ITBR SELIC LPÍndice Teva Tesouro Selic Longo Prazo
O ITBR SELIC LP - Índice Teva Tesouro Selic Longo Prazo é um índice de alocação nas Letras Financeiras do Tesouro (LFTs) de maior prazo para o vencimento. Com rebalanceamentos mensais, o índice pondera as LFTs com pesos iguais (equal weight) de forma a diminuir o turnover da carteira.
Index quotation
Index history
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1,2% | 1,0% | 1,3% | 1,1% | 1,1% | 1,1% | 1,2% | 0,4% | 8,7% | ||||||
| DI | 1,2% | 1,0% | 1,2% | 1,1% | 1,1% | 1,1% | 1,2% | 0,4% | 8,6% | ||||||
| % DI | 98,4% | 100,3% | 105,2% | 101,8% | 103,8% | 100,5% | 100,4% | 101,1% | 101,5% | ||||||
| 2025 | 1,2% | 1,0% | 1,0% | 1,0% | 1,2% | 1,1% | 1,3% | 1,2% | 1,2% | 1,3% | 1,1% | 1,2% | 14,7% | ||
| DI | 1,1% | 1,0% | 1,0% | 1,1% | 1,1% | 1,1% | 1,3% | 1,2% | 1,2% | 1,3% | 1,1% | 1,2% | 14,3% | ||
| % DI | 111,4% | 99,7% | 102,9% | 96,9% | 104,8% | 102,4% | 101,5% | 101,9% | 102,3% | 103,7% | 104,3% | 99,0% | 102,7% | ||
| 2024 | 1,0% | 0,8% | 0,9% | 0,9% | 0,8% | 0,8% | 1,0% | 0,9% | 0,9% | 1,0% | 0,8% | 0,8% | 11,3% | ||
| DI | 1,0% | 0,8% | 0,8% | 0,9% | 0,8% | 0,8% | 0,9% | 0,9% | 0,8% | 0,9% | 0,8% | 0,9% | 10,9% | ||
| % DI | 103,4% | 100,6% | 107,9% | 101,2% | 101,3% | 101,3% | 105,3% | 103,8% | 108,2% | 108,7% | 106,5% | 93,2% | 103,6% | ||
Exposure by Maturity
Assets
| Assets | % of portfolio at rebalance | Chart |
|---|---|---|
| LFT 01/09/2032 | 12,50% | |
| LFT 01/06/2031 | 12,50% | |
| LFT 01/12/2031 | 12,50% | |
| LFT 01/03/2031 | 12,50% | |
| LFT 01/09/2031 | 12,50% | |
| LFT 01/06/2032 | 12,50% | |
| LFT 01/12/2030 | 12,50% | |
| LFT 01/03/2032 | 12,50% |
Risk/Return Metrics
| Year to date | Last 12 months | Last 24 months | Last 36 months | Since inception | |
|---|---|---|---|---|---|
| Return | 8,73% | 14,96% | 30,02% | 45,06% | 157,53% |
| Sharpe Ratio | 3,10 | 1,27 | 1,21 | 1,23 | 0,41 |
| Standard Deviation | 0,10% | 0,27% | 0,33% | 0,30% | 0,47% |
Other Metrics
| Turnover (LTM) | 62,7% |
|---|---|
| Number of assets | 8 |
Exposure by Indexer
| Caixa | 0,00% |
|---|---|
| Selic | 100,00% |
Documents
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Info
- TickerLLFT11
- Asset classTreasury
- SegmentSelic-Linked
- Inception02/05/2016
- Bloomberg TickerTEVALLFT Index
- IsinBRLLFTCTF001
Metrics
- Index closing value (points)257,53
- Daily index change (points)0,13
- Daily index change (%)+0,05%
- Year-to-date return (%)8,73%
- 12-month return (%)14,96%
- Yield (%)14,00%
- Duration (years)0,00
- All-time high257,53
- All-time low100,00
- TickerLLFT11
- Share closing price (R$)R$ 117,40
- Daily price change (R$)R$ 0,08
- Daily price change (%)0,07%
- Premium / Discount (%)0,04%
- Net AssetsR$ 4.805.834.508,57
- Average daily trading (30d)R$ 43.727.224,47
- Fund CNPJ61.088.467/0001-20
- Fund website
- Number of shareholders1.097
- Management fee0,15%