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 | 43.3 | 38.1% | 34.6% | 0.574 | 8.986 | 0.767 | 0.251731 | 57.2% | 24.5% | 25.3% | 79.7% | 20.8% | 21.0% | 0.354 | 1.733 | 0.433 | 0.125937 | 0.186 | 80.1% | 15.3% | 18.5% | 69.0% | 10.7% | 19.0% |
| 47612105000165 | ACE CAPITAL MULTICENÁRIOS FIC DE FI FINANCEIRO MULTIMERCADO - RL | 2 | 39.5 | 15.6% | 13.2% | 0.073 | 0.435 | 0.092 | -0.704695 | 51.2% | 22.1% | 11.5% | 91.4% | 23.3% | 11.2% | 0.862 | 2.250 | 1.156 | 0.221378 | 0.268 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| 51012457000157 | GENOA CAPITAL SAGRES FIC DE FIM | 3 | 20.5 | 13.8% | 5.7% | -0.098 | -0.254 | -0.135 | -1.056168 | 44.9% | 19.7% | 5.3% | 58.1% | 15.9% | 5.5% | 0.558 | 0.719 | 0.757 | -0.231420 | 0.219 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| 01221890000124 | CSHG VERDE FIC DE FIM | 4 | 19.2 | 14.7% | 5.1% | 0.020 | 0.046 | 0.032 | -1.077578 | 35.5% | 15.8% | 4.3% | 52.2% | 14.5% | 4.6% | 0.393 | 0.422 | 0.543 | -0.423354 | 0.193 | 71.7% | 14.0% | 4.9% | 86.1% | 12.8% | 5.7% |
| 34172497000147 | ARMOR AXE FIC DE FIM | 5 | 13.7 | 13.0% | 2.6% | -0.476 | -0.566 | -0.653 | -1.241265 | 27.1% | 12.3% | 2.6% | 51.2% | 14.3% | 3.2% | 0.498 | 0.375 | 0.696 | -0.424174 | 0.209 | 79.2% | 15.1% | 4.2% | 112.8% | 15.7% | 5.9% |
| 28866524000189 | CANVAS VECTOR FIC DE FIM | 6 | 12.3 | 16.2% | 9.4% | 0.154 | 0.654 | 0.220 | -0.915567 | 27.8% | 12.6% | 9.3% | 48.4% | 13.6% | 9.2% | 0.106 | 0.228 | 0.139 | -0.377615 | 0.147 | 83.7% | 15.8% | 8.9% | 80.4% | 12.1% | 8.7% |
| 10237439000196 | R&C HEDGE FIM | 7 | 2.0 | 19.6% | 4.5% | 0.976 | 1.974 | 1.471 | -0.676417 | 41.6% | 18.3% | 4.7% | 14.1% | 4.3% | 9.1% | -0.796 | -1.688 | -0.775 | -1.015005 | 0.003 | 41.4% | 8.7% | 9.0% | 69.0% | 10.7% | 9.8% |
| 12809201000113 | SPX RAPTOR FEEDER IE FIQ DE FIM CP | 8 | 0.6 | 8.0% | 8.7% | -0.634 | -2.493 | -0.650 | -1.402323 | 29.5% | 13.3% | 10.3% | 37.8% | 10.9% | 11.5% | 0.268 | 0.719 | 0.359 | -0.506588 | 0.173 | 13.2% | 3.1% | 3.8% | 78.9% | 11.9% | 4.8% |
| 12105992000109 | KAPITALO ZETA FI EM QUOTAS DE FIM | 9 | -2.1 | 12.9% | 14.3% | -0.096 | -0.622 | -0.129 | -0.950532 | 27.2% | 12.3% | 11.5% | 50.9% | 14.2% | 11.2% | 0.135 | 0.352 | 0.188 | -0.293545 | 0.151 | 62.5% | 12.5% | 10.1% | 89.0% | 13.1% | 9.5% |
| 04621018000161 | SANTA FÉ AQUARIUS FI FINANCEIRO MULTIMERCADO | 10 | -10.2 | 12.1% | 13.4% | -0.149 | -0.906 | -0.192 | -0.966400 | 28.6% | 12.9% | 11.2% | 42.1% | 12.0% | 10.4% | -0.035 | -0.085 | -0.047 | -0.515015 | 0.124 | 52.1% | 10.7% | 10.5% | 49.6% | 8.1% | 10.5% |
