Portafolios Eficientes Seleccionados

Conservador

Moderado

LIQUIDEZ
DEUDA MXP MP

20.0%

DEUDA MXP LP

33.3%

DEUDA GLOBAL

24.9%

BOLSA MEX

11.8%

BOLSA GLOBAL

2.4%

ALTERNATIVA

7.7%

4.2%

MARCO RECTOR
DEUDA
mex
global

100%
100%
100%
100%
100%
100%

1
2
3
4
5
6

Muy Agresivo

0.0%

VOLATILIDAD

Agresivo

Medio

0%
30%
0%
30%
30%
100%

BOLSA
mex

0%
0%
30%
30%
30%
100%

global

0%
0%
0%
30%
30%
100%

(% mximos)
ALT
global

0%
0%
0%
0%
10%
100%

RENDIMIENTOS HISTORICOS*
DIV
global

0%
30%
0%
30%
50%
100%

RIESGOMETRO

perodo

anual

Mar - 2012
acumulado

12 MESES

10.4%

10.4%

3 AOS

10.4%

34.7%

5 AOS

7.7%
44.9%
* Brutos - antes de ISR y Comisiones

PORTAFOLIO

LIQUIDEZ

g
g
g
g
g

gg
gg
gg
gg
MXP CP

g
g
g
g
MXP LP

g
g
g
g
DEUDA GLOB

g
g
g
g
BOLSA MEX

g
g
g
g

g
g
g
g

ALT.
BOLSA GLOB

mayor riesgo

menor riesgo

Les recordamos que en funcin de los rendimientos y volatilidades histricas, los Portafolios Eficientes se rebalancean al inicio de
cada trimestre

Nota: Los rendimientos pasados no garantizan rendimientos futuros

Centro de Atencin Finaccess

5081-1010 01800 5081-100

Centro de Atencin Finaccess

www.finaccess.com.mx

Distribucin por Sociedad de Inversin

Personas Fsicas

0.0%
14.9%
AXESPAT
0.0%

AXESCP

LIQUIDEZ

24.9%

DEUDA GLOBAL

5.0%
TEMGBIA
5.0%
I+EMERD
3.9%
NAFINDX

14.0%
AXESMP
11.8%

20.0%

GBMF3

BOLSA MEX

0.0%

DEUDA MXP MP

20.0%

DEUDA MXP LP*

DEUDA GLOBAL

33.3%

DEUDA MXP LP*

10.0%
NAFCDVI
10.0%
STEREAL

7.7%

ALTERNATIVA

0.0%

CP

MXP

MEX

AAA/2

AXESMP

14.0%

MP

MXP

MEX

AAA/4

GBMF3

BF

6.0%

MP

MXP

MEX

AA/5

ST&ER-7 D

13.3%

LP

MXP

MEX

AAA/6

NAFCDVI F2

10.0%

LP

MXP

MEX

AAA/5

STEREAL D

10.0%

LP

MXP

MEX

AAA/5

AXESPAT B

14.9%

LP

USD

GLO

AAA/6

TEMGBIA BF2

5.0%

LP

USD

GLO

AAA/6

I+EMERD B-F

5.0%

LP

USD

EMG

A/7

NAFINDX F1

3.9%

LP

RV

MEX

RV

3.9%

LP

RV

MEX

RV

ST&ER-D D2

3.9%

LP

RV

MEX

RV

ST&ER D

I+GLOBV B-1

1.0%

LP

RV

GLO

RV

ALTERNATIVA

1.0%
SCOTINT

2.4%

7.7%

SCOTINT T

1.0%

LP

RV

GLO

RV

I+EMERV B-1

0.5%

LP

RV

EMG

RV

I+CMDTS B-1

7.7%

CP

MXP

MEX

RV

100.0%

Distribucin de Activos

0.5%
I+EMERV
ALT.
8%

1.14%

11.8%

AXESCP

GBMCRE B0

TOTAL

BOLSA GLOBAL

24.9%

PLAZO MONEDA REGION CALIF

3.9%

1.0%
I+GLOBV

2.4%

33.3%

3.9%
GBMCRE

BOLSA GLOBAL

13.3%
ST&ER 7

FONDO

LIQUIDEZ

BOLSA MEX

6.0%
DEUDA MXP MP

CLASES DE ACTIVOS

7.7%
I+CMDTS

DEUDA
78%

BOLSA
14%

CLASES DE ACTIVOS

MXP
65%

DIVISA
S
35%

MONEDAS

FONDO
AXESCP_B

CP

Finaccess

Benchmark1
Guber 1d.

MP

LP

DIV

2010

2009

2008

2007

2007-11
2006

2.89%

2.04%

2.28%

3.20%

5.09%

5.00%

3.51%

2.33%

2.40%

3.05%

4.24%

4.72%

5.13%

3.90%

AUM

CALIF

CLASIF

TIPO DE
CLIENTE

HORIZONTE

LIQUIDEZ

MINIMO
INVERSION

INSCRIPCION

1,863

AAA/2

100% GUBER D

PF

CP

10,000

7/Sep/00

3.91%

3.93%

4.03%

4.81%

7.11%

6.81%

5.33%

3.02%

3.00%

3.46%

4.40%

-2.73%

5.64%

2.71%

1,112

AAA/4

AGRES D

PF

MP

30

40,000

7/Sep/00

GBMF3_BF

GBM

3.55%

3.08%

3.83%

4.72%

2.52%

6.44%

4.11%

5,894

AA/5

AGRES D

PF

MP

90,000

22/Dec/88

Benchmark1

2.96%

3.55%

3.11%

2.22%

5.06%

5.70%

3.92%

Cetes 91d.

3.83%

3.81%

4.03%

4.76%

7.27%

6.99%

5.36%

3.96%

2.92%

1.51%

4.46%

19/Nov/90

ST&ER-7_D

Santander

7.12%

5.67%

8.35%

NAFCDVI_F2

Nafinsa

6.21%

6.44%

8.94%

STEREAL

Santander

4.15%

5.12%

Benchmark1

3.88%

5.27%

4.36%

2.11%

4.69%

7.44%

4.76%

Bonos M 3-5

8.72%

8.73%

10.12%

9.59%

8.85%

5.75%

8.60%

828

AAA/6

AGRES D

PF

LP

1,554

AAA/5

AGRES D

PF

LP

30

100,000

2/Dec/09

1,611

AAA/5

REAL D

PF

LP

31/Oct/10

AXESPAT_B

Finaccess

-22.15%

10.34%

-2.59%

0.24%

22.01%

4.03%

6.46%

157

AAA/5

COBER D

PF

MP

40,000

7/Sep/00

TEMGBIA_BF2

F.Templeton

-9.54%

7.67%

3.97%

9.38%

33.41%

1.52%

10.65%

547

AAA/6

GLOBAL D

PF

LP

31/Oct/03

I+EMERD_B-F

Compass

157

A/7

AGRES D

PF

LP

12/Sep/07

-7.98%

7.81%

6.07%

24.90%

-0.14%

1.66%

7.71%

-23.96%

-4.43%

-1.03%

18.69%

3.95%

5.48%

4.24%

-35.05%

11.94%

-6.10%

-7.02%

27.47%

4.10%

5.34%

NAFINDX_B

Nafinsa

17.99%

-3.64%

16.65%

43.33%

-23.79%

11.67%

6.52%

439

-/-

INDICE RV

PF y PM

MP

10,000

19/Nov/93

GBMCRE_B

GBM

12.51%

7.44%

17.80%

53.05%

-35.18%

24.86%

9.41%

2,059

-/-

AGRES RV

PF y PM

CP

30,000

23/Mar/92

ST&ER-D_D

Santander

12.95%

-23.49%

19.17%

66.57%

-59.34%

24.55%

-5.12%

1,611

-/-

AGRES RV

PF y PM

LP

9/Oct/08

13.96%

-2.65%

13.39%

31.42%

-19.71%

7.96%

4.69%

23/Jul/04

Benchmark1
IPC

26.07%

-3.78%

19.75%

42.92%

-24.18%

12.09%

6.96%

I+GLOBV_B-1

Compass

4.12%

1.11%

3.44%

27.04%

-33.50%

7.03%

-1.11%

224

-/-

AGRES RV

PF y PM

LP

SCOTINT

Scotia

5.33%

-8.25%

1.36%

22.01%

-17.80%

6.52%

-0.13%

1,293

-/-

AGRES RV

PF y PM

LP

2/Jun/97

I+EMERV_B-1

Compass

3.89%

-10.25%

6.67%

48.43%

-39.67%

4.40%

-2.19%

154

-/-

AGRES RV

PF y PM

LP

12/Sep/07

4.49%

-1.91%

4.52%

29.39%

-28.04%

11.54%

1.26%

8.64%

1.78%

5.68%

24.63%

-27.28%

9.55%

1.32%

-8.84%

-12.86%

20.12%

123

-/-

AGRES RV

PF y PM

LP

28/Dec/09

-5.98%

9.26%

13.84%

MP

30

ND

21/Jan/04

Benchmark

W1DOW
I+CMDTS_B-1

ALT

2011

Finaccess

UST 91d.

GLOB

2012

AXESMP_C

Benchmark1

MEX

RENDIMIENTOS

OPERADORA

Compass

Benchmark2
Promedio ALT3

20.55%

-9.12%

18.67%

10.09%

1 El Benchmark de cada Clase de Activos es el promedio simple del rendimiento de las Sociedades de Inversin con caractersticas similares (ver BENCHMARKS_2011_Semanal.xls)
2 Es el nico fondo de esta Clase de Activos
3 Promedio simple de los Activos que damos seguimiento en esta Clase, Man AHL, JPM G.REIT, ORO

PE

5 MEDIO

Finaccess

MP

INGCORP_BDF

ING

-0.42%

2.95%

7.25%

Rendimiento Neto Anualizado (despus de comisiones e ISR)

