Ranking de fundos multimercado de baixa volatilidade (~ abaixo de 4% 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10320188000109 | AZ QUEST LOW VOL FIM | 1 | 33.2 | 15.0% | 1.1% | 0.274 | 0.746 | 0.235 | -1.719291 | 28.6% | 12.9% | 1.1% | 45.1% | 12.7% | 1.0% | 0.367 | 0.908 | 0.449 | -0.810391 | 0.187 | 66.1% | 13.1% | 0.9% | 83.2% | 12.4% | 1.1% |
| 00888897000131 | BTG PACTUAL HEDGE FI RF CP | 2 | 25.6 | 14.3% | 1.4% | -0.359 | -1.324 | -0.423 | -1.676059 | 27.8% | 12.6% | 1.2% | 46.0% | 13.0% | 1.1% | 0.460 | 1.293 | 0.534 | -0.762120 | 0.201 | 65.8% | 13.0% | 1.1% | 81.9% | 12.3% | 1.3% |
| 13812165000100 | JGP STRATEGY FIC DE FIM | 3 | 17.9 | 12.3% | 2.2% | -0.980 | -5.490 | -1.584 | -1.780173 | 32.8% | 14.7% | 3.2% | 44.7% | 12.7% | 3.0% | 0.075 | 0.568 | 0.125 | -0.758821 | 0.141 | 65.6% | 13.0% | 2.9% | 76.5% | 11.6% | 2.8% |
| 21983042000160 | ABSOLUTE ALPHA GLOBAL FIC DE FIM | 4 | 15.9 | 17.8% | 1.9% | 1.274 | 6.213 | 2.484 | -1.460959 | 32.0% | 14.4% | 1.6% | 44.3% | 12.5% | 1.6% | 0.079 | 0.316 | 0.095 | -0.794568 | 0.141 | 60.8% | 12.2% | 1.8% | 70.7% | 10.9% | 1.7% |
| 14180011000105 | ACE CAPITAL DINÂMICO FIC DE FI FINANCEIRO MULTIMERCADO - RL | 5 | -15.4 | 13.5% | 0.9% | -1.372 | -3.009 | -1.825 | -1.711106 | 27.2% | 12.4% | 1.0% | 42.8% | 12.2% | 0.9% | -0.249 | -0.559 | -0.304 | -0.818782 | 0.090 | 62.8% | 12.5% | 0.8% | 76.1% | 11.6% | 0.8% |
| 27945264000174 | KINEA RF ABSOLUTO FI LP | 6 | -18.7 | 14.3% | 1.2% | -0.422 | -1.276 | -0.454 | -1.683289 | 26.4% | 12.0% | 1.0% | 42.4% | 12.1% | 0.9% | -0.302 | -0.711 | -0.328 | -0.823321 | 0.082 | 61.9% | 12.4% | 0.9% | 73.5% | 11.2% | 0.9% |
| 08912591000185 | JGP MAX FIC DE FIM | 7 | -36.9 | 12.3% | 1.3% | -1.633 | -5.584 | -2.865 | -1.782922 | 28.7% | 13.0% | 2.0% | 41.1% | 11.7% | 1.9% | -0.315 | -1.496 | -0.516 | -0.828816 | 0.079 | 60.1% | 12.0% | 1.8% | 69.3% | 10.7% | 1.8% |
| 17899612000160 | MAG CASH FI RF LP | 8 | -54.9 | 14.8% | 0.1% | -0.868 | -0.224 | 0.000 | -1.634106 | 28.3% | 12.8% | 0.2% | 44.7% | 12.7% | 0.2% | 1.306 | 0.560 | 0.000 | -0.784957 | 0.334 | 64.4% | 12.8% | 0.2% | 77.0% | 11.7% | 0.2% |
| 37626852000107 | DNA DEFENSE FIC DE FIM CP | 9 | -58.5 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.0% | 0.0% | 0.0% | 8.0% | 2.5% | 0.3% | 0.178 | 0.153 | 0.061 | -6.372530 | 0.157 | 15.4% | 3.5% | 0.5% | 20.7% | 3.7% | 2.1% |
| 44613740000179 | ARMOR SWORD FIC DE FIM | 10 | -70.1 | 12.8% | 1.2% | -1.514 | -4.454 | -2.159 | -1.823953 | 25.9% | 11.8% | 1.3% | 39.5% | 11.3% | 1.3% | -0.726 | -2.465 | -1.071 | -0.905581 | 0.015 | 56.5% | 11.4% | 1.5% | 0.0% | 0.0% | 0.0% |
