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 | 74.1 | 33.2% | 15.9% | 0.977 | 17.363 | 1.398 | -0.046635 | 55.2% | 23.7% | 13.0% | 73.7% | 19.5% | 11.0% | 0.574 | 4.547 | 0.817 | 0.158728 | 0.220 | 86.5% | 16.3% | 9.8% | 76.9% | 11.7% | 10.0% |
| 35617938000130 | ABSOLUTE ALPHA MARB ADVISORY FIC DE FIM | 2 | 27.6 | 19.1% | 3.1% | 1.178 | 4.122 | 1.703 | -0.707954 | 35.9% | 16.0% | 2.7% | 48.9% | 13.7% | 2.9% | 0.395 | 0.823 | 0.497 | -0.219948 | 0.192 | 67.6% | 13.3% | 4.5% | 72.1% | 11.1% | 4.6% |
| 35828684000107 | GENOA CAPITAL RADAR FIC DE FIM | 3 | 15.0 | 13.8% | 4.1% | -0.198 | -0.908 | -0.298 | -1.269709 | 31.2% | 14.0% | 3.7% | 41.8% | 11.9% | 3.4% | -0.123 | -0.307 | -0.190 | -0.351755 | 0.110 | 67.0% | 13.2% | 3.4% | 94.8% | 13.8% | 3.5% |
| 26218403000103 | KINEA ATLAS FI FINANCEIRO MULTIMERCADO RL | 4 | -6.5 | 14.9% | 5.3% | 0.025 | 0.145 | 0.031 | -0.947773 | 33.0% | 14.8% | 4.9% | 46.1% | 13.0% | 4.7% | 0.116 | 0.394 | 0.151 | -0.249313 | 0.148 | 62.0% | 12.4% | 4.5% | 78.7% | 11.9% | 4.4% |
| 17797493000135 | SUL AMÉRICA APOLLO FIM | 5 | -9.4 | 16.4% | 2.7% | 0.493 | 1.490 | 0.408 | -0.865898 | 33.4% | 15.0% | 2.2% | 46.3% | 13.1% | 2.0% | 0.285 | 0.403 | 0.279 | -0.251914 | 0.174 | 62.1% | 12.4% | 1.8% | 64.2% | 10.1% | 2.4% |
| 12105940000124 | KAPITALO KAPPA FIN FI EM QUOTAS DE FIM | 6 | -16.7 | 12.5% | 7.9% | -0.246 | -2.170 | -0.320 | -1.126128 | 30.0% | 13.6% | 6.7% | 44.3% | 12.6% | 6.3% | 0.019 | 0.087 | 0.026 | -0.277840 | 0.132 | 60.2% | 12.1% | 5.7% | 78.4% | 11.8% | 5.5% |
| 42731202000153 | KÍNITRO 30 FIC DE FIM | 7 | -21.4 | 9.0% | 3.6% | -1.367 | -5.516 | -1.786 | -1.432900 | 23.4% | 10.7% | 3.6% | 33.5% | 9.8% | 3.5% | -0.688 | -1.720 | -1.018 | -0.487785 | 0.021 | 60.5% | 12.1% | 3.6% | 0.0% | 0.0% | 0.0% |
| 21624757000126 | KINEA CHRONOS FI FINANCEIRO MULTIMERCADO RL | 8 | -26.0 | 13.5% | 4.9% | -0.222 | -1.217 | -0.319 | -1.180431 | 28.7% | 13.0% | 4.0% | 41.3% | 11.8% | 3.6% | -0.124 | -0.323 | -0.165 | -0.331808 | 0.110 | 57.1% | 11.5% | 3.3% | 71.4% | 11.0% | 3.2% |
| 11952873000110 | BTG PACTUAL EXPLORER RF ATIVA FI LP | 9 | -29.7 | 15.0% | 2.7% | 0.062 | 0.191 | 0.057 | -1.042076 | 27.4% | 12.4% | 2.1% | 36.3% | 10.5% | 2.0% | -0.869 | -1.229 | -0.864 | -0.434492 | -0.008 | 57.2% | 11.6% | 1.9% | 79.4% | 12.0% | 2.2% |
| 01214092000175 | BTG PACTUAL DISCOVERY FIM | 10 | -31.3 | 16.1% | 4.7% | 0.238 | 1.247 | 0.284 | -0.892882 | 28.6% | 13.0% | 3.6% | 36.1% | 10.4% | 3.2% | -0.553 | -1.266 | -0.636 | -0.390333 | 0.042 | 55.8% | 11.3% | 2.8% | 65.5% | 10.2% | 2.8% |
