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 | 70.6 | 38.9% | 6.7% | 3.031 | 17.800 | 4.116 | 0.413796 | 52.4% | 22.6% | 6.8% | 51.7% | 14.4% | 7.2% | 0.240 | 1.118 | 0.383 | -0.099153 | 0.167 | 69.6% | 13.6% | 7.4% | 64.6% | 10.1% | 8.1% |
| 14812722000155 | AZ QUEST TOTAL RETURN FIC DE FIM | 2 | 55.5 | 16.7% | 3.9% | 0.406 | 1.383 | 0.576 | -0.939299 | 36.1% | 16.1% | 4.1% | 60.8% | 16.6% | 4.3% | 0.863 | 2.365 | 1.278 | 0.015006 | 0.266 | 84.3% | 15.9% | 5.4% | 98.2% | 14.1% | 5.4% |
| 07013315000112 | POLO NORTE I LONG SHORT FIC DE FIM | 3 | 25.9 | 11.7% | 9.3% | -0.281 | -2.286 | -0.432 | -1.448202 | 41.2% | 18.2% | 13.3% | 54.8% | 15.1% | 14.2% | 0.170 | 1.553 | 0.255 | -0.020030 | 0.156 | 82.9% | 15.7% | 14.8% | 62.0% | 9.8% | 14.5% |
| 17441634000182 | RPS TOTAL RETURN FIC DE FIM | 4 | 13.9 | 17.5% | 14.1% | 0.159 | 1.977 | 0.239 | -0.831278 | 48.1% | 21.0% | 12.7% | 49.0% | 13.7% | 11.5% | 0.100 | 0.744 | 0.157 | -0.211141 | 0.145 | 60.7% | 12.2% | 11.3% | 59.3% | 9.4% | 10.8% |
| 40575693000165 | TÁVOLA EQUITY HEDGE 15 FIM | 5 | -0.4 | 5.8% | 4.2% | -1.831 | -6.690 | -2.661 | -1.388343 | 21.9% | 10.1% | 3.8% | 35.8% | 10.4% | 3.7% | -0.494 | -1.171 | -0.793 | -0.376845 | 0.051 | 91.9% | 17.1% | 5.2% | 80.1% | 12.1% | 8.4% |
| 25530044000154 | RPS EQUITY HEDGE D15 FIC DE FIM | 6 | -1.2 | 16.1% | 8.5% | 0.121 | 0.907 | 0.183 | -1.022810 | 38.4% | 17.1% | 7.7% | 43.7% | 12.4% | 7.0% | -0.004 | -0.020 | -0.007 | -0.377896 | 0.129 | 57.4% | 11.6% | 6.8% | 59.8% | 9.5% | 6.6% |
| 09068336000160 | PERFIN EQUITY HEDGE FIC DE FIM | 7 | -17.3 | 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 | 7.4% | 1.7% | 1.8% | -12.1% | -2.5% | 2.6% |
| 28911549000157 | REAL INVESTOR FIC DE FIM | 8 | -24.1 | 5.0% | 4.7% | -1.746 | -7.236 | -2.757 | -1.538222 | 20.7% | 9.5% | 4.8% | 37.6% | 10.9% | 4.9% | -0.285 | -0.898 | -0.502 | -0.376389 | 0.084 | 67.6% | 13.3% | 5.2% | 80.6% | 12.1% | 5.5% |
| 05109839000186 | PRINCIPAL CLARITAS LONG SHORT FIC DE FIM | 9 | -28.1 | 12.4% | 2.8% | -0.709 | -1.766 | -0.834 | -1.176076 | 24.3% | 11.1% | 2.7% | 37.5% | 10.8% | 2.7% | -0.532 | -0.923 | -0.761 | -0.391934 | 0.045 | 58.0% | 11.7% | 2.7% | 66.4% | 10.3% | 2.8% |
| 13608337000128 | APEX EQUITY HEDGE FI FINANCEIRO MULTIMERCADO - RL | 10 | -35.2 | 12.0% | 3.7% | -0.619 | -2.035 | -0.796 | -1.269493 | 35.8% | 16.0% | 4.0% | 35.4% | 10.3% | 4.4% | -0.435 | -1.225 | -0.640 | -0.418085 | 0.061 | 45.2% | 9.4% | 4.7% | 44.7% | 7.4% | 4.6% |
