Investment fund · CNPJ 05.503.817/0001-04
Fprf2 Albatroz Fundo de Investimento Multimercado
- Cancelado
- Return (12 months)
- +21.82%
- in August 2010
- Net assets
- R$1.5B
- in February 2005
- Shareholders
- —
- Sharpe (12 months)
- 2.18
- Volatility (12 months)
- 5.71%
- Quota
- 3.042278
Fprf2 Albatroz Fundo de Investimento Multimercado return vs. CDI
- Fprf2 Albatroz Fundo de Investimento Multimercado
- 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 | 48 months |
|---|---|---|---|---|
| Return | +21.82% | +48.18% | +91.05% | +132.91% |
| CDI | +9.36% | +22.62% | +38.85% | +64.81% |
| % of CDI | 233.15% | 213.01% | 234.33% | 205.08% |
| Volatility | 5.71% | 7.37% | 6.62% | 5.87% |
| Sharpe | 2.18 | 1.49 | 1.89 | 1.74 |
Success rate against the CDI
- Windows of 12 months
- 97.67%
- Beat the CDI in this share of 43 windows
- Windows of 24 months
- 100.00%
- Beat the CDI in this share of 31 windows
- Windows of 36 months
- 100.00%
- Beat the CDI in this share of 19 windows
Consistency
- Positive months
- 49 months
- Negative months
- 5 months
- Largest drawdown
- -1.85%
- Months above the CDI
- 39 months
- Months below the CDI
- 15 months
- Best month
- +7.52%
- December 2008
- Worst month
- -1.85%
- October 2008
Fprf2 Albatroz Fundo de Investimento Multimercado return month by month
| Year | Series | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | Accumulated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | Fund | 5.05% | 0.73% | -0.00% | 1.43% | 3.59% | 11.17% | 160.03% | |||||||
| CDI | 0.76% | 0.66% | 0.75% | 0.79% | 0.89% | 3.91% | |||||||||
| 2009 | Fund | 5.97% | 0.02% | 3.84% | 1.18% | 1.64% | 0.99% | -0.04% | 1.63% | 16.12% | 133.90% | ||||
| CDI | 0.97% | 0.84% | 0.75% | 0.78% | 0.69% | 0.69% | 0.66% | 0.72% | 6.26% | ||||||
| 2008 | Fund | 1.23% | 1.63% | -0.52% | 1.45% | 1.56% | 1.52% | 0.61% | -1.85% | 7.52% | 13.66% | 101.43% | |||
| CDI | 0.92% | 0.80% | 0.84% | 0.90% | 0.95% | 1.06% | 1.10% | 1.17% | 1.11% | 9.21% | |||||
| 2007 | Fund | 3.99% | 1.21% | 5.10% | 2.46% | 1.08% | -0.13% | 2.75% | 0.18% | 0.81% | 18.72% | 77.22% | |||
| CDI | 1.08% | 0.87% | 0.94% | 1.02% | 0.97% | 0.99% | 0.92% | 0.84% | 0.84% | 8.80% | |||||
| 2006 | Fund | 3.23% | 2.61% | 0.74% | 1.56% | 1.60% | 1.54% | 3.04% | 1.59% | 17.02% | 49.28% | ||||
| CDI | 1.43% | 1.42% | 1.28% | 1.18% | 1.17% | 1.25% | 1.09% | 1.02% | 10.27% |
Show 2 earlier years
| Year | Series | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | Accumulated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2005 | Fund | 1.31% | 1.02% | 1.54% | 2.53% | 1.04% | 2.12% | 0.97% | 1.40% | 1.51% | 14.26% | 27.56% | |||
| CDI | 1.38% | 1.22% | 1.52% | 1.50% | 1.58% | 1.65% | 1.50% | 1.40% | 1.38% | 13.92% | |||||
| 2004 | Fund | 0.02% | 2.83% | 3.31% | 1.82% | 1.66% | 1.51% | 11.64% | 11.64% | ||||||
| CDI | 1.22% | 1.22% | 1.29% | 1.24% | 1.25% | 1.48% | 7.95% |
Fund history
Fprf2 Albatroz Fundo de Investimento Multimercado details
- CNPJ
- 05.503.817/0001-04
- Status
- Cancelado
- Benchmark
- DI de um dia
- Auditor
- PRICEWATERHOUSECOOPERS AUDITORES INDEPENDENTES LTDA.
- Started on
- 02/14/2003
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Create a free accountQuestions about Fprf2 Albatroz Fundo de Investimento Multimercado
How much did Fprf2 Albatroz Fundo de Investimento Multimercado return in the last 12 months?
+21.82% in the 12 months up to August 2010, or 233.15% of the CDI in the same period.
Does Fprf2 Albatroz Fundo de Investimento Multimercado usually beat the CDI?
It returned more than the CDI in 97.67% of the 43 twelve-month windows since April 2004.
What was the largest drop of Fprf2 Albatroz Fundo de Investimento Multimercado?
The quota fell at most -1.85% from a previous peak between April 2004 and August 2010.
How big is Fprf2 Albatroz Fundo de Investimento Multimercado?
Net assets of R$1.5B in August 2010.