Ranking de fundos multimercado de média volatilidade (~ entre 4% e 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 24029438000160 | ADAM MACRO II FIC DE FIM | 1 | 50.7 | 27.3% | 21.2% | 0.509 | 12.094 | 0.739 | -0.189308 | 45.2% | 19.8% | 16.3% | 67.4% | 18.1% | 13.8% | 0.362 | 3.598 | 0.492 | -0.034410 | 0.188 | 76.4% | 14.7% | 12.1% | 78.6% | 11.9% | 11.8% |
| 35828684000107 | GENOA CAPITAL RADAR FIC DE FIM | 2 | 21.0 | 16.4% | 4.0% | 0.433 | 1.915 | 0.611 | -1.088577 | 35.2% | 15.7% | 3.7% | 46.7% | 13.2% | 3.4% | 0.182 | 0.453 | 0.282 | -0.464713 | 0.159 | 67.6% | 13.3% | 3.4% | 103.1% | 14.7% | 3.5% |
| 17797493000135 | SUL AMÉRICA APOLLO FIM | 3 | 3.2 | 16.1% | 3.1% | 0.424 | 1.473 | 0.405 | -0.867970 | 36.7% | 16.3% | 2.4% | 49.5% | 13.8% | 2.1% | 0.560 | 0.867 | 0.544 | -0.395935 | 0.219 | 63.8% | 12.7% | 1.9% | 77.1% | 11.7% | 2.3% |
| 35617938000130 | ABSOLUTE ALPHA MARB ADVISORY FIC DE FIM | 4 | 2.0 | 17.1% | 3.0% | 0.748 | 2.475 | 1.019 | -0.793215 | 35.2% | 15.7% | 2.8% | 48.0% | 13.5% | 2.6% | 0.351 | 0.648 | 0.439 | -0.425078 | 0.186 | 60.3% | 12.1% | 3.4% | 79.2% | 11.9% | 4.5% |
| 29726133000121 | KAPITALO K10 FI EM QUOTAS DE FIM | 5 | -2.8 | 12.3% | 534.8% | -0.004 | -2.641 | -0.009 | 5.215190 | 37.1% | 16.5% | 378.9% | 51.7% | 14.4% | 309.8% | 0.005 | 1.129 | 0.009 | 2.269643 | 0.131 | 65.8% | 13.0% | 268.4% | 104.7% | 14.9% | 240.0% |
| 12105940000124 | KAPITALO KAPPA FIN FI EM QUOTAS DE FIM | 6 | -6.3 | 13.8% | 8.3% | -0.071 | -0.660 | -0.098 | -1.038870 | 27.8% | 12.6% | 6.8% | 47.0% | 13.2% | 6.5% | 0.104 | 0.490 | 0.147 | -0.446547 | 0.146 | 61.2% | 12.2% | 5.9% | 83.7% | 12.5% | 5.6% |
| 24140265000153 | PANDHORA ESSENCIAL FIC DE FIM | 7 | -13.4 | 10.0% | 11.7% | -0.327 | -4.264 | -0.384 | -1.192213 | 34.4% | 15.4% | 10.6% | 44.6% | 12.6% | 10.3% | 0.011 | 0.084 | 0.016 | -0.376080 | 0.132 | 62.7% | 12.5% | 9.4% | 73.3% | 11.2% | 8.6% |
| 26218403000103 | KINEA ATLAS FI FINANCEIRO MULTIMERCADO RL | 8 | -17.6 | 13.3% | 5.7% | -0.181 | -1.147 | -0.260 | -1.026638 | 29.8% | 13.4% | 5.2% | 43.1% | 12.3% | 4.9% | -0.033 | -0.119 | -0.046 | -0.494616 | 0.125 | 58.3% | 11.8% | 4.7% | 80.2% | 12.1% | 4.5% |
| 36181795000129 | FIM A1 | 9 | -23.3 | 16.9% | 6.0% | 0.334 | 2.247 | 0.539 | -0.924871 | 33.0% | 14.8% | 5.2% | 43.3% | 12.3% | 5.2% | -0.012 | -0.044 | -0.018 | -0.466780 | 0.128 | 54.5% | 11.1% | 4.9% | 59.0% | 9.4% | 4.8% |
