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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 25423215000146 | SOLANA EQUITY HEDGE FIC DE FIM | 1 | 72.6 | 45.4% | 6.6% | 3.881 | 22.574 | 5.152 | 0.072285 | 42.3% | 18.6% | 7.0% | 52.3% | 14.5% | 7.3% | 0.258 | 1.217 | 0.413 | -0.639082 | 0.169 | 62.0% | 12.4% | 7.5% | 66.2% | 10.3% | 8.1% |
| 14812722000155 | AZ QUEST TOTAL RETURN FIC DE FIM | 2 | 58.1 | 20.4% | 3.7% | 1.247 | 4.055 | 1.694 | -1.496309 | 36.6% | 16.3% | 4.0% | 59.0% | 16.1% | 4.5% | 0.737 | 2.123 | 1.052 | -0.585045 | 0.245 | 83.0% | 15.7% | 5.4% | 94.4% | 13.7% | 5.4% |
| 07013315000112 | POLO NORTE I LONG SHORT FIC DE FIM | 3 | 49.3 | 21.5% | 9.6% | 0.578 | 4.879 | 0.937 | -1.547668 | 32.6% | 14.6% | 13.8% | 76.4% | 20.1% | 14.5% | 0.471 | 4.388 | 0.703 | -0.168882 | 0.203 | 72.7% | 14.1% | 14.8% | 62.2% | 9.8% | 14.4% |
| 17441634000182 | RPS TOTAL RETURN FIC DE FIM | 4 | 19.5 | 21.4% | 14.0% | 0.397 | 4.879 | 0.608 | -0.902426 | 37.7% | 16.7% | 12.4% | 56.9% | 15.6% | 11.4% | 0.252 | 1.848 | 0.395 | -0.520567 | 0.169 | 54.6% | 11.1% | 11.1% | 57.5% | 9.2% | 10.6% |
| 25530044000154 | RPS EQUITY HEDGE D15 FIC DE FIM | 5 | 2.8 | 18.6% | 8.6% | 0.368 | 2.770 | 0.563 | -1.431241 | 32.1% | 14.4% | 7.6% | 48.4% | 13.6% | 7.0% | 0.147 | 0.658 | 0.231 | -0.784945 | 0.152 | 53.8% | 11.0% | 6.7% | 57.4% | 9.2% | 6.4% |
| 06170653000103 | HOGAN ABSOLUTO FI FINANCEIRO MULTIMERCADO - RL | 6 | -7.9 | 18.4% | 13.6% | 0.218 | 2.600 | 0.286 | -1.475771 | 23.9% | 10.9% | 12.2% | 43.4% | 12.3% | 11.4% | -0.006 | -0.046 | -0.009 | -0.883401 | 0.128 | 52.7% | 10.8% | 11.1% | 33.4% | 5.7% | 11.0% |
| 09068336000160 | PERFIN EQUITY HEDGE FIC DE FIM | 7 | -8.2 | 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 | 7.5% | 1.8% | 1.7% | -10.1% | -2.0% | 2.5% |
| 05109839000186 | PRINCIPAL CLARITAS LONG SHORT FIC DE FIM | 8 | -15.8 | 15.6% | 2.9% | 0.215 | 0.547 | 0.268 | -1.717131 | 24.0% | 11.0% | 2.8% | 41.3% | 11.8% | 2.7% | -0.200 | -0.349 | -0.290 | -0.868411 | 0.098 | 57.0% | 11.5% | 2.8% | 68.1% | 10.6% | 2.8% |
| 13608337000128 | APEX EQUITY HEDGE FI FINANCEIRO MULTIMERCADO - RL | 9 | -16.5 | 16.4% | 3.9% | 0.327 | 1.121 | 0.434 | -1.670302 | 32.7% | 14.6% | 4.1% | 41.0% | 11.7% | 4.5% | -0.137 | -0.392 | -0.202 | -0.846845 | 0.107 | 47.6% | 9.9% | 4.7% | 45.1% | 7.5% | 4.6% |
| 28911549000157 | REAL INVESTOR FIC DE FIM | 10 | -17.4 | 7.8% | 4.7% | -1.276 | -5.267 | -2.014 | -1.984886 | 19.1% | 8.8% | 4.9% | 44.6% | 12.6% | 5.0% | 0.038 | 0.121 | 0.067 | -0.736513 | 0.135 | 62.7% | 12.5% | 5.2% | 80.1% | 12.1% | 5.5% |
