Ranking de fundos multimercado de alta volatilidade (~ acima de 8% de vol)
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 23884619000101 | ADAM ADVANCED CSHG FIC DE FI MULT CP IE | 1 | 89.7 | 55.8% | 22.6% | 1.523 | 15.567 | 2.072 | 0.655396 | 80.8% | 33.2% | 17.3% | 99.9% | 25.0% | 14.4% | 0.779 | 2.625 | 1.050 | 0.404793 | 0.252 | 106.1% | 19.1% | 13.4% | 73.4% | 11.2% | 15.2% |
| 47612105000165 | ACE CAPITAL MULTICENÁRIOS FIC DE FI FINANCEIRO MULTIMERCADO - RL | 2 | 50.2 | 25.1% | 12.3% | 0.707 | 3.943 | 0.836 | -0.244930 | 59.3% | 25.3% | 11.4% | 84.8% | 21.9% | 10.9% | 0.772 | 1.972 | 1.031 | 0.330331 | 0.251 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| 37627843000122 | DNA BRAVE FIA | 3 | 42.9 | 27.8% | 16.7% | 0.957 | 7.222 | 1.244 | -0.040295 | 43.4% | 19.1% | 13.9% | 56.7% | 15.6% | 12.5% | 0.339 | 0.987 | 0.478 | 0.082392 | 0.183 | 80.2% | 15.3% | 13.6% | 28.1% | 4.9% | 14.7% |
| 28866524000189 | CANVAS VECTOR FIC DE FIM | 4 | 33.3 | 28.3% | 9.0% | 1.260 | 5.144 | 1.692 | -0.291340 | 32.2% | 14.5% | 9.8% | 54.6% | 15.1% | 9.3% | 0.254 | 0.550 | 0.330 | -0.101999 | 0.169 | 91.4% | 17.0% | 9.0% | 87.6% | 12.9% | 8.6% |
| 01221890000124 | CSHG VERDE FIC DE FIM | 5 | 21.3 | 16.2% | 4.8% | 0.237 | 0.514 | 0.382 | -0.996996 | 35.8% | 16.0% | 4.2% | 52.1% | 14.5% | 4.6% | 0.403 | 0.429 | 0.558 | -0.213122 | 0.193 | 70.3% | 13.7% | 5.0% | 76.0% | 11.6% | 5.9% |
| 34172497000147 | ARMOR AXE FIC DE FIM | 6 | 13.1 | 13.7% | 2.6% | -0.367 | -0.426 | -0.495 | -1.129795 | 29.3% | 13.2% | 2.6% | 48.1% | 13.5% | 3.4% | 0.279 | 0.222 | 0.391 | -0.243316 | 0.173 | 75.8% | 14.6% | 4.8% | 108.9% | 15.3% | 6.3% |
| 10237439000196 | R&C HEDGE FIM | 7 | 2.1 | 24.1% | 4.5% | 1.727 | 3.547 | 2.534 | -0.413494 | 34.6% | 15.5% | 5.9% | 23.4% | 7.0% | 9.5% | -0.506 | -1.120 | -0.512 | -0.625036 | 0.049 | 42.0% | 8.9% | 9.8% | 73.3% | 11.2% | 10.2% |
| 12809201000113 | SPX RAPTOR FEEDER IE FIQ DE FIM CP | 8 | 0.6 | 9.8% | 8.9% | -0.477 | -1.917 | -0.505 | -1.418478 | 33.0% | 14.8% | 11.4% | 18.9% | 5.8% | 14.2% | -0.052 | -0.174 | -0.054 | -3.273562 | 0.121 | 12.7% | 2.9% | 4.2% | 63.2% | 9.9% | 5.2% |
| 12105992000109 | KAPITALO ZETA FI EM QUOTAS DE FIM | 9 | 0.2 | 10.7% | 13.4% | -0.259 | -1.573 | -0.327 | -1.075612 | 31.5% | 14.2% | 11.4% | 46.5% | 13.1% | 10.8% | 0.055 | 0.139 | 0.075 | -0.152419 | 0.138 | 61.0% | 12.2% | 9.7% | 82.5% | 12.3% | 9.4% |
| 51012457000157 | GENOA CAPITAL SAGRES FIC DE FIM | 10 | -1.8 | 12.8% | 5.8% | -0.284 | -0.740 | -0.397 | -1.130268 | 42.1% | 18.6% | 5.8% | 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% |