| 21470989000177 | ABSOLUTE VERTEX FIC DE FI FINANCEIRO MULTIMERCADO | 11 | -33.8 | 8.2% | 4.9% | -1.146 | -6.267 | -1.715 | -1.577250 | 22.1% | 10.2% | 4.6% | 35.4% | 10.3% | 4.6% | -0.416 | -1.378 | -0.685 | -0.434350 | 0.064 | 55.8% | 11.3% | 4.4% | 86.2% | 12.8% | 4.4% |
| 24140265000153 | PANDHORA ESSENCIAL FIC DE FIM | 12 | -42.4 | 12.0% | 12.2% | -0.195 | -2.645 | -0.240 | -1.115476 | 24.9% | 11.4% | 11.1% | 40.3% | 11.5% | 10.2% | -0.078 | -0.575 | -0.107 | -0.269599 | 0.117 | 50.5% | 10.4% | 9.2% | 61.1% | 9.7% | 8.5% |
| 36181795000129 | FIM A1 | 13 | -48.9 | 15.9% | 5.8% | 0.153 | 0.999 | 0.260 | -1.018650 | 39.4% | 17.5% | 5.1% | 41.4% | 11.8% | 5.1% | -0.089 | -0.329 | -0.138 | -0.314991 | 0.115 | 51.0% | 10.5% | 4.9% | 57.2% | 9.1% | 4.7% |
| 32683896000147 | ACE CAPITAL CSHG FIC DE FIM | 14 | -58.8 | 12.2% | 4.7% | -0.462 | -2.434 | -0.622 | -1.084570 | 30.9% | 13.9% | 4.1% | 31.3% | 9.2% | 4.1% | -0.687 | -2.049 | -1.019 | -0.503710 | 0.021 | 49.9% | 10.3% | 4.0% | 65.3% | 10.2% | 4.1% |
| 22918359000185 | QUANTITAS FIC DE FIM MALLORCA | 15 | -59.4 | 7.3% | 4.2% | -1.499 | -7.116 | -2.317 | -1.479159 | 18.1% | 8.4% | 4.5% | 30.5% | 9.0% | 4.2% | -0.736 | -2.236 | -1.024 | -0.603321 | 0.013 | 50.5% | 10.4% | 4.3% | 61.0% | 9.6% | 4.3% |
| 22354046000141 | PACIFICO MACRO FIC DE FIM | 16 | -61.7 | 13.6% | 3.4% | -0.309 | -1.160 | -0.362 | -1.168625 | 29.3% | 13.3% | 2.9% | 35.2% | 10.2% | 3.2% | -0.610 | -1.417 | -0.841 | -0.458859 | 0.033 | 48.7% | 10.1% | 3.9% | 48.0% | 7.9% | 4.1% |
| 34626199000180 | ENTERCAPITAL TURING FIC DE FIM | 17 | -62.1 | 9.4% | 4.3% | -1.057 | -5.038 | -0.873 | -1.310652 | 30.6% | 13.8% | 6.0% | 44.3% | 12.6% | 6.3% | 0.021 | 0.095 | 0.027 | -0.199932 | 0.133 | 49.0% | 10.1% | 6.4% | 61.2% | 9.7% | 6.0% |
| 34231958000105 | XP ADVISORY PORTFÓLIO PRIVATE FIC MULTIMERCADO CP | 18 | -64.7 | 9.7% | 7.6% | 0.055 | 0.466 | 0.054 | -0.506025 | 21.0% | 9.7% | 5.4% | 30.3% | 8.9% | 4.5% | -0.362 | -1.169 | -0.398 | -0.304728 | 0.072 | 39.5% | 8.4% | 4.2% | 44.8% | 7.4% | 4.0% |
| 17087932000116 | BAHIA AM MARAÚ FIC DE FIM | 19 | -68.5 | 11.4% | 3.3% | -0.870 | -3.221 | -1.206 | -1.254366 | 27.0% | 12.3% | 3.0% | 40.2% | 11.5% | 2.9% | -0.287 | -0.593 | -0.422 | -0.353730 | 0.084 | 47.5% | 9.9% | 3.6% | 66.8% | 10.4% | 3.6% |
| 00947958000194 | OPPORTUNITY MARKET FIC DE FIM | 20 | -72.2 | 13.2% | 1.8% | -0.743 | -1.516 | -0.760 | -1.146222 | 23.9% | 10.9% | 1.9% | 35.7% | 10.3% | 1.7% | -1.081 | -1.332 | -1.233 | -0.433115 | -0.042 | 50.6% | 10.4% | 1.5% | 64.4% | 10.1% | 1.5% |