-2.83%

2.23%

6.20%

1.80%

1,651

AA/4

AGRES D

PF

Cambios en
Asignacin 1Q-4Q

Moderado

3
Medio

Agresivo

Moderado

4
Medio

Agresivo

Moderado

5
Medio

Agresivo

Moderado

6
Medio

Agresivo

LIQUIDEZ
DEUDA MXP MP
DEUDA MXP LP
DEUDA GLOBAL
BOLSA MEX
BOLSA GLOBAL
ALTERNATIVA
S/TOT BOLSA
S/TOT DIVISAS

0.0%
-0.3%
0.0%
0.0%
0.2%
0.0%
0.0%
0.2%
0.0%

0.0%
-0.4%
0.1%
0.0%
0.3%
0.0%
0.0%
0.3%
0.0%

0.0%
0.0%
-0.4%
0.0%
0.4%
0.0%
0.0%
0.4%
0.0%

0.0%
0.0%
-0.1%
-0.2%
0.2%
0.0%
0.0%
0.3%
-0.2%

0.0%
0.0%
-0.3%
0.0%
0.3%
0.0%
0.0%
0.3%
0.0%

0.0%
0.0%
-0.2%
0.0%
0.3%
0.0%
0.0%
0.2%
0.0%

0.0%
1.0%
-1.0%
-0.2%
0.2%
0.0%
-0.1%
0.3%
-0.3%

0.0%
0.0%
0.2%
-0.4%
0.2%
0.0%
0.0%
0.2%
-0.5%

0.0%
0.0%
-0.1%
0.0%
0.3%
0.0%
-0.2%
0.3%
-0.2%

0.0%
11.9%
-7.6%
-6.6%
-0.3%
-0.3%
2.9%
-0.6%
-4.0%

0.0%
4.5%
2.4%
-10.1%
-1.0%
-0.8%
5.0%
-1.7%
-5.9%

0.0%
14.6%
-19.4%
0.1%
4.4%
0.5%
-0.3%
4.9%
0.4%

Moderado

3
Medio

Agresivo

Moderado

4
Medio

Agresivo

Moderado

5
Medio

Agresivo

Moderado

6
Medio

Agresivo

0.0%
57.0%
34.5%
0.0%
8.5%
0.0%
0.0%
8.5%
0.0%
100.0%

0.0%
36.8%
51.8%
0.0%
11.4%
0.0%
0.0%
11.4%
0.0%
100.0%

0.0%
20.0%
65.3%
0.0%
14.7%
0.0%
0.0%
14.7%
0.0%
100.0%

0.0%
40.0%
24.6%
23.6%
9.3%
2.5%
0.0%
11.7%
26.1%
100.0%

0.0%
20.0%
37.5%
27.0%
12.5%
3.0%
0.0%
15.5%
30.0%
100.0%

0.0%
13.0%
39.5%
26.2%
17.5%
3.8%
0.0%
21.3%
30.0%
100.0%

0.0%
36.0%
28.7%
18.5%
8.5%
1.7%
6.7%
10.2%
26.8%
100.0%

0.0%
20.0%
33.3%
24.9%
11.8%
2.4%
7.7%
14.2%
35.0%
100.0%

0.0%
0.0%
42.3%
30.0%
16.1%
3.8%
7.8%
19.9%
41.6%
100.0%

0.0%
46.9%
22.1%
12.0%
8.0%
1.4%
9.7%
9.4%
23.0%
100.0%

0.0%
24.5%
35.4%
15.2%
10.6%
1.7%
12.6%
12.3%
29.6%
100.0%

0.0%
14.6%
35.7%
18.3%
14.1%
2.6%
14.7%
16.7%
35.6%
100.0%

Moderado

3
Medio

Agresivo

Moderado

4
Medio

Agresivo

Moderado

5
Medio

Agresivo

Moderado

6
Medio

Agresivo

0.0%
57.3%
34.4%
0.0%
8.3%
0.0%
0.0%
8.3%
0.0%
100.0%

0.0%
37.2%
51.7%
0.0%
11.1%
0.0%
0.0%
11.1%
0.0%
100.0%

0.0%
20.0%
65.8%
0.0%
14.2%
0.0%
0.0%
14.2%
0.0%
100.0%

0.0%
40.0%
24.7%
23.7%
9.0%
2.5%
0.0%
11.5%
26.2%
100.0%

0.0%
20.0%
37.9%
27.0%
12.1%
3.0%
0.0%
15.1%
30.0%
100.0%

0.0%
13.0%
39.8%
26.2%
17.2%
3.8%
0.0%
21.1%
30.0%
100.0%

0.0%
35.0%
29.7%
18.6%
8.3%
1.7%
6.8%
10.0%
27.1%
100.0%

0.0%
20.0%
33.1%
25.2%
11.5%
2.5%
7.7%
14.0%
35.4%
100.0%

0.0%
0.0%
42.4%
30.0%
15.7%
3.8%
8.0%
19.6%
41.9%
100.0%

0.0%
35.0%
29.7%
18.6%
8.3%
1.7%
6.8%
10.0%
27.1%
100.0%

0.0%
20.0%
33.1%
25.2%
11.5%
2.5%
7.7%
14.0%
35.4%
100.0%

0.0%
0.0%
55.0%
18.2%
9.7%
2.1%
15.0%
11.8%
35.3%
100.0%

Moderado

3
Medio

Agresivo

Moderado

4
Medio

Agresivo

Moderado

5
Medio

Agresivo

Moderado

6
Medio

Agresivo

LIQUIDEZ
DEUDA MXP MP
DEUDA MXP LP
DEUDA GLOBAL
BOLSA MEX
BOLSA GLOBAL
ALTERNATIVA
S/TOT BOLSA
S/TOT DIVISAS
TOTAL

0.0%
57.5%
34.3%
0.0%
8.2%
0.0%
0.0%
8.2%
0.0%
100.0%

0.0%
37.4%
51.7%
0.0%
10.9%
0.0%
0.0%
10.9%
0.0%
100.0%

0.0%
20.0%
66.3%
0.0%
13.7%
0.0%
0.0%
13.7%
0.0%
100.0%

0.0%
40.1%
24.8%
23.6%
8.9%
2.5%
0.0%
11.4%
26.1%
100.0%

0.0%
20.0%
38.0%
27.0%
12.0%
3.0%
0.0%
15.0%
30.0%
100.0%

0.0%
13.5%
39.6%
26.1%
17.0%
3.9%
0.0%
20.9%
30.0%
100.0%

0.0%
35.6%
29.2%
18.6%
8.2%
1.7%
6.7%
9.9%
27.0%
100.0%

0.0%
20.0%
33.3%
25.1%
11.4%
2.5%
7.7%
13.8%
35.3%
100.0%

0.0%
0.0%
42.8%
30.0%
15.5%
3.9%
7.9%
19.4%
41.8%
100.0%

0.0%
35.6%
29.2%
18.6%
8.2%
1.7%
6.7%
9.9%
27.0%
100.0%

0.0%
20.0%
33.3%
25.1%
11.4%
2.5%
7.7%
13.8%
35.3%
100.0%

0.0%
0.0%
55.3%
18.2%
9.4%
2.0%
15.1%
11.4%
35.3%
100.0%

2Q-2011

3
Moderado

3
Medio

3
Agresivo

4
Moderado

4
Medio

4
Agresivo

5
Moderado

5
Medio

5
Agresivo

6
Moderado

Medio

Agresivo

LIQUIDEZ
DEUDA MXP MP
DEUDA MXP LP
DEUDA GLOBAL
BOLSA MEX
BOLSA GLOBAL
ALTERNATIVA
S/TOT BOLSA
S/TOT DIVISAS
TOTAL

0.0%
57.6%
34.4%
0.0%
8.0%
0.0%
0.0%
8.0%
0.0%
100.0%

0.0%
37.4%
52.0%
0.0%
10.6%
0.0%
0.0%
10.6%
0.0%
100.0%

0.0%
20.0%
66.8%
0.0%
13.2%
0.0%
0.0%
13.2%
0.0%
100.0%

0.0%
40.2%
22.8%
25.4%
9.2%
2.4%
0.0%
11.6%
27.8%
100.0%

0.0%
20.0%
38.0%
27.2%
12.0%
2.8%
0.0%
14.8%
30.0%
100.0%

0.0%
14.2%
38.9%
26.2%
16.9%
3.8%
0.0%
20.7%
30.0%
100.0%

0.0%
35.6%
28.0%
19.6%
8.1%
1.5%
7.2%
9.6%
28.3%
100.0%

0.0%
18.4%
33.1%
26.6%
11.6%
2.4%
7.9%
14.0%
36.9%
100.0%

0.0%
0.0%
42.1%
30.0%
15.6%
3.8%
8.4%
19.4%
42.3%
100.0%

0.0%
35.6%
28.0%
19.6%
8.1%
1.5%
7.2%
9.6%
28.3%
100.0%

0.0%
18.4%
33.1%
26.6%
11.6%
2.4%
7.9%
14.0%
36.9%
100.0%

0.0%
0.0%
57.1%
15.8%
8.3%
1.7%
17.1%
10.0%
34.6%
100.0%

1Q-2012
LIQUIDEZ
DEUDA MXP MP
DEUDA MXP LP
DEUDA GLOBAL
BOLSA MEX
BOLSA GLOBAL
ALTERNATIVA
S/TOT BOLSA
S/TOT DIVISAS
TOTAL

4Q-2011
LIQUIDEZ
DEUDA MXP MP
DEUDA MXP LP
DEUDA GLOBAL
BOLSA MEX
BOLSA GLOBAL
ALTERNATIVA
S/TOT BOLSA
S/TOT DIVISAS
TOTAL

3Q-2011

RENDIMIENTO
HISTORICO
ANUAL

RENDIMIENTO
HISTORICO
ACUMULADO

RENDIMIENTO
HISTORICO
PORTAFOLIO

PERIODO

LIQUIDEZ

DEUDA MXP MP

DEUDA MXP LP

DEUDA GLOBAL

12 meses

4.63%

4.87%

14.75%

13.15%

3 aos

4.81%

5.16%

10.61%

4.98%

5 aos

6.09%

6.31%

9.42%

7.74%

PERIODO

LIQUIDEZ

DEUDA MXP MP

DEUDA MXP LP

DEUDA GLOBAL

12 meses

4.6%

4.9%

14.8%

13.2%

3 aos

15.1%

16.3%

35.3%

15.7%

5 aos

34.4%

35.8%

56.8%

45.2%

PERIODO

ANUAL

ACUMULADO

12 meses

10.4%

10.4%

3 aos

10.4%

34.7%

5 aos

7.7%

44.9%

ACTIVOS

LIQUIDEZ

DEUDA MXP MP

DEUDA MXP LP

DEUDA GLOBAL

CLASE

5.70%

6.12%

9.10%

8.05%

VOL.

0.71%

0.97%

6.73%

11.83%

DesvSt

0.20%

0.28%

1.94%

3.41%

Portafolio

9.6%
DEUDA GLOBAL

RENDIMIENTO
ESPERADO

MATRIZ

LIQUIDEZ

DEUDA MXP MP

DEUDA MXP LP

StDev * Portfolio

0.00000000

0.00000000

0.00000000

0.00000000

LIQUIDEZ

1.00000000

0.84555155

0.16701662

-0.08153308

DEUDA MXP MP

0.84555155

1.00000000

0.44340594

-0.15037856

DEUDA MXP LP

0.16701662

0.44340594

1.00000000

-0.09129868

DEUDA GLOBAL

-0.08153308

-0.15037856

-0.09129868

1.00000000

BOLSA MEX

-0.06395715

0.12813075

0.37603471

-0.18786556

BOLSA GLOBAL

-0.19719571

-0.06839387

0.09949760

0.01902463

ALTERNATIVA

-0.13464102

-0.20024352

-0.11259479

0.11838030

StDev * Portfolio *Correl

0.00000000

0.00000000

0.00000000

0.00000000

FRONTERA EFICIENTE
16.0%
14.0%

RENDIMIENTO

12.0%

10.0%
8.0%
6.0%

4.0%
2.0%

2.0%

0.0%
0.00%

1.00%

2.00%

3.00%

4.00%

5.00%

6.00%

7.00%

VOLATILIDAD
Rendimiento

- 1 DesvStd

Agresivo
Medio
Moderado

RENDIMIENTO

Conservador

7.40%

8.05%

11.98%

9.73%

BOLSA MEX

BOLSA GLOBAL

ALTERNATIVA

VOLATILIDAD

LIQUIDEZ

5.56%

0.15%

7.71%

0.80%

80.29%

25.74%

14.52%

16.46%

1.00%

37.70%

6.57%

2.24%

7.26%

1.20%

0.00%

1.40%

0.00%

BOLSA MEX

BOLSA GLOBAL

ALTERNATIVA

1.60%

0.00%

5.6%

0.2%

7.7%

1.80%

0.00%

98.8%

50.2%

58.0%

2.00%

0.00%

37.5%

11.7%

42.0%

2.20%

0.00%

2.40%

0.00%

10

2.60%

0.00%

FECHAS

40998

Hoy

30-Mar-12

12 meses

31-Mar-11

11

2.80%

0.00%

3 aos

31-Mar-09

12

3.00%

0.00%

5 aos

30-Mar-07

13

3.20%

0.00%

14

3.40%

0.00%

BOLSA MEX

BOLSA GLOBAL

ALTERNATIVA

15

3.60%

0.00%

17.58%

9.47%

13.60%

16

3.80%

0.00%

19.17%

20.70%

23.45%

17

4.00%

0.00%

5.53%

5.98%

6.77%

18

4.20%

0.00%

19

4.40%

0.00%

20

4.60%

0.00%

BOLSA MEX

BOLSA GLOBAL

ALTERNATIVA

21

4.80%

0.00%

0.00000000

0.00000000

0.00000000

22

5.00%

0.00%

-0.06395715

-0.19719571

-0.13464102

23

5.20%

0.00%

0.12813075

-0.06839387

-0.20024352

24

5.40%

0.00%

0.37603471

0.09949760

-0.11259479

25

5.60%

0.00%

-0.18786556

0.01902463

0.11838030

26

6.00%

0.00%

1.00000000

0.53601342

0.01601045

27

6.40%

0.00%

0.53601342

1.00000000

0.14723216

28

6.80%

0.00%

0.01601045

0.14723216

1.00000000

29

7.20%

0.00%

0.00000000

0.00000000

0.00000000

30

7.60%

0.00%

31

8.00%

0.00%

32

8.40%

0.00%

33

8.80%

0.00%

34

9.20%

0.00%

35

9.60%

0.00%

36

10.00%

0.00%

0.00000

NTERA EFICIENTE
17.0%

RENDIMIENTO

15.0%

13.0%
11.0%
9.0%

7.0%

7.00%

8.00%

9.00%

10.00%

11.00%

5.0%
0.00%

1.00%

2.00%

1- 100% Deuda Local

2- Hasta 30% Deuda Global
3- Hasta 30% Bolsa Mexicana
4- Hasta 30% Deuda Global, 30% Bolsa Mexicana, 30
5- Hasta 30% Deuda Global, 30% Bolsa Mexicana, 30
6- Sin Restricciones

- 1 DesvStd

Muy Agresivo

18.16%

6.54%

13.32%

DEUDA MXP MP

DEUDA MXP LP

DEUDA GLOBAL

BOLSA MEX

BOLSA GLOBAL

ALTERNATIVA

8.86%

3.84%

3.04%

1.11%

0.99%

1.87%

51.46%

1.97%

3.81%

1.45%

0.90%

2.71%

86.72%

2.34%

4.74%

2.23%

0.59%

3.39%

82.24%

3.85%

6.26%

3.17%

0.62%

3.86%

80.20%

3.60%

7.59%

3.68%

0.75%

4.18%

75.68%

5.28%

9.21%

4.45%

0.90%

4.48%

70.57%

7.86%

10.68%

5.15%

1.04%

4.70%

64.89%

11.25%

11.95%

5.70%

1.17%

5.04%

57.91%

15.90%

13.27%

6.26%

1.27%

5.39%

52.74%

18.69%

14.63%

6.85%

1.39%

5.71%

47.25%

21.92%

15.91%

7.40%

1.49%

6.03%

41.09%

25.93%

17.11%

7.92%

1.59%

6.36%

35.99%

28.68%

18.46%

8.52%

1.70%

6.65%

30.71%

31.71%

19.73%

9.05%

1.82%

6.98%

21.38%

38.85%

20.96%

9.59%

1.93%

7.29%

20.00%

37.91%

22.27%

10.26%

2.06%

7.50%

20.00%

35.57%

23.59%

10.97%

2.23%

7.65%

20.00%

33.27%

24.85%

11.77%

2.44%

7.67%

17.42%

33.22%

26.27%

12.80%

2.78%

7.51%

11.08%

37.08%

27.59%

13.58%

2.91%

7.76%

4.78%

41.08%

28.81%

14.30%

3.07%

7.96%

0.00%

43.46%

30.00%

15.15%

3.29%

8.10%

0.00%

42.28%

30.00%

16.08%

3.81%

7.83%

0.00%

40.91%

30.00%

17.04%

4.26%

7.79%

0.00%

39.71%

30.00%

17.86%

4.73%

7.71%

0.00%

37.40%

30.00%

19.51%

5.60%

7.49%

0.00%

35.20%

30.00%

21.08%

6.43%

7.29%

0.00%

32.91%

30.00%

22.91%

7.09%

7.09%

0.00%

32.62%

30.00%

21.27%

8.73%

7.38%

0.00%

32.20%

30.00%

20.01%

9.99%

7.80%

0.00%

32.00%

30.00%

18.04%

11.96%

8.00%

0.00%

33.49%

30.00%

16.51%

13.49%

6.51%

0.00%

34.65%

30.00%

15.35%

14.65%

5.35%

0.00%

35.79%

30.00%

14.21%

15.79%

4.21%

0.00%

37.62%

28.43%

12.38%

17.62%

3.95%

0.00%

39.67%

26.31%

10.33%

19.67%

4.02%

FRONTERA EFICIENTE

2.00%

3.00%

4.00%

5.00%

6.00%

VOLATILIDAD

7.00%

8.00%

9.00%

10.00%

1- 100% Deuda Local

2- Hasta 30% Deuda Global
3- Hasta 30% Bolsa Mexicana
4- Hasta 30% Deuda Global, 30% Bolsa Mexicana, 30% Bolsa Global y mx 30% en Divisas
5- Hasta 30% Deuda Global, 30% Bolsa Mexicana, 30% Bolsa Global, 10% Inversin Alternativa y mx 50% en Divisas
6- Sin Restricciones