| 11952873000110 | BTG PACTUAL EXPLORER RF ATIVA FI LP | 10 | -26.3 | 14.9% | 2.8% | 0.213 | 0.658 | 0.198 | -0.964704 | 28.5% | 12.9% | 2.1% | 38.9% | 11.2% | 1.9% | -0.574 | -0.792 | -0.562 | -0.555849 | 0.038 | 57.0% | 11.5% | 1.9% | 82.9% | 12.4% | 2.2% |
| 34626199000180 | ENTERCAPITAL TURING FIC DE FIM | 11 | -26.4 | 10.1% | 4.0% | -0.892 | -3.996 | -0.608 | -1.095246 | 32.1% | 14.4% | 5.3% | 48.6% | 13.6% | 6.0% | 0.177 | 0.771 | 0.221 | -0.276490 | 0.158 | 57.4% | 11.6% | 6.3% | 63.2% | 9.9% | 6.0% |
| 21624757000126 | KINEA CHRONOS FI FINANCEIRO MULTIMERCADO RL | 12 | -27.2 | 13.1% | 5.5% | -0.212 | -1.310 | -0.319 | -1.176176 | 28.0% | 12.7% | 4.5% | 40.5% | 11.6% | 3.9% | -0.172 | -0.488 | -0.235 | -0.541664 | 0.102 | 55.9% | 11.3% | 3.6% | 74.6% | 11.4% | 3.4% |
| 01214092000175 | BTG PACTUAL DISCOVERY FIM | 13 | -35.0 | 14.5% | 4.6% | 0.012 | 0.062 | 0.015 | -0.972785 | 28.5% | 12.9% | 3.6% | 37.2% | 10.7% | 3.2% | -0.485 | -1.110 | -0.569 | -0.569477 | 0.052 | 54.6% | 11.1% | 2.9% | 73.4% | 11.2% | 2.7% |
| 34231958000105 | XP ADVISORY PORTFÓLIO PRIVATE FIC MULTIMERCADO CP | 14 | -38.2 | 10.6% | 8.4% | 0.343 | 3.237 | 0.333 | 0.629534 | 22.2% | 10.2% | 5.6% | 32.5% | 9.5% | 4.6% | -0.134 | -0.444 | -0.146 | -0.306209 | 0.108 | 40.8% | 8.6% | 4.3% | 50.6% | 8.2% | 4.0% |
| 31923761000149 | KADIMA LT FI FINANCEIRO MULTIMERCADO - RESPONSABLIDADE LIMITADA | 15 | -40.8 | 6.9% | 8.6% | -0.109 | -1.041 | -0.104 | -3.001176 | 18.3% | 8.5% | 7.3% | 33.8% | 9.8% | 6.8% | -0.098 | -0.477 | -0.114 | -0.796828 | 0.114 | 40.6% | 8.6% | 6.8% | 54.2% | 8.7% | 6.9% |
| 42731202000153 | KÍNITRO 30 FIC DE FIM | 16 | -42.8 | 9.5% | 3.2% | -1.343 | -4.800 | -1.602 | -1.351548 | 23.2% | 10.6% | 3.5% | 33.0% | 9.6% | 3.4% | -0.744 | -1.840 | -1.079 | -0.699317 | 0.011 | 55.9% | 11.3% | 3.4% | 68.5% | 10.6% | 4.3% |
| 22354046000141 | PACIFICO MACRO FIC DE FIM | 17 | -49.1 | 13.7% | 3.0% | -0.245 | -0.812 | -0.242 | -1.098432 | 27.2% | 12.3% | 2.7% | 39.5% | 11.3% | 3.0% | -0.347 | -0.748 | -0.459 | -0.568723 | 0.074 | 49.9% | 10.3% | 3.8% | 57.5% | 9.2% | 3.9% |
| 21470989000177 | ABSOLUTE VERTEX FIC DE FI FINANCEIRO MULTIMERCADO | 18 | -53.9 | 8.8% | 4.5% | -1.056 | -5.335 | -1.452 | -1.431305 | 20.1% | 9.3% | 4.5% | 36.9% | 10.7% | 4.4% | -0.363 | -1.164 | -0.586 | -0.599555 | 0.072 | 49.3% | 10.2% | 4.3% | 90.6% | 13.3% | 4.3% |
