| 80-20 | 5.99% | 15.16% | 0.09 | -16.02% | 0.37 |
| 40-45-15 | 2.91% | 8.58% | 0.07 | -10.39% | 0.28 |
| 50-50 | 2.41% | 10.53% | 0.05 | -13.42% | 0.18 |
| 25-65-10 | 0.46% | 6.79% | 0.01 | -11.43% | 0.04 |
| 30-70 | -0.06% | 7.76% | -0.00 | -13.45% | -0.00 |
Performance from 2018-01-31 to 2023-01-31 (5 years)
---------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| 70-10-20 | 8.84% | 11.31% | 0.17 | -13.35% | 0.66 |
| 80-20 | 7.53% | 13.29% | 0.12 | -16.02% | 0.47 |
| 40-45-15 | 5.10% | 7.43% | 0.15 | -10.39% | 0.49 |
| 50-50 | 4.43% | 9.08% | 0.11 | -13.42% | 0.33 |
| 25-65-10 | 2.89% | 5.79% | 0.11 | -11.43% | 0.25 |
| 30-70 | 2.28% | 6.55% | 0.08 | -13.45% | 0.17 |
Performance from 2013-01-31 to 2023-01-31 (10 years)
----------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| 70-10-20 | 9.17% | 9.91% | 0.20 | -13.35% | 0.69 |
| 80-20 | 9.41% | 11.16% | 0.18 | -16.02% | 0.59 |
| 40-45-15 | 5.67% | 6.58% | 0.19 | -10.39% | 0.55 |
| 50-50 | 6.16% | 7.59% | 0.18 | -13.42% | 0.46 |
| 25-65-10 | 3.79% | 5.06% | 0.16 | -11.43% | 0.33 |
| 30-70 | 3.94% | 5.44% | 0.16 | -13.45% | 0.29 |
Performance from 2003-01-31 to 2023-01-31 (20 years)
----------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| 70-10-20 | 8.49% | 9.56% | 0.19 | -28.93% | 0.29 |
| 80-20 | 7.69% | 10.72% | 0.16 | -38.91% | 0.20 |
| 40-45-15 | 6.31% | 6.04% | 0.23 | -13.44% | 0.47 |
| 50-50 | 5.93% | 6.96% | 0.19 | -22.56% | 0.26 |
| 25-65-10 | 4.96% | 4.45% | 0.24 | -11.43% | 0.43 |
| 30-70 | 4.61% | 4.75% | 0.21 | -13.45% | 0.34 |