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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 18772290000157 | SOLANA LONG AND SHORT FIC DE FIM | 1 | 21.7 | 31.5% | 3.3% | 4.211 | 1.786 | 7.241 | -0.712642 | 33.2% | 14.9% | 3.4% | 47.8% | 13.4% | 3.6% | 0.250 | 0.116 | 0.439 | -0.726014 | 0.168 | 68.0% | 13.4% | 3.8% | 82.4% | 12.3% | 3.8% |
| 26262363000199 | TRUXT LONG SHORT ADVISORY FIC DE FIM | 2 | 20.1 | 26.3% | 6.7% | 1.436 | 1.227 | 2.184 | -1.027832 | 45.1% | 19.7% | 5.9% | 66.7% | 17.9% | 5.7% | 0.856 | 0.627 | 1.392 | -0.467091 | 0.263 | 71.7% | 14.0% | 6.1% | 58.5% | 9.3% | 6.7% |
| 52304477000164 | ALPHA KEY LONG SHORT FIC DE FIM | 3 | 15.9 | 18.5% | 2.4% | 1.255 | 0.393 | 2.010 | -1.468381 | 35.0% | 15.6% | 2.5% | 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% |
| 39354762000121 | V8 SPEEDWAY LONG SHORT FIC DE FIM | 4 | 11.1 | 12.3% | 2.6% | -0.815 | -0.275 | -1.541 | -1.735043 | 29.5% | 13.3% | 2.7% | 49.3% | 13.8% | 2.8% | 0.439 | 0.158 | 0.725 | -0.695700 | 0.198 | 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 | 9.8 | 17.6% | 7.5% | 0.306 | 0.292 | 0.397 | -1.607938 | 26.0% | 11.8% | 7.5% | 38.7% | 11.1% | 7.6% | -0.150 | -0.145 | -0.213 | -0.832979 | 0.105 | 69.1% | 13.5% | 8.3% | 91.6% | 13.4% | 8.2% |
| 56107403000199 | V8 SHELBY LONG SHORT FIC DE FIF EM AÇÕES - RL | 6 | -9.0 | 13.3% | 6.2% | -0.211 | -0.168 | -0.355 | -1.573077 | 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% |
| 31416575000113 | PRINCIPAL CLARITAS QUANT FIC DE FIM | 7 | -10.5 | 19.0% | 4.3% | 0.806 | 0.447 | 1.174 | -1.438129 | 30.5% | 13.7% | 4.5% | 44.5% | 12.6% | 4.7% | 0.035 | 0.021 | 0.052 | -0.772117 | 0.134 | 58.1% | 11.7% | 4.8% | 81.0% | 12.2% | 5.0% |
| 32240456000115 | QUANTITAS FIM MALDIVAS LONG SHORT | 8 | -31.9 | 5.8% | 6.2% | -1.241 | -0.979 | -1.627 | -2.125810 | 16.2% | 7.5% | 5.7% | 31.9% | 9.3% | 5.2% | -0.528 | -0.349 | -0.788 | -0.998379 | 0.046 | 46.1% | 9.6% | 4.9% | 64.4% | 10.1% | 4.9% |
| 26380695000178 | MANAGER NEO ARGO LONG AND SHORT I FIC DE FIM | 9 | -34.0 | 2.5% | 1.1% | 0.695 | 0.097 | 0.279 | 1.380234 | 6.0% | 2.9% | 5.4% | 18.1% | 5.5% | 5.0% | -0.549 | -0.349 | -0.901 | -0.284138 | 0.043 | 31.8% | 6.9% | 4.8% | 39.9% | 6.7% | 5.2% |
| 19366052000104 | SHARP LONG SHORT 2X FEEDER FI FINANCEIRO EM COTAS DE FUNDOS DE INVESTIMENTO MULTI | 10 | -34.5 | 7.3% | 6.2% | -1.039 | -0.822 | -1.410 | -1.960260 | 14.9% | 6.9% | 5.0% | 28.7% | 8.5% | 4.4% | -0.799 | -0.449 | -1.044 | -1.011850 | 0.003 | 47.2% | 9.8% | 4.0% | 61.0% | 9.6% | 3.9% |
| 07279819000189 | SHARP LONG SHORT FI FINANCEIRO MULTIMERCADO | 11 | -45.6 | 6.8% | 6.1% | -1.122 | -0.873 | -1.500 | -1.981691 | 15.6% | 7.2% | 4.5% | 28.4% | 8.4% | 3.8% | -0.951 | -0.459 | -1.041 | -1.031097 | -0.020 | 44.9% | 9.4% | 3.3% | 55.6% | 8.9% | 3.1% |
| 07672392000184 | WESTERN ASSET LONG & SHORT FIM | 12 | -50.6 | 11.2% | 3.7% | -0.843 | -0.397 | -1.228 | -1.919046 | 23.1% | 10.6% | 3.7% | 33.5% | 9.8% | 3.7% | -0.636 | -0.301 | -0.907 | -0.920123 | 0.029 | 46.0% | 9.6% | 3.4% | 52.6% | 8.5% | 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.