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Planilha: Alocao de Ativos em 2011


Esta planilha financeira ir ajudar voc:
1. Poder montar sua alocao de ativos com os principais ativos.
2. Analisar como cada alocao se comportou no passado.
3. Ver a relao entre retorno e risco de cada classe e ativo.

Crditos: Planilha Financeira desenvolvida por Henrique Carvalho

HC Investimentos

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HC Investimentos

Ativos
Conta-Corrente
1

Poupana

Renda-Fixa
1
2
3
4
5

LFT 070315
LTN 010115
NTNB Principal 150515
NTNB Principal 150524
NTNB Principal 150535

Fundos Imobilirios
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
1
2
3
1
2
3

Alocao
0.00%
0.00%

40.00%
10.00%
15.00%
10.00%
2.50%
2.50%

10.00%

FFCI11
WPLZ11B
PRSV11
HTMX11B
BRCR11B
FLMA11
NSLU11B
EURO11
PQDP11
KRNI11
HGRE11
FLRP11B
FCFL11B
BCFF11B
FEXC11B

0.00%
1.00%
1.00%
0.00%
0.00%
0.00%
0.00%
1.00%
1.00%
1.00%
1.00%
1.00%
1.00%
1.00%
1.00%

Cmbio

10.00%

Dlar
Euro
Ouro

2.50%
2.50%
5.00%

Aes

40.00%

PIBB11
BOVA11
SMAL11

0.00%
30.00%
10.00%

TOTAL

Alocao por C

100.00%

10

0.00%
BOVA11
LTN 010115
LFT 070315
NTNB Principal 150515
SMAL11
Ouro
NTNB Principal 150524
NTNB Principal 150535
Dlar
Euro

Alocao por Classe

Renda-Fixa; 40.00%
Cmbio; 10.00%

FII; 10.00%

Aes; 40.00%

10 Maiores Alocaes

0.00%
BOVA11
LTN 010115
LFT 070315
NTNB Principal 150515
SMAL11
Ouro
NTNB Principal 150524
NTNB Principal 150535
Dlar
Euro

5.00%

10.00%

15.00%

20.00%

25.00%

30.00%

35.00%

Rentabilidade Anterior da Carteira (Backtesting)


Ms

Carteira

Jan-11
Feb-11
Mar-11
Apr-11
May-11

-2.30%
1.15%
1.62%
-0.57%
0.03%

Jun-11

-1.17%

Estatsticas
Retorno 2011
Retorno Anual
Risco Anual

Carteira
-1.29%
-0.86%
5.06%

LFT 15
5.53%
10.31%
0.36%

BOVA11
-9.95%
-6.10%
16.28%

hcinvestimentos.com

Rentabilidade e Risco dos Ativos


Estatsticas
Carteira
Poupana
LFT 15
LTN 15
NTNBP 15

Retorno 2011
Retorno Anual
Risco Anual
-1.29%
-0.86%
5.06%
3.54%
7.00%
0.16%
5.53%
10.31%
0.36%
4.05%
2.68%
4.87%
4.71%
3.11%
2.52%

NTNBP 24
NTNBP 35
FFCI11
WPLZ11B
PRSV11
HTMX11B
BRCR11B
FLMA11
NSLU11B
EURO11
PQDP11
KRNI11
HGRE11
FLRP11B
FCFL11B
BCFF11B

1.35%
-2.65%
15.06%
-1.59%
14.04%
19.19%
5.45%
-2.23%
7.69%
-4.88%
5.62%
17.14%
19.29%
3.12%
3.28%
4.62%

0.90%
-1.78%
24.47%
9.24%
14.86%
50.08%
3.60%
35.67%
22.43%
12.59%
12.87%
11.12%
26.71%
16.77%
3.35%
3.82%

4.35%
11.53%
12.57%
8.71%
5.45%
17.14%
4.45%
27.86%
7.26%
9.31%
7.07%
20.46%
10.49%
10.09%
3.94%
19.88%

FEXC11B
Dlar
Euro
Ouro

25.53%
-6.04%
0.77%
-1.83%

24.50%
-6.85%
-7.11%
19.02%

19.37%
10.19%
10.73%
14.86%

PIBB11
BOVA11
SMAL11

-8.60%
-9.95%
-4.61%

-5.33%
-6.10%
11.07%

17.30%
16.28%
15.88%

Aux Ranking
1 BOVA11

30.00%

2
3
4
5
6
7

LTN 010115
LFT 070315
NTNB Principal 150515
SMAL11
Ouro
NTNB Principal 150524

15.00%
10.00%
10.00%
10.00%
5.00%
2.50%

8 NTNB Principal 150535


9 Dlar
10 Euro
WPLZ11B
PRSV11
EURO11
PQDP11
KRNI11
HGRE11
FLRP11B
FCFL11B
BCFF11B
FEXC11B
Poupana
FFCI11
HTMX11B

2.50%
2.50%
2.50%
1.00%
1.00%
1.00%
1.00%
1.00%
1.00%
1.00%
1.00%
1.00%
1.00%
0.00%
0.00%
0.00%