| 19941902000150 | CLAVE ALPHA MACRO A FIC DE FIM | 11 | -14.2 | 20.7% | 6.4% | 0.818 | 2.364 | 1.337 | -0.747680 | 28.4% | 12.8% | 5.7% | 27.6% | 8.2% | 6.7% | -0.571 | -0.894 | -0.813 | -0.916267 | 0.039 | 48.1% | 10.0% | 6.6% | 66.8% | 10.4% | 6.9% |
| 35726908000161 | CAPSTONE MACRO FIC DE FIM | 12 | -15.2 | 6.1% | 5.2% | -1.394 | -3.253 | -1.535 | -1.488350 | 24.3% | 11.1% | 5.2% | 39.2% | 11.2% | 5.0% | -0.223 | -0.258 | -0.306 | -0.558342 | 0.094 | 60.3% | 12.1% | 5.3% | 114.1% | 15.9% | 5.6% |
| 17489083000127 | BAHIA AM MUTÁ FIC DE FIM | 13 | -18.9 | 10.1% | 6.0% | -0.625 | -1.703 | -0.797 | -1.390402 | 25.9% | 11.8% | 5.5% | 46.3% | 13.1% | 5.5% | 0.093 | 0.119 | 0.132 | -0.430310 | 0.145 | 39.8% | 8.4% | 6.8% | 78.0% | 11.8% | 6.9% |
| 30518346000147 | SELECTION MULTIMERCADO PLUS FIC MULTIMERCADO | 14 | -19.7 | 11.0% | 4.2% | -0.232 | -0.444 | -0.324 | -1.361476 | 27.6% | 12.5% | 3.7% | 36.7% | 10.6% | 4.0% | -0.248 | -0.230 | -0.370 | -0.620079 | 0.090 | 44.6% | 9.3% | 3.9% | 60.9% | 9.6% | 4.0% |
| 18908578000106 | BNP PARIBAS MACRO FIM | 15 | -30.8 | 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 | 8.0% | 1.9% | 0.8% | 6.7% | 1.3% | 0.8% |
| 30593439000136 | VINLAND MACRO PLUS FIC DE FIM | 16 | -31.2 | 6.6% | 8.6% | -0.777 | -3.040 | -0.984 | -1.394065 | 33.4% | 14.9% | 7.7% | 31.5% | 9.2% | 7.2% | -0.402 | -0.675 | -0.534 | -0.603464 | 0.066 | 29.3% | 6.4% | 6.7% | 72.9% | 11.2% | 6.8% |
| 08507696000159 | VERDE AM MULTI ESTRATEGIA FI FINANCEIRO MULTIMERCADO RL | 17 | -32.2 | 10.4% | 3.9% | -0.891 | -1.577 | -1.496 | -1.287732 | 26.9% | 12.2% | 3.2% | 34.0% | 9.9% | 3.3% | -0.695 | -0.532 | -1.001 | -0.720451 | 0.019 | 48.9% | 10.1% | 3.6% | 52.4% | 8.5% | 4.2% |
| 11228500000100 | POLO MACRO FIM | 18 | -35.4 | 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% | -3.2% | -0.6% | 6.7% |
| 05448587000110 | OPPORTUNITY TOTAL FIC DE FIM | 19 | -35.6 | 11.8% | 4.6% | -0.492 | -1.028 | -0.563 | -1.244725 | 23.2% | 10.6% | 4.7% | 35.2% | 10.2% | 4.2% | -0.474 | -0.467 | -0.571 | -0.606832 | 0.054 | 44.0% | 9.2% | 3.9% | 64.4% | 10.1% | 3.6% |
| 30005705000162 | CANVAS ENDURO EDGE FIC DE FIM | 20 | -35.8 | 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% | -4.9% | -1.0% | 2.9% |
| 05903038000198 | MAUÁ MACRO FIC DE FIM | 21 | -37.2 | 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% | 0.2% | 0.0% | 0.2% |
