Data WEGE3 BBAS3 GNDI3 ITSA4 FLRY3 TAEE11 MGLU3 CAML3 POMO3

04-fev-20 -0.4% -1.1% 0.1% 0.2% 3.0% -0.1% 2.0% 0.3% 7.1%
05-fev-20 2.1% 4.5% -1.4% 0.5% 2.6% 0.2% -0.6% 0.0% 1.8%
06-fev-20 3.6% -1.7% -0.7% -1.0% -4.2% -1.2% -2.6% -2.3% 0.2%
07-fev-20 -4.1% 0.1% -2.6% -0.2% -2.8% -1.2% -2.9% -1.1% -0.6%
10-fev-20 1.0% -1.0% -2.5% 2.0% -0.9% -2.3% -3.4% -2.7% -2.0%
11-fev-20 3.7% 4.5% 2.7% 1.8% 0.8% 2.9% 3.6% 3.7% 2.0%
12-fev-20 3.5% 0.6% 3.4% 0.7% 2.0% 2.2% 3.1% 1.5% 1.7%
13-fev-20 2.3% -1.5% -0.2% -1.5% -3.5% -0.7% 2.0% -1.2% 1.3%
14-fev-20 0.0% -1.9% -0.6% -1.3% 1.0% -0.4% -1.3% 0.4% 0.2%
17-fev-20 0.5% -1.5% 0.5% 0.0% 0.3% 1.5% 4.5% 1.0% 0.0%
18-fev-20 -2.4% 1.0% -1.0% 1.5% -0.4% -1.0% -1.1% -0.4% -1.3%
19-fev-20 9.2% 0.2% 0.4% 1.1% 3.4% 1.0% -0.6% 2.8% 3.4%
20-fev-20 -2.7% -1.0% -1.1% -0.7% -1.7% -2.6% -2.3% -0.6% 3.5%
21-fev-20 4.9% 0.1% -2.8% -3.3% -0.6% 0.3% -0.2% -1.0% -1.4%
27-fev-20 -11.7% -7.0% -10.5% -7.3% -8.6% -2.2% -11.0% -8.9% -6.3%
28-fev-20 -1.9% 2.3% 2.1% 1.2% 4.2% -2.4% 0.5% -0.1% -6.5%
02-mar-20 8.9% 0.6% 1.3% 2.5% 3.8% 3.0% 4.0% 6.4% 7.8%
03-mar-20 2.0% -2.9% -0.1% -1.5% -0.9% 0.0% 0.6% 0.0% 2.4%
04-mar-20 1.1% 0.1% -1.6% 0.6% 1.3% 3.0% -0.8% -0.1% 0.4%
05-mar-20 -3.6% -5.9% -4.8% -3.0% -3.3% -4.0% -8.9% -1.7% -2.7%
06-mar-20 -5.7% -1.9% -1.7% -2.3% -1.4% -1.3% -5.1% -3.1% -3.6%
09-mar-20 -9.7% -11.0% -13.6% -6.3% -8.6% -1.8% -11.0% -7.4% -11.3%
10-mar-20 5.4% 5.3% 7.7% 2.1% 1.0% 4.4% 16.4% 2.9% 10.0%
11-mar-20 -6.5% -8.6% -10.8% -6.0% -3.9% -1.8% -8.3% -6.9% -11.6%
12-mar-20 -15.8% -13.7% -15.5% -10.9% -13.0% -6.0% -21.1% -1.8% -17.5%
13-mar-20 4.6% 16.8% 11.6% 10.0% 3.5% 3.1% 23.5% -2.3% 5.0%
16-mar-20 -20.6% -16.7% -11.8% -10.8% -15.3% -7.0% -18.9% -3.7% -15.1%
17-mar-20 4.6% 4.8% 2.1% 4.8% 5.6% 2.7% 4.4% 2.3% 0.0%
18-mar-20 -7.7% -16.5% -19.5% -4.9% -14.1% -4.5% -19.0% 3.2% -26.2%
19-mar-20 8.5% -3.9% 7.9% -3.4% 7.5% -1.3% 6.0% 0.4% 11.4%
20-mar-20 12.7% -3.8% 10.6% -5.1% -1.3% 0.4% 0.3% -7.1% -6.4%
23-mar-20 8.7% -10.0% -0.9% -9.4% -2.5% -5.9% -1.4% 0.0% -1.8%
24-mar-20 2.4% 17.1% 11.8% 7.2% 3.6% 2.1% 21.4% 3.6% -2.8%
25-mar-20 3.6% 12.0% 9.5% 6.7% 3.3% 0.7% 9.1% 7.5% 9.0%
26-mar-20 1.6% 5.0% 9.5% 4.3% 4.1% 3.1% 2.8% 3.8% 4.8%
27-mar-20 -6.8% -7.4% -10.1% -5.3% -5.7% -2.0% -5.2% -3.9% 2.5%