| 40575693000165 | TÁVOLA EQUITY HEDGE 15 FIM | 11 | -23.6 | 8.3% | 3.9% | -1.417 | -4.864 | -1.959 | -1.851315 | 19.0% | 8.8% | 3.8% | 37.1% | 10.7% | 3.6% | -0.425 | -0.976 | -0.673 | -0.837383 | 0.062 | 72.7% | 14.1% | 6.1% | 82.8% | 12.4% | 8.4% |
| 05936530000160 | IP VALUE HEDGE FIC DE FIM IE | 12 | -29.7 | 8.6% | 10.0% | -0.531 | -4.689 | -0.770 | -2.210617 | 21.8% | 10.0% | 9.3% | 42.3% | 12.0% | 8.3% | -0.040 | -0.216 | -0.058 | -0.902172 | 0.123 | 48.5% | 10.0% | 8.5% | 37.8% | 6.4% | 9.1% |
| 12430199000177 | NAVI LONG SHORT FIC DE FIM | 13 | -38.7 | 16.5% | 6.1% | 0.218 | 1.166 | 0.320 | -1.665969 | 17.0% | 7.9% | 5.2% | 31.6% | 9.3% | 4.8% | -0.581 | -1.799 | -0.903 | -0.999482 | 0.038 | 48.4% | 10.0% | 4.7% | 63.8% | 10.0% | 4.6% |
| 31455960000170 | KADIMA LONG SHORT PLUS FIC DE FI FINANCEIRO EM AÇÕES - RL | 14 | -48.7 | 7.2% | 5.6% | -0.501 | -2.465 | -0.751 | -1.588604 | 19.6% | 9.1% | 5.0% | 29.9% | 8.8% | 4.7% | -0.444 | -1.356 | -0.749 | -0.676302 | 0.059 | 35.6% | 7.6% | 4.8% | 44.9% | 7.4% | 4.8% |
| 17164789000119 | OCCAM LONG & SHORT PLUS FI EM COTAS DE FIF MULTIMERCADO - RL | 15 | -51.2 | 13.1% | 9.7% | -0.154 | -1.318 | -0.197 | -1.827071 | 24.5% | 11.2% | 7.9% | 28.6% | 8.4% | 7.3% | -0.485 | -2.273 | -0.626 | -0.976183 | 0.053 | 36.9% | 7.9% | 6.8% | 33.3% | 5.7% | 6.4% |
| 38049108000141 | MERAKI EQUITY HEDGE FIC DE FIM | 16 | -62.1 | 13.7% | 0.8% | -1.194 | -0.870 | -1.505 | -1.695953 | 19.6% | 9.1% | 2.1% | 34.1% | 9.9% | 2.2% | -0.988 | -1.426 | -1.189 | -1.009779 | -0.026 | 47.8% | 9.9% | 2.1% | 52.2% | 8.5% | 2.1% |
| 28911598000190 | NEST ABSOLUTE LONG BIAS FI FINANCEIRO MULTIMERCADO - RL | 17 | -72.7 | 7.2% | 7.5% | -0.375 | -2.468 | -0.521 | -1.740956 | 9.9% | 4.7% | 5.8% | 20.0% | 6.1% | 6.3% | -0.727 | -2.953 | -1.117 | -1.176519 | 0.015 | 29.7% | 6.5% | 6.3% | 27.5% | 4.8% | 6.0% |
| 14799785000119 | BTG PACTUAL ABSOLUTO LS FIC DE FIA | 18 | -73.7 | 9.4% | 19.6% | -0.236 | -4.075 | -0.308 | -1.906719 | 5.8% | 2.7% | 15.3% | 15.6% | 4.8% | 13.4% | -0.505 | -4.366 | -0.663 | -1.233935 | 0.050 | 35.1% | 7.5% | 12.7% | 21.3% | 3.8% | 12.0% |
| 24140256000162 | MOAT CAPITAL EQUITY HEDGE FIC DE FIM | 19 | -81.5 | 11.3% | 5.6% | -0.415 | -2.051 | -0.656 | -1.814991 | 12.1% | 5.7% | 5.2% | 20.0% | 6.1% | 4.9% | -1.108 | -3.503 | -1.829 | -1.230152 | -0.045 | 34.7% | 7.5% | 5.1% | 52.8% | 8.5% | 5.2% |
- 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.