Ranking de fundos do tipo Long e Short Neutro
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 26262363000199 | TRUXT LONG SHORT ADVISORY FIC DE FIM | 1 | 37.6 | 27.6% | 7.3% | 1.478 | 1.371 | 2.350 | -0.445540 | 57.2% | 24.5% | 6.5% | 66.4% | 17.9% | 5.9% | 0.824 | 0.619 | 1.327 | -0.020372 | 0.260 | 87.6% | 16.4% | 6.3% | 68.0% | 10.6% | 6.8% |
| 18772290000157 | SOLANA LONG AND SHORT FIC DE FIM | 2 | 26.4 | 27.2% | 3.3% | 3.203 | 1.336 | 5.451 | -0.254335 | 38.9% | 17.3% | 3.4% | 47.9% | 13.5% | 3.6% | 0.258 | 0.117 | 0.443 | -0.209341 | 0.170 | 71.7% | 14.0% | 3.6% | 83.9% | 12.5% | 3.8% |
| 39354762000121 | V8 SPEEDWAY LONG SHORT FIC DE FIM | 3 | 22.5 | 10.3% | 2.8% | -1.343 | -0.480 | -2.526 | -1.240218 | 27.1% | 12.3% | 2.7% | 50.0% | 14.0% | 2.7% | 0.518 | 0.177 | 0.894 | -0.207046 | 0.211 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| 52304477000164 | ALPHA KEY LONG SHORT FIC DE FIM | 4 | 12.7 | 16.0% | 2.6% | 0.368 | 0.123 | 0.583 | -0.917722 | 35.1% | 15.7% | 2.6% | 0.0% | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.000 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| 18391138000124 | IBIUNA LONG SHORT STLS FIF - CLASSE DE INVESTIMENTO EM COTAS MULTIMERCADO - RL | 5 | -2.7 | 2.5% | 8.0% | -1.307 | -1.331 | -1.677 | -1.796463 | 24.1% | 11.0% | 7.8% | 26.2% | 7.8% | 7.6% | -0.543 | -0.527 | -0.752 | -0.520341 | 0.043 | 61.8% | 12.3% | 8.2% | 76.3% | 11.6% | 8.3% |
| 31416575000113 | PRINCIPAL CLARITAS QUANT FIC DE FIM | 6 | -9.2 | 18.1% | 4.1% | 0.661 | 0.349 | 0.964 | -0.814695 | 32.2% | 14.5% | 4.3% | 44.4% | 12.6% | 4.6% | 0.029 | 0.017 | 0.042 | -0.250141 | 0.134 | 58.6% | 11.8% | 4.7% | 81.2% | 12.2% | 5.0% |
| 56107403000199 | V8 SHELBY LONG SHORT FIC DE FIF EM AÇÕES - RL | 7 | -11.8 | 6.9% | 6.3% | -1.056 | -0.857 | -1.705 | -1.365341 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.000 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| 32240456000115 | QUANTITAS FIM MALDIVAS LONG SHORT | 8 | -26.7 | 0.1% | 6.7% | -1.873 | -1.600 | -2.380 | -1.710861 | 14.5% | 6.8% | 6.1% | 27.1% | 8.1% | 5.5% | -0.705 | -0.497 | -1.000 | -0.583371 | 0.018 | 47.8% | 9.9% | 5.2% | 57.6% | 9.2% | 5.1% |
| 19366052000104 | SHARP LONG SHORT 2X FEEDER FI FINANCEIRO EM COTAS DE FUNDOS DE INVESTIMENTO MULTI | 9 | -32.8 | 3.7% | 6.3% | -1.503 | -1.207 | -1.994 | -1.466599 | 12.6% | 5.9% | 5.3% | 26.2% | 7.8% | 4.6% | -0.904 | -0.527 | -1.173 | -0.546021 | -0.014 | 45.6% | 9.5% | 4.2% | 63.7% | 10.0% | 4.0% |
| 26380695000178 | MANAGER NEO ARGO LONG AND SHORT I FIC DE FIM | 10 | -41.7 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 6.6% | 3.1% | 1.1% | 15.1% | 4.7% | 5.1% | -0.571 | -0.375 | -0.949 | 0.165608 | 0.039 | 29.2% | 6.4% | 4.9% | 35.9% | 6.1% | 5.2% |
| 07279819000189 | SHARP LONG SHORT FI FINANCEIRO MULTIMERCADO | 11 | -42.5 | 3.5% | 6.3% | -1.533 | -1.226 | -2.028 | -1.473443 | 14.0% | 6.5% | 4.8% | 26.4% | 7.8% | 4.0% | -1.019 | -0.523 | -1.132 | -0.556096 | -0.032 | 43.4% | 9.1% | 3.6% | 57.3% | 9.1% | 3.3% |
| 07672392000184 | WESTERN ASSET LONG & SHORT FIM | 12 | -50.2 | 8.9% | 3.5% | -1.427 | -0.647 | -2.097 | -1.368973 | 22.0% | 10.1% | 3.6% | 33.2% | 9.7% | 3.7% | -0.662 | -0.313 | -0.945 | -0.434033 | 0.025 | 46.2% | 9.6% | 3.4% | 51.8% | 8.4% | 3.2% |
- 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.