| 32905708000188 | MACRO CAPITAL ONE FIM | 22 | -37.4 | 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 | -1.8% | -0.4% | 1.7% | 10.3% | 1.9% | 1.4% |
| 31392557000149 | XP ADVISORY PORTFOLIO PRIVATE III FIC DE FI MULT CP | 23 | -41.0 | 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 | -1.8% | -0.4% | 1.4% | 0.1% | 0.0% | 1.2% |
| 24140275000199 | VRB FI FINANCEIRO MULTIMERCADO RL | 24 | -42.3 | 9.5% | 7.0% | -0.583 | -1.845 | -0.802 | -1.541219 | 19.4% | 9.0% | 6.1% | 29.6% | 8.7% | 5.9% | -0.556 | -0.764 | -0.807 | -0.834423 | 0.041 | 38.5% | 8.2% | 5.7% | 54.6% | 8.8% | 5.7% |
| 34231938000134 | XP ADVISORY PORTFOLIO PRIVATE IV FIC DE FIM CP | 25 | -47.0 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | -0.2% | -0.1% | 0.0% | 7.4% | 2.3% | 1.1% | -1.441 | -0.364 | -0.510 | -3.304340 | -0.100 | 11.3% | 2.6% | 1.2% | 11.4% | 2.1% | 5.8% |
| 20216106000134 | CSHG ALLOCATION GAUSS FIC DE FIM | 26 | -47.5 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.0% | 0.0% | 0.0% | 2.6% | 0.8% | 1.4% | -1.631 | -0.518 | -0.475 | -3.232832 | -0.131 | 7.4% | 1.7% | 1.4% | 19.4% | 3.5% | 6.6% |
| 34799112000176 | PANAMBY GLOBAL MACRO FIC DE FIM | 27 | -48.4 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.0% | 0.0% | 0.0% | 2.5% | 0.8% | 1.0% | -0.268 | -0.065 | -0.083 | -8.653117 | 0.087 | -0.4% | -0.1% | 1.1% | 9.4% | 1.7% | 1.3% |
| 36521802000194 | KAPITALO GAIA FIC DE FIM | 28 | -50.3 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 4.8% | 2.3% | 1.9% | 4.0% | 1.3% | 8.8% | -0.587 | -1.211 | -0.759 | -0.491770 | 0.036 | 3.6% | 0.9% | 8.5% | 26.8% | 4.7% | 9.2% |
| 13106979000129 | CANVAS ENDURO FIC DE FIM | 29 | -51.8 | 10.5% | 7.7% | -0.432 | -1.508 | -0.581 | -1.394104 | 19.6% | 9.0% | 7.2% | 15.1% | 4.6% | 7.6% | -0.917 | -1.629 | -1.188 | -1.169396 | -0.017 | 26.8% | 5.9% | 7.2% | 36.9% | 6.3% | 7.3% |
| 17414721000140 | ARX MACRO FIC DE FIM | 30 | -53.1 | 6.7% | 5.0% | -1.317 | -2.986 | -1.784 | -1.562072 | 16.8% | 7.8% | 5.3% | 28.8% | 8.5% | 6.1% | -0.577 | -0.826 | -0.741 | -0.775057 | 0.038 | 26.1% | 5.8% | 9.3% | 30.3% | 5.3% | 9.2% |
| 29826089000121 | GIANT SIGMA FIC DE FIM | 31 | -55.6 | 11.1% | 5.2% | -0.552 | -1.303 | -0.773 | -1.273216 | 16.5% | 7.7% | 5.6% | 24.5% | 7.3% | 5.2% | -0.873 | -1.071 | -1.081 | -0.792887 | -0.010 | 32.3% | 7.0% | 5.2% | 30.6% | 5.3% | 5.8% |
| 26323079000185 | AZ QUEST MULTI MAX FIC DE FIM | 32 | -59.2 | 11.4% | 2.3% | -1.117 | -1.166 | -1.456 | -1.193500 | 21.2% | 9.8% | 2.3% | 26.6% | 7.9% | 3.1% | -1.321 | -0.950 | -1.805 | -0.843613 | -0.081 | 38.4% | 8.2% | 3.9% | 61.5% | 9.7% | 4.4% |
