Investment fund · CNPJ 04.513.424/0001-00
Western Asset Sovereign Selic Referenciado Fundo de Investimento
- Cancelado
- Return (12 months)
- +8.34%
- in April 2009
- Net assets
- R$1.1B
- in March 2005
- Shareholders
- —
- Sharpe (12 months)
- -0.71
- Volatility (12 months)
- 5.33%
- Quota
- 2,873.606515
Western Asset Sovereign Selic Referenciado Fundo de Investimento return vs. CDI
- Western Asset Sovereign Selic Referenciado Fundo de Investimento
- 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 | +8.34% | +28.32% | +63.02% |
| CDI | +12.13% | +26.54% | +49.90% |
| % of CDI | 68.80% | 106.67% | 126.29% |
| Volatility | 5.33% | 4.11% | 3.98% |
| Sharpe | -0.71 | 0.19 | 0.81 |
Success rate against the CDI
- Windows of 12 months
- 93.75%
- Beat the CDI in this share of 32 windows
- Windows of 24 months
- 100.00%
- Beat the CDI in this share of 20 windows
- Windows of 36 months
- 100.00%
- Beat the CDI in this share of 8 windows
Consistency
- Positive months
- 41 months
- Negative months
- 2 months
- Largest drawdown
- -4.08%
- Months above the CDI
- 32 months
- Months below the CDI
- 11 months
- Best month
- +3.20%
- August 2005
- Worst month
- -3.79%
- March 2009
Western Asset Sovereign Selic Referenciado Fundo de Investimento return month by month
| Year | Series | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | Accumulated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | Fund | -3.79% | -0.30% | -4.08% | 83.13% | ||||||||||
| CDI | 0.97% | 0.84% | 1.82% | ||||||||||||
| 2008 | Fund | 0.91% | 0.80% | 0.85% | 0.89% | 1.82% | 1.07% | 2.10% | 1.15% | 1.82% | 12.01% | 90.91% | |||
| CDI | 0.92% | 0.80% | 0.84% | 0.90% | 0.95% | 1.06% | 1.10% | 1.17% | 1.11% | 9.21% | |||||
| 2007 | Fund | 2.09% | 0.85% | 2.02% | 1.05% | 1.89% | 0.96% | 1.74% | 0.85% | 0.84% | 12.98% | 70.45% | |||
| CDI | 1.08% | 0.87% | 0.94% | 1.02% | 0.97% | 0.99% | 0.92% | 0.84% | 0.84% | 8.80% | |||||
| 2006 | Fund | 3.05% | 2.62% | 2.43% | 1.23% | 1.17% | 1.25% | 2.17% | 1.00% | 15.91% | 50.86% | ||||
| CDI | 1.43% | 1.42% | 1.28% | 1.18% | 1.17% | 1.25% | 1.09% | 1.02% | 10.27% | ||||||
| 2005 | Fund | 1.39% | 1.24% | 1.55% | 2.95% | 1.59% | 3.20% | 1.53% | 1.42% | 1.41% | 17.48% | 30.15% | |||
| CDI | 1.38% | 1.22% | 1.52% | 1.50% | 1.58% | 1.65% | 1.50% | 1.40% | 1.38% | 13.92% |
Show 1 earlier years
| Year | Series | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | Accumulated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | Fund | 1.23% | 1.26% | 2.59% | 1.22% | 2.53% | 1.53% | 10.79% | 10.79% | ||||||
| CDI | 1.22% | 1.22% | 1.29% | 1.24% | 1.25% | 1.48% | 7.95% |
Fund history
Western Asset Sovereign Selic Referenciado Fundo de Investimento details
- CNPJ
- 04.513.424/0001-00
- Status
- Cancelado
- Benchmark
- Taxa Selic
- Started on
- 09/10/2001
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Create a free accountQuestions about Western Asset Sovereign Selic Referenciado Fundo de Investimento
How much did Western Asset Sovereign Selic Referenciado Fundo de Investimento return in the last 12 months?
+8.34% in the 12 months up to April 2009, or 68.80% of the CDI in the same period.
Does Western Asset Sovereign Selic Referenciado Fundo de Investimento usually beat the CDI?
It returned more than the CDI in 93.75% of the 32 twelve-month windows since April 2004.
What was the largest drop of Western Asset Sovereign Selic Referenciado Fundo de Investimento?
The quota fell at most -4.08% from a previous peak between April 2004 and April 2009.
How big is Western Asset Sovereign Selic Referenciado Fundo de Investimento?
Net assets of R$1.1B in April 2009.