11.00%

Rendimiento

Volatilidad

- 1 DesvStd

+ 1 DesvStd

6.39%

0.80%

5.54%

7.24%

R. Incremental

^ - DesvStd

^ + DesvStd

6.81%

1.00%

5.75%

7.20%

1.20%

5.91%

7.88%

0.42%

0.21%

0.64%

8.48%

0.38%

0.16%

7.48%

1.40%

0.60%

5.97%

8.98%

0.28%

0.06%

7.73%

0.50%

1.60%

6.01%

9.46%

0.25%

0.03%

0.47%

7.97%

1.80%

6.02%

9.91%

0.23%

0.02%

0.45%

8.19%

2.00%

6.03%

10.35%

0.22%

0.00%

0.44%

8.41%

2.20%

6.02%

10.79%

0.22%

0.00%

0.44%

8.62%

2.40%

6.01%

11.23%

0.21%

-0.01%

0.44%

8.83%

2.60%

6.00%

11.66%

0.21%

-0.01%

0.43%

9.04%

2.80%

5.98%

12.09%

0.21%

-0.02%

0.43%

9.24%

3.00%

5.97%

12.52%

0.21%

-0.02%

0.43%

9.45%

3.20%

5.95%

12.95%

0.20%

-0.02%

0.43%

9.65%

3.40%

5.92%

13.38%

0.20%

-0.02%

0.43%

9.86%

3.60%

5.90%

13.81%

0.20%

-0.02%

0.43%

10.06%

3.80%

5.88%

14.24%

0.20%

-0.03%

0.43%

10.26%

4.00%

5.85%

14.67%

0.20%

-0.03%

0.43%

10.45%

4.20%

5.81%

15.09%

0.20%

-0.03%

0.42%

10.64%

4.40%

5.77%

15.51%

0.19%

-0.04%

0.42%

10.82%

4.60%

5.72%

15.92%

0.18%

-0.05%

0.41%

11.00%

4.80%

5.67%

16.33%

0.18%

-0.05%

0.41%

11.18%

5.00%

5.62%

16.74%

0.18%

-0.05%

0.41%

11.35%

5.20%

5.56%

17.15%

0.17%

-0.06%

0.40%

11.52%

5.40%

5.50%

17.54%

0.16%

-0.07%

0.40%

11.68%

5.60%

5.42%

17.93%

0.16%

-0.07%

0.39%

11.98%

6.00%

5.26%

18.69%

0.15%

-0.08%

0.38%

12.26%

6.40%

5.08%

19.45%

0.14%

-0.09%

0.38%

12.54%

6.80%

4.88%

20.19%

0.14%

-0.10%

0.37%

12.79%

7.20%

4.67%

20.91%

0.13%

-0.11%

0.36%

13.02%

7.60%

4.43%

21.61%

0.12%

-0.12%

0.35%

13.24%

8.00%

4.18%

22.30%

0.11%

-0.13%

0.34%

13.43%

8.40%

3.90%

22.96%

0.10%

-0.14%

0.33%

13.62%

8.80%

3.62%

23.61%

0.09%

-0.14%

0.33%

13.79%

9.20%

3.32%

24.26%

0.09%

-0.15%

0.32%

13.96%

9.60%

3.02%

24.90%

0.08%

-0.15%

0.32%

14.11%

10.00%

2.70%

25.52%

0.08%

-0.16%

0.31%

1- 100% Deuda Local

2- Hasta 30% Deuda Global
3- Hasta 30% Bolsa Mexicana
4- Hasta 30% Deuda Global, 30% Bolsa Mexicana, 30% Bolsa Global y mx 30% en Divisas
5- Hasta 30% Deuda Global, 30% Bolsa Mexicana, 30% Bolsa Global, 10% Inversin Alternativa y mx 50% en Divisas
6- Sin Restricciones

VOL

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

6.03%

6.20%

6.07%

6.33%

6.39%

6.39%

0.80%

7.74%

6.37%

6.59%

6.42%

6.70%

6.81%

6.81%

1.00%

8.17%

6.62%

6.84%

6.69%

7.07%

7.20%

7.10%

1.20%

8.53%

6.81%

7.04%

6.90%

7.32%

7.48%

7.48%

1.40%

8.89%

6.97%

7.23%

7.09%

7.56%

7.73%

7.74%

1.60%

9.19%

7.12%

7.40%

7.27%

7.78%

7.97%

7.99%

1.80%

9.48%

7.27%

7.57%

7.44%

8.00%

8.19%

8.23%

2.00%

9.76%

7.41%

7.74%

7.60%

8.20%

8.41%

8.46%

2.20%

10.02%

7.55%

7.90%

7.76%

8.41%

8.62%

8.68%

2.40%

10.29%

7.69%

8.06%

7.92%

8.61%

8.83%

8.91%

2.60%

10.55%

7.83%

8.23%

8.08%

8.81%

9.04%

9.13%

2.80%

10.81%

7.97%

8.39%

8.23%

9.01%

9.24%

9.35%

3.00%

11.06%

8.10%

8.55%

8.39%

9.21%

9.45%

9.57%

3.20%

11.32%

8.24%

8.70%

8.54%

9.41%

9.65%

9.79%

3.40%

11.57%

8.38%

8.86%

8.70%

9.61%

9.86%

10.01%

3.60%

11.82%

8.51%

8.99%

8.85%

9.80%

10.06% 10.23%

3.80%

12.07%

8.65%

9.12%

9.01%

10.00% 10.26% 10.45%

4.00%

12.32%

8.78%

9.25%

9.16%

10.18% 10.45% 10.67%

4.20%

12.57%

8.91%

9.33%

9.31%

10.36% 10.64% 10.88%

4.40%

12.82%

9.02%

9.37%

9.46%

10.53% 10.82% 11.10%

4.60%

13.06%

9.13%

9.41%

9.62%

10.69% 11.00% 11.31%

4.80%

13.30%

9.21%

9.44%

9.77%

10.84% 11.18% 11.52%

5.00%

13.52%

9.24%

9.47%

9.92%

10.99% 11.35% 11.72%

5.20%

13.72%

9.27%

9.49%

10.07% 11.14% 11.52% 11.92%

5.40%

13.92%

9.29%

9.52%

10.22% 11.29% 11.68% 12.11%

5.60%

14.11%

9.34%

9.54%

10.50% 11.57% 11.98% 12.48%

6.00%

14.48%

9.38%

9.54%

10.77% 11.84% 12.26% 12.82%

6.40%

14.84%

9.42%

9.54%

11.05% 12.10% 12.54% 13.15%

6.80%

15.17%

9.43%

9.54%

11.31% 12.32% 12.79% 13.46%

7.20%

15.50%

9.43%

9.54%

11.56% 12.50% 13.02% 13.75%

7.60%

15.80%

9.43%

9.54%

11.81% 12.67% 13.24% 14.04%

8.00%

16.09%

9.43%

9.54%

11.95% 12.82% 13.43% 14.32%

8.40%

16.35%

9.43%

9.54%

12.00% 12.97% 13.62% 14.59%

8.80%

16.60%

9.43%

9.54%

12.05% 13.11% 13.79% 14.85%

9.20%

16.84%

9.43%

9.54%

12.08% 13.23% 13.96% 15.10%

9.60%

17.08%

9.43%

9.54%

12.11% 13.29% 14.11% 15.35% 10.00%

17.31%

CLASES
DESCRIPCIO
N
volatilidad

FONDEO

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.80%

64.46%

0.00%

27.53%

5.34%

0.00%

2.7%

0.0%

1.00%

5.76%

0.00%

82.55%

7.55%

0.00%

4.1%

0.0%

1.20%

0.00%

0.00%

75.06%

19.30%

0.00%

5.6%

0.0%

1.40%

0.00%

0.00%

69.10%

20.00%

0.00%

10.9%

0.0%

1.60%

0.00%

0.00%

64.11%

20.00%

0.00%

14.9%

0.0%

1.80%

0.00%

0.00%

58.30%

20.00%

0.00%

16.8%

0.0%

2.00%

0.00%

0.00%

52.68%

20.00%

0.00%

18.7%

0.0%

2.20%

0.00%

0.00%

47.29%

20.00%

0.00%

20.7%

0.0%

2.40%

0.00%

0.00%

41.95%

20.00%

0.00%

22.7%

0.0%

2.60%

0.00%

0.00%

36.66%

20.00%

0.00%

24.6%

0.0%

2.80%

0.00%

0.00%

31.43%

20.00%

0.00%

26.4%

0.0%

3.00%

0.00%

0.00%

26.31%

20.00%

0.00%

28.4%

0.0%

3.20%

0.00%

0.00%

21.12%

20.00%

0.00%

30.2%

0.0%

3.40%

0.00%

0.00%

15.93%

20.00%

0.00%

31.8%

0.0%

3.60%

0.00%

0.00%

11.01%

20.00%

0.00%

34.0%

0.0%

3.80%

0.00%

0.00%

5.94%

20.00%

0.00%

35.9%

0.0%

4.00%

0.00%

0.00%

0.65%

20.00%

0.00%

37.2%

0.0%

4.20%

0.00%

0.00%

0.00%

20.00%

0.00%

40.1%

0.0%

4.40%

0.00%

0.00%

0.00%

19.10%

0.00%

46.7%

0.0%

4.60%

0.00%

0.00%

0.00%

11.94%

0.00%

50.7%

0.0%

4.80%

0.00%

0.00%

0.00%

4.84%

0.00%

54.5%

0.0%

5.00%

0.00%

0.00%

0.00%

0.00%

0.00%

50.7%

0.0%

5.20%

0.00%

0.00%

0.00%

0.00%

0.00%

43.4%

0.0%

5.40%

0.00%

0.00%

0.00%

0.00%

0.00%

37.0%

0.0%

5.60%

0.00%

0.00%

0.00%

0.00%

0.00%

31.0%

0.0%

6.00%

0.00%

0.00%

0.00%

0.00%

0.00%

20.2%

0.0%

6.40%

0.00%

0.00%

0.00%

0.00%

0.00%

10.2%

0.0%

6.80%

0.00%

0.00%

0.00%

0.00%

0.00%

0.8%

0.0%

7.20%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

7.60%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

8.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

8.40%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

8.80%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

9.20%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

9.60%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

10.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

LIQUIDEZ

CETES All

REVISABLE

MEX_CORP

UDIs All

UDIs 5-10

UDIs 10+

DUEDA MEDIANO PLAZO

DEUDA LARGO P

Bonos M All

Bonos M 1-3

Bonos M 3-5

Bonos M 5-10

Bonos M 10+

USD All Mat

USD 10y

GBP All Mat

DEUDA LARGO PLAZO

DEUDA INTERNA

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.01%

0.99%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.44%

3.44%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.79%

5.80%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

4.00%

7.97%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

5.20%

10.17%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

6.38%

12.40%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

7.55%

14.62%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

8.62%

16.68%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

9.77%

18.96%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

10.92%

21.31%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

11.81%

23.14%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

12.88%

25.29%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

14.17%

28.03%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

6.03%

33.90%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

34.18%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

37.40%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

40.63%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

44.09%

5.25%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

41.37%

15.22%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

38.94%

24.11%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

36.71%

32.28%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

32.63%

47.22%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

28.89%

60.91%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

25.37%

73.80%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

25.06%

74.94%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

25.06%

74.94%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

25.06%

74.94%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

25.06%

74.94%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

25.06%

74.94%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

25.06%

74.94%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

25.06%

74.94%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

25.06%

74.94%

0.00%

0.00%

0.00%

0.00%

EUR All Mat

UMS All

UMS 1-3

UMS 3-5

UMS 5-10

UMS 10+

DEUDA INTERNACIONAL

IPC

NIKKEI

MEX

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

HANG SENG

KOSPI

STI

BRIC50D

DAX

CAC40

IBEX

IBOV

BOLSA INTERNACIONAL
asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

DOW

NASDAQ

AHL

GPRI

ORO

ALTERNATIVA

Rendimiento

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

6.03%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

6.37%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

6.62%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

6.81%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

6.97%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.12%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.27%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.41%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.55%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.69%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.83%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.97%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.10%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.24%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.38%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.51%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.65%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.78%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.91%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.02%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.13%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.21%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.24%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.27%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.29%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.34%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.38%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.42%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.43%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.43%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.43%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.43%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.43%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.43%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.43%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.43%
Tasa Libre de
Riesgo-Fondeo

