Ranking de fundos do tipo Long e Short direcional
| CNPJ | Nome do Fundo | Rank | Número mágico | Retorno em 12 meses | Vol 12 meses | Sharpe 12 meses | Calmar 12 meses | Sortino 12 meses | Information Ratio 12 meses | Retorno em 24 meses | Ret. An. 24 meses | Vol 24 meses | Retorno em 36 meses | Ret. An. 36 meses | Vol 36 meses | Sharpe 36 meses | Calmar 36 meses | Sortino 36 meses | Information Ratio 36 meses | M2 36 meses | Retorno em 48 meses | Ret. An. 48 meses | Vol 48 meses | Retorno em 60 meses | Ret. An. 60 meses | Vol 60 meses |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 14812722000155 | AZ QUEST TOTAL RETURN FIC DE FIM | 1 | 59.1 | 17.1% | 4.2% | 0.525 | 1.936 | 0.807 | -0.872799 | 36.4% | 16.2% | 4.1% | 59.6% | 16.3% | 4.0% | 0.835 | 2.171 | 1.239 | -0.204953 | 0.263 | 87.1% | 16.4% | 5.4% | 104.1% | 14.8% | 5.5% |
| 25423215000146 | SOLANA EQUITY HEDGE FIC DE FIM | 2 | 47.4 | 32.3% | 7.2% | 2.104 | 13.240 | 3.097 | -0.021650 | 54.1% | 23.3% | 6.6% | 53.0% | 14.7% | 7.2% | 0.275 | 1.276 | 0.438 | -0.309783 | 0.174 | 50.8% | 10.4% | 7.3% | 70.9% | 10.9% | 7.8% |
| 17441634000182 | RPS TOTAL RETURN FIC DE FIM | 3 | 42.6 | 25.7% | 14.1% | 0.667 | 8.281 | 1.025 | -0.406396 | 47.7% | 20.8% | 12.7% | 56.0% | 15.4% | 11.8% | 0.224 | 1.694 | 0.356 | -0.305096 | 0.166 | 66.6% | 13.1% | 11.3% | 74.8% | 11.4% | 11.0% |
| 07013315000112 | POLO NORTE I LONG SHORT FIC DE FIM | 4 | 22.3 | 10.9% | 9.8% | -0.314 | -2.700 | -0.519 | -1.553144 | 43.3% | 19.0% | 12.4% | 57.1% | 15.7% | 13.9% | 0.206 | 1.846 | 0.304 | -0.224345 | 0.163 | 69.4% | 13.6% | 14.4% | 76.3% | 11.6% | 14.6% |
| 25530044000154 | RPS EQUITY HEDGE D15 FIC DE FIM | 5 | 17.7 | 20.8% | 8.4% | 0.633 | 4.691 | 0.990 | -0.738650 | 38.8% | 17.2% | 7.7% | 48.0% | 13.5% | 7.1% | 0.124 | 0.569 | 0.201 | -0.513319 | 0.150 | 60.9% | 12.2% | 6.8% | 70.9% | 10.9% | 6.7% |
| 09068336000160 | PERFIN EQUITY HEDGE FIC DE FIM | 6 | -17.2 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.000 | 2.0% | 0.5% | 2.3% | 2.0% | 0.4% | 2.5% |
| 13608337000128 | APEX EQUITY HEDGE FI FINANCEIRO MULTIMERCADO - RL | 7 | -17.3 | 13.9% | 3.6% | -0.127 | -0.398 | -0.183 | -1.125770 | 36.0% | 16.0% | 3.9% | 41.9% | 12.0% | 4.2% | -0.109 | -0.296 | -0.160 | -0.504337 | 0.112 | 46.9% | 9.8% | 4.6% | 56.9% | 9.1% | 4.6% |
| 05936530000160 | IP VALUE HEDGE FIC DE FIM IE | 8 | -27.7 | 6.1% | 11.3% | -0.629 | -6.266 | -0.946 | -1.509781 | 24.8% | 11.3% | 10.2% | 39.6% | 11.4% | 9.2% | -0.107 | -0.632 | -0.158 | -0.583818 | 0.113 | 57.9% | 11.7% | 8.6% | 43.2% | 7.2% | 9.5% |
| 40575693000165 | TÁVOLA EQUITY HEDGE 15 FIM | 9 | -37.0 | 4.3% | 4.9% | -1.773 | -7.571 | -2.861 | -1.469591 | 19.9% | 9.2% | 4.1% | 30.7% | 9.0% | 3.9% | -0.780 | -1.981 | -1.265 | -0.654268 | 0.005 | 66.4% | 13.1% | 4.0% | 95.5% | 13.8% | 8.4% |