| 18860059000115 | ABSOLUTE HEDGE FIC DE FI FINANCEIRO MULTIMERCADO | 11 | -75.3 | 10.8% | 2.5% | -1.285 | -8.267 | -2.082 | -2.090588 | 23.4% | 10.7% | 2.3% | 38.4% | 11.0% | 2.4% | -0.486 | -2.931 | -0.860 | -0.943938 | 0.053 | 55.5% | 11.3% | 2.2% | 72.8% | 11.2% | 2.2% |
| 09528698000197 | BAHIA AM FIC DE FIM | 12 | -76.2 | 13.0% | 2.0% | -0.806 | -4.154 | -1.131 | -1.828650 | 27.5% | 12.5% | 1.8% | 38.1% | 11.0% | 1.8% | -0.718 | -3.275 | -1.056 | -0.921931 | 0.016 | 52.7% | 10.8% | 2.2% | 61.8% | 9.8% | 2.2% |
| 06301947000119 | NOVUS INSTITUCIONAL FIC DE FIM | 13 | -76.7 | 13.2% | 2.4% | -0.591 | -3.600 | -0.682 | -1.839723 | 24.0% | 11.0% | 2.0% | 37.2% | 10.7% | 1.7% | -0.845 | -3.742 | -1.032 | -0.950132 | -0.004 | 55.9% | 11.3% | 1.7% | 65.3% | 10.2% | 1.7% |
| 34231926000100 | XP ADVISORY PORTFOLIO PRIVATE I FIC DE FIM CP | 14 | -78.4 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 3.8% | 1.8% | 0.2% | 16.7% | 5.1% | 0.2% | -2.882 | -1.410 | -0.506 | -2.889146 | -0.324 | 27.3% | 6.0% | 1.5% | 37.6% | 6.4% | 1.3% |
| 34687428000176 | VINLAND ATIVO FI FINANCEIRO CIC RF LP - RL | 15 | -79.4 | 13.2% | 0.4% | -3.427 | -3.542 | -1.315 | -1.719757 | 26.3% | 11.9% | 0.4% | 39.8% | 11.4% | 0.5% | -1.767 | -2.234 | -1.638 | -0.889083 | -0.149 | 57.8% | 11.7% | 0.5% | 0.0% | 0.0% | 0.0% |
| 37645550000178 | DNA SERENITY FIC MULTIMERCADO CP | 16 | -87.2 | 6.0% | 0.1% | -6.309 | -1.963 | -2.205 | -2.555178 | 16.3% | 7.6% | 1.2% | 31.3% | 9.2% | 1.1% | -0.719 | -1.939 | -0.576 | -0.481880 | 0.016 | 44.5% | 9.3% | 1.0% | 54.4% | 8.8% | 1.0% |
| 12839769000187 | SUL AMÉRICA EVOLUTION FIM | 17 | -88.9 | 13.6% | 0.9% | -1.214 | -2.726 | -0.713 | -1.722822 | 25.1% | 11.4% | 0.7% | 38.9% | 11.2% | 0.7% | -1.491 | -2.791 | -1.274 | -0.892428 | -0.105 | 56.0% | 11.3% | 0.7% | 60.7% | 9.6% | 1.1% |
| 14326479000165 | SAM RATES AND FX MULTIMERCADO FIC DE FI | 18 | -93.6 | 11.4% | 0.1% | -44.890 | -7.469 | 0.000 | -1.824008 | 20.8% | 9.6% | 0.1% | 32.3% | 9.4% | 0.1% | -25.083 | -6.700 | 0.000 | -0.991852 | -3.810 | 47.2% | 9.8% | 0.4% | 56.4% | 9.0% | 0.6% |
| 10705335000169 | PRINCIPAL CLARITAS INSTITUCIONAL FIC DE FIM | 19 | -130.5 | 1.0% | 0.2% | -3.651 | -1.522 | -1.600 | -0.327364 | 11.5% | 5.4% | 0.7% | 23.4% | 7.0% | 0.7% | -2.146 | -3.673 | -2.623 | -0.421451 | -0.208 | 37.1% | 7.9% | 0.7% | 45.8% | 7.6% | 0.7% |
| 27928186000108 | QUANTITAS FIM GALÁPAGOS | 20 | -133.1 | 10.5% | 7.5% | -0.494 | -9.389 | -0.789 | -2.254652 | 15.0% | 7.0% | 7.3% | 29.2% | 8.6% | 6.1% | -0.555 | -8.548 | -0.716 | -1.249599 | 0.042 | 50.0% | 10.3% | 5.4% | 66.8% | 10.4% | 4.9% |