Sharpe Ratio

1Std

0.80%

0.41

5.18%

6.88%

1.00%

0.67

5.31%

7.44%

0.35%

1.20%

0.77

5.34%

7.90%

1.40%

0.79

5.31%

8.30%

1.60%

0.79

5.26%

1.80%

0.79

2.00%

0.13%

0.56%

0.25%

0.03%

0.46%

0.19%

-0.03%

0.40%

8.68%

0.16%

-0.06%

0.38%

5.19%

9.05%

0.15%

-0.07%

0.37%

0.78

5.12%

9.41%

0.15%

-0.07%

0.36%

2.20%

0.78

5.05%

9.77%

0.14%

-0.07%

0.36%

2.40%

0.77

4.97%

10.13%

0.14%

-0.08%

0.36%

2.60%

0.77

4.89%

10.49%

0.14%

-0.08%

0.36%

2.80%

0.76

4.81%

10.85%

0.14%

-0.08%

0.36%

3.00%

0.76

4.73%

11.21%

0.14%

-0.08%

0.36%

3.20%

0.75

4.64%

11.56%

0.14%

-0.08%

0.36%

3.40%

0.75

4.56%

11.92%

0.14%

-0.08%

0.36%

3.60%

0.74

4.47%

12.28%

0.14%

-0.09%

0.36%

3.80%

0.74

4.39%

12.63%

0.14%

-0.09%

0.36%

4.00%

0.74

4.30%

12.99%

0.13%

-0.09%

0.36%

4.20%

0.73

4.21%

13.35%

0.13%

-0.09%

0.36%

4.40%

0.73

4.12%

13.70%

0.13%

-0.10%

0.35%

4.60%

0.72

4.01%

14.04%

0.11%

-0.11%

0.34%

4.80%

0.72

3.89%

14.37%

0.11%

-0.11%

0.34%

5.00%

0.70

3.75%

14.67%

0.07%

-0.15%

0.30%

5.20%

0.68

3.56%

14.92%

0.03%

-0.19%

0.25%

5.40%

0.66

3.37%

15.17%

0.03%

-0.19%

0.25%

5.60%

0.64

3.17%

15.41%

0.03%

-0.19%

0.25%

6.00%

0.61

2.78%

15.90%

0.02%

-0.20%

0.24%

6.40%

0.58

2.38%

16.38%

0.02%

-0.20%

0.24%

6.80%

0.55

1.98%

16.86%

0.02%

-0.20%

0.24%

7.20%

0.52

1.55%

17.31%

0.00%

-0.22%

0.22%

7.60%

0.49

1.11%

17.74%

0.00%

-0.22%

0.22%

8.00%

0.47

0.67%

18.18%

0.00%

-0.22%

0.22%

8.40%

0.44

0.23%

18.62%

0.00%

-0.22%

0.22%

8.80%

0.42

-0.20%

19.06%

0.00%

-0.22%

0.22%

9.20%

0.41

-0.64%

19.49%

0.00%

-0.22%

0.22%

9.60%

0.39

-1.08%

19.93%

0.00%

-0.22%

0.22%

10.00%

0.37

-1.52%

20.37%

0.00%

-0.22%

0.22%

Rendimiento

Volatilidad

5.70%

0.71%

RENDIMIENTO

Volatilidad

FRONTERA EFICIENTE
10.0%
9.0%
8.0%
7.0%
6.0%
5.0%
4.0%
3.0%
2.0%
1.0%
0.0%
0.00% 1.00% 2.00% 3.00% 4.00% 5.00% 6.00% 7.00% 8.00% 9.00% 10.00% 11.00%

DESVIACION STANDARD

CLASES
DESCRIPCIO
N
volatilidad

FONDEO

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.80%

44.06%

0.00%

45.75%

3.66%

0.00%

3.1%

0.0%

1.00%

0.00%

0.00%

80.63%

10.48%

0.00%

3.8%

0.0%

1.20%

0.00%

0.00%

67.67%

20.00%

0.00%

5.7%

0.0%

1.40%

0.00%

0.00%

60.98%

20.00%

0.00%

10.0%

0.0%

1.60%

0.00%

0.00%

53.52%

20.00%

0.00%

11.4%

0.0%

1.80%

0.00%

0.00%

46.89%

20.00%

0.00%

13.2%

0.0%

2.00%

0.00%

0.00%

40.33%

20.00%

0.00%

14.7%

0.0%

2.20%

0.00%

0.00%

34.04%

20.00%

0.00%

16.4%

0.0%

2.40%

0.00%

0.00%

27.96%

20.00%

0.00%

18.2%

0.0%

2.60%

0.00%

0.00%

21.96%

20.00%

0.00%

20.0%

0.0%

2.80%

0.00%

0.00%

15.36%

20.00%

0.00%

20.5%

0.0%

3.00%

0.00%

0.00%

9.11%

20.00%

0.00%

21.8%

0.0%

3.20%

0.00%

0.00%

3.15%

20.00%

0.00%

23.4%

0.0%

3.40%

0.00%

0.00%

0.00%

20.00%

0.00%

25.4%

0.0%

3.60%

0.00%

0.00%

0.00%

20.00%

0.00%

28.1%

0.0%

3.80%

0.00%

0.00%

0.00%

12.41%

0.00%

33.1%

0.0%

4.00%

0.00%

0.00%

0.00%

4.36%

0.00%

37.3%

0.0%

4.20%

0.00%

0.00%

0.00%

0.00%

0.00%

41.7%

0.0%

4.40%

0.00%

0.00%

0.00%

0.00%

0.00%

31.7%

0.0%

4.60%

0.00%

0.00%

0.00%

0.00%

0.00%

25.8%

0.0%

4.80%

0.00%

0.00%

0.00%

0.00%

0.00%

20.8%

0.0%

5.00%

0.00%

0.00%

0.00%

0.00%

0.00%

16.2%

0.0%

5.20%

0.00%

0.00%

0.00%

0.00%

0.00%

11.1%

0.0%

5.40%

0.00%

0.00%

0.00%

0.00%

0.00%

6.3%

0.0%

5.60%

0.00%

0.00%

0.00%

0.00%

0.00%

1.7%

0.0%

6.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

6.40%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

6.80%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

7.20%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

7.60%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

8.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

8.40%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

8.80%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

9.20%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

9.60%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

10.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

LIQUIDEZ

CETES All

REVISABLE

MEX_CORP

UDIs All

UDIs 5-10

UDIs 10+

DUEDA MEDIANO PLAZO

DEUDA LARGO P

Bonos M All

Bonos M 1-3

Bonos M 3-5

Bonos M 5-10

Bonos M 10+

USD All Mat

USD 10y

GBP All Mat

DEUDA LARGO PLAZO

DEUDA INTERNA

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.85%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.30%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.89%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

3.50%

2.24%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

5.14%

4.24%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

6.87%

6.47%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

8.33%

8.55%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

9.54%

10.49%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

10.69%

12.41%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

12.70%

15.49%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

14.37%

17.71%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

15.63%

19.71%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

10.91%

24.64%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

31.82%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

33.60%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

36.48%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

35.67%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

41.74%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

36.51%

7.68%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.37%

18.86%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

25.00%

28.76%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

21.82%

37.07%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

19.06%

44.64%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

16.44%

51.84%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

14.67%

55.33%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

14.67%

55.33%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

14.67%

55.33%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

14.67%

55.33%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

14.67%

55.33%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

14.67%

55.33%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

14.67%

55.33%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

14.67%

55.33%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

14.67%

55.33%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

14.67%

55.33%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

14.67%

55.33%

0.00%

0.00%

0.00%

0.00%

EUR All Mat

UMS All

UMS 1-3

UMS 3-5

UMS 5-10

UMS 10+

DEUDA INTERNACIONAL

IPC

NIKKEI

MEX

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

1.65%

0.00%

0.00%

0.90%

0.00%

0.00%

0.00%

0.00%

2.94%

0.00%

0.00%

1.81%

0.00%

0.00%

0.00%

0.00%

3.71%

0.00%

0.00%

2.93%

0.00%

0.00%

0.00%

0.00%

4.35%

0.00%

0.00%

3.77%

0.00%

0.00%

0.00%

0.00%

4.98%

0.00%

0.00%

4.35%

0.00%

0.00%

0.00%

0.00%

5.62%

0.00%

0.00%

4.86%

0.00%

0.00%

0.00%

0.00%

6.28%

0.00%

0.00%

5.31%

0.00%

0.00%

0.00%

0.00%

6.87%

0.00%

0.00%

5.80%

0.00%

0.00%

0.00%

0.00%

7.41%

0.00%

0.00%

6.39%

0.00%

0.00%

0.00%

0.00%

7.92%

0.00%

0.00%

6.99%

0.00%

0.00%

0.00%

0.00%

8.63%

0.00%

0.00%

7.32%

0.00%

0.00%

0.00%

0.00%

9.19%

0.00%

0.00%

7.80%

0.00%

0.00%

0.00%

0.00%

9.75%

0.00%

0.00%

8.30%

0.00%

0.00%

0.00%

0.00%

10.32%

0.00%

0.00%

8.78%

0.00%

0.00%

0.00%

0.00%

10.93%

0.00%

0.00%

9.11%

0.00%

0.00%

0.00%

0.00%

11.94%

0.00%

0.00%

8.92%

0.00%

0.00%

0.00%

0.00%

12.64%

0.00%

0.00%

9.21%

0.00%

0.00%

0.00%

0.00%

13.07%

0.00%

0.00%

5.81%

3.71%

0.00%

0.00%

0.00%

17.14%

0.00%

0.00%

0.00%

6.02%

3.43%

0.00%

0.00%

19.14%

0.00%

0.00%

0.00%

8.44%

2.42%

0.00%

0.00%

21.06%

0.00%

0.00%

0.00%

7.77%

1.17%

0.00%

0.00%

22.84%

0.00%

0.00%

0.00%

7.03%

0.13%

0.00%

0.00%

24.54%

0.00%

0.00%

0.00%

5.46%

0.00%

0.00%

0.00%

26.30%

0.00%

0.00%

0.00%

3.70%

0.00%

0.00%

0.00%

27.94%

0.00%

0.00%

0.00%

2.06%

0.00%

0.00%

0.00%

30.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

HANG SENG

KOSPI

STI

BRIC50D

DAX

CAC40

IBEX

IBOV

BOLSA INTERNACIONAL
asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

DOW

NASDAQ

AHL

GPRI

ORO

ALTERNATIVA

Rendimiento

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

6.20%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

6.59%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

6.84%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.04%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.23%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.40%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.57%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.74%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.90%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.06%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.23%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.39%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.55%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.70%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.86%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.99%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.12%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.25%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.33%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.37%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.41%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.44%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.47%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.49%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.52%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.54%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.54%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.54%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.54%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.54%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.54%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.54%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.54%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.54%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.54%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.54%
Tasa Libre de
Riesgo-Fondeo

Sharpe Ratio

1Std

0.80%

0.63

5.35%

7.05%

1.00%

0.89

5.52%

7.65%

0.39%

1.20%

0.95

5.56%

8.12%

1.40%

0.96

5.54%

8.54%

1.60%

0.95

5.51%

1.80%

0.95

2.00%

0.17%

0.60%

0.25%

0.04%

0.47%

0.20%

-0.01%

0.42%

8.94%

0.18%

-0.03%

0.40%

5.47%

9.33%

0.17%

-0.04%

0.39%

0.94

5.42%

9.72%

0.17%

-0.05%

0.39%

2.20%

0.93

5.37%

10.11%

0.17%

-0.05%

0.39%

2.40%

0.92

5.31%

10.49%

0.16%

-0.06%

0.38%

2.60%

0.91

5.25%

10.87%

0.16%

-0.06%

0.38%

2.80%

0.90

5.20%

11.26%

0.16%

-0.06%

0.38%

3.00%

0.90

5.13%

11.64%

0.16%

-0.06%

0.38%

3.20%

0.89

5.07%

12.02%

0.16%

-0.06%

0.38%

3.40%

0.88

5.01%

12.40%

0.16%

-0.06%

0.38%

3.60%

0.88

4.94%

12.78%

0.15%

-0.07%

0.38%

3.80%

0.87

4.85%

13.13%

0.13%

-0.09%

0.36%

4.00%

0.86

4.76%

13.49%

0.13%

-0.09%

0.35%

4.20%

0.85

4.66%

13.84%

0.13%

-0.10%

0.35%

4.40%

0.83

4.52%

14.14%

0.08%

-0.14%

0.31%

4.60%

0.80

4.34%

14.40%

0.04%

-0.18%

0.26%

4.80%

0.77

4.15%

14.66%

0.04%

-0.19%

0.26%

5.00%

0.75

3.97%

14.91%

0.03%

-0.19%

0.25%

5.20%

0.72

3.77%

15.16%

0.03%

-0.19%

0.25%

5.40%

0.70

3.58%

15.41%

0.03%

-0.19%

0.25%

5.60%

0.68

3.39%

15.65%

0.03%

-0.19%

0.25%

6.00%

0.64

2.96%

16.11%

0.01%

-0.21%

0.23%

6.40%

0.60

2.52%

16.55%

0.00%

-0.22%

0.22%

6.80%

0.56

2.09%

16.98%

0.00%

-0.22%

0.22%

7.20%

0.53

1.65%

17.42%

0.00%

-0.22%

0.22%

7.60%

0.50

1.21%

17.86%

0.00%

-0.22%

0.22%

8.00%

0.48

0.77%

18.30%

0.00%

-0.22%

0.22%

8.40%

0.46

0.33%

18.74%

0.00%

-0.22%

0.22%

8.80%

0.44

-0.10%

19.17%

0.00%

-0.22%

0.22%

9.20%

0.42

-0.54%

19.61%

0.00%

-0.22%

0.22%

9.60%

0.40

-0.98%

20.05%

0.00%

-0.22%

0.22%

10.00%

0.38

-1.42%

20.49%

0.00%

-0.22%

0.22%

Rendimiento

Volatilidad

5.70%

0.71%

RENDIMIENTO

Volatilidad

FRONTERA EFICIENTE
12.0%
10.0%
8.0%
6.0%
4.0%
2.0%
0.0%
0.00% 1.00% 2.00% 3.00% 4.00% 5.00% 6.00% 7.00% 8.00% 9.00% 10.00% 11.00%