| 35726908000161 | CAPSTONE MACRO FIC DE FIM | 11 | -4.5 | 6.7% | 5.4% | -1.262 | -3.098 | -1.480 | -1.541297 | 27.4% | 12.4% | 5.5% | 42.0% | 12.0% | 5.1% | -0.081 | -0.096 | -0.115 | -0.327206 | 0.116 | 64.0% | 12.7% | 5.4% | 109.7% | 15.4% | 5.8% |
| 17489083000127 | BAHIA AM MUTÁ FIC DE FIM | 12 | -12.8 | 10.2% | 6.5% | -0.608 | -1.784 | -0.837 | -1.397371 | 29.6% | 13.4% | 5.7% | 44.0% | 12.5% | 5.6% | 0.012 | 0.016 | 0.018 | -0.269625 | 0.131 | 42.7% | 9.0% | 7.1% | 68.8% | 10.7% | 7.1% |
| 30593439000136 | VINLAND MACRO PLUS FIC DE FIM | 13 | -13.2 | 12.8% | 8.7% | -0.203 | -0.800 | -0.274 | -0.986348 | 40.3% | 17.8% | 7.3% | 27.0% | 8.0% | 7.0% | -0.564 | -0.916 | -0.773 | -0.485031 | 0.040 | 36.8% | 7.9% | 6.5% | 73.9% | 11.3% | 6.8% |
| 04621018000161 | SANTA FÉ AQUARIUS FI FINANCEIRO MULTIMERCADO | 14 | -16.5 | 12.6% | 11.0% | -0.171 | -0.850 | -0.223 | -1.412422 | 25.2% | 11.5% | 9.7% | 34.0% | 9.9% | 9.7% | -0.230 | -0.519 | -0.326 | -0.606005 | 0.093 | 49.2% | 10.2% | 10.0% | 34.4% | 5.9% | 10.0% |
| 19941902000150 | CLAVE ALPHA MACRO A FIC DE FIM | 15 | -20.3 | 19.6% | 6.1% | 0.653 | 1.800 | 1.084 | -0.777141 | 23.2% | 10.7% | 6.4% | 26.2% | 7.8% | 6.7% | -0.620 | -0.963 | -0.879 | -0.713933 | 0.031 | 45.7% | 9.5% | 6.7% | 58.7% | 9.3% | 6.9% |
| 30518346000147 | SELECTION MULTIMERCADO PLUS FIC MULTIMERCADO | 16 | -26.9 | 8.5% | 4.3% | -0.769 | -1.500 | -1.130 | -1.512021 | 26.0% | 11.8% | 3.9% | 31.6% | 9.3% | 4.1% | -0.531 | -0.506 | -0.814 | -0.511130 | 0.045 | 43.2% | 9.1% | 3.9% | 52.4% | 8.5% | 4.0% |
| 32905708000188 | MACRO CAPITAL ONE FIM | 17 | -31.6 | 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 | 4.7% | 1.1% | 1.6% | 5.4% | 1.0% | 1.4% |
| 11228500000100 | POLO MACRO FIM | 18 | -33.3 | 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 | 0.0% | 0.0% | 0.0% | -16.4% | -3.4% | 6.0% |
| 30005705000162 | CANVAS ENDURO EDGE FIC DE FIM | 19 | -33.8 | 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 | 0.0% | 0.0% | 0.0% | -14.4% | -3.0% | 3.0% |
| 05903038000198 | MAUÁ MACRO FIC DE FIM | 20 | -34.4 | 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 | 0.0% | 0.0% | 0.0% | -4.6% | -0.9% | 0.9% |
| 05448587000110 | OPPORTUNITY TOTAL FIC DE FIM | 21 | -35.4 | 13.1% | 4.6% | -0.310 | -0.644 | -0.352 | -1.202864 | 22.0% | 10.1% | 4.7% | 32.3% | 9.4% | 4.3% | -0.622 | -0.619 | -0.764 | -0.468886 | 0.031 | 44.6% | 9.3% | 3.8% | 60.7% | 9.6% | 3.7% |
