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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 47612105000165 | ACE CAPITAL MULTICENÁRIOS FIC DE FI FINANCEIRO MULTIMERCADO - RL | 1 | 77.7 | 33.7% | 11.7% | 1.356 | 10.297 | 1.566 | -0.583624 | 64.8% | 27.3% | 11.4% | 97.1% | 24.5% | 10.7% | 1.006 | 2.504 | 1.335 | -0.152789 | 0.287 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| 37627843000122 | DNA BRAVE FIA | 2 | 55.5 | 36.8% | 15.5% | 1.369 | 13.781 | 1.765 | 0.611136 | 44.9% | 19.7% | 13.5% | 72.0% | 19.1% | 12.3% | 0.545 | 1.571 | 0.774 | -0.117251 | 0.215 | 60.7% | 12.2% | 14.1% | 32.9% | 5.7% | 14.6% |
| 01221890000124 | CSHG VERDE FIC DE FIM | 3 | 36.0 | 19.0% | 4.5% | 0.766 | 2.242 | 1.140 | -1.651526 | 40.5% | 17.9% | 4.3% | 56.2% | 15.5% | 4.6% | 0.594 | 0.639 | 0.834 | -0.721544 | 0.222 | 71.2% | 13.9% | 5.1% | 77.5% | 11.7% | 5.8% |
| 28866524000189 | CANVAS VECTOR FIC DE FIM | 4 | 24.7 | 28.6% | 9.1% | 1.263 | 7.528 | 1.744 | -1.026279 | 24.1% | 11.0% | 9.6% | 52.9% | 14.7% | 9.2% | 0.218 | 0.468 | 0.283 | -0.654786 | 0.163 | 78.1% | 15.0% | 9.0% | 79.3% | 12.0% | 8.6% |
| 34172497000147 | ARMOR AXE FIC DE FIM | 5 | 15.5 | 13.4% | 2.5% | -0.487 | -0.794 | -0.642 | -1.864836 | 29.9% | 13.5% | 2.8% | 50.1% | 14.0% | 3.6% | 0.394 | 0.330 | 0.549 | -0.750074 | 0.191 | 76.4% | 14.7% | 5.1% | 114.0% | 15.9% | 6.5% |
| 51012457000157 | GENOA CAPITAL SAGRES FIC DE FIM | 6 | 10.5 | 18.4% | 5.7% | 0.518 | 1.921 | 0.689 | -1.409137 | 43.5% | 19.1% | 5.9% | 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% |
| 12105992000109 | KAPITALO ZETA FI EM QUOTAS DE FIM | 7 | 4.1 | 16.1% | 13.0% | 0.080 | 0.680 | 0.095 | -1.409974 | 33.5% | 15.0% | 11.5% | 40.9% | 11.7% | 10.5% | -0.060 | -0.148 | -0.080 | -0.797320 | 0.120 | 60.3% | 12.1% | 9.5% | 83.2% | 12.4% | 9.2% |
| 04621018000161 | SANTA FÉ AQUARIUS FI FINANCEIRO MULTIMERCADO | 8 | -1.9 | 20.6% | 10.8% | 0.453 | 3.180 | 0.572 | -1.622239 | 27.8% | 12.6% | 9.7% | 48.1% | 13.5% | 9.7% | 0.103 | 0.232 | 0.145 | -0.993517 | 0.145 | 46.7% | 9.7% | 10.0% | 42.3% | 7.1% | 9.9% |
| 17489083000127 | BAHIA AM MUTÁ FIC DE FIM | 9 | -6.3 | 12.6% | 6.5% | -0.300 | -1.273 | -0.410 | -1.979329 | 34.6% | 15.4% | 5.8% | 36.7% | 10.6% | 5.9% | -0.269 | -0.372 | -0.379 | -0.956345 | 0.087 | 48.8% | 10.1% | 7.2% | 67.8% | 10.5% | 7.1% |
| 35726908000161 | CAPSTONE MACRO FIC DE FIM | 10 | -7.2 | 7.9% | 5.6% | -1.065 | -3.861 | -1.288 | -2.215791 | 27.9% | 12.6% | 5.5% | 42.5% | 12.1% | 5.2% | -0.054 | -0.066 | -0.078 | -0.850614 | 0.120 | 62.3% | 12.4% | 5.6% | 114.4% | 15.9% | 5.9% |