DESVIACION STANDARD

CLASES
DESCRIPCIO
N
volatilidad

FONDEO

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.80%

71.13%

0.00%

22.49%

3.15%

0.00%

2.2%

0.0%

1.00%

15.18%

0.00%

75.21%

5.25%

0.00%

3.0%

0.0%

1.20%

0.00%

0.00%

81.75%

12.77%

0.00%

3.4%

0.0%

1.40%

0.00%

0.00%

73.01%

20.00%

0.00%

4.2%

0.0%

1.60%

0.00%

0.00%

69.28%

20.00%

0.00%

7.1%

0.0%

1.80%

0.00%

0.00%

65.89%

20.00%

0.00%

9.7%

0.0%

2.00%

0.00%

0.00%

61.82%

20.00%

0.00%

11.9%

0.0%

2.20%

0.00%

0.00%

57.72%

20.00%

0.00%

13.4%

0.0%

2.40%

0.00%

0.00%

53.62%

20.00%

0.00%

14.7%

0.0%

2.60%

0.00%

0.00%

49.29%

20.00%

0.00%

15.7%

0.0%

2.80%

0.00%

0.00%

45.15%

20.00%

0.00%

17.0%

0.0%

3.00%

0.00%

0.00%

41.09%

20.00%

0.00%

18.1%

0.0%

3.20%

0.00%

0.00%

36.99%

20.00%

0.00%

19.2%

0.0%

3.40%

0.00%

0.00%

32.95%

20.00%

0.00%

20.2%

0.0%

3.60%

0.00%

0.00%

28.89%

20.00%

0.00%

21.4%

0.0%

3.80%

0.00%

0.00%

24.81%

20.00%

0.00%

22.3%

0.0%

4.00%

0.00%

0.00%

20.81%

20.00%

0.00%

23.4%

0.0%

4.20%

0.00%

0.00%

16.79%

20.00%

0.00%

24.4%

0.0%

4.40%

0.00%

0.00%

12.74%

20.00%

0.00%

25.5%

0.0%

4.60%

0.00%

0.00%

8.73%

20.00%

0.00%

26.6%

0.0%

4.80%

0.00%

0.00%

4.35%

20.00%

0.00%

27.2%

0.0%

5.00%

0.00%

0.00%

0.30%

20.00%

0.00%

28.2%

0.0%

5.20%

0.00%

0.00%

0.00%

20.00%

0.00%

31.0%

0.0%

5.40%

0.00%

0.00%

0.00%

20.00%

0.00%

30.9%

0.0%

5.60%

0.00%

0.00%

0.00%

20.00%

0.00%

32.0%

0.0%

6.00%

0.00%

0.00%

0.00%

16.97%

0.00%

34.7%

0.0%

6.40%

0.00%

0.00%

0.00%

6.87%

0.00%

39.8%

0.0%

6.80%

0.00%

0.00%

0.00%

0.00%

0.00%

42.6%

0.0%

7.20%

0.00%

0.00%

0.00%

0.00%

0.00%

44.5%

0.0%

7.60%

0.00%

0.00%

0.00%

0.00%

0.00%

46.7%

0.0%

8.00%

0.00%

0.00%

0.00%

0.00%

0.00%

53.2%

0.0%

8.40%

0.00%

0.00%

0.00%

0.00%

0.00%

57.6%

0.0%

8.80%

0.00%

0.00%

0.00%

0.00%

0.00%

53.0%

0.0%

9.20%

0.00%

0.00%

0.00%

0.00%

0.00%

33.9%

0.0%

9.60%

0.00%

0.00%

0.00%

0.00%

0.00%

16.9%

0.0%

10.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.1%

0.0%

LIQUIDEZ

CETES All

REVISABLE

MEX_CORP

UDIs All

UDIs 5-10

UDIs 10+

DUEDA MEDIANO PLAZO

DEUDA LARGO P

Bonos M All

Bonos M 1-3

Bonos M 3-5

Bonos M 5-10

Bonos M 10+

USD All Mat

USD 10y

GBP All Mat

DEUDA LARGO PLAZO

DEUDA INTERNA

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.27%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.10%

1.08%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.94%

2.45%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

4.06%

4.13%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

4.94%

5.54%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

5.86%

7.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

6.80%

8.49%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

7.74%

9.97%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

8.63%

11.41%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

9.66%

13.01%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

10.52%

14.41%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

11.46%

15.90%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

12.42%

17.40%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

13.29%

18.82%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

14.61%

20.76%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

15.87%

22.01%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

13.17%

21.14%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.82%

31.24%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

31.79%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

29.53%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

33.15%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

35.26%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.55%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

25.55%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

16.79%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

8.98%

3.47%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

17.02%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

13.98%

22.10%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

27.70%

25.41%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

39.65%

28.29%

0.00%

0.00%

0.00%

EUR All Mat

UMS All

UMS 1-3

UMS 3-5

UMS 5-10

UMS 10+

DEUDA INTERNACIONAL

IPC

NIKKEI

MEX

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.04%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.38%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.05%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.79%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

3.60%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

4.37%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

5.05%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

5.66%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

6.26%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

6.83%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

7.39%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

7.98%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

8.55%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

9.13%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

9.68%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

10.27%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

10.82%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

11.40%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

11.96%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

12.50%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

13.04%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

13.64%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

14.68%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

15.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

16.23%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

18.82%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

20.17%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

22.13%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

25.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

27.71%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.00%

0.00%

HANG SENG

KOSPI

STI

BRIC50D

DAX

CAC40

IBEX

IBOV

BOLSA INTERNACIONAL
asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

DOW

NASDAQ

AHL

GPRI

ORO

ALTERNATIVA

Rendimiento

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

6.07%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

6.42%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

6.69%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

6.90%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.09%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.27%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.44%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.60%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.76%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.92%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.08%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.23%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.39%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.54%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.70%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.85%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.01%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.16%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.31%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.46%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.62%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.77%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.92%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

10.07%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

10.22%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

10.50%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

10.77%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

11.05%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

11.31%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

11.56%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

11.81%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

11.95%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

12.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

12.05%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

12.08%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

12.11%
Tasa Libre de
Riesgo-Fondeo

Sharpe Ratio

1Std

0.80%

0.46

5.22%

6.92%

1.00%

0.72

5.35%

7.48%

0.35%

0.13%

0.57%

1.20%

0.82

5.41%

7.97%

0.27%

0.05%

0.49%

1.40%

0.86

5.41%

8.40%

0.22%

0.00%

0.43%

1.60%

0.87

5.38%

8.81%

0.19%

-0.03%

0.41%

1.80%

0.87

5.34%

9.20%

0.18%

-0.04%

0.39%

2.00%

0.87

5.29%

9.59%

0.17%

-0.05%

0.39%

2.20%

0.86

5.23%

9.97%

0.16%

-0.06%

0.38%

2.40%

0.86

5.17%

10.35%

0.16%

-0.06%

0.38%

2.60%

0.85

5.11%

10.73%

0.16%

-0.06%

0.38%

2.80%

0.85

5.05%

11.10%

0.16%

-0.06%

0.38%

3.00%

0.84

4.99%

11.48%

0.16%

-0.06%

0.38%

3.20%

0.84

4.92%

11.86%

0.16%

-0.07%

0.38%

3.40%

0.84

4.85%

12.23%

0.15%

-0.07%

0.38%

3.60%

0.83

4.79%

12.61%

0.15%

-0.07%

0.38%

3.80%

0.83

4.72%

12.99%

0.15%

-0.07%

0.38%

4.00%

0.83

4.65%

13.37%

0.15%

-0.07%

0.38%

4.20%

0.82

4.57%

13.74%

0.15%

-0.07%

0.38%

4.40%

0.82

4.50%

14.12%

0.15%

-0.07%

0.38%

4.60%

0.82

4.43%

14.50%

0.15%

-0.07%

0.38%

4.80%

0.82

4.35%

14.88%

0.15%

-0.07%

0.38%

5.00%

0.81

4.28%

15.26%

0.15%

-0.07%

0.38%

5.20%

0.81

4.20%

15.63%

0.15%

-0.08%

0.38%

5.40%

0.81

4.13%

16.01%

0.15%

-0.08%

0.38%

5.60%

0.81

4.05%

16.39%

0.15%

-0.08%

0.38%

6.00%

0.80

3.87%

17.13%

0.14%

-0.09%

0.37%

6.40%

0.79

3.69%

17.86%

0.14%

-0.09%

0.37%

6.80%

0.79

3.50%

18.60%

0.14%

-0.09%

0.37%

7.20%

0.78

3.30%

19.33%

0.13%

-0.10%

0.36%

7.60%

0.77

3.09%

20.04%

0.13%

-0.11%

0.36%

8.00%

0.76

2.86%

20.75%

0.12%

-0.11%

0.35%

8.40%

0.74

2.55%

21.35%

0.07%

-0.16%

0.30%

8.80%

0.72

2.15%

21.86%

0.03%

-0.20%

0.25%

9.20%

0.69

1.74%

22.35%

0.02%

-0.20%

0.25%

9.60%

0.66

1.32%

22.84%

0.02%

-0.21%

0.24%

10.00%

0.64

0.90%

23.32%

0.01%

-0.21%

0.24%

Rendimiento

Volatilidad

5.70%

0.71%

RENDIMIENTO

Volatilidad

FRONTERA EFICIENTE
14.0%
12.0%
10.0%
8.0%
6.0%
4.0%
2.0%
0.0%
0.00% 1.00% 2.00% 3.00% 4.00% 5.00% 6.00% 7.00% 8.00% 9.00% 10.00% 11.00%

DESVIACION STANDARD

CLASES
DESCRIPCIO
N
volatilidad

FONDEO

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.80%

33.27%

19.41%

26.93%

9.59%

0.00%

0.7%

0.0%

1.00%

33.27%

19.41%

26.93%

9.59%

0.00%

0.7%

0.0%

1.20%

0.00%

0.00%

73.45%

13.59%

0.00%

0.7%

0.0%

1.40%

0.00%

0.00%

68.06%

14.53%

0.00%

2.2%

0.0%

1.60%

0.00%

0.00%

60.17%

20.00%

0.00%

2.4%

0.0%

1.80%

0.00%

0.00%

56.03%

20.00%

0.00%

4.0%

0.0%

2.00%

0.00%

0.00%

51.63%

20.00%

0.00%

5.4%

0.0%

2.20%

0.00%

0.00%

46.40%

20.00%

0.00%

6.6%

0.0%

2.40%

0.00%

0.00%

39.68%

20.00%

0.00%

6.2%

0.0%

2.60%

0.00%

0.00%

35.25%

20.00%

0.00%

7.2%

0.0%

2.80%

0.00%

0.00%

30.46%

20.00%

0.00%

8.1%

0.0%

3.00%

0.00%

0.00%

24.57%

20.00%

0.00%

7.9%

0.0%

3.20%

0.00%

0.00%

20.05%

20.00%

0.00%

8.8%

0.0%

3.40%

0.00%

0.00%

15.37%

20.00%

0.00%

9.7%

0.0%

3.60%

0.00%

0.00%

9.35%

20.00%

0.00%

9.0%

0.0%

3.80%

0.00%

0.00%

4.51%

20.00%

0.00%

10.4%

0.0%

4.00%

0.00%

0.00%

0.00%

20.00%

0.00%

11.9%

0.0%

4.20%

0.00%

0.00%

0.00%

20.00%

0.00%

13.4%

0.0%

4.40%

0.00%

0.00%

0.00%

20.00%

0.00%

15.0%

0.0%

4.60%

0.00%

0.00%

0.00%

20.00%

0.00%

17.3%

0.0%

4.80%

0.00%

0.00%

0.00%

18.30%

0.00%

17.8%

0.0%

5.00%

0.00%

0.00%

0.00%

14.83%

0.00%

17.2%

0.0%

5.20%

0.00%

0.00%

0.00%

12.99%

0.00%

17.7%

0.0%

5.40%

0.00%

0.00%

0.00%

9.23%

0.00%

16.7%

0.0%

5.60%

0.00%

0.00%

0.00%

7.55%

0.00%

17.3%

0.0%

6.00%

0.00%

0.00%

0.00%

0.11%

0.00%

15.2%

0.0%

6.40%

0.00%

0.00%

0.00%

0.00%

0.00%

18.0%

0.0%

6.80%

0.00%

0.00%

0.00%

0.00%

0.00%

19.6%

0.0%

7.20%

0.00%

0.00%

0.00%

0.00%

0.00%

18.6%

0.0%

7.60%

0.00%

0.00%

0.00%

0.00%

0.00%

17.6%

0.0%

8.00%

0.00%

0.00%

0.00%

0.00%

0.00%

16.4%

0.0%

8.40%

0.00%

0.00%

0.00%

0.00%

0.00%

15.6%

0.0%

8.80%

0.00%

0.00%

0.00%

0.00%

0.00%

15.1%

0.0%

9.20%

0.00%

0.00%

0.00%

0.00%

0.00%

15.0%

0.0%

9.60%

0.00%

0.00%

0.00%

0.00%

0.00%

13.3%

0.0%

10.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.0%

0.0%

LIQUIDEZ

CETES All

REVISABLE

MEX_CORP

UDIs All

UDIs 5-10

UDIs 10+

DUEDA MEDIANO PLAZO

DEUDA LARGO P

Bonos M All

Bonos M 1-3

Bonos M 3-5

Bonos M 5-10

Bonos M 10+

USD All Mat

USD 10y

GBP All Mat

DEUDA LARGO PLAZO

DEUDA INTERNA

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.40%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.40%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.33%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.06%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.88%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.63%