| 32683896000147 | ACE CAPITAL CSHG FIC DE FIM | 19 | -56.8 | 10.2% | 5.1% | -0.719 | -4.102 | -1.078 | -1.271329 | 30.2% | 13.6% | 4.2% | 34.8% | 10.1% | 4.2% | -0.496 | -1.491 | -0.738 | -0.640186 | 0.051 | 49.9% | 10.3% | 4.1% | 71.3% | 11.0% | 4.1% |
| 22918359000185 | QUANTITAS FIC DE FIM MALLORCA | 20 | -60.0 | 10.6% | 4.5% | -0.747 | -3.725 | -1.204 | -1.255433 | 19.1% | 8.8% | 4.4% | 32.3% | 9.5% | 4.3% | -0.627 | -1.952 | -0.888 | -0.780830 | 0.030 | 48.0% | 9.9% | 4.2% | 67.8% | 10.5% | 4.3% |
| 17087932000116 | BAHIA AM MARAÚ FIC DE FIM | 21 | -62.2 | 11.2% | 3.1% | -0.920 | -3.168 | -1.160 | -1.242406 | 25.6% | 11.6% | 2.9% | 41.3% | 11.8% | 2.8% | -0.219 | -0.443 | -0.311 | -0.528120 | 0.095 | 45.9% | 9.6% | 3.5% | 73.1% | 11.2% | 3.5% |
| 14146496000110 | KADIMA HIGH VOL FIC DE FI FINANCEIRO MULTIMERCADO - RL | 22 | -64.7 | 6.2% | 7.4% | -0.668 | -5.551 | -0.802 | -1.642994 | 19.8% | 9.1% | 7.6% | 36.7% | 10.6% | 7.3% | -0.142 | -0.746 | -0.206 | -0.521319 | 0.107 | 41.3% | 8.7% | 7.0% | 42.4% | 7.1% | 6.9% |
| 11390053000182 | ITAÚ PRIVATE HEDGE PLUS MULTIMERCADO FIF DA CLASSE DE INVESTIMENTO EM COTAS RL | 23 | -66.8 | 9.8% | 5.7% | -0.701 | -4.484 | -0.939 | -1.341922 | 32.6% | 14.6% | 4.9% | 43.7% | 12.4% | 4.8% | -0.014 | -0.047 | -0.018 | -0.511238 | 0.128 | 44.5% | 9.3% | 4.7% | 61.9% | 9.8% | 4.6% |
| 00947958000194 | OPPORTUNITY MARKET FIC DE FIM | 24 | -70.0 | 12.5% | 1.8% | -0.916 | -1.878 | -0.971 | -1.153521 | 24.9% | 11.4% | 1.9% | 37.0% | 10.7% | 1.7% | -0.943 | -1.152 | -1.049 | -0.600637 | -0.021 | 50.4% | 10.4% | 1.6% | 67.9% | 10.5% | 1.5% |
| 19212817000151 | ITAÚ ALVORADA FIC DE FIM | 25 | -70.7 | 12.7% | 4.4% | -0.337 | -1.673 | -0.451 | -1.152911 | 27.5% | 12.5% | 3.7% | 38.3% | 11.0% | 3.5% | -0.359 | -0.918 | -0.504 | -0.634415 | 0.072 | 43.7% | 9.2% | 3.5% | 65.2% | 10.2% | 3.7% |
| 29236572000156 | LEGACY CAPITAL CSHG FIC DE FIM | 26 | -79.2 | 10.2% | 6.1% | -0.594 | -4.060 | -0.874 | -1.448809 | 23.2% | 10.6% | 5.1% | 32.5% | 9.5% | 4.9% | -0.532 | -1.888 | -0.780 | -0.796040 | 0.045 | 41.5% | 8.7% | 4.8% | 75.1% | 11.4% | 5.0% |
| 27249881000135 | SAFRA GALILEO AG FIC DE FIM | 27 | -81.0 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 8.2% | 3.9% | 0.9% | 16.4% | 5.0% | 3.6% | -0.599 | -1.554 | -0.805 | -0.069768 | 0.034 | 22.6% | 5.0% | 3.3% | 42.0% | 7.0% | 4.0% |