| 23884619000101 | ADAM ADVANCED CSHG FIC DE FI MULT CP IE | 11 | -11.5 | 12.9% | 11.3% | -0.144 | -1.067 | -0.233 | -1.573219 | 31.7% | 14.3% | 10.3% | 43.1% | 12.3% | 8.8% | -0.014 | -0.028 | -0.022 | -0.707245 | 0.127 | 41.2% | 8.7% | 9.2% | 25.1% | 4.4% | 12.5% |
| 30593439000136 | VINLAND MACRO PLUS FIC DE FIM | 12 | -12.3 | 15.5% | 8.5% | 0.064 | 0.358 | 0.086 | -1.580381 | 37.0% | 16.4% | 7.0% | 27.7% | 8.2% | 6.8% | -0.546 | -0.870 | -0.743 | -1.052575 | 0.043 | 37.7% | 8.0% | 6.4% | 74.2% | 11.3% | 6.7% |
| 12809201000113 | SPX RAPTOR FEEDER IE FIQ DE FIM CP | 13 | -13.5 | 5.1% | 9.2% | -0.896 | -5.386 | -1.010 | -2.283908 | 24.7% | 11.3% | 12.4% | 10.4% | 3.2% | 3.3% | -0.756 | -0.580 | -0.174 | -5.432236 | 0.010 | 9.4% | 2.2% | 4.4% | 53.3% | 8.6% | 5.5% |
| 10237439000196 | R&C HEDGE FIM | 14 | -13.8 | 23.0% | 4.6% | 1.496 | 4.483 | 2.183 | -1.231847 | 15.9% | 7.4% | 7.7% | 24.4% | 7.3% | 9.6% | -0.473 | -1.060 | -0.488 | -1.143036 | 0.055 | 45.1% | 9.4% | 10.0% | 76.3% | 11.6% | 10.3% |
| 30518346000147 | SELECTION MULTIMERCADO PLUS FIC MULTIMERCADO | 15 | -29.7 | 11.6% | 4.1% | -0.427 | -1.139 | -0.621 | -1.821975 | 25.9% | 11.8% | 3.9% | 33.6% | 9.8% | 4.0% | -0.496 | -0.464 | -0.756 | -0.989440 | 0.051 | 42.9% | 9.0% | 3.9% | 53.3% | 8.6% | 4.0% |
| 19941902000150 | CLAVE ALPHA MACRO A FIC DE FIM | 16 | -31.9 | 18.0% | 5.9% | 0.437 | 1.688 | 0.751 | -1.662618 | 16.4% | 7.6% | 6.7% | 24.8% | 7.4% | 6.7% | -0.666 | -1.036 | -0.960 | -1.321115 | 0.024 | 42.6% | 9.0% | 6.8% | 58.6% | 9.3% | 6.8% |
| 05448587000110 | OPPORTUNITY TOTAL FIC DE FIM | 17 | -32.8 | 12.3% | 4.9% | -0.449 | -1.447 | -0.468 | -1.875216 | 23.3% | 10.7% | 4.5% | 33.9% | 9.9% | 4.2% | -0.542 | -0.529 | -0.655 | -0.977355 | 0.044 | 46.1% | 9.6% | 3.8% | 62.1% | 9.8% | 3.7% |
| 18908578000106 | BNP PARIBAS MACRO FIM | 18 | -33.2 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.0% | 0.0% | 0.0% | 0.5% | 0.2% | 0.3% | -0.387 | -0.029 | -0.138 | -33.308147 | 0.068 | 9.0% | 2.1% | 0.8% | 3.5% | 0.7% | 1.1% |
| 11228500000100 | POLO MACRO FIM | 19 | -34.2 | 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 | 0.0% | 0.0% | 0.0% | -10.6% | -2.1% | 5.7% |
| 32905708000188 | MACRO CAPITAL ONE FIM | 20 | -34.6 | 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 | 4.9% | 1.2% | 1.5% | 4.8% | 0.9% | 1.4% |
| 05903038000198 | MAUÁ MACRO FIC DE FIM | 21 | -34.8 | 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% | -2.0% | -0.4% | 1.2% |
| 30005705000162 | CANVAS ENDURO EDGE FIC DE FIM | 22 | -35.0 | 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% | -12.0% | -2.4% | 2.9% |