BRCR11B
FLMA11
NSLU11B
PIBB11

0.00%
0.00%
0.00%
0.00%

Aux Classe
Aux Somente Ativos
Poupana
LFT 070315
LTN 010115
NTNB Principal 150515
NTNB Principal 150524
NTNB Principal 150535
FFCI11
WPLZ11B
PRSV11
HTMX11B
BRCR11B
FLMA11
NSLU11B
EURO11
PQDP11
KRNI11
HGRE11
FLRP11B
FCFL11B
BCFF11B
FEXC11B
Dlar
Euro
Ouro
PIBB11
BOVA11
SMAL11

Sort
0.00%
10.00%
15.00%
10.00%
2.50%
2.50%
0.00%
1.00%
1.00%
0.00%
0.00%
0.00%
0.00%
1.00%
1.00%
1.00%
1.00%
1.00%
1.00%
1.00%
1.00%
2.50%
2.50%
5.00%
0.00%
30.00%
10.00%

CC
Renda-Fixa

0.00%
40.00%

FII
Cmbio
Aes

10.00%
10.00%
40.00%

Ms

Jan-10
Feb-10
Mar-10
Apr-10
May-10
Jun-10
Jul-10
Aug-10
Sep-10
Oct-10
Nov-10
Dec-10
Jan-11
Feb-11
Mar-11
Apr-11
May-11
Jun-11

Estatsticas
Retorno 2011
Retorno Anual
Risco Anual

0.00%

10.00%

15.00%

10.00%

2.50%

Carteira

Poupana

LFT 15

LTN 15

NTNBP 15

NTNBP 24

-2.30%
1.15%
1.62%
-0.57%
0.03%
-1.17%

0.50%
0.50%
0.58%
0.50%
0.55%
0.56%
0.62%
0.59%
0.57%
0.55%
0.53%
0.64%
0.57%
0.55%
0.62%
0.54%
0.54%
0.66%

0.66%
0.59%
0.76%
0.67%
0.75%
0.79%
0.86%
0.89%
0.85%
0.81%
0.81%
0.93%
0.86%
0.84%
0.92%
0.84%
0.99%
0.95%

-1.76%
1.62%
-0.16%
1.72%
1.80%
0.81%

-0.29%
0.63%
1.77%
0.59%
1.40%
0.53%

0.24%
-0.90%
0.11%
0.44%
2.48%
-0.98%

Carteira

Poupana

LFT 15

LTN 15

NTNBP 15

NTNBP 24

-1.29%
-0.86%
5.06%

3.54%
7.00%
0.16%

5.53%
10.31%
0.36%

4.05%
2.68%
4.87%

4.71%
3.11%
2.52%

1.35%
0.90%
4.35%

Observaes:
1 A rentabilidade dos ttulos pblicos pode se apresentar ligeiramente diferente dos dad
2 A rentabilidade dos fundos imobilirios no considera o mtodo da TIR (Taxa Interna de

2.50%

0.00%

1.00%

1.00%

0.00%

0.00%

0.00%

0.00%

1.00%

NTNBP 35

FFCI11

WPLZ11B

PRSV11

HTMX11B

BRCR11B

FLMA11

NSLU11B

EURO11

-2.97%
0.33%
0.77%
0.84%
4.07%
-5.44%

1.49%
-0.68%
0.77%
1.50%
-1.41%
0.78%
3.00%
-0.68%
0.04%
1.52%
5.92%
7.04%
3.33%
1.42%
10.33%
5.27%
0.62%
-6.05%

-0.84%
0.20%
2.85%
-1.82%
-2.02%
1.21%
3.64%
-0.67%
2.22%
0.98%
2.33%
7.22%
2.60%
-3.77%
0.78%
-0.24%
0.32%
-1.18%

-0.79%
0.25%
2.34%
0.14%
0.69%
3.62%
1.50%
1.94%
2.92%
3.49%
1.88%
-0.57%
3.68%

0.75%
0.47%
0.63%
-1.10%
3.92%
5.39%
7.77%
12.36%
-3.97%
-0.40%
11.57%
8.19%
3.94%
-1.57%
-2.41%
3.34%
4.51%
10.54%

-0.20%
0.20%
1.40%
0.55%
0.16%
3.27%

4.21%
-4.58%
-4.83%
10.98%
-1.85%
-7.20%
10.32%
2.52%
3.30%
1.62%
13.21%
25.71%
-6.38%
1.84%
0.50%
0.03%
1.31%
0.68%

8.60%
1.61%
3.16%
-0.72%
1.87%
1.31%
1.80%
1.78%
-0.18%
1.46%
0.51%
2.25%
2.73%
1.00%
2.42%
-0.19%
2.54%
-0.98%

2.20%
1.23%
1.27%
1.32%
1.04%
1.87%
5.14%
-0.07%
2.04%
1.24%
6.43%
-0.51%
1.33%
-2.45%
4.68%
-2.97%
-3.39%
-1.93%