| 08507696000159 | VERDE AM MULTI ESTRATEGIA FI FINANCEIRO MULTIMERCADO RL | 22 | -35.7 | 11.6% | 3.7% | -0.733 | -1.224 | -1.121 | -1.264555 | 24.4% | 11.2% | 3.1% | 32.4% | 9.5% | 3.3% | -0.801 | -0.612 | -1.128 | -0.555805 | 0.003 | 47.6% | 9.9% | 3.7% | 45.0% | 7.4% | 4.2% |
| 20216106000134 | CSHG ALLOCATION GAUSS FIC DE FIM | 23 | -38.3 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 1.0% | 0.5% | 0.7% | 0.8% | 0.3% | 1.4% | -2.737 | -0.871 | -0.855 | -2.769688 | -0.303 | 15.6% | 3.6% | 1.4% | 12.4% | 2.3% | 6.7% |
| 18908578000106 | BNP PARIBAS MACRO FIM | 24 | -38.6 | 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 | 7.9% | 1.9% | 0.8% | 0.6% | 0.1% | 0.9% |
| 31392557000149 | XP ADVISORY PORTFOLIO PRIVATE III FIC DE FI MULT CP | 25 | -41.5 | 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 | 1.5% | 0.4% | 1.3% | -1.6% | -0.3% | 1.2% |
| 34231938000134 | XP ADVISORY PORTFOLIO PRIVATE IV FIC DE FIM CP | 26 | -41.6 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 2.3% | 1.1% | 1.3% | 7.8% | 2.5% | 1.1% | -2.254 | -0.566 | -0.796 | -2.070508 | -0.227 | 14.9% | 3.4% | 5.5% | 8.6% | 1.6% | 5.8% |
| 24140275000199 | VRB FI FINANCEIRO MULTIMERCADO RL | 27 | -42.5 | 8.6% | 6.8% | -0.742 | -2.292 | -1.002 | -1.661618 | 19.1% | 8.9% | 6.1% | 25.8% | 7.7% | 5.8% | -0.711 | -0.968 | -1.030 | -0.677943 | 0.017 | 39.3% | 8.3% | 5.6% | 45.8% | 7.6% | 5.7% |
| 32318799000155 | KAIRÓS MACRO FIC DE FIM | 28 | -51.6 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 1.6% | 0.8% | 0.3% | 4.7% | 1.5% | 1.0% | -2.999 | -0.699 | -0.979 | -3.259798 | -0.345 | 9.8% | 2.3% | 5.7% | 22.8% | 4.1% | 6.1% |
| 01823373000125 | GAP ABSOLUTO FIC DE FIM | 29 | -54.9 | 12.1% | 5.0% | -0.457 | -1.044 | -0.622 | -1.272878 | 16.6% | 7.7% | 7.1% | 12.0% | 3.7% | 7.8% | -0.992 | -1.809 | -1.339 | -1.027182 | -0.027 | 23.1% | 5.1% | 7.8% | 45.6% | 7.5% | 7.9% |
| 17414721000140 | ARX MACRO FIC DE FIM | 30 | -55.0 | 7.0% | 4.8% | -1.367 | -2.994 | -1.767 | -1.556975 | 16.6% | 7.7% | 5.7% | 29.5% | 8.7% | 7.1% | -0.466 | -0.772 | -0.612 | -0.559516 | 0.056 | 17.8% | 4.0% | 9.7% | 26.4% | 4.6% | 9.3% |
| 09586692000176 | MURANO FIC DE FIM | 31 | -58.1 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | -1.9% | -0.9% | 1.1% | -2.1% | -0.7% | 1.1% | -4.539 | -1.126 | -0.947 | -2.830830 | -0.588 | 11.8% | 2.7% | 6.6% | 1.0% | 0.2% | 6.9% |
| 26323079000185 | AZ QUEST MULTI MAX FIC DE FIM | 32 | -60.1 | 11.3% | 2.4% | -1.215 | -1.328 | -1.747 | -1.239574 | 21.9% | 10.1% | 2.5% | 22.5% | 6.8% | 3.3% | -1.540 | -1.174 | -2.173 | -0.737774 | -0.114 | 37.2% | 7.9% | 4.1% | 49.1% | 8.0% | 4.8% |
