Investment fund · CNPJ 04.192.641/0001-46
Western Asset Prev Credit II Renda Fixa Fundo de Investimento Crédito Privado
- Cancelado
- Return (12 months)
- +16.01%
- in December 2008
- Net assets
- R$1.5B
- in March 2005
- Shareholders
- —
- Sharpe (12 months)
- 2.23
- Volatility (12 months)
- 1.77%
- Quota
- 3.433615
Western Asset Prev Credit II Renda Fixa Fundo de Investimento Crédito Privado return vs. CDI
- Western Asset Prev Credit II Renda Fixa Fundo de Investimento Crédito Privado
- CDI
Return and risk by period
Volatility is annualized from the monthly returns; Sharpe compares the return above the CDI with that volatility.
| Metric | 12 months | 24 months | 36 months |
|---|---|---|---|
| Return | +16.01% | +39.61% | +76.72% |
| CDI | +12.07% | +27.36% | +51.47% |
| % of CDI | 132.65% | 144.78% | 149.07% |
| Volatility | 1.77% | 1.93% | 2.37% |
| Sharpe | 2.23 | 2.75 | 2.56 |
Success rate against the CDI
- Windows of 12 months
- 100.00%
- Beat the CDI in this share of 30 windows
- Windows of 24 months
- 100.00%
- Beat the CDI in this share of 18 windows
- Windows of 36 months
- 100.00%
- Beat the CDI in this share of 6 windows
Consistency
- Positive months
- 41 months
- Negative months
- 0 months
- Largest drawdown
- 0.00%
- Months above the CDI
- 39 months
- Months below the CDI
- 2 months
- Best month
- +3.18%
- August 2005
- Worst month
- +0.82%
- February 2008
Western Asset Prev Credit II Renda Fixa Fundo de Investimento Crédito Privado return month by month
| Year | Series | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | Accumulated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | Fund | 0.95% | 0.82% | 0.89% | 0.82% | 1.95% | 1.11% | 2.11% | 0.87% | 1.83% | 11.93% | 92.97% | |||
| CDI | 0.92% | 0.80% | 0.84% | 0.90% | 0.95% | 1.06% | 1.10% | 1.17% | 1.11% | 9.21% | |||||
| 2007 | Fund | 2.15% | 0.89% | 2.08% | 1.05% | 1.95% | 1.03% | 1.80% | 0.89% | 0.91% | 13.49% | 72.39% | |||
| CDI | 1.08% | 0.87% | 0.94% | 1.02% | 0.97% | 0.99% | 0.92% | 0.84% | 0.84% | 8.80% | |||||
| 2006 | Fund | 3.14% | 2.66% | 2.48% | 1.24% | 1.20% | 1.28% | 2.27% | 1.06% | 16.36% | 51.89% | ||||
| CDI | 1.43% | 1.42% | 1.28% | 1.18% | 1.17% | 1.25% | 1.09% | 1.02% | 10.27% | ||||||
| 2005 | Fund | 1.40% | 1.25% | 1.60% | 3.05% | 1.63% | 3.18% | 1.50% | 1.43% | 1.45% | 17.74% | 30.54% | |||
| CDI | 1.38% | 1.22% | 1.52% | 1.50% | 1.58% | 1.65% | 1.50% | 1.40% | 1.38% | 13.92% | |||||
| 2004 | Fund | 1.27% | 1.29% | 2.58% | 1.24% | 2.50% | 1.54% | 10.88% | 10.88% | ||||||
| CDI | 1.22% | 1.22% | 1.29% | 1.24% | 1.25% | 1.48% | 7.95% |
Fund history
Western Asset Prev Credit II Renda Fixa Fundo de Investimento Crédito Privado details
- CNPJ
- 04.192.641/0001-46
- Status
- Cancelado
- Benchmark
- DI de um dia
- Auditor
- KPMG AUDITORES INDEPENDENTES LTDA.
- Started on
- 03/19/2001
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Create a free accountQuestions about Western Asset Prev Credit II Renda Fixa Fundo de Investimento Crédito Privado
How much did Western Asset Prev Credit II Renda Fixa Fundo de Investimento Crédito Privado return in the last 12 months?
+16.01% in the 12 months up to December 2008, or 132.65% of the CDI in the same period.
Does Western Asset Prev Credit II Renda Fixa Fundo de Investimento Crédito Privado usually beat the CDI?
It returned more than the CDI in 100.00% of the 30 twelve-month windows since April 2004.
What was the largest drop of Western Asset Prev Credit II Renda Fixa Fundo de Investimento Crédito Privado?
The quota fell at most 0.00% from a previous peak between April 2004 and December 2008.
How big is Western Asset Prev Credit II Renda Fixa Fundo de Investimento Crédito Privado?
Net assets of R$1.5B in December 2008.