| 06170653000103 | HOGAN ABSOLUTO FI FINANCEIRO MULTIMERCADO - RL | 11 | -51.6 | 2.1% | 14.0% | -0.769 | -9.462 | -1.022 | -1.785442 | 20.3% | 9.4% | 12.6% | 25.8% | 7.7% | 11.6% | -0.364 | -2.713 | -0.505 | -0.562784 | 0.072 | 52.1% | 10.7% | 11.3% | 29.0% | 5.0% | 11.2% |
| 31455960000170 | KADIMA LONG SHORT PLUS FIC DE FI FINANCEIRO EM AÇÕES - RL | 12 | -52.0 | 3.4% | 5.7% | -0.718 | -3.590 | -1.024 | -2.150913 | 16.8% | 7.8% | 5.0% | 27.2% | 8.1% | 4.8% | -0.454 | -1.396 | -0.762 | -0.351906 | 0.058 | 34.5% | 7.4% | 4.8% | 45.3% | 7.5% | 4.8% |
| 05936530000160 | IP VALUE HEDGE FIC DE FIM IE | 13 | -53.0 | 0.4% | 10.4% | -1.171 | -10.704 | -1.649 | -2.069216 | 18.7% | 8.6% | 9.7% | 32.6% | 9.5% | 8.7% | -0.297 | -1.655 | -0.424 | -0.554151 | 0.082 | 50.0% | 10.3% | 8.5% | 34.6% | 5.9% | 9.2% |
| 17164789000119 | OCCAM LONG & SHORT PLUS FI EM COTAS DE FIF MULTIMERCADO - RL | 14 | -57.9 | 7.0% | 9.4% | -0.697 | -5.768 | -0.900 | -1.533838 | 23.7% | 10.9% | 8.0% | 31.3% | 9.2% | 7.3% | -0.396 | -1.852 | -0.511 | -0.416914 | 0.067 | 39.5% | 8.4% | 6.8% | 36.0% | 6.1% | 6.4% |
| 38049108000141 | MERAKI EQUITY HEDGE FIC DE FIM | 15 | -69.8 | 13.0% | 0.8% | -2.018 | -1.363 | -2.332 | -1.052631 | 21.1% | 9.7% | 1.9% | 31.9% | 9.3% | 2.2% | -1.256 | -1.770 | -1.453 | -0.504029 | -0.069 | 48.1% | 10.0% | 2.1% | 52.4% | 8.5% | 2.1% |
| 12430199000177 | NAVI LONG SHORT FIC DE FIM | 16 | -70.8 | 10.2% | 6.1% | -0.645 | -3.450 | -0.962 | -1.252803 | 16.1% | 7.5% | 5.3% | 27.1% | 8.0% | 4.8% | -0.813 | -2.516 | -1.285 | -0.558160 | 0.001 | 39.4% | 8.4% | 4.7% | 56.2% | 9.0% | 4.7% |
| 28911598000190 | NEST ABSOLUTE LONG BIAS FI FINANCEIRO MULTIMERCADO - RL | 17 | -71.0 | 3.9% | 8.0% | -0.451 | -3.185 | -0.610 | -2.163139 | 14.4% | 6.8% | 5.8% | 13.8% | 4.2% | 6.2% | -0.905 | -3.633 | -1.351 | -0.867274 | -0.014 | 30.4% | 6.6% | 6.4% | 27.3% | 4.8% | 6.1% |
| 14799785000119 | BTG PACTUAL ABSOLUTO LS FIC DE FIA | 18 | -75.9 | 3.4% | 22.7% | -0.428 | -8.528 | -0.585 | -1.213370 | 13.5% | 6.3% | 17.5% | 11.0% | 3.4% | 15.1% | -0.532 | -5.169 | -0.704 | -0.650200 | 0.045 | 38.4% | 8.2% | 14.0% | 24.8% | 4.4% | 13.1% |
| 24140256000162 | MOAT CAPITAL EQUITY HEDGE FIC DE FIM | 19 | -95.0 | 7.9% | 5.5% | -1.064 | -5.127 | -1.663 | -1.330860 | 16.1% | 7.5% | 5.2% | 19.6% | 5.9% | 4.9% | -1.130 | -3.592 | -1.878 | -0.702991 | -0.049 | 31.1% | 6.8% | 5.1% | 50.6% | 8.2% | 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.