| 26324209000102 | NEO PROVECTUS I FIC DE FIM | 33 | -60.9 | 6.0% | 6.9% | -1.090 | -3.390 | -1.518 | -1.507355 | 10.8% | 5.1% | 6.3% | 14.4% | 4.4% | 6.3% | -1.138 | -1.661 | -1.718 | -0.803784 | -0.051 | 39.1% | 8.3% | 7.0% | 42.1% | 7.0% | 7.2% |
| 29826089000121 | GIANT SIGMA FIC DE FIM | 34 | -60.9 | 10.4% | 5.4% | -0.693 | -1.691 | -1.020 | -1.369644 | 14.8% | 6.9% | 5.8% | 21.3% | 6.4% | 5.4% | -0.998 | -1.248 | -1.263 | -0.672027 | -0.028 | 27.8% | 6.1% | 5.6% | 26.5% | 4.7% | 5.9% |
| 34799112000176 | PANAMBY GLOBAL MACRO FIC DE FIM | 35 | -61.1 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.0% | 0.0% | 0.0% | 0.7% | 0.2% | 1.0% | -1.821 | -0.432 | -0.583 | -5.048660 | -0.159 | -1.6% | -0.4% | 1.1% | 3.6% | 0.7% | 1.3% |
| 31120430000170 | PERSEVERA COMPASS FIM | 36 | -61.9 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.1% | 0.1% | 1.6% | 5.7% | 1.8% | 1.2% | -3.382 | -0.930 | -1.037 | 0.520895 | -0.405 | 16.7% | 3.8% | 4.7% | 13.3% | 2.4% | 4.7% |
| 36521802000194 | KAPITALO GAIA FIC DE FIM | 37 | -63.9 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.1% | 0.1% | 1.9% | 2.8% | 0.9% | 8.7% | -0.744 | -1.509 | -0.987 | -0.442180 | 0.012 | 4.8% | 1.1% | 8.4% | 21.6% | 3.9% | 9.0% |
| 06041290000106 | ARX EXTRA FIC DE FIM | 38 | -66.1 | 6.9% | 4.8% | -1.397 | -3.015 | -1.808 | -1.564837 | 14.9% | 6.9% | 6.2% | 22.6% | 6.8% | 8.1% | -0.616 | -1.169 | -0.813 | -0.657834 | 0.032 | 5.2% | 1.2% | 11.4% | 8.6% | 1.6% | 11.1% |
| 20458815000126 | ASA HEDGE FIC DE FIM | 39 | -67.5 | 11.6% | 5.8% | -0.464 | -1.214 | -0.716 | -1.242831 | 13.9% | 6.5% | 6.5% | 12.0% | 3.7% | 6.1% | -1.274 | -1.806 | -1.764 | -0.833856 | -0.072 | 21.3% | 4.8% | 6.0% | 63.0% | 9.9% | 6.7% |
| 30057258000195 | VISTA HEDGE FIC DE FIM | 40 | -68.1 | -11.2% | 15.7% | -1.410 | -10.010 | -2.300 | -2.313863 | 13.0% | 6.1% | 13.8% | 12.2% | 3.8% | 12.4% | -0.624 | -1.802 | -1.026 | -0.759942 | 0.031 | 11.9% | 2.8% | 11.2% | 32.7% | 5.6% | 10.8% |
| 13106979000129 | CANVAS ENDURO FIC DE FIM | 41 | -68.7 | 3.9% | 7.6% | -1.208 | -4.157 | -1.600 | -1.917199 | 11.1% | 5.2% | 7.8% | 6.8% | 2.1% | 7.6% | -1.198 | -2.137 | -1.549 | -1.160277 | -0.060 | 23.8% | 5.3% | 7.3% | 21.4% | 3.8% | 7.4% |
| 37887638000104 | FORPUS MULTIESTRATÉGIA FIM LP | 42 | -76.1 | 5.9% | 10.1% | -0.737 | -3.383 | -0.967 | -2.171138 | 11.0% | 5.2% | 7.9% | 11.4% | 3.5% | 7.0% | -1.130 | -1.845 | -1.474 | -1.068668 | -0.049 | 13.0% | 3.0% | 7.5% | 26.6% | 4.7% | 8.2% |
| 32397723000162 | MAR ABSOLUTO FIC DE FIM | 43 | -77.5 | -15.2% | 15.1% | -1.694 | -11.552 | -2.121 | -3.658111 | 0.4% | 0.2% | 13.0% | 4.3% | 1.4% | 12.1% | -0.812 | -2.299 | -1.066 | -1.005333 | 0.001 | 16.7% | 3.8% | 11.5% | 30.2% | 5.2% | 11.9% |