0.00%

0.64%

0.00%

0.00%

0.00%

0.00%

0.00%

0.42%

0.00%

2.58%

0.00%

0.00%

0.00%

0.00%

0.00%

0.31%

0.00%

7.41%

0.00%

0.00%

0.00%

0.00%

0.00%

0.16%

0.00%

8.01%

0.65%

0.00%

0.00%

0.00%

0.00%

0.03%

0.00%

8.87%

1.55%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

11.59%

2.76%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

12.30%

3.51%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

13.10%

4.43%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

16.46%

5.56%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

17.36%

6.64%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

18.35%

8.03%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

10.40%

13.71%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.55%

19.25%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

18.58%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

18.58%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

21.64%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

21.78%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

25.54%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

25.54%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

33.08%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

28.44%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

26.32%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

30.03%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

33.33%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

36.48%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

39.19%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

41.58%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

43.47%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

43.41%

3.24%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

38.40%

21.60%

0.00%

0.00%

0.00%

0.00%

EUR All Mat

UMS All

UMS 1-3

UMS 3-5

UMS 5-10

UMS 10+

DEUDA INTERNACIONAL

IPC

NIKKEI

MEX

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

1.47%

0.00%

0.00%

4.20%

0.00%

0.00%

2.01%

0.00%

1.47%

0.00%

0.00%

4.20%

0.00%

0.00%

2.01%

0.00%

2.18%

0.00%

0.00%

5.20%

0.00%

0.00%

2.76%

0.00%

2.52%

0.00%

0.00%

7.00%

0.00%

0.00%

3.61%

0.00%

2.96%

0.00%

0.00%

8.22%

0.00%

0.00%

4.19%

0.00%

3.37%

0.00%

0.00%

9.63%

0.00%

0.00%

4.94%

0.00%

3.73%

0.00%

0.00%

10.99%

0.00%

0.00%

5.65%

0.00%

4.18%

0.00%

0.00%

12.03%

0.00%

0.00%

6.23%

0.00%

4.68%

0.00%

0.00%

13.17%

0.00%

0.00%

6.87%

0.00%

5.03%

0.00%

0.00%

14.34%

0.00%

0.00%

7.50%

0.00%

5.37%

0.00%

0.00%

15.42%

0.00%

0.00%

8.08%

0.00%

5.80%

0.00%

0.00%

16.39%

0.00%

0.00%

8.63%

0.00%

6.08%

0.00%

0.00%

17.50%

0.00%

0.00%

9.26%

0.00%

6.36%

0.00%

0.00%

18.60%

0.00%

0.00%

9.86%

0.00%

6.78%

0.00%

0.00%

19.62%

0.00%

0.00%

10.48%

0.00%

7.13%

0.00%

0.00%

20.01%

0.00%

0.00%

11.04%

0.00%

7.32%

0.00%

0.00%

19.76%

0.00%

0.00%

11.72%

0.00%

7.47%

0.00%

0.00%

19.55%

0.00%

0.00%

12.47%

0.00%

7.56%

0.00%

0.00%

19.41%

0.00%

0.00%

13.20%

0.00%

7.63%

0.00%

0.00%

19.08%

0.00%

0.00%

14.12%

0.00%

7.68%

0.00%

0.00%

18.82%

0.00%

0.00%

15.27%

0.00%

7.72%

0.00%

0.00%

18.64%

0.00%

0.00%

16.36%

0.00%

7.51%

0.00%

0.00%

18.67%

0.00%

0.00%

17.48%

0.00%

7.69%

0.00%

0.00%

18.40%

0.00%

0.00%

18.53%

0.00%

7.58%

0.00%

0.00%

18.36%

0.00%

0.00%

19.64%

0.00%

7.77%

0.00%

0.00%

17.98%

0.00%

0.00%

21.61%

0.00%

7.75%

0.00%

0.00%

17.49%

0.00%

0.00%

23.53%

0.00%

8.14%

0.00%

0.00%

15.91%

0.00%

0.00%

24.05%

0.00%

8.92%

0.00%

0.00%

12.45%

0.00%

0.00%

21.37%

0.00%

9.81%

0.00%

0.00%

9.29%

0.00%

0.00%

19.10%

0.00%

10.93%

0.00%

0.00%

6.16%

0.00%

0.00%

17.08%

0.00%

11.61%

0.00%

0.00%

3.58%

0.00%

0.00%

15.18%

0.00%

11.94%

0.00%

0.00%

1.43%

0.00%

0.00%

13.37%

0.00%

11.58%

0.00%

0.00%

0.00%

0.00%

0.00%

11.58%

0.00%

10.00%

0.00%

0.00%

0.00%

0.00%

0.00%

10.00%

0.00%

10.00%

0.00%

0.00%

0.00%

0.00%

0.00%

10.00%

0.00%

HANG SENG

KOSPI

STI

BRIC50D

DAX

CAC40

IBEX

IBOV

BOLSA INTERNACIONAL
asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.38%

0.00%

0.00%

0.00%

0.00%

0.62%

0.00%

0.00%

0.38%

0.00%

0.00%

0.00%

0.00%

0.62%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.80%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.01%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.21%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.38%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.55%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.72%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.87%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.02%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.17%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.33%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.47%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.61%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.76%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.86%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.92%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.99%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

3.03%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

3.29%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

3.50%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

3.64%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

3.81%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

3.91%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

4.06%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

4.25%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

4.76%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

5.95%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

8.63%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

10.90%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

12.92%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

14.82%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

16.63%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

18.42%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

20.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

20.00%

DOW

NASDAQ

AHL

GPRI

ORO

ALTERNATIVA

Rendimiento

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

6.33%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

6.70%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.07%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.32%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.56%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

7.78%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.20%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.41%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.61%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

8.81%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.01%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.21%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.41%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.61%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

9.80%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

10.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

10.18%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

10.36%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

10.53%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

10.69%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

10.84%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

10.99%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

11.14%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

11.29%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

11.57%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

11.84%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

12.10%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

12.32%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

12.50%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

12.67%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

12.82%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

12.97%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

13.11%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

13.23%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

100.00%

13.29%
Tasa Libre de
Riesgo-Fondeo

Sharpe Ratio

1Std
(-)

(+)

0.80%

0.79

5.48%

7.18%

1.00%

1.00

5.63%

7.76%

0.37%

0.15%

0.58%

1.20%

1.14

5.78%

8.35%

0.37%

0.15%

0.59%

1.40%

1.16

5.82%

8.83%

0.26%

0.04%

0.48%

1.60%

1.16

5.84%

9.28%

0.24%

0.02%

0.46%

1.80%

1.16

5.84%

9.72%

0.22%

0.00%

0.44%

2.00%

1.15

5.84%

10.15%

0.21%

-0.01%

0.43%

2.20%

1.14

5.82%

10.58%

0.21%

-0.01%

0.43%

2.40%

1.13

5.81%

11.01%

0.21%

-0.02%

0.43%

2.60%

1.12

5.79%

11.44%

0.20%

-0.02%

0.42%

2.80%

1.11

5.77%

11.86%

0.20%

-0.02%

0.42%

3.00%

1.10

5.74%

12.28%

0.20%

-0.02%

0.42%

3.20%

1.10

5.72%

12.71%

0.20%

-0.03%

0.42%

3.40%

1.09

5.69%

13.13%

0.20%

-0.03%

0.42%

3.60%

1.09

5.66%

13.55%

0.20%

-0.03%

0.42%

3.80%

1.08

5.63%

13.98%

0.20%

-0.03%

0.42%

4.00%

1.07

5.60%

14.39%

0.19%

-0.04%

0.42%

4.20%

1.07

5.55%

14.81%

0.18%

-0.04%

0.41%

4.40%

1.06

5.50%

15.21%

0.18%

-0.05%

0.41%

4.60%

1.05

5.44%

15.61%

0.17%

-0.06%

0.40%

4.80%

1.04

5.37%

16.00%

0.16%

-0.07%

0.39%

5.00%

1.03

5.30%

16.39%

0.16%

-0.07%

0.38%

5.20%

1.02

5.22%

16.77%

0.15%

-0.08%

0.38%

5.40%

1.01

5.14%

17.14%

0.15%

-0.08%

0.38%

5.60%

1.00

5.06%

17.52%

0.14%

-0.09%

0.38%

6.00%

0.98

4.88%

18.26%

0.14%

-0.09%

0.37%

6.40%

0.96

4.69%

19.00%

0.14%

-0.09%

0.37%

6.80%

0.94

4.48%

19.73%

0.13%

-0.10%

0.36%

7.20%

0.92

4.23%

20.41%

0.11%

-0.12%

0.34%

7.60%

0.90

3.95%

21.05%

0.09%

-0.14%

0.32%

8.00%

0.87

3.66%

21.68%

0.08%

-0.15%

0.31%

8.40%

0.85

3.35%

22.30%

0.08%

-0.15%

0.31%

8.80%

0.83

3.03%

22.91%

0.07%

-0.16%

0.30%

9.20%

0.81

2.70%

23.51%

0.07%

-0.16%

0.30%

9.60%

0.78

2.36%

24.10%

0.06%

-0.17%

0.30%

10.00%

0.76

1.96%

24.62%

0.03%

-0.20%

0.26%

Rendimiento

Volatilidad

5.70%

0.71%

RENDIMIENTO

Volatilidad

FRONTERA EFICIENTE
14.0%
12.0%
10.0%
8.0%
6.0%
4.0%
2.0%
0.0%
0%

1%

2%

3%

4%

5%

6%

7%

DESVIACION STANDARD

8%

9%

10%

11%

CLASES
DESCRIPCIO
N
volatilidad

FONDEO

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.80%

80.29%

2.44%

4.11%

2.31%

0.95%

2.2%

0.0%

1.00%

37.70%

6.53%

35.24%

9.69%

0.38%

1.5%

0.1%

1.20%

0.00%

0.00%

76.06%

10.65%

1.20%

1.1%

0.0%

1.40%

0.00%

0.00%

71.07%

11.17%

1.72%

2.1%

0.0%

1.60%

0.00%

0.00%

60.75%

19.45%

0.00%

3.6%

0.0%

1.80%

0.00%

0.00%

55.68%

20.00%

0.00%

5.3%

0.0%

2.00%

0.00%

0.00%

50.57%

20.00%

0.00%

6.7%

0.0%

2.20%

0.00%

0.00%

44.89%

20.00%

0.00%

7.8%

0.0%

2.40%

0.00%

0.00%

37.91%

20.00%

0.00%

7.7%

0.0%

2.60%

0.00%

0.00%

32.74%

20.00%

0.00%

8.8%

0.0%

2.80%

0.00%

0.00%

27.25%

20.00%

0.00%

9.7%

0.0%

3.00%

0.00%

0.00%

21.09%

20.00%

0.00%

9.8%

0.0%

3.20%

0.00%

0.00%

15.99%

20.00%

0.00%

10.7%

0.0%

3.40%

0.00%

0.00%

10.71%

20.00%

0.00%

11.5%

0.0%

3.60%

0.00%

0.00%

1.38%

20.00%

0.00%

11.2%

0.0%

3.80%

0.00%

0.00%

0.00%

20.00%

0.00%

12.1%

0.0%

4.00%

0.00%

0.00%

0.00%

20.00%

0.00%

13.0%

0.0%

4.20%

0.00%

0.00%

0.00%

20.00%

0.00%

13.7%

0.0%

4.40%

0.00%

0.00%

0.00%

17.42%

0.00%

15.2%

0.0%

4.60%

0.00%

0.00%

0.00%

11.08%

0.00%

17.2%

0.0%

4.80%

0.00%

0.00%

0.00%

4.78%

0.00%

19.1%

0.0%

5.00%

0.00%

0.00%

0.00%

0.00%

0.00%

20.4%

0.0%

5.20%

0.00%

0.00%

0.00%

0.00%

0.00%

20.7%

0.0%

5.40%

0.00%

0.00%

0.00%

0.00%

0.00%

22.2%

0.0%

5.60%

0.00%

0.00%

0.00%

0.00%

0.00%

23.2%

0.0%

6.00%

0.00%

0.00%

0.00%

0.00%

0.00%

25.0%

0.0%

6.40%

0.00%

0.00%

0.00%

0.00%

0.00%

26.8%

0.0%

6.80%

0.00%

0.00%

0.00%

0.00%

0.00%

27.7%

0.0%

7.20%

0.00%

0.00%

0.00%

0.00%

0.00%

32.6%

0.0%

7.60%

0.00%

0.00%

0.00%

0.00%

0.00%

32.2%

0.0%

8.00%

0.00%

0.00%

0.00%

0.00%

0.00%

32.0%

0.0%

8.40%

0.00%

0.00%

0.00%

0.00%

0.00%

33.5%

0.0%

8.80%

0.00%

0.00%

0.00%

0.00%

0.00%

34.6%

0.0%

9.20%

0.00%

0.00%

0.00%

0.00%

0.00%

35.8%

0.0%

9.60%

0.00%

0.00%

0.00%

0.00%

0.00%

37.6%

0.0%

10.00%

0.00%

0.00%

0.00%

0.00%

0.00%

39.7%

0.0%

LIQUIDEZ

CETES All

REVISABLE

MEX_CORP

UDIs All

UDIs 5-10

UDIs 10+

DUEDA MEDIANO PLAZO

DEUDA LARGO P

Bonos M All

Bonos M 1-3

Bonos M 3-5

Bonos M 5-10

Bonos M 10+

USD All Mat

USD 10y

GBP All Mat

DEUDA LARGO PLAZO

DEUDA INTERNA

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.64%

0.00%

0.00%

0.00%

0.00%

0.00%

0.47%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.01%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.01%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.91%