| 24140275000199 | VRB FI FINANCEIRO MULTIMERCADO RL | 23 | -37.9 | 12.4% | 6.6% | -0.294 | -1.262 | -0.378 | -2.204823 | 20.0% | 9.2% | 6.0% | 31.1% | 9.1% | 5.7% | -0.495 | -0.663 | -0.702 | -1.189679 | 0.051 | 39.6% | 8.4% | 5.6% | 48.9% | 8.0% | 5.6% |
| 08507696000159 | VERDE AM MULTI ESTRATEGIA FI FINANCEIRO MULTIMERCADO RL | 24 | -38.7 | 13.1% | 3.4% | -0.441 | -0.979 | -0.620 | -1.954703 | 22.3% | 10.2% | 3.1% | 34.9% | 10.1% | 3.2% | -0.630 | -0.469 | -0.869 | -1.076351 | 0.030 | 43.6% | 9.1% | 3.8% | 44.2% | 7.3% | 4.2% |
| 34231938000134 | XP ADVISORY PORTFOLIO PRIVATE IV FIC DE FIM CP | 25 | -41.4 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 3.3% | 1.6% | 1.2% | 12.6% | 3.9% | 1.1% | -1.593 | -0.393 | -0.563 | -4.970355 | -0.121 | 14.1% | 3.2% | 5.4% | 9.9% | 1.8% | 5.7% |
| 20216106000134 | CSHG ALLOCATION GAUSS FIC DE FIM | 26 | -41.5 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.6% | 0.3% | 1.4% | 5.5% | 1.8% | 1.4% | -2.118 | -0.682 | -0.678 | -5.224524 | -0.204 | 13.6% | 3.1% | 6.3% | 12.1% | 2.2% | 6.6% |
| 31392557000149 | XP ADVISORY PORTFOLIO PRIVATE III FIC DE FI MULT CP | 27 | -45.5 | 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 | 1.1% | 0.3% | 1.2% | -0.7% | -0.1% | 1.2% |
| 36521802000194 | KAPITALO GAIA FIC DE FIM | 28 | -46.9 | 4.3% | 1.0% | 2.510 | 1.682 | 0.932 | 11.731237 | -3.3% | -1.6% | 8.8% | 4.6% | 1.5% | 8.6% | -0.760 | -1.522 | -1.023 | -0.793948 | 0.010 | 9.8% | 2.3% | 8.4% | 21.5% | 3.8% | 9.0% |
| 17414721000140 | ARX MACRO FIC DE FIM | 29 | -49.2 | 8.9% | 4.0% | -1.250 | -3.296 | -1.535 | -2.114716 | 22.5% | 10.3% | 5.7% | 27.4% | 8.1% | 8.0% | -0.478 | -0.893 | -0.645 | -1.144501 | 0.054 | 18.0% | 4.1% | 9.8% | 28.6% | 5.0% | 9.2% |
| 32318799000155 | KAIRÓS MACRO FIC DE FIM | 30 | -53.0 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 2.5% | 1.2% | 0.5% | 5.7% | 1.8% | 1.0% | -3.254 | -0.775 | -1.043 | -6.183212 | -0.382 | 13.4% | 3.1% | 5.7% | 22.8% | 4.1% | 6.1% |
| 34799112000176 | PANAMBY GLOBAL MACRO FIC DE FIM | 31 | -55.8 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.0% | 0.0% | 0.0% | 4.1% | 1.3% | 1.0% | -1.449 | -0.331 | -0.473 | -9.360875 | -0.099 | 1.5% | 0.4% | 1.2% | 5.6% | 1.1% | 5.8% |
| 31120430000170 | PERSEVERA COMPASS FIM | 32 | -56.5 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | -1.6% | -0.8% | 1.5% | 9.2% | 2.9% | 5.2% | -0.683 | -0.835 | -0.960 | -0.576405 | 0.022 | 17.5% | 4.0% | 4.6% | 14.9% | 2.7% | 4.8% |