| 31923761000149 | KADIMA LT FI FINANCEIRO MULTIMERCADO - RESPONSABLIDADE LIMITADA | 21 | -73.1 | 9.3% | 7.5% | -0.319 | -2.684 | -0.314 | -2.633265 | 19.9% | 9.2% | 7.2% | 29.6% | 8.7% | 6.8% | -0.383 | -1.887 | -0.462 | -0.787017 | 0.069 | 38.0% | 8.1% | 6.8% | 59.6% | 9.5% | 7.0% |
| 11390053000182 | ITAÚ PRIVATE HEDGE PLUS MULTIMERCADO FIF DA CLASSE DE INVESTIMENTO EM COTAS RL | 22 | -75.5 | 13.4% | 5.5% | -0.224 | -1.378 | -0.288 | -1.142582 | 39.2% | 17.4% | 4.7% | 40.3% | 11.6% | 4.8% | -0.165 | -0.571 | -0.217 | -0.370857 | 0.103 | 46.3% | 9.6% | 4.7% | 62.9% | 9.9% | 4.6% |
| 28581166000168 | VINLAND MACRO FIC DE FIM | 23 | -76.7 | 13.1% | 4.4% | -0.339 | -1.666 | -0.458 | -1.049599 | 33.3% | 14.9% | 3.6% | 33.4% | 9.7% | 3.5% | -0.684 | -1.721 | -0.934 | -0.446414 | 0.021 | 46.4% | 9.7% | 3.3% | 70.7% | 10.9% | 3.4% |
| 14806166000104 | NOVUS MACRO D5 FIC DE FIM | 24 | -78.7 | 11.8% | 4.9% | -0.526 | -2.871 | -0.751 | -1.229577 | 24.7% | 11.3% | 4.6% | 29.9% | 8.8% | 4.6% | -0.701 | -2.317 | -1.092 | -0.529427 | 0.019 | 44.2% | 9.3% | 4.9% | 51.9% | 8.4% | 5.4% |
| 27249881000135 | SAFRA GALILEO AG FIC DE FIM | 25 | -79.9 | 0.9% | 0.6% | -0.276 | -0.181 | -0.115 | 12.086546 | 10.5% | 5.0% | 3.9% | 18.2% | 5.5% | 3.4% | -0.761 | -1.889 | -1.019 | 0.018480 | 0.009 | 28.0% | 6.2% | 3.4% | 38.3% | 6.5% | 4.1% |
| 29236572000156 | LEGACY CAPITAL CSHG FIC DE FIM | 26 | -84.2 | 12.8% | 5.4% | -0.307 | -1.840 | -0.435 | -1.275154 | 27.4% | 12.5% | 4.8% | 32.0% | 9.4% | 4.6% | -0.581 | -1.945 | -0.846 | -0.595097 | 0.037 | 42.2% | 8.9% | 4.7% | 72.6% | 11.1% | 4.9% |
| 08771538000101 | NEO MULTI ESTRATÉGIA 30 FEEDER FIC DE FIM | 27 | -86.4 | 8.1% | 4.6% | -1.240 | -6.351 | -1.719 | -1.382426 | 14.9% | 7.0% | 4.2% | 21.1% | 6.4% | 4.2% | -1.289 | -3.885 | -1.955 | -0.691244 | -0.074 | 43.8% | 9.2% | 4.8% | 49.0% | 8.0% | 4.9% |
| 19212817000151 | ITAÚ ALVORADA FIC DE FIM | 28 | -89.6 | 14.7% | 4.2% | -0.023 | -0.107 | -0.027 | -1.065511 | 25.3% | 11.6% | 3.6% | 36.8% | 10.6% | 3.5% | -0.447 | -1.131 | -0.623 | -0.470919 | 0.059 | 39.9% | 8.5% | 3.6% | 57.7% | 9.2% | 3.7% |
| 35956153000191 | DNA STRATEGY FIC MULTIMERCADO CP | 29 | -101.2 | 3.3% | 0.6% | -2.160 | -1.328 | -0.767 | -4.598900 | 13.4% | 6.3% | 3.0% | 20.9% | 6.3% | 2.8% | -1.004 | -2.007 | -1.607 | -0.314716 | -0.029 | 30.4% | 6.6% | 3.2% | 28.2% | 4.9% | 3.5% |
| 04455632000109 | AZ QUEST MULTI FIC DE FIM | 30 | -102.1 | 12.3% | 1.2% | -1.696 | -2.299 | -2.212 | -1.166699 | 23.7% | 10.9% | 1.3% | 30.5% | 9.0% | 1.6% | -1.877 | -2.210 | -2.605 | -0.556802 | -0.167 | 46.5% | 9.7% | 2.1% | 58.5% | 9.3% | 2.4% |