| 24582449000173 | SELECTION MULTIMERCADO FIC MULTIMERCADO | 28 | -82.6 | 9.2% | 4.0% | -0.551 | -2.474 | -0.720 | -1.952716 | 22.8% | 10.4% | 3.0% | 31.7% | 9.3% | 2.8% | -0.784 | -1.556 | -1.006 | -0.877098 | 0.005 | 41.3% | 8.7% | 2.5% | 58.5% | 9.3% | 2.4% |
| 35956153000191 | DNA STRATEGY FIC MULTIMERCADO CP | 29 | -82.9 | 0.3% | 0.5% | -1.069 | -0.616 | -0.388 | 11.107305 | 10.4% | 4.9% | 3.0% | 19.1% | 5.8% | 2.9% | -0.808 | -1.662 | -1.291 | -0.455785 | 0.001 | 26.8% | 5.9% | 3.1% | 29.3% | 5.1% | 3.5% |
| 14806166000104 | NOVUS MACRO D5 FIC DE FIM | 30 | -84.1 | 14.4% | 4.5% | -0.021 | -0.103 | -0.022 | -0.990437 | 24.3% | 11.1% | 4.5% | 31.8% | 9.3% | 4.5% | -0.620 | -2.027 | -0.931 | -0.682171 | 0.031 | 37.7% | 8.1% | 4.7% | 70.8% | 10.9% | 5.1% |
| 28581166000168 | VINLAND MACRO FIC DE FIM | 31 | -85.1 | 9.9% | 4.4% | -0.891 | -4.382 | -1.135 | -1.235461 | 30.6% | 13.8% | 3.9% | 36.0% | 10.4% | 3.6% | -0.501 | -1.306 | -0.662 | -0.599610 | 0.050 | 42.5% | 8.9% | 3.4% | 72.1% | 11.1% | 3.4% |
| 04455632000109 | AZ QUEST MULTI FIC DE FIM | 32 | -93.2 | 12.3% | 1.2% | -1.612 | -2.087 | -1.838 | -1.137940 | 23.9% | 10.9% | 1.2% | 32.7% | 9.6% | 1.5% | -1.683 | -1.871 | -2.210 | -0.705499 | -0.139 | 47.2% | 9.8% | 2.0% | 66.6% | 10.4% | 2.2% |
| 08893082000152 | GÁVEA MACRO FIC DE FIM | 33 | -100.2 | 8.5% | 4.9% | -1.057 | -5.765 | -1.175 | -1.458533 | 13.5% | 6.3% | 5.3% | 25.2% | 7.5% | 5.2% | -0.855 | -3.197 | -1.093 | -0.832592 | -0.007 | 35.6% | 7.6% | 4.9% | 54.2% | 8.7% | 4.8% |
| 08771538000101 | NEO MULTI ESTRATÉGIA 30 FEEDER FIC DE FIM | 34 | -102.3 | 8.2% | 5.1% | -1.042 | -5.987 | -1.590 | -1.380422 | 16.8% | 7.8% | 4.4% | 21.2% | 6.4% | 4.4% | -1.232 | -3.892 | -1.915 | -0.905773 | -0.067 | 39.2% | 8.3% | 4.5% | 54.9% | 8.8% | 4.9% |
| 26324249000146 | TRUXT MACRO AB FIC DE FIM | 35 | -106.3 | 16.7% | 6.3% | 0.288 | 2.033 | 0.423 | -1.009228 | 27.0% | 12.2% | 7.0% | 24.9% | 7.4% | 6.3% | -0.707 | -3.234 | -1.041 | -0.753931 | 0.017 | 29.3% | 6.4% | 6.4% | 45.3% | 7.5% | 6.1% |
| 24572582000149 | VINCI ATLAS FIC DE FIM | 36 | -106.9 | 10.9% | 1.8% | -1.670 | -3.402 | -2.076 | -1.267934 | 24.0% | 11.0% | 1.8% | 34.0% | 9.9% | 1.9% | -1.216 | -1.632 | -1.406 | -0.722847 | -0.064 | 39.3% | 8.3% | 2.4% | 52.3% | 8.5% | 2.9% |