| 31455960000170 | KADIMA LONG SHORT PLUS FIC DE FI FINANCEIRO EM AÇÕES - RL | 10 | -40.7 | 2.0% | 1.3% | -1.470 | -1.666 | -0.405 | -10.649605 | 14.2% | 6.6% | 5.2% | 26.0% | 7.7% | 4.8% | -0.317 | -0.974 | -0.521 | -0.444359 | 0.079 | 35.7% | 7.7% | 4.8% | 42.6% | 7.1% | 4.8% |
| 05109839000186 | PRINCIPAL CLARITAS LONG SHORT FIC DE FIM | 11 | -42.4 | 11.0% | 2.6% | -1.128 | -2.580 | -1.266 | -1.215189 | 25.0% | 11.4% | 2.5% | 35.6% | 10.3% | 2.6% | -0.752 | -1.238 | -1.053 | -0.628423 | 0.010 | 54.5% | 11.1% | 2.6% | 71.7% | 11.0% | 2.7% |
| 28911549000157 | REAL INVESTOR FIC DE FIM | 12 | -46.1 | 2.0% | 5.2% | -2.034 | -9.300 | -3.486 | -1.649150 | 20.4% | 9.4% | 4.8% | 32.4% | 9.5% | 4.9% | -0.542 | -1.723 | -0.960 | -0.637062 | 0.043 | 60.6% | 12.1% | 5.2% | 81.4% | 12.2% | 5.5% |
| 17164789000119 | OCCAM LONG & SHORT PLUS FI EM COTAS DE FIF MULTIMERCADO - RL | 13 | -56.6 | 4.7% | 8.7% | -0.950 | -7.301 | -1.251 | -1.614083 | 26.5% | 12.0% | 8.1% | 34.1% | 9.9% | 7.2% | -0.313 | -1.453 | -0.409 | -0.540254 | 0.080 | 38.1% | 8.1% | 7.0% | 42.6% | 7.1% | 6.5% |
| 12430199000177 | NAVI LONG SHORT FIC DE FIM | 14 | -62.5 | 12.2% | 5.8% | -0.334 | -1.715 | -0.487 | -1.090166 | 21.9% | 10.0% | 5.4% | 29.1% | 8.6% | 4.8% | -0.719 | -2.234 | -1.152 | -0.706503 | 0.015 | 41.1% | 8.7% | 4.7% | 62.7% | 9.9% | 4.7% |
| 28911598000190 | NEST ABSOLUTE LONG BIAS FI FINANCEIRO MULTIMERCADO - RL | 15 | -69.9 | 2.5% | 2.1% | -0.724 | -1.316 | -0.194 | -11.678814 | 10.3% | 4.8% | 6.1% | 14.9% | 4.6% | 6.1% | -0.724 | -2.835 | -1.051 | -0.949908 | 0.014 | 23.9% | 5.3% | 6.5% | 31.5% | 5.4% | 6.1% |
| 38049108000141 | MERAKI EQUITY HEDGE FIC DE FIM | 16 | -72.9 | 13.0% | 0.8% | -1.714 | -1.175 | -1.876 | -1.030463 | 20.2% | 9.3% | 1.7% | 33.6% | 9.8% | 2.1% | -1.152 | -1.537 | -1.239 | -0.666306 | -0.054 | 48.0% | 9.9% | 2.0% | 58.1% | 9.3% | 2.0% |
| 24140256000162 | MOAT CAPITAL EQUITY HEDGE FIC DE FIM | 17 | -98.5 | 10.4% | 5.2% | -0.688 | -3.118 | -1.091 | -1.214810 | 15.6% | 7.3% | 5.1% | 19.8% | 6.0% | 4.9% | -1.134 | -3.585 | -1.870 | -0.892835 | -0.051 | 29.3% | 6.4% | 5.0% | 53.3% | 8.6% | 5.1% |
| 14799785000119 | BTG PACTUAL ABSOLUTO LS FIC DE FIA | 18 | -98.8 | -1.8% | 24.8% | -0.560 | -12.199 | -0.816 | -1.507001 | 13.6% | 6.4% | 19.0% | 8.7% | 2.7% | 16.3% | -0.534 | -5.600 | -0.718 | -0.893163 | 0.045 | 26.5% | 5.8% | 14.8% | 35.3% | 6.0% | 13.9% |
| 06170653000103 | HOGAN ABSOLUTO FI FINANCEIRO MULTIMERCADO - RL | 19 | -113.6 | -12.9% | 13.8% | -1.683 | -20.484 | -2.224 | -2.925673 | 4.7% | 2.3% | 12.9% | 16.5% | 5.0% | 11.7% | -0.565 | -4.253 | -0.782 | -0.987736 | 0.040 | 31.6% | 6.9% | 11.4% | 17.4% | 3.1% | 11.2% |
- O Ranking é criado a partir de vários índices de retorno-ajustado-a-risco em diversas janelas temporais e janelas móveis.
- Trata-se de uma avaliação meramente quantitativa dos fundos. É indicado que se faça também uma análise qualitativa, entendendo quem são os gestores, há quanto tempo a equipe do fundo é a mesma etc.