| 15578417000103 | OCCAM INSTITUCIONAL FIC DE FI FINANCEIRO MULTIMERCADO II - RL | 21 | -135.4 | 11.7% | 1.7% | -1.573 | -6.932 | -2.128 | -1.815953 | 23.5% | 10.8% | 1.5% | 34.7% | 10.1% | 1.4% | -1.450 | -5.260 | -2.230 | -0.932814 | -0.099 | 49.4% | 10.2% | 1.5% | 57.9% | 9.2% | 1.4% |
| 08773805000180 | KADIMA FIC DE FI FINANCEIRO MULTIMERCADO - RL | 22 | -139.1 | 5.3% | 4.7% | -0.775 | -9.359 | -0.934 | -1.655243 | 19.5% | 9.0% | 4.7% | 28.5% | 8.4% | 4.2% | -0.523 | -5.646 | -0.777 | -0.677553 | 0.047 | 34.3% | 7.4% | 4.0% | 42.6% | 7.1% | 3.8% |
| 05024659000100 | WESTERN ASSET MULTITRADING H MULTIMERCADO FI | 23 | -140.9 | 14.1% | 2.2% | -0.324 | -1.795 | -0.398 | -1.846839 | 23.4% | 10.7% | 2.1% | 34.1% | 9.9% | 2.4% | -0.938 | -5.664 | -1.340 | -1.029706 | -0.018 | 43.3% | 9.1% | 2.7% | 42.0% | 7.0% | 2.8% |
| 26549933000126 | XP MACRO INSTITUCIONAL FIC DE FI FINANCEIRO MULTIMERCADO - RL | 24 | -175.5 | 10.8% | 1.4% | -2.511 | -8.735 | -3.009 | -1.883658 | 23.1% | 10.6% | 1.6% | 30.7% | 9.0% | 1.9% | -1.567 | -7.711 | -2.186 | -1.037860 | -0.117 | 43.6% | 9.1% | 2.0% | 54.6% | 8.8% | 1.8% |
| 13429264000107 | KONDOR MACRO FI EM QUOTAS DE FIM | 25 | -177.5 | 15.2% | 3.5% | 0.083 | 0.737 | 0.105 | -1.884357 | 16.3% | 7.6% | 4.2% | 26.6% | 7.9% | 4.1% | -0.989 | -10.228 | -1.241 | -1.283928 | -0.026 | 41.2% | 8.7% | 3.7% | 48.4% | 7.9% | 3.3% |
| 07967080000106 | RIO ARBITRAGEM FIM | 26 | -188.9 | 7.2% | 4.6% | -1.396 | -16.439 | -2.200 | -2.258634 | 16.1% | 7.5% | 5.6% | 31.7% | 9.3% | 5.9% | -0.471 | -7.095 | -0.720 | -1.191169 | 0.055 | 37.1% | 7.9% | 5.7% | 37.9% | 6.4% | 5.4% |
| 11403956000150 | OCCAM EQUITY HEDGE FIC DE FI FINANCEIRO MULTIMERCADO - RL | 27 | -193.8 | 10.5% | 3.7% | -1.001 | -9.401 | -1.248 | -2.096157 | 20.8% | 9.6% | 3.0% | 28.2% | 8.3% | 2.9% | -1.275 | -9.251 | -1.687 | -1.074870 | -0.071 | 38.3% | 8.2% | 2.8% | 46.5% | 7.7% | 2.7% |
| 10447046000107 | GARIN SPECIAL FIM | 28 | -230.2 | 13.1% | 4.5% | -0.316 | -3.616 | -0.455 | -2.052166 | 23.0% | 10.5% | 4.6% | 20.8% | 6.3% | 5.0% | -1.086 | -13.781 | -1.554 | -1.350250 | -0.042 | 28.6% | 6.3% | 5.5% | 31.5% | 5.4% | 5.1% |
| 05488919000190 | CLARITAS HEDGE FIC DE FIM LP | 29 | -233.8 | 4.0% | 1.3% | -2.601 | -8.701 | -2.075 | -1.699303 | 12.4% | 5.8% | 1.6% | 21.6% | 6.5% | 1.7% | -2.031 | -8.964 | -2.539 | -0.835305 | -0.190 | 28.2% | 6.2% | 1.8% | 35.5% | 6.1% | 2.0% |
- 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.