| 12154412000165 | IBIUNA HEDGE FIF - CLASSE DE INVESTIMENTO EM COTAS MULTIMERCADO - RL | 37 | -109.5 | 7.7% | 5.8% | -1.000 | -6.510 | -1.177 | -1.441172 | 21.6% | 9.9% | 4.7% | 29.0% | 8.6% | 4.2% | -0.834 | -2.525 | -1.018 | -0.718000 | -0.003 | 35.1% | 7.5% | 4.1% | 59.4% | 9.4% | 4.1% |
| 24300666000123 | GÁVEA MACRO PLUS FIC DE FIM | 38 | -116.8 | 5.3% | 7.5% | -0.938 | -7.864 | -1.074 | -1.821029 | 7.0% | 3.3% | 8.0% | 18.7% | 5.7% | 7.8% | -0.742 | -4.189 | -0.959 | -0.963717 | 0.011 | 26.7% | 5.9% | 7.4% | 46.9% | 7.7% | 7.2% |
| 12831360000114 | SPX NIMITZ FEEDER FI EM QUOTAS DE FIM | 39 | -120.6 | 10.3% | 4.4% | -0.829 | -4.046 | -0.832 | -1.273265 | 25.1% | 11.4% | 4.8% | 37.1% | 10.7% | 4.3% | -0.358 | -1.120 | -0.455 | -0.588779 | 0.073 | 26.1% | 5.8% | 4.9% | 68.6% | 10.6% | 5.6% |
| 29298540000185 | PRINCIPAL CLARITAS TOTAL RETURN FIC DE FIM | 40 | -121.4 | 1.0% | 0.4% | -1.688 | -0.824 | -0.850 | -18.114585 | 8.9% | 4.2% | 3.2% | 13.7% | 4.2% | 4.1% | -0.994 | -2.967 | -1.260 | -0.842736 | -0.029 | 16.8% | 3.8% | 4.3% | 28.7% | 5.0% | 4.7% |
| 15799713000134 | IBIUNA HEDGE STH FIF - CLASSE DE INVESTIMENTO EM COTAS MULTIMERCADO - RL | 41 | -126.6 | 5.4% | 8.8% | -0.883 | -8.639 | -1.037 | -1.603776 | 20.2% | 9.3% | 7.0% | 26.0% | 7.7% | 6.3% | -0.672 | -3.051 | -0.827 | -0.750605 | 0.022 | 27.8% | 6.1% | 6.2% | 57.1% | 9.1% | 6.2% |
| 17162002000180 | OCCAM RETORNO ABSOLUTO FIC DE FI FINANCEIRO MULTIMERCADO - RL | 42 | -141.3 | 4.5% | 5.4% | -1.585 | -9.503 | -1.915 | -1.749914 | 19.2% | 8.8% | 4.9% | 27.0% | 8.0% | 4.5% | -0.879 | -2.858 | -1.132 | -0.735793 | -0.011 | 27.4% | 6.0% | 4.6% | 41.5% | 6.9% | 4.4% |
| 03804917000137 | GAP MULTIPORTFOLIO FIC DE FIM | 43 | -155.8 | 9.0% | 5.9% | -0.798 | -5.264 | -1.172 | -1.484388 | 14.1% | 6.6% | 5.8% | 15.7% | 4.8% | 7.7% | -0.883 | -4.917 | -1.186 | -1.129505 | -0.011 | 17.7% | 4.0% | 7.6% | 50.0% | 8.2% | 7.7% |
| 31440882000130 | GIANT DARIUS FIC DE FIM | 44 | -169.5 | 7.2% | 4.4% | -1.428 | -6.991 | -2.145 | -1.327410 | 14.6% | 6.8% | 4.0% | 15.0% | 4.6% | 4.3% | -1.631 | -5.050 | -2.213 | -0.878011 | -0.131 | 21.6% | 4.8% | 4.3% | 38.0% | 6.4% | 4.2% |
| 11052478000181 | GIANT ZARATHUSTRA FIC DE FIM | 45 | -183.6 | 5.7% | 6.7% | -1.114 | -8.286 | -1.638 | -1.367596 | 12.2% | 5.7% | 6.1% | 9.1% | 2.9% | 6.6% | -1.298 | -6.176 | -1.761 | -0.916120 | -0.078 | 13.2% | 3.0% | 6.6% | 31.2% | 5.4% | 6.4% |
- 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.