0.22%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.34%

1.12%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

5.98%

2.23%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

6.84%

3.08%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

8.00%

4.24%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

10.29%

5.84%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

11.18%

6.80%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

12.22%

7.97%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

21.88%

5.72%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

15.55%

10.24%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

7.07%

15.55%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

19.55%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

18.03%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

19.90%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

21.96%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

23.05%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

21.60%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

18.74%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

16.48%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

12.37%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

8.40%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

5.18%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

EUR All Mat

UMS All

UMS 1-3

UMS 3-5

UMS 5-10

UMS 10+

DEUDA INTERNACIONAL

IPC

NIKKEI

MEX

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.08%

0.00%

0.00%

2.49%

0.00%

0.00%

1.11%

0.00%

0.64%

0.00%

0.00%

3.17%

0.00%

0.00%

1.45%

0.00%

0.63%

0.00%

0.00%

4.11%

0.00%

0.00%

2.23%

0.00%

0.76%

0.00%

0.00%

5.50%

0.00%

0.00%

3.17%

0.00%

0.84%

0.00%

0.00%

6.75%

0.00%

0.00%

3.68%

0.00%

0.90%

0.00%

0.00%

8.31%

0.00%

0.00%

4.45%

0.00%

1.08%

0.00%

0.00%

9.60%

0.00%

0.00%

5.15%

0.00%

1.30%

0.00%

0.00%

10.66%

0.00%

0.00%

5.70%

0.00%

1.56%

0.00%

0.00%

11.70%

0.00%

0.00%

6.26%

0.00%

1.61%

0.00%

0.00%

13.02%

0.00%

0.00%

6.85%

0.00%

1.75%

0.00%

0.00%

14.16%

0.00%

0.00%

7.40%

0.00%

2.08%

0.00%

0.00%

15.03%

0.00%

0.00%

7.92%

0.00%

2.10%

0.00%

0.00%

16.35%

0.00%

0.00%

8.52%

0.00%

2.25%

0.00%

0.00%

17.48%

0.00%

0.00%

9.05%

0.00%

2.61%

0.00%

0.00%

18.35%

0.00%

0.00%

9.59%

0.00%

2.74%

0.00%

0.00%

19.53%

0.00%

0.00%

10.26%

0.00%

2.85%

0.00%

0.00%

20.74%

0.00%

0.00%

10.97%

0.00%

3.05%

0.00%

0.00%

21.80%

0.00%

0.00%

11.77%

0.00%

3.33%

0.00%

0.00%

22.94%

0.00%

0.00%

12.80%

0.00%

3.40%

0.00%

0.00%

24.19%

0.00%

0.00%

13.58%

0.00%

3.65%

0.00%

0.00%

25.16%

0.00%

0.00%

14.30%

0.00%

3.85%

0.00%

0.00%

26.15%

0.00%

0.00%

15.15%

0.00%

4.35%

0.00%

0.00%

25.65%

0.00%

0.00%

16.08%

0.00%

4.01%

0.00%

0.00%

25.99%

0.00%

0.00%

17.04%

0.00%

4.07%

0.00%

0.00%

25.93%

0.00%

0.00%

17.86%

0.00%

4.16%

0.00%

0.00%

25.84%

0.00%

0.00%

19.51%

0.00%

4.22%

0.00%

0.00%

25.78%

0.00%

0.00%

21.08%

0.00%

4.23%

0.00%

0.00%

25.77%

0.00%

0.00%

22.91%

0.00%

4.37%

0.00%

0.00%

17.52%

8.11%

0.00%

21.27%

0.00%

4.19%

0.00%

0.00%

5.40%

20.41%

0.00%

20.01%

0.00%

3.89%

0.00%

0.00%

0.00%

26.11%

0.00%

18.04%

0.00%

5.03%

0.00%

0.00%

0.00%

19.65%

5.32%

16.51%

0.00%

5.96%

0.00%

0.00%

0.00%

12.30%

11.74%

15.35%

0.00%

6.91%

0.00%

0.00%

0.00%

5.40%

17.69%

14.21%

0.00%

7.47%

0.00%

0.00%

0.00%

1.44%

19.52%

12.38%

0.00%

6.95%

0.00%

0.00%

0.00%

0.00%

19.35%

10.33%

0.00%

HANG SENG

KOSPI

STI

BRIC50D

DAX

CAC40

IBEX

IBOV

BOLSA INTERNACIONAL
asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.76%

0.00%

0.00%

0.00%

0.00%

0.23%

0.00%

0.00%

0.56%

0.00%

0.00%

0.00%

0.00%

0.34%

0.00%

0.00%

0.19%

0.00%

0.00%

0.00%

0.00%

0.40%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.62%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.75%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.90%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.04%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.17%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.27%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.39%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.49%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.59%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.70%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.82%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.93%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.06%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.23%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.44%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.78%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.91%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

3.07%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

3.29%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

3.81%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

4.26%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

4.73%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

5.60%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

6.43%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

7.09%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

8.73%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

9.99%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

11.96%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

13.49%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

14.65%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

15.79%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

17.62%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

19.67%

DOW

NASDAQ

AHL

GPRI

ORO

ALTERNATIVA

Rendimiento

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.67%

0.00%

1.20%

0.00%

100.00%

6.39%

0.00%

0.00%

0.76%

0.00%

1.95%

0.00%

100.00%

6.81%

0.00%

0.00%

0.74%

0.00%

2.64%

0.00%

100.00%

7.20%

0.00%

0.00%

0.86%

0.00%

3.00%

0.00%

100.00%

7.48%

0.00%

0.00%

1.18%

0.00%

3.00%

0.00%

100.00%

7.73%

0.00%

0.00%

1.48%

0.00%

3.00%

0.00%

100.00%

7.97%

0.00%

0.00%

1.70%

0.00%

3.00%

0.00%

100.00%

8.19%

0.00%

0.00%

2.04%

0.00%

3.00%

0.00%

100.00%

8.41%

0.00%

0.00%

2.39%

0.00%

3.00%

0.00%

100.00%

8.62%

0.00%

0.00%

2.71%

0.00%

3.00%

0.00%

100.00%

8.83%

0.00%

0.00%

3.03%

0.00%

3.00%

0.00%

100.00%

9.04%

0.00%

0.00%

3.36%

0.00%

3.00%

0.00%

100.00%

9.24%

0.00%

0.00%

3.65%

0.00%

3.00%

0.00%

100.00%

9.45%

0.00%

0.00%

3.98%

0.00%

3.00%

0.00%

100.00%

9.65%

0.00%

0.00%

4.29%

0.00%

3.00%

0.00%

100.00%

9.86%

0.00%

0.00%

4.50%

0.00%

3.00%

0.00%

100.00%

10.06%

0.00%

0.00%

4.65%

0.00%

3.00%

0.00%

100.00%

10.26%

0.00%

0.00%

4.67%

0.00%

3.00%

0.00%

100.00%

10.45%

0.00%

0.00%

4.51%

0.00%

3.00%

0.00%

100.00%

10.64%

0.00%

0.00%

4.76%

0.00%

3.00%

0.00%

100.00%

10.82%

0.00%

0.00%

4.96%

0.00%

3.00%

0.00%

100.00%

11.00%

0.00%

0.00%

5.10%

0.00%

3.00%

0.00%

100.00%

11.18%

0.00%

0.00%

4.83%

0.00%

3.00%

0.00%

100.00%

11.35%

0.00%

0.00%

4.79%

0.00%

3.00%

0.00%

100.00%

11.52%

0.00%

0.00%

4.71%

0.00%

3.00%

0.00%

100.00%

11.68%

0.00%

0.00%

4.49%

0.00%

3.00%

0.00%

100.00%

11.98%

0.00%

0.00%

4.29%

0.00%

3.00%

0.00%

100.00%

12.26%

0.00%

0.00%

4.09%

0.00%

3.00%

0.00%

100.00%

12.54%

0.00%

0.00%

4.38%

0.00%

3.00%

0.00%

100.00%

12.79%

0.00%

0.00%

4.80%

0.00%

3.00%

0.00%

100.00%

13.02%

0.00%

0.00%

5.00%

0.00%

3.00%

0.00%

100.00%

13.24%

0.00%

0.00%

3.51%

0.00%

3.00%

0.00%

100.00%

13.43%

0.00%

0.00%

2.35%

0.00%

3.00%

0.00%

100.00%

13.62%

0.00%

0.00%

1.21%

0.00%

3.00%

0.00%

100.00%

13.79%

0.00%

0.00%

0.95%

0.00%

3.00%

0.00%

100.00%

13.96%

0.00%

0.00%

1.02%

0.00%

3.00%

0.00%

100.00%

14.11%
Tasa Libre de
Riesgo-Fondeo

Sharpe Ratio

1Std

0.80%

0.86

5.54%

7.24%

1.00%

1.12

5.75%

7.88%

0.42%

0.21%

0.64%

1.20%

1.25

5.91%

8.48%

0.38%

0.16%

0.60%

1.40%

1.27

5.97%

8.98%

0.28%

0.06%

0.50%

1.60%

1.27

6.01%

9.46%

0.25%

0.03%

0.47%

1.80%

1.26

6.02%

9.91%

0.23%

0.02%

0.45%

2.00%

1.25

6.03%

10.35%

0.22%

0.00%

0.44%

2.20%

1.23

6.02%

10.79%

0.22%

0.00%

0.44%

2.40%

1.22

6.01%

11.23%

0.21%

-0.01%

0.44%

2.60%

1.20

6.00%

11.66%

0.21%

-0.01%

0.43%

2.80%

1.19

5.98%

12.09%

0.21%

-0.02%

0.43%

3.00%

1.18

5.97%

12.52%

0.21%

-0.02%

0.43%

3.20%

1.17

5.95%

12.95%

0.20%

-0.02%

0.43%

3.40%

1.16

5.92%

13.38%

0.20%

-0.02%

0.43%

3.60%

1.15

5.90%

13.81%

0.20%

-0.02%

0.43%

3.80%

1.15

5.88%

14.24%

0.20%

-0.03%

0.43%

4.00%

1.14

5.85%

14.67%

0.20%

-0.03%

0.43%

4.20%

1.13

5.81%

15.09%

0.20%

-0.03%

0.42%

4.40%

1.12

5.77%

15.51%

0.19%

-0.04%

0.42%

4.60%

1.11

5.72%

15.92%

0.18%

-0.05%

0.41%

4.80%

1.11

5.67%

16.33%

0.18%

-0.05%

0.41%

5.00%

1.10

5.62%

16.74%

0.18%

-0.05%

0.41%

5.20%

1.09

5.56%

17.15%

0.17%

-0.06%

0.40%

5.40%

1.08

5.50%

17.54%

0.16%

-0.07%

0.40%

5.60%

1.07

5.42%

17.93%

0.16%

-0.07%

0.39%

6.00%

1.05

5.26%

18.69%

0.15%

-0.08%

0.38%

6.40%

1.03

5.08%

19.45%

0.14%

-0.09%

0.38%

6.80%

1.01

4.88%

20.19%

0.14%

-0.10%

0.37%

7.20%

0.98

4.67%

20.91%

0.13%

-0.11%

0.36%

7.60%

0.96

4.43%

21.61%

0.12%

-0.12%

0.35%

8.00%

0.94

4.18%

22.30%

0.11%

-0.13%

0.34%

8.40%

0.92

3.90%

22.96%

0.10%

-0.14%

0.33%

8.80%

0.90

3.62%

23.61%

0.09%

-0.14%

0.33%

9.20%

0.88

3.32%

24.26%

0.09%

-0.15%

0.32%

9.60%

0.86

3.02%

24.90%

0.08%

-0.15%

0.32%

10.00%

0.84

2.70%

25.52%

0.08%

-0.16%

0.31%

Rendimiento

Volatilidad

5.70%

0.71%

RENDIMIENTO

Volatilidad

FRONTERA EFICIENTE
16.0%
14.0%
12.0%
10.0%
8.0%
6.0%
4.0%
2.0%
0.0%
0.00%

7.39%

DESVIACION STANDARD

14.78%

CLASES
DESCRIPCIO
N
volatilidad

FONDEO

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.80%

80.29%

2.44%

4.11%

2.31%

0.95%

2.2%

0.0%

1.00%

37.70%

6.53%

35.24%

9.69%

0.38%

1.5%

0.1%

1.20%

30.21%

19.05%

24.32%

10.00%

0.37%

1.9%

0.2%

1.40%

0.00%

0.00%

68.18%

16.25%

0.51%

1.9%

0.0%

1.60%

0.00%

0.00%

63.81%

16.74%

1.07%

3.0%

0.0%

1.80%

0.00%

0.00%

59.92%

17.32%

1.47%

3.8%

0.0%

2.00%

0.00%

0.00%

54.31%

20.00%

0.99%

5.2%

0.0%

2.20%

0.00%

0.00%

50.19%

20.00%

1.25%

6.3%

0.0%

2.40%

0.00%

0.00%

45.11%

20.00%

0.00%

8.1%

0.0%

2.60%

0.00%

0.00%

40.96%

20.00%

0.35%

8.8%

0.0%

2.80%

0.00%

0.00%

35.94%

20.00%

0.00%

9.6%

0.0%

3.00%

0.00%

0.00%

31.41%

20.00%

0.00%

10.3%

0.0%

3.20%

0.00%

0.00%

26.89%

20.00%

0.03%

11.1%

0.0%

3.40%

0.00%

0.00%

22.19%

20.00%

0.00%

11.8%

0.0%

3.60%

0.00%

0.00%

17.81%

20.00%

0.00%

12.4%

0.0%

3.80%

0.00%

0.00%

13.34%

20.00%

0.00%

13.1%

0.0%

4.00%

0.00%

0.00%

8.93%

20.00%

0.00%

13.6%

0.0%

4.20%

0.00%

0.00%

4.46%

20.00%

0.00%

14.2%

0.0%

4.40%

0.00%

0.00%

0.04%

20.00%

0.00%

14.7%

0.0%

4.60%

0.00%

0.00%

0.00%

20.00%

0.00%

15.1%

0.0%

4.80%

0.00%

0.00%

0.00%

20.00%

0.00%

16.2%

0.0%

5.00%

0.00%

0.00%

0.00%

20.00%

0.00%

16.2%

0.0%

5.20%

0.00%

0.00%

0.00%

14.58%

0.00%

18.2%

0.0%

5.40%

0.00%

0.00%

0.00%

7.42%

0.00%

20.6%

0.0%

5.60%

0.00%

0.00%

0.00%

0.51%

0.00%

22.9%

0.0%

6.00%

0.00%

0.00%

0.00%

0.00%

0.00%

22.5%

0.0%

6.40%

0.00%

0.00%

0.00%

0.00%

0.00%

23.5%

0.0%

6.80%

0.00%

0.00%

0.00%

0.00%

0.00%

24.8%

0.0%

7.20%

0.00%

0.00%

0.00%

0.00%

0.00%

24.9%

0.0%

7.60%

0.00%

0.00%

0.00%

0.00%

0.00%

20.9%

0.0%

8.00%

0.00%

0.00%

0.00%

0.00%

0.00%

16.2%

0.0%

8.40%

0.00%

0.00%

0.00%

0.00%

0.00%

12.8%

0.0%

8.80%

0.00%

0.00%

0.00%

0.00%

0.00%

10.7%

0.0%

9.20%

0.00%

0.00%

0.00%

0.00%

0.00%

8.3%

0.0%

9.60%

0.00%

0.00%

0.00%

0.00%

0.00%

5.7%

0.2%

10.00%

0.00%

0.00%

0.00%

0.00%

0.00%

4.1%

0.0%

LIQUIDEZ

CETES All

REVISABLE

MEX_CORP

UDIs All

UDIs 5-10

UDIs 10+

DUEDA MEDIANO PLAZO

DEUDA LARGO P

Bonos M All

Bonos M 1-3

Bonos M 3-5

Bonos M 5-10

Bonos M 10+

USD All Mat

USD 10y

GBP All Mat

DEUDA LARGO PLAZO

DEUDA INTERNA

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.64%

0.00%

0.00%

0.00%

0.00%

0.00%

0.47%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.01%

0.00%

2.24%

0.00%

0.00%

0.00%

0.00%

0.00%

0.05%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.56%

0.10%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.74%

0.52%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

3.29%

1.19%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

4.66%

2.62%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

5.64%

3.58%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

6.44%

4.54%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

7.51%

5.78%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

8.36%

6.80%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

9.22%

7.88%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

10.20%

9.06%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

11.05%

10.13%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

11.94%

11.26%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

5.96%

15.25%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

18.36%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

16.61%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

17.53%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

19.59%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

21.76%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

17.30%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

11.43%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

4.85%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.27%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

