Investment fund · CNPJ 04.419.088/0001-31
Fundo de Investimento em Cotas de Fundos de Investimento Multimercado Alfa Sistel
- Cancelado
- Return (12 months)
- +30.91%
- in February 2008
- Net assets
- R$2.6B
- in March 2005
- Shareholders
- —
- Sharpe (12 months)
- 1.95
- Volatility (12 months)
- 9.81%
- Quota
- 3.606982
Fundo de Investimento em Cotas de Fundos de Investimento Multimercado Alfa Sistel return vs. CDI
- Fundo de Investimento em Cotas de Fundos de Investimento Multimercado Alfa Sistel
- 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 |
|---|---|---|
| Return | +30.91% | +56.34% |
| CDI | +11.80% | +31.49% |
| % of CDI | 261.84% | 178.91% |
| Volatility | 9.81% | 8.80% |
| Sharpe | 1.95 | 1.18 |
Success rate against the CDI
- Windows of 12 months
- 65.22%
- Beat the CDI in this share of 23 windows
- Windows of 24 months
- 100.00%
- Beat the CDI in this share of 11 windows
Consistency
- Positive months
- 29 months
- Negative months
- 5 months
- Largest drawdown
- -2.69%
- Months above the CDI
- 21 months
- Months below the CDI
- 13 months
- Best month
- +9.14%
- April 2007
- Worst month
- -2.69%
- May 2006
Fundo de Investimento em Cotas de Fundos de Investimento Multimercado Alfa Sistel return month by month
| Year | Series | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | Accumulated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | Fund | 1.36% | 1.82% | 3.20% | 83.86% | ||||||||||
| CDI | 0.92% | 0.80% | 1.73% | ||||||||||||
| 2007 | Fund | 4.46% | 1.38% | 9.14% | 4.41% | -0.23% | -1.31% | 3.20% | -0.65% | 1.26% | 23.36% | 78.15% | |||
| CDI | 1.08% | 0.87% | 0.94% | 1.02% | 0.97% | 0.99% | 0.92% | 0.84% | 0.84% | 8.80% | |||||
| 2006 | Fund | 3.56% | 6.22% | -2.69% | 0.96% | 2.30% | 1.67% | 3.76% | 2.82% | 19.91% | 44.42% | ||||
| CDI | 1.43% | 1.42% | 1.28% | 1.18% | 1.17% | 1.25% | 1.09% | 1.02% | 10.27% | ||||||
| 2005 | Fund | 0.81% | 0.64% | 1.49% | 2.08% | 0.27% | 0.63% | -0.31% | 0.87% | 0.93% | 7.64% | 20.44% | |||
| CDI | 1.38% | 1.22% | 1.52% | 1.50% | 1.58% | 1.65% | 1.50% | 1.40% | 1.38% | 13.92% | |||||
| 2004 | Fund | 2.08% | 2.24% | 2.31% | 1.44% | 1.78% | 1.50% | 11.88% | 11.88% | ||||||
| CDI | 1.22% | 1.22% | 1.29% | 1.24% | 1.25% | 1.48% | 7.95% |
Fund history
Fundo de Investimento em Cotas de Fundos de Investimento Multimercado Alfa Sistel details
- CNPJ
- 04.419.088/0001-31
- Status
- Cancelado
- Benchmark
- OUTROS
- Started on
- 06/27/2001
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Create a free accountQuestions about Fundo de Investimento em Cotas de Fundos de Investimento Multimercado Alfa Sistel
How much did Fundo de Investimento em Cotas de Fundos de Investimento Multimercado Alfa Sistel return in the last 12 months?
+30.91% in the 12 months up to February 2008, or 261.84% of the CDI in the same period.
Does Fundo de Investimento em Cotas de Fundos de Investimento Multimercado Alfa Sistel usually beat the CDI?
It returned more than the CDI in 65.22% of the 23 twelve-month windows since April 2004.
What was the largest drop of Fundo de Investimento em Cotas de Fundos de Investimento Multimercado Alfa Sistel?
The quota fell at most -2.69% from a previous peak between April 2004 and February 2008.
How big is Fundo de Investimento em Cotas de Fundos de Investimento Multimercado Alfa Sistel?
Net assets of R$2.6B in February 2008.