NTNBP 35

FFCI11

WPLZ11B

PRSV11

HTMX11B

BRCR11B

FLMA11

NSLU11B

EURO11

-2.65%
-1.78%
11.53%

15.06%
24.47%
12.57%

-1.59%
9.24%
8.71%

14.04%
14.86%
5.45%

19.19%
50.08%
17.14%

5.45%
3.60%
4.45%

-2.23%
35.67%
27.86%

7.69%
22.43%
7.26%

-4.88%
12.59%
9.31%

ligeiramente diferente dos dados apresentados no Tesouro Direto (L eles fazem diferena entre preo de compra e pre
mtodo da TIR (Taxa Interna de Retorno). Seu clculo se d pelo seguinte modo: (Preo Atual + RendimentoAtual ) / Pr

1.00%

1.00%

1.00%

1.00%

1.00%

1.00%

1.00%

2.50%

2.50%

5.00%

PQDP11

KRNI11

HGRE11

FLRP11B

FCFL11B

BCFF11B

FEXC11B

Dlar

Euro

Ouro

0.72%
0.72%
2.24%
-1.63%
2.29%
-0.57%
4.80%
-0.81%
0.53%
-0.57%
2.86%
2.38%
5.56%
1.35%
-0.27%
1.08%
-0.13%
-1.93%

-3.60%
6.38%
8.00%
9.27%
1.00%
-4.17%

-0.52%
-0.26%
-4.65%
7.26%
-1.48%
0.89%
6.57%
0.76%
1.86%
1.88%
3.14%
3.15%
-0.02%
3.55%
0.75%
3.31%
3.90%
6.55%

5.60%
1.71%
1.69%
0.79%
-1.00%
-2.82%
2.70%
4.52%
6.14%
1.59%
-1.78%
1.62%
3.32%
4.48%
-4.11%
-2.21%
1.81%
0.07%

-1.08%
0.31%
1.64%
0.87%
1.72%
1.24%
0.77%
-1.08%
1.54%
-0.91%

-6.10%
-1.05%
-0.39%
0.95%
8.24%
4.75%
-1.66%
9.42%
-7.57%
5.61%
-4.92%

0.69%
0.65%
-0.79%
2.25%
-0.79%
3.46%
4.88%
18.79%
-4.41%
0.23%
4.78%
5.59%
-0.31%

7.67%
-3.40%
-1.66%
-2.83%
4.98%
-0.84%
-2.46%
-0.07%
-3.52%
0.42%
0.86%
-2.91%
0.72%
-0.73%
-1.96%
-3.40%
0.42%
-1.19%

3.82%
-5.24%
-2.40%
-4.31%
-2.93%
-1.44%
4.08%
-2.97%
3.79%
2.43%
-5.50%
-0.38%
2.84%
0.02%
0.02%
0.85%
-2.60%
-0.29%

6.45%
-1.20%
4.28%
1.47%
4.35%
2.92%
-3.91%
3.58%
0.75%
7.67%
6.25%
-3.53%
-9.39%
5.52%
0.00%
1.40%
-0.88%
2.16%

PQDP11

KRNI11

HGRE11

FLRP11B

FCFL11B

BCFF11B

FEXC11B

Dlar

Euro

Ouro

5.62% 17.14% 19.29%


12.87% 11.12% 26.71%
7.07% 20.46% 10.49%

3.12%
16.77%
10.09%

3.28%
3.35%
3.94%

4.62%
3.82%
19.88%

25.53%
24.50%
19.37%

-6.04% 0.77% -1.83%


-6.85% -7.11% 19.02%
10.19% 10.73% 14.86%

entre preo de compra e preo de venda). Neste caso, os clculos foram: Preo Atual do Ttulo / Preo Anterior
Como Calcular a Re
al + RendimentoAtual ) / Preo Anterior. Mais detalhes clique no link:

0.00%

30.00%

10.00%

PIBB11

BOVA11

SMAL11

-4.45% -4.65% -3.67%


1.30%
1.68%
3.15%
5.97%
5.82% -1.36%
-4.10% -4.04% -0.48%
-6.45% -6.64% -3.54%
-5.70% -3.34% 3.02%
11.55% 10.80% 11.83%
-3.97% -3.51% 0.35%
7.17%
6.58%
5.13%
1.26%
1.79%
6.35%
-3.68% -4.20% -0.99%
3.72%
2.36%
1.91%
-3.64% -3.94% -8.31%
2.14%
1.22%
0.70%
1.44%
1.79%
6.27%
-4.13% -3.58% 0.04%
-3.02% -2.29% -0.14%
-1.54% -3.43% -2.69%

PIBB11

BOVA11

SMAL11

-8.60% -9.95% -4.61%


-5.33% -6.10% 11.07%
17.30% 16.28% 15.88%

Preo Anterior

Como Calcular a Rentabilidade dos Fundos Imobilirios - Guia Prtico