7/25/2019 HC Investimentos - ndice Sharpe
4/11
Dados
Ms CDI CSHG Gap Gvea Eagle
Jan-07 1.08% 2.29% 1.98% 1.09% -0.06%
Feb-07 0.87% 0.00% 0.86% 0.45% 1.07%
Mar-07 1.05% 2.70% 2.21% 2.03% -0.43%Apr-07 0.94% 1.16% 1.26%
2.09% 4.74%
May-07 1.02% 3.65% 2.61% 3.11% 4.40%
Jun-07 0.90% 4.58% 1.92% 1.58% -0.32%
Jul-07 0.97% 3.66% 1.59% 1.82% 2.22%
Aug-07 0.99% 2.89% -1.68% -1.70% 1.21%
Sep-07 0.80% 0.27% 1.98% 2.00% 2.17%
Oct-07 0.92% 1.90% 2.10% 1.21% 2.99%
!"-07 0.84% 2.12% -0.28% -0.74% 1.15%
#ec-07 0.84% 1.99% 0.51% 1.04% 2.40%
Jan-08 0.92% 0.73% 0.47% -1.02% 0.04%
Feb-08 0.79% 4.40% 1.61% 2.74% 1.02%Mar-08 0.84% -2.71% -1.21%
-2.48% -0.44%
Apr-08 0.90% 3.62% 2.13% 2.85% 3.38%
May-08 0.87% 2.65% 1.41% 3.85% 3.67%
Jun-08 0.95% 4.37% 0.82% -0.31% 2.46%
Jul-08 1.06% -2.46% 0.23% -0.47% 0.30%
Aug-08 1.01% -3.53% -0.88% -0.78% 0.01%
Sep-08 1.10% -7.32% -0.82% -3.76% 0.45%
Oct-08 1.17% -8.91% 0.63% -6.31% 1.82%
!"-08 1.00% 2.20% 1.05% 2.82% 2.38%
#ec-08 1.11% 1.47% 2.45% 2.99% 1.49%
Jan-09 1.04% 4.46% 3.76% 2.08% 1.35%Feb-09 0.85% 0.97% 1.14%
1.31% 1.53%
Mar-09 0.97% 1.98% 1.71% 1.73% 1.39%
Apr-09 0.84% 11.41% 0.29% 4.47% 0.28%
May-09 0.77% 4.76% 2.71% 3.56% 1.51%
Jun-09 0.75% 2.28% 1.02% 1.51% 0.70%
Jul-09 0.78% 5.16% 1.05% 2.69% 2.13%
Aug-09 0.69% 3.68% 0.28% 1.60% -0.03%
Sep-09 0.69% 1.81% 2.26% 2.25% 2.03%
Oct-09 0.69% 0.77% 1.17% 1.12% 1.04%
!"-09 0.66% 2.46% 0.58% 1.55% 0.67%
#ec-09 0.72% 2.19% 0.67% 1.74% 0.35%Jan-10 0.66% 3.71% 0.12%
0.79% -0.73%
Feb-10 0.59% -1.30% 0.44% 0.27% 0.63%
Mar-10 0.76% 0.71% 0.30% 0.73% 0.15%
Apr-10 0.66% -1.66% 0.54% 0.02% 0.03%
May-10 0.75% 1.22% -0.34% 0.25% -0.56%
Jun-10 0.79% 1.94% 0.71% 0.98% 0.81%
Jul-10 0.86% 1.44% 0.55% 1.21% 0.11%
Aug-10 0.89% 0.33% 1.10% 1.24% 0.00%
7/25/2019 HC Investimentos - ndice Sharpe
5/11
Sep-10 0.84% 0.43% 0.91% 0.88% 0.10%
Oct-10 0.81% 2.84% 1.04% 1.70% 0.80%
!"-10 0.81% 2.19% 0.46% 0.10% 0.60%
#ec-10 0.93% 1.23% 1.45% 1.13% 0.79%
Jan-11 0.86% 0.48% 0.55% -0.25% 0.60%
Feb-11 0.84% 0.37% 0.94% 0.87% 0.83%
Mar-11 0.92% 3.70% 1.29% 1.93% 0.16%
Apr-11 0.84% 1.71% 0.96% 0.54% -0.35%
May-11 0.99% 0.33% 0.76% 0.48% 0.50%
Jun-11 0.95% -0.19% 1.03% 0.12% 1.30%
Jul-11 0.97% -1.13% 0.82% -0.31% 0.50%
Aug-11 1.07% 2.44% 2.19% 1.24% 1.40%
Sep-11 0.94% 1.18% 0.61% 1.03% 0.30%
Oct-11 0.88% 1.05% 0.98% 1.40% -0.10%
!"-11
#ec-11