| 26324209000102 | NEO PROVECTUS I FIC DE FIM | 33 | -62.6 | 6.2% | 7.7% | -0.912 | -3.183 | -1.378 | -1.504839 | 13.1% | 6.1% | 6.5% | 14.5% | 4.5% | 6.6% | -1.088 | -1.666 | -1.678 | -1.029211 | -0.044 | 32.8% | 7.1% | 6.6% | 49.0% | 8.0% | 7.2% |
| 06041290000106 | ARX EXTRA FIC DE FIM | 34 | -64.8 | 6.6% | 4.9% | -1.346 | -3.009 | -1.827 | -1.570338 | 15.4% | 7.2% | 5.5% | 21.9% | 6.6% | 6.9% | -0.758 | -1.219 | -0.981 | -0.883749 | 0.009 | 13.2% | 3.0% | 11.0% | 14.5% | 2.7% | 11.0% |
| 01823373000125 | GAP ABSOLUTO FIC DE FIM | 35 | -66.3 | 9.0% | 5.9% | -0.792 | -2.116 | -1.163 | -1.481319 | 14.2% | 6.6% | 5.8% | 15.9% | 4.9% | 7.7% | -0.879 | -1.584 | -1.181 | -1.126614 | -0.011 | 17.8% | 4.0% | 7.6% | 50.1% | 8.2% | 7.7% |
| 31120430000170 | PERSEVERA COMPASS FIM | 36 | -66.8 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | -6.2% | -3.0% | 1.4% | 3.8% | 1.2% | 1.3% | -2.843 | -0.833 | -0.874 | -0.212455 | -0.325 | 12.7% | 2.9% | 4.8% | 17.3% | 3.1% | 4.8% |
| 09586692000176 | MURANO FIC DE FIM | 37 | -66.9 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.0% | 0.0% | 0.0% | -1.9% | -0.6% | 0.8% | -4.850 | -0.888 | -0.809 | -4.251188 | -0.645 | 5.3% | 1.3% | 1.4% | 7.2% | 1.4% | 6.8% |
| 32318799000155 | KAIRÓS MACRO FIC DE FIM | 38 | -67.6 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.0% | 0.0% | 0.0% | 1.5% | 0.5% | 1.0% | -3.056 | -0.700 | -0.964 | -5.965844 | -0.359 | 2.1% | 0.5% | 1.2% | 24.6% | 4.3% | 6.1% |
| 37887638000104 | FORPUS MULTIESTRATÉGIA FIM LP | 39 | -70.6 | 9.2% | 11.4% | -0.391 | -2.020 | -0.570 | -2.013196 | 14.3% | 6.7% | 9.0% | 13.6% | 4.2% | 7.7% | -0.953 | -1.721 | -1.307 | -1.342732 | -0.022 | 13.8% | 3.2% | 7.6% | 34.2% | 5.9% | 8.2% |
| 20458815000126 | ASA HEDGE FIC DE FIM | 40 | -74.7 | 10.9% | 6.0% | -0.514 | -1.391 | -0.777 | -1.270236 | 14.3% | 6.7% | 6.7% | 12.1% | 3.8% | 6.0% | -1.283 | -1.808 | -1.744 | -1.015518 | -0.075 | 15.6% | 3.6% | 5.9% | 64.3% | 10.1% | 6.5% |
| 07088369000147 | VENTOR HEDGE FIC DE FIM | 41 | -83.1 | 5.9% | 6.3% | -1.168 | -3.319 | -1.452 | -1.525757 | 14.4% | 6.7% | 5.2% | 12.6% | 3.9% | 5.3% | -1.443 | -1.786 | -1.963 | -1.106062 | -0.101 | 17.4% | 4.0% | 5.2% | 40.0% | 6.7% | 5.4% |
| 07552643000197 | SPARTA CÍCLICO FIC DE FIM | 42 | -86.8 | -6.5% | 30.2% | -0.590 | -8.076 | -0.749 | -1.622533 | -11.6% | -5.8% | 25.2% | -9.5% | -3.2% | 21.7% | -0.640 | -3.250 | -0.856 | -1.335398 | 0.028 | 8.6% | 2.0% | 21.2% | 15.2% | 2.8% | 21.1% |