| 26323079000185 | AZ QUEST MULTI MAX FIC DE FIM | 33 | -58.6 | 11.7% | 2.4% | -1.096 | -1.729 | -1.588 | -1.882130 | 17.7% | 8.2% | 2.8% | 27.2% | 8.1% | 3.4% | -1.137 | -0.904 | -1.652 | -1.197177 | -0.050 | 41.5% | 8.8% | 4.3% | 51.0% | 8.3% | 4.9% |
| 26324209000102 | NEO PROVECTUS I FIC DE FIM | 34 | -59.0 | 13.6% | 5.7% | -0.192 | -0.709 | -0.280 | -1.807196 | 7.4% | 3.5% | 5.9% | 17.5% | 5.3% | 5.8% | -1.083 | -1.464 | -1.673 | -1.308471 | -0.041 | 42.3% | 8.9% | 6.8% | 47.4% | 7.8% | 7.0% |
| 06041290000106 | ARX EXTRA FIC DE FIM | 35 | -60.5 | 8.8% | 4.0% | -1.277 | -3.325 | -1.579 | -2.111584 | 19.6% | 9.1% | 6.2% | 23.3% | 7.0% | 9.2% | -0.524 | -1.129 | -0.690 | -1.153973 | 0.047 | 4.1% | 1.0% | 11.6% | 11.3% | 2.1% | 11.1% |
| 29826089000121 | GIANT SIGMA FIC DE FIM | 36 | -60.9 | 12.5% | 5.3% | -0.382 | -1.324 | -0.548 | -1.992357 | 18.0% | 8.3% | 5.7% | 19.4% | 5.9% | 5.3% | -1.085 | -1.354 | -1.361 | -1.238549 | -0.041 | 24.4% | 5.4% | 5.8% | 30.1% | 5.2% | 5.9% |
| 01823373000125 | GAP ABSOLUTO FIC DE FIM | 37 | -61.5 | 13.5% | 5.1% | -0.225 | -0.742 | -0.312 | -1.997187 | 11.1% | 5.2% | 7.5% | 14.1% | 4.3% | 7.9% | -0.906 | -1.679 | -1.243 | -1.610878 | -0.013 | 21.1% | 4.7% | 7.9% | 46.5% | 7.7% | 7.9% |
| 37887638000104 | FORPUS MULTIESTRATÉGIA FIM LP | 38 | -64.3 | 10.5% | 9.6% | -0.382 | -2.399 | -0.488 | -2.930751 | 14.8% | 6.9% | 7.4% | 20.4% | 6.2% | 6.8% | -0.820 | -1.296 | -1.064 | -1.528844 | 0.000 | 16.9% | 3.9% | 7.5% | 33.1% | 5.7% | 8.3% |
| 09586692000176 | MURANO FIC DE FIM | 39 | -69.5 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | -1.3% | -0.6% | 0.7% | -0.8% | -0.3% | 1.1% | -4.696 | -1.175 | -1.053 | -5.884297 | -0.608 | 10.4% | 2.4% | 6.6% | 1.4% | 0.3% | 7.0% |
| 30057258000195 | VISTA HEDGE FIC DE FIM | 40 | -69.6 | -6.4% | 15.1% | -1.193 | -11.722 | -1.926 | -2.386859 | 11.8% | 5.5% | 13.3% | 22.5% | 6.8% | 11.8% | -0.426 | -1.172 | -0.689 | -1.055023 | 0.062 | 19.7% | 4.4% | 10.9% | 47.0% | 7.7% | 10.4% |
| 13106979000129 | CANVAS ENDURO FIC DE FIM | 41 | -70.3 | 6.8% | 6.7% | -1.019 | -4.452 | -1.349 | -2.489389 | 10.7% | 5.0% | 7.7% | 14.8% | 4.6% | 7.4% | -0.948 | -1.632 | -1.206 | -1.536308 | -0.020 | 24.8% | 5.5% | 7.2% | 26.9% | 4.7% | 7.3% |
| 32397723000162 | MAR ABSOLUTO FIC DE FIM | 42 | -72.9 | -6.3% | 14.7% | -1.217 | -11.684 | -1.482 | -3.779836 | 8.4% | 4.0% | 12.7% | 10.0% | 3.1% | 11.8% | -0.700 | -1.928 | -0.899 | -1.449863 | 0.019 | 24.0% | 5.3% | 11.4% | 43.7% | 7.3% | 11.7% |
| 07552643000197 | SPARTA CÍCLICO FIC DE FIM | 43 | -77.7 | -5.5% | 28.2% | -0.612 | -11.262 | -0.795 | -2.253447 | -4.7% | -2.3% | 23.3% | 16.7% | 5.1% | 20.6% | -0.317 | -1.521 | -0.425 | -1.088754 | 0.079 | 18.4% | 4.2% | 21.2% | 35.0% | 6.0% | 20.3% |
