Carteira Global Sem Fatores

The chart shows the growth of an initial investment of $10,000 in Carteira Global Sem Fatores, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every month.

Based on dividend-adjusted daily data since Apr 18, 2023, Carteira Global Sem Fatores's average daily return is +0.05%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.

Historically, 73% of months were positive and 27% were negative. The best month was Nov 2023 with a return of +7.6%, while the worst month was Mar 2026 at -5.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Carteira Global Sem Fatores closed higher 55% of trading days. The best single day was Apr 10, 2025 with a return of +3.0%, while the worst single day was Apr 4, 2025 at -3.3%.

Carteira Global Sem Fatores has an annualized alpha of 8.59%, beta of 0.31, and R² of 0.24 versus S&P 500 Index. Calculated based on daily prices since April 18, 2023.

• This portfolio participated in 72.09% of S&P 500 Index downside but only 70.03% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.31 may look defensive, but with R² of 0.24 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.24 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Carteira Global Sem Fatores has an expense ratio of 0.17%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Carteira Global Sem Fatores ranks 58 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Carteira Global Sem Fatores Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

• 1-Year: 2.69
• All Time: 1.49

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.19 to 3.00, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Carteira Global Sem Fatores compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Carteira Global Sem Fatores provided a 1.18% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Carteira Global Sem Fatores. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Carteira Global Sem Fatores was 11.10%, occurring on Apr 9, 2025. Recovery took 26 trading sessions.

The current Carteira Global Sem Fatores drawdown is 0.24%.

The chart below shows the rolling one-month volatility.