ALOCA'CAO 22.9% 3.5% 11.7% 7.7% 9.4% 11.7% 17.3% 4.7% 3.0%
CNTO3 VVAR3 EVEN3 PROTIFOLIO RETORNO
4.3% 3.2% 2.7% 1.0% -0.7%
-1.5% 1.3% 1.7% 0.7%
14.7% -1.9% -3.3% 0.0%
-6.0% -3.6% -2.8% -2.6%
2.7% -3.7% -5.5% -1.1%
0.5% 6.0% 3.7% 3.0%
-0.5% 2.5% 0.2% 2.5%
-2.1% 0.1% -1.8% 0.2%
0.9% -1.9% -1.7% -0.4%
3.4% 2.5% 1.1% 1.4%
0.0% -0.9% -0.9% -1.0%
3.9% 6.2% 4.7% 3.2%
-1.4% 0.3% -4.0% -1.7%
0.6% 4.3% -1.8% 0.6%
-11.5% -15.4% -8.6% -9.4%
-2.5% -1.9% 0.2% -0.2%
7.8% 3.8% -0.3% 4.8%
3.0% 0.2% 0.2% 0.4%
-0.5% 4.2% 0.8% 0.6%
-7.4% -6.8% -6.4% -4.9%
-2.9% -17.2% -6.2% -4.0%
-18.8% -17.1% -13.1% -9.7%
13.8% 21.3% 8.2% 7.8%
-11.7% -5.3% -6.8% -6.9%
-11.5% -22.7% -15.6% -14.4%
7.3% 14.2% 17.8% 9.5%
-18.2% -22.1% -19.9% -15.3%
-1.7% -6.9% 1.8% 3.2%
-33.3% -31.5% -27.7% -13.4%
13.6% 6.0% 13.5% 5.2%
9.3% -2.7% -6.2% 3.3%
-3.0% -11.3% -16.7% -1.0%
9.9% 13.6% 22.7% 8.4%
11.0% 14.0% 6.6% 6.5%
11.2% -0.2% 0.7% 3.9%
-10.4% 0.0% -7.1% -5.6%

3.8% 4.4% 0.0% 100.0%

RISCO TEORIA DE GAUSS VaR FORMULA SOMARPRODUTO VaR perda diaria maxima 5%
6.1% -10.8% 1.0% -14.5%
9.4% 0.7%
0.0% -15.3%
-2.6% -14.4%
-1.1% -13.4%
3.0% -9.7%
2.5% -9.4%
0.2% -6.9%
-0.4% -5.6%
1.4% -4.9%
-1.0% -4.0%
3.2% -2.6%
-1.7% -1.7%
0.6% -1.1%
-9.4% -1.0%
-0.2% -1.0%
4.8% -0.4%
0.4% -0.2%
0.6% 0.0%
-4.9% 0.2%
-4.0% 0.4%
-9.7% 0.6%
7.8% 0.6%
-6.9% 0.7%
-14.4% 1.0%
9.5% 1.4%
-15.3% 2.5%
3.2% 3.0%
-13.4% 3.2%
5.2% 3.2%
3.3% 3.3%
-1.0% 3.9%
8.4% 4.8%
6.5% 5.2%
3.9% 6.5%
-5.6% 7.8%
8.4%
9.5%
R perda diaria maxima 5%
-14.5%

1.00
2.00
3.00
5%
4.00
5.00
6.00
7.00
8.00
9.00
10.00
11.00
12.00
13.00
14.00
15.00
16.00
17.00
18.00
19.00
20.00
21.00
22.00
95%
23.00
24.00
25.00
26.00
27.00
28.00
29.00
30.00
31.00
32.00
33.00
34.00
35.00
36.00