Investment fund · CNPJ 66.857.681/0001-17
Alfa Indice II - Fundo de Investimento em Cotas de Fundo de Investimento em Ações
- Cancelado
- Return (12 months)
- +36.82%
- in October 2006
- Net assets
- R$0
- in January 2000
- Shareholders
- —
- Sharpe (12 months)
- 0.77
- Volatility (12 months)
- 24.84%
- Quota
- 1.170870
Alfa Indice II - Fundo de Investimento em Cotas de Fundo de Investimento em Ações return vs. CDI
- Alfa Indice II - Fundo de Investimento em Cotas de Fundo de Investimento em Ações
- 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 | +36.82% | +35.78% | +160.46% |
| CDI | +17.61% | +37.68% | +69.19% |
| % of CDI | 209.10% | 94.96% | 231.92% |
| Volatility | 24.84% | 25.26% | 30.06% |
| Sharpe | 0.77 | -0.03 | 0.61 |
Success rate against the CDI
- Windows of 12 months
- 81.48%
- Beat the CDI in this share of 27 windows
- Windows of 24 months
- 93.33%
- Beat the CDI in this share of 15 windows
- Windows of 36 months
- 100.00%
- Beat the CDI in this share of 3 windows
Consistency
- Positive months
- 21 months
- Negative months
- 17 months
- Largest drawdown
- -38.82%
- Months above the CDI
- 18 months
- Months below the CDI
- 20 months
- Best month
- +21.51%
- December 2003
- Worst month
- -26.92%
- July 2002
Alfa Indice II - Fundo de Investimento em Cotas de Fundo de Investimento em Ações return month by month
| Year | Series | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | Accumulated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2006 | Fund | 18.38% | -1.59% | -4.31% | -0.63% | 0.71% | -2.71% | 6.11% | 15.17% | 85.08% | |||||
| CDI | 1.43% | 1.42% | 1.28% | 1.18% | 1.17% | 1.25% | 1.09% | 9.16% | |||||||
| 2005 | Fund | -7.43% | 14.43% | -6.13% | -6.29% | -1.77% | 9.28% | 11.04% | -4.96% | 4.87% | 10.70% | 60.70% | |||
| CDI | 1.38% | 1.22% | 1.52% | 1.50% | 1.58% | 1.65% | 1.50% | 1.40% | 1.38% | 13.92% | |||||
| 2004 | Fund | -3.34% | -10.91% | -2.13% | 6.40% | 7.15% | 1.10% | 5.69% | 3.72% | 6.49% | 45.16% | ||||
| CDI | 1.37% | 1.17% | 1.22% | 1.22% | 1.29% | 1.24% | 1.25% | 1.48% | 10.71% | ||||||
| 2003 | Fund | -4.55% | -6.88% | 9.10% | 10.49% | 0.46% | 3.49% | 16.52% | 10.49% | 21.51% | 74.27% | 36.31% | |||
| CDI | 1.97% | 1.83% | 1.77% | 1.87% | 1.85% | 2.08% | 1.67% | 1.63% | 1.37% | 17.23% | |||||
| 2002 | Fund | -2.76% | -26.92% | -13.90% | 17.20% | 9.08% | -21.78% | -21.78% | |||||||
| CDI | 1.40% | 1.53% | 1.38% | 1.64% | 1.73% | 7.92% |
Fund history
Alfa Indice II - Fundo de Investimento em Cotas de Fundo de Investimento em Ações details
- CNPJ
- 66.857.681/0001-17
- Status
- Cancelado
- Benchmark
- Ibovespa
- Auditor
- ERNST & YOUNG AUDITORES INDEPENDENTES S/S LTDA.
- Started on
- 10/16/1991
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Create a free accountQuestions about Alfa Indice II - Fundo de Investimento em Cotas de Fundo de Investimento em Ações
How much did Alfa Indice II - Fundo de Investimento em Cotas de Fundo de Investimento em Ações return in the last 12 months?
+36.82% in the 12 months up to October 2006, or 209.10% of the CDI in the same period.
Does Alfa Indice II - Fundo de Investimento em Cotas de Fundo de Investimento em Ações usually beat the CDI?
It returned more than the CDI in 81.48% of the 27 twelve-month windows since April 2002.
What was the largest drop of Alfa Indice II - Fundo de Investimento em Cotas de Fundo de Investimento em Ações?
The quota fell at most -38.82% from a previous peak between April 2002 and October 2006.
How big is Alfa Indice II - Fundo de Investimento em Cotas de Fundo de Investimento em Ações?
Net assets of R$0 in October 2006.