| 07088369000147 | VENTOR HEDGE FIC DE FIM | 44 | -87.0 | 4.9% | 6.1% | -1.386 | -3.823 | -1.676 | -1.632497 | 12.7% | 6.0% | 5.4% | 6.8% | 2.1% | 5.3% | -1.724 | -2.140 | -2.314 | -1.059515 | -0.143 | 17.3% | 3.9% | 5.3% | 29.3% | 5.1% | 5.8% |
| 07552643000197 | SPARTA CÍCLICO FIC DE FIM | 45 | -90.9 | -18.7% | 30.2% | -0.942 | -12.853 | -1.208 | -2.358239 | -12.4% | -6.2% | 24.8% | -10.6% | -3.6% | 21.7% | -0.655 | -3.320 | -0.868 | -1.128718 | 0.026 | 4.2% | 1.0% | 21.6% | 6.5% | 1.2% | 21.1% |
| 23922063000109 | XP MACRO FI FINANCEIRO MULTIMERCADO - RL | 46 | -95.6 | 3.1% | 3.7% | -2.389 | -3.949 | -2.800 | -1.991406 | 11.0% | 5.2% | 3.8% | 10.8% | 3.4% | 4.5% | -1.711 | -1.800 | -2.397 | -0.977623 | -0.141 | 16.6% | 3.8% | 4.6% | 41.1% | 6.9% | 4.6% |
| 21646715000196 | VISTA MULTIESTRATÉGIA FIC DE FIM | 47 | -99.9 | -31.6% | 31.8% | -1.244 | -17.885 | -2.002 | -2.269336 | -0.5% | -0.3% | 27.8% | -11.3% | -3.8% | 24.9% | -0.581 | -3.375 | -0.944 | -0.769037 | 0.037 | -31.4% | -8.7% | 23.7% | -3.5% | -0.7% | 24.1% |
| 30068713000158 | XP MACRO PLUS FIC DE FI FINANCEIRO MULTIMERCADO - RL | 48 | -107.0 | -3.4% | 7.1% | -2.032 | -6.497 | -2.465 | -2.435678 | 2.3% | 1.1% | 7.4% | -6.0% | -2.0% | 8.7% | -1.434 | -2.918 | -2.039 | -1.280407 | -0.097 | -6.9% | -1.7% | 8.9% | 26.6% | 4.7% | 9.1% |
| 11301137000100 | SEIVAL FGS AGRESSIVO FIC DE FIM | 49 | -119.5 | -9.7% | 17.7% | -1.178 | -9.432 | -1.463 | -1.610195 | -12.9% | -6.5% | 18.9% | -13.9% | -4.7% | 18.1% | -0.845 | -3.561 | -1.116 | -0.770797 | -0.004 | -28.9% | -7.9% | 17.5% | -15.1% | -3.1% | 17.4% |
| 19628666000117 | EXPLORITAS ALPHA AMERICA LATINA FIC DE FIM | 50 | -134.6 | -39.4% | 35.5% | -1.303 | -20.922 | -1.867 | -2.708774 | -37.4% | -20.3% | 35.2% | -46.0% | -18.0% | 31.7% | -0.855 | -6.336 | -1.222 | -1.488246 | -0.006 | -17.7% | -4.6% | 28.8% | -17.2% | -3.6% | 28.0% |
| 45126981000156 | SKOPOS CAPABLANCA MACRO FIM | 51 | -207.5 | -26.5% | 44.7% | -0.786 | -15.908 | -1.046 | -1.439341 | -55.2% | -32.3% | 45.2% | -71.4% | -33.3% | 44.0% | -0.923 | -9.498 | -1.222 | -1.388234 | -0.017 | -69.0% | -24.7% | 41.8% | 0.0% | 0.0% | 0.0% |
| 30887013000195 | VERSA TRACKER FI FINANCEIRO MULTIMERCADO - RL | 52 | -219.4 | -38.4% | 50.2% | -0.904 | -20.533 | -1.304 | -1.671916 | -61.4% | -36.9% | 55.7% | -77.1% | -37.8% | 52.2% | -0.857 | -10.442 | -1.164 | -1.403939 | -0.006 | -70.6% | -25.7% | 53.4% | -85.9% | -31.5% | 52.8% |
- 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.