| 20458815000126 | ASA HEDGE FIC DE FIM | 44 | -78.5 | 9.0% | 5.3% | -0.921 | -3.197 | -1.469 | -2.121279 | 10.2% | 4.8% | 6.3% | 10.4% | 3.3% | 6.0% | -1.363 | -1.896 | -1.891 | -1.359231 | -0.085 | 23.0% | 5.1% | 6.1% | 58.2% | 9.3% | 6.6% |
| 07088369000147 | VENTOR HEDGE FIC DE FIM | 45 | -86.9 | 9.5% | 5.3% | -0.860 | -2.970 | -1.019 | -2.095042 | 12.5% | 5.9% | 5.2% | 7.1% | 2.2% | 5.1% | -1.784 | -2.112 | -2.431 | -1.599115 | -0.151 | 20.7% | 4.7% | 5.2% | 31.6% | 5.5% | 5.7% |
| 11301137000100 | SEIVAL FGS AGRESSIVO FIC DE FIM | 46 | -90.1 | 4.8% | 16.7% | -0.511 | -5.573 | -0.680 | -1.478473 | 2.7% | 1.3% | 18.5% | 0.8% | 0.3% | 17.3% | -0.625 | -2.523 | -0.828 | -0.920749 | 0.031 | -17.6% | -4.6% | 17.4% | -5.0% | -1.0% | 17.0% |
| 23922063000109 | XP MACRO FI FINANCEIRO MULTIMERCADO - RL | 47 | -105.6 | 2.6% | 3.6% | -2.856 | -6.766 | -3.669 | -2.374711 | 11.5% | 5.4% | 3.8% | 8.9% | 2.8% | 4.6% | -1.866 | -2.001 | -2.632 | -1.450420 | -0.164 | 21.2% | 4.8% | 4.6% | 43.7% | 7.3% | 4.7% |
| 21646715000196 | VISTA MULTIESTRATÉGIA FIC DE FIM | 48 | -110.6 | -24.2% | 30.4% | -1.089 | -21.609 | -1.726 | -1.989623 | -2.5% | -1.2% | 26.8% | 5.3% | 1.7% | 23.7% | -0.403 | -2.228 | -0.642 | -0.863315 | 0.066 | -22.4% | -6.0% | 23.4% | 24.6% | 4.4% | 23.6% |
| 30068713000158 | XP MACRO PLUS FIC DE FI FINANCEIRO MULTIMERCADO - RL | 49 | -121.3 | -5.4% | 7.1% | -2.427 | -11.163 | -3.194 | -2.823801 | 2.6% | 1.3% | 7.3% | -10.3% | -3.5% | 8.9% | -1.587 | -3.297 | -2.265 | -1.769814 | -0.120 | -0.5% | -0.1% | 9.0% | 31.5% | 5.4% | 9.1% |
| 19628666000117 | EXPLORITAS ALPHA AMERICA LATINA FIC DE FIM | 50 | -134.9 | -15.3% | 29.8% | -0.858 | -16.685 | -1.265 | -2.447078 | -29.2% | -15.4% | 33.2% | -26.6% | -9.5% | 29.4% | -0.664 | -4.554 | -0.958 | -1.535549 | 0.025 | -1.7% | -0.4% | 27.2% | 13.6% | 2.5% | 26.5% |
| 30887013000195 | VERSA TRACKER FI FINANCEIRO MULTIMERCADO - RL | 51 | -244.9 | -12.4% | 43.3% | -0.535 | -15.098 | -0.733 | -1.276060 | -68.6% | -42.9% | 55.3% | -64.8% | -28.6% | 49.9% | -0.731 | -8.520 | -0.965 | -1.330310 | 0.014 | -74.6% | -28.2% | 52.8% | -82.5% | -28.6% | 51.5% |
| 45126981000156 | SKOPOS CAPABLANCA MACRO FIM | 52 | -274.6 | -33.8% | 43.1% | -0.960 | -26.968 | -1.271 | -1.983320 | -72.2% | -46.2% | 45.7% | -77.8% | -38.4% | 43.0% | -1.051 | -10.566 | -1.376 | -1.815270 | -0.036 | -70.4% | -25.5% | 41.2% | 0.0% | 0.0% | 0.0% |
- 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.