EUR All Mat

UMS All

UMS 1-3

UMS 3-5

UMS 5-10

UMS 10+

DEUDA INTERNACIONAL

IPC

NIKKEI

MEX

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.08%

0.00%

0.00%

2.49%

0.00%

0.00%

1.11%

0.00%

0.64%

0.00%

0.00%

3.17%

0.00%

0.00%

1.45%

0.00%

0.64%

0.00%

0.00%

4.35%

0.00%

0.00%

2.20%

0.00%

0.57%

0.00%

0.00%

5.06%

0.00%

0.00%

2.92%

0.00%

0.32%

0.00%

0.00%

6.05%

0.00%

0.00%

3.62%

0.00%

0.20%

0.00%

0.00%

6.87%

0.00%

0.00%

4.28%

0.00%

0.00%

0.00%

0.00%

7.76%

0.00%

0.00%

4.80%

0.00%

0.00%

0.00%

0.00%

8.58%

0.00%

0.00%

5.41%

0.00%

0.00%

0.00%

0.00%

9.30%

0.00%

0.00%

5.94%

0.00%

0.00%

0.00%

0.00%

9.92%

0.00%

0.00%

6.48%

0.00%

0.00%

0.00%

0.00%

10.52%

0.00%

0.00%

6.94%

0.00%

0.00%

0.00%

0.00%

11.20%

0.00%

0.00%

7.45%

0.00%

0.00%

0.00%

0.00%

11.98%

0.00%

0.00%

7.99%

0.00%

0.00%

0.00%

0.00%

12.60%

0.00%

0.00%

8.47%

0.00%

0.00%

0.00%

0.00%

13.28%

0.00%

0.00%

8.97%

0.00%

0.00%

0.00%

0.00%

13.96%

0.00%

0.00%

9.51%

0.00%

0.00%

0.00%

0.00%

14.44%

0.00%

0.00%

10.01%

0.00%

0.00%

0.00%

0.00%

15.20%

0.00%

0.00%

10.56%

0.00%

0.00%

0.00%

0.00%

15.93%

0.00%

0.00%

11.04%

0.00%

0.00%

0.00%

0.00%

16.31%

0.00%

0.00%

11.67%

0.00%

0.00%

0.00%

0.00%

16.83%

0.00%

0.00%

12.28%

0.00%

0.00%

0.00%

0.00%

17.04%

0.00%

0.00%

13.18%

0.00%

0.00%

0.00%

0.00%

18.33%

0.00%

0.00%

14.11%

0.00%

0.00%

0.00%

0.00%

19.70%

0.00%

0.00%

14.86%

0.00%

0.00%

0.00%

0.00%

20.95%

0.00%

0.00%

15.70%

0.00%

0.00%

0.00%

0.00%

23.51%

0.00%

0.00%

18.12%

0.00%

0.48%

0.00%

0.00%

25.63%

0.00%

0.00%

20.36%

0.00%

0.51%

0.00%

0.00%

27.91%

0.00%

0.00%

22.57%

0.00%

0.95%

0.00%

0.00%

29.18%

0.05%

0.00%

24.42%

0.00%

1.16%

0.00%

0.00%

29.62%

0.88%

0.00%

26.50%

0.00%

0.82%

0.00%

0.00%

29.58%

3.17%

0.00%

28.48%

0.00%

0.48%

0.00%

0.00%

23.11%

11.45%

0.00%

29.92%

0.00%

0.74%

0.00%

0.00%

16.17%

18.92%

0.00%

30.00%

0.00%

0.51%

0.00%

0.00%

13.19%

23.12%

0.00%

30.00%

0.00%

1.09%

0.00%

0.00%

10.77%

25.93%

0.00%

30.00%

0.00%

0.91%

0.00%

0.00%

2.90%

34.73%

0.00%

30.00%

0.00%

HANG SENG

KOSPI

STI

BRIC50D

DAX

CAC40

IBEX

IBOV

BOLSA INTERNACIONAL
asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.76%

0.00%

0.00%

0.00%

0.00%

0.23%

0.00%

0.00%

0.56%

0.00%

0.00%

0.00%

0.00%

0.34%

0.00%

0.00%

0.52%

0.00%

0.00%

0.00%

0.00%

0.41%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.55%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.66%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.80%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.89%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.97%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.06%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.14%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.21%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.30%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.36%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.44%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.52%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.58%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.64%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.71%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.81%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

1.92%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.04%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.33%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.58%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.73%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.85%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

3.84%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

4.73%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

5.48%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

6.34%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

7.14%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

7.88%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

8.44%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

9.61%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

11.04%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

12.45%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

13.47%

DOW

NASDAQ

AHL

GPRI

ORO

ALTERNATIVA

Rendimiento

asignacin

asignacin

asignacin

asignacin

asignacin

0.00%

0.00%

0.67%

0.00%

1.20%

0.00%

100.00%

6.39%

0.00%

0.00%

0.76%

0.00%

1.95%

0.00%

100.00%

6.81%

0.00%

0.00%

1.01%

0.00%

2.52%

0.00%

100.00%

7.10%

0.00%

0.00%

0.82%

0.00%

3.25%

0.00%

100.00%

7.48%

0.00%

0.00%

0.82%

0.00%

3.95%

0.00%

100.00%

7.74%

0.00%

0.00%

0.74%

0.00%

4.64%

0.00%

100.00%

7.99%

0.00%

0.00%

0.83%

0.00%

5.23%

0.00%

100.00%

8.23%

0.00%

0.00%

0.81%

0.00%

5.79%

0.00%

100.00%

8.46%

0.00%

0.00%

0.95%

0.00%

6.29%

0.00%

100.00%

8.68%

0.00%

0.00%

0.96%

0.00%

6.88%

0.00%

100.00%

8.91%

0.00%

0.00%

1.12%

0.00%

7.38%

0.00%

100.00%

9.13%

0.00%

0.00%

1.19%

0.00%

7.90%

0.00%

100.00%

9.35%

0.00%

0.00%

1.31%

0.00%

8.38%

0.00%

100.00%

9.57%

0.00%

0.00%

1.36%

0.00%

8.90%

0.00%

100.00%

9.79%

0.00%

0.00%

1.42%

0.00%

9.43%

0.00%

100.00%

10.01%

0.00%

0.00%

1.52%

0.00%

9.93%

0.00%

100.00%

10.23%

0.00%

0.00%

1.60%

0.00%

10.50%

0.00%

100.00%

10.45%

0.00%

0.00%

1.68%

0.00%

10.97%

0.00%

100.00%

10.67%

0.00%

0.00%

1.80%

0.00%

11.47%

0.00%

100.00%

10.88%

0.00%

0.00%

1.55%

0.00%

12.22%

0.00%

100.00%

11.10%

0.00%

0.00%

1.38%

0.00%

12.90%

0.00%

100.00%

11.31%

0.00%

0.00%

0.77%

0.00%

13.85%

0.00%

100.00%

11.52%

0.00%

0.00%

0.86%

0.00%

13.85%

0.00%

100.00%

11.72%

0.00%

0.00%

1.23%

0.00%

13.85%

0.00%

100.00%

11.92%

0.00%

0.00%

1.54%

0.00%

13.85%

0.00%

100.00%

12.11%

0.00%

0.00%

0.84%

0.00%

13.85%

0.00%

100.00%

12.48%

0.00%

0.00%

0.05%

0.00%

13.85%

0.00%

100.00%

12.82%

0.00%

0.00%

0.00%

0.00%

13.85%

0.00%

100.00%

13.15%

0.00%

0.00%

0.00%

0.00%

13.85%

0.00%

100.00%

13.46%

0.00%

0.00%

0.00%

0.00%

13.85%

0.00%

100.00%

13.75%

0.00%

0.00%

0.00%

0.00%

13.85%

0.00%

100.00%

14.04%

0.00%

0.00%

0.00%

0.00%

13.85%

0.00%

100.00%

14.32%

0.00%

0.00%

0.00%

0.00%

13.85%

0.00%

100.00%

14.59%

0.00%

0.00%

0.00%

0.00%

13.85%

0.00%

100.00%

14.85%

0.00%

0.00%

0.00%

0.00%

13.85%

0.00%

100.00%

15.10%

0.00%

0.00%

0.00%

0.00%

13.85%

0.00%

100.00%

15.35%
Tasa Libre de
Riesgo-Fondeo

Sharpe Ratio

1Std

0.80%

0.86

5.54%

7.24%

1.00%

1.12

5.75%

7.88%

0.42%

0.21%

0.64%

1.20%

1.17

5.82%

8.39%

0.29%

0.07%

0.50%

1.40%

1.27

5.97%

8.98%

0.38%

0.16%

0.60%

1.60%

1.28

6.02%

9.46%

0.26%

0.04%

0.48%

1.80%

1.27

6.04%

9.93%

0.25%

0.03%

0.47%

2.00%

1.26

6.06%

10.39%

0.24%

0.02%

0.46%

2.20%

1.25

6.07%

10.84%

0.23%

0.01%

0.45%

2.40%

1.24

6.08%

11.29%

0.23%

0.01%

0.45%

2.60%

1.23

6.08%

11.74%

0.22%

0.00%

0.45%

2.80%

1.23

6.08%

12.19%

0.22%

0.00%

0.45%

3.00%

1.22

6.07%

12.63%

0.22%

0.00%

0.45%

3.20%

1.21

6.07%

13.08%

0.22%

-0.01%

0.45%

3.40%

1.20

6.06%

13.53%

0.22%

-0.01%

0.45%

3.60%

1.20

6.05%

13.97%

0.22%

-0.01%

0.45%

3.80%

1.19

6.04%

14.42%

0.22%

-0.01%

0.45%

4.00%

1.19

6.03%

14.87%

0.22%

-0.01%

0.45%

4.20%

1.18

6.02%

15.32%

0.22%

-0.01%

0.45%

4.40%

1.18

6.01%

15.76%

0.22%

-0.01%

0.45%

4.60%

1.17

5.99%

16.21%

0.21%

-0.02%

0.45%

4.80%

1.17

5.97%

16.66%

0.21%

-0.02%

0.45%

5.00%

1.16

5.94%

17.10%

0.21%

-0.02%

0.44%

5.20%

1.16

5.91%

17.53%

0.20%

-0.03%

0.43%

5.40%

1.15

5.87%

17.96%

0.20%

-0.04%

0.43%

5.60%

1.15

5.83%

18.39%

0.19%

-0.04%

0.43%

6.00%

1.13

5.73%

19.23%

0.18%

-0.05%

0.42%

6.40%

1.11

5.60%

20.04%

0.17%

-0.06%

0.41%

6.80%

1.10

5.45%

20.84%

0.16%

-0.07%

0.40%

7.20%

1.08

5.29%

21.63%

0.15%

-0.08%

0.39%

7.60%

1.06

5.11%

22.40%

0.15%

-0.09%

0.39%

8.00%

1.04

4.91%

23.16%

0.14%

-0.10%

0.38%

8.40%

1.03

4.71%

23.92%

0.14%

-0.10%

0.38%

8.80%

1.01

4.50%

24.67%

0.14%

-0.11%

0.38%

9.20%

0.99

4.28%

25.42%

0.13%

-0.11%

0.37%

9.60%

0.98

4.05%

26.16%

0.13%

-0.11%

0.37%

10.00%

0.97

3.82%

26.89%

0.12%

-0.12%

0.37%

Rendimiento

Volatilidad

5.70%

0.71%

RENDIMIENTO

Volatilidad

FRONTERA EFICIENTE
18.0%
16.0%
14.0%
12.0%
10.0%
8.0%
6.0%
4.0%
2.0%
0.0%
0.00% 1.00% 2.00% 3.00% 4.00% 5.00% 6.00% 7.00% 8.00% 9.00% 10.00% 11.00%

DESVIACION STANDARD

PORTAFOLIO EFICIENTE RECOMENDADO

Marco Rector:
Tipo:

5
Medio

Ejecucin:

Para reducir el riesgo de mercado en la integracin del portafolio, es recomendable programar las co
fechas predeterminadas. Se recomienda ejecutarlos en 3 partes similares al cabo de un perodo mnim
Timing:

Por su naturaleza un portafolio eficiente no requiere de un timing de mercado para su integracin sin
tomar decisiones de mercado "temporales" en algn activo particular. Esta accin se puede realizar y
el total de portafolio o en su etapa de integracin.

Aqu lo recomendable es:

Mantener al menos el 70% de la configuracin del portafolio.
Y sobre el 30% restante tomar esas decisiones de acuerdo al perfil del cliente en particular evitando a
de mercado que de no ser favorable tenga consecuencias en las decisiones que pueda tomar el client
gestin de su patrimonio.

ecomendable programar las compras de valores en

res al cabo de un perodo mnimo de 3 meses.

mercado para su integracin sin embargo, se pueden

Esta accin se puede realizar ya una vez establecido

cliente en particular evitando as tomar una decisin

ones que pueda tomar el cliente en cuanto a la