| 30057258000195 | VISTA HEDGE FIC DE FIM | 43 | -91.8 | -14.8% | 17.0% | -1.468 | -11.281 | -2.518 | -2.625489 | 0.8% | 0.4% | 14.6% | 3.3% | 1.0% | 13.1% | -0.775 | -2.380 | -1.283 | -1.151625 | 0.006 | 6.1% | 1.4% | 11.8% | 21.6% | 3.9% | 11.3% |
| 23922063000109 | XP MACRO FI FINANCEIRO MULTIMERCADO - RL | 44 | -94.1 | 1.6% | 3.0% | -2.264 | -3.025 | -2.457 | -2.021644 | 9.0% | 4.3% | 3.9% | 11.9% | 3.7% | 4.0% | -1.619 | -1.520 | -2.366 | -1.045741 | -0.129 | 12.2% | 2.8% | 4.6% | 38.3% | 6.5% | 4.5% |
| 11301137000100 | SEIVAL FGS AGRESSIVO FIC DE FIM | 45 | -106.1 | 0.1% | 18.3% | -0.668 | -5.527 | -0.836 | -1.146364 | -4.2% | -2.1% | 18.8% | -13.0% | -4.4% | 18.2% | -0.825 | -3.507 | -1.096 | -0.879882 | -0.002 | -25.5% | -6.9% | 17.4% | -12.4% | -2.5% | 17.5% |
| 30068713000158 | XP MACRO PLUS FIC DE FI FINANCEIRO MULTIMERCADO - RL | 46 | -106.2 | -3.6% | 5.5% | -2.056 | -5.119 | -2.320 | -2.429763 | 1.0% | 0.5% | 7.5% | -1.9% | -0.6% | 7.7% | -1.347 | -2.432 | -2.000 | -1.293468 | -0.085 | -11.2% | -2.8% | 9.0% | 23.1% | 4.1% | 8.8% |
| 32397723000162 | MAR ABSOLUTO FIC DE FIM | 47 | -109.2 | -24.8% | 13.7% | -2.450 | -15.177 | -2.778 | -4.387463 | -16.1% | -8.1% | 12.2% | -0.4% | -0.1% | 12.2% | -0.917 | -2.620 | -1.213 | -1.353026 | -0.017 | 6.6% | 1.6% | 11.4% | 32.0% | 5.5% | 11.6% |
| 19628666000117 | EXPLORITAS ALPHA AMERICA LATINA FIC DE FIM | 48 | -124.2 | -15.2% | 41.7% | -0.607 | -11.465 | -0.988 | -1.372672 | -30.1% | -15.9% | 37.6% | -33.1% | -12.1% | 34.5% | -0.634 | -5.118 | -0.967 | -1.255858 | 0.029 | -19.4% | -5.1% | 30.7% | 9.0% | 1.7% | 29.7% |
| 21646715000196 | VISTA MULTIESTRATÉGIA FIC DE FIM | 49 | -139.9 | -37.2% | 34.3% | -1.286 | -19.989 | -2.173 | -2.564968 | -22.0% | -11.3% | 29.3% | -25.6% | -9.1% | 26.4% | -0.727 | -4.487 | -1.189 | -1.156778 | 0.014 | -37.1% | -10.6% | 24.3% | -23.7% | -5.1% | 24.8% |
| 45126981000156 | SKOPOS CAPABLANCA MACRO FIM | 50 | -166.5 | -0.7% | 42.3% | -0.305 | -5.852 | -0.420 | -0.760213 | -35.3% | -19.0% | 42.9% | -63.9% | -28.0% | 43.4% | -0.829 | -8.414 | -1.102 | -1.253200 | -0.003 | -67.7% | -23.9% | 41.5% | 0.0% | 0.0% | 0.0% |
| 30887013000195 | VERSA TRACKER FI FINANCEIRO MULTIMERCADO - RL | 51 | -243.5 | -43.2% | 52.7% | -0.937 | -22.345 | -1.405 | -1.798934 | -65.7% | -40.4% | 52.0% | -76.4% | -37.2% | 53.1% | -0.833 | -10.328 | -1.145 | -1.408633 | -0.003 | -77.2% | -30.1% | 52.9% | -83.1% | -29.1% | 53.2% |
- 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.