| 24582449000173 | SELECTION MULTIMERCADO FIC MULTIMERCADO | 31 | -102.3 | 7.3% | 3.8% | -1.109 | -4.718 | -1.400 | -2.075500 | 19.1% | 8.9% | 2.9% | 26.8% | 8.0% | 2.6% | -1.270 | -2.389 | -1.561 | -0.740145 | -0.071 | 39.9% | 8.5% | 2.4% | 50.8% | 8.3% | 2.4% |
| 14146496000110 | KADIMA HIGH VOL FIC DE FI FINANCEIRO MULTIMERCADO - RL | 32 | -106.7 | 8.3% | 7.5% | -0.730 | -6.130 | -0.919 | -1.598062 | 21.1% | 9.7% | 7.6% | 31.3% | 9.2% | 7.3% | -0.395 | -2.085 | -0.581 | -0.492303 | 0.067 | 34.3% | 7.4% | 7.0% | 44.1% | 7.3% | 6.9% |
| 26324249000146 | TRUXT MACRO AB FIC DE FIM | 33 | -114.6 | 17.6% | 6.0% | 0.390 | 2.629 | 0.540 | -0.988138 | 27.6% | 12.5% | 6.9% | 18.7% | 5.7% | 6.5% | -0.917 | -4.320 | -1.310 | -0.707599 | -0.016 | 30.9% | 6.7% | 6.4% | 47.0% | 7.7% | 6.0% |
| 08893082000152 | GÁVEA MACRO FIC DE FIM | 34 | -117.2 | 6.4% | 5.5% | -1.296 | -7.942 | -1.737 | -1.667779 | 14.0% | 6.6% | 5.5% | 22.1% | 6.7% | 5.3% | -0.972 | -3.715 | -1.292 | -0.707325 | -0.024 | 34.7% | 7.5% | 5.0% | 52.3% | 8.5% | 4.9% |
| 24572582000149 | VINCI ATLAS FIC DE FIM | 35 | -119.2 | 10.6% | 1.8% | -1.986 | -3.971 | -2.374 | -1.308429 | 23.5% | 10.8% | 1.8% | 30.4% | 8.9% | 1.9% | -1.611 | -2.212 | -1.889 | -0.593715 | -0.125 | 40.6% | 8.6% | 2.6% | 41.0% | 6.9% | 3.1% |
| 12154412000165 | IBIUNA HEDGE FIF - CLASSE DE INVESTIMENTO EM COTAS MULTIMERCADO - RL | 36 | -120.6 | 7.9% | 5.7% | -1.027 | -6.548 | -1.187 | -1.469616 | 19.9% | 9.2% | 4.5% | 25.2% | 7.5% | 4.2% | -1.034 | -3.162 | -1.273 | -0.603115 | -0.034 | 34.9% | 7.5% | 4.1% | 56.1% | 9.0% | 4.1% |
| 12831360000114 | SPX NIMITZ FEEDER FI EM QUOTAS DE FIM | 37 | -139.0 | 11.4% | 4.5% | -0.643 | -3.215 | -0.670 | -1.282931 | 28.6% | 13.0% | 4.9% | 32.2% | 9.4% | 4.4% | -0.600 | -1.918 | -0.778 | -0.500140 | 0.034 | 29.6% | 6.5% | 5.2% | 64.7% | 10.1% | 5.7% |
| 24300666000123 | GÁVEA MACRO PLUS FIC DE FIM | 38 | -139.3 | 3.3% | 8.2% | -1.200 | -10.941 | -1.607 | -1.930797 | 9.2% | 4.4% | 8.2% | 15.5% | 4.8% | 7.9% | -0.863 | -4.931 | -1.148 | -0.823505 | -0.007 | 26.7% | 5.9% | 7.4% | 47.0% | 7.7% | 7.3% |
| 15799713000134 | IBIUNA HEDGE STH FIF - CLASSE DE INVESTIMENTO EM COTAS MULTIMERCADO - RL | 39 | -140.9 | 5.7% | 8.6% | -0.897 | -8.605 | -1.043 | -1.630492 | 18.4% | 8.5% | 6.8% | 20.6% | 6.2% | 6.4% | -0.869 | -3.986 | -1.078 | -0.672144 | -0.008 | 27.6% | 6.1% | 6.1% | 53.8% | 8.7% | 6.2% |
| 03804917000137 | GAP MULTIPORTFOLIO FIC DE FIM | 40 | -145.3 | 12.1% | 5.0% | -0.464 | -2.616 | -0.632 | -1.276157 | 16.5% | 7.7% | 7.1% | 11.9% | 3.7% | 7.8% | -0.995 | -5.609 | -1.343 | -1.030022 | -0.028 | 23.0% | 5.1% | 7.8% | 45.6% | 7.5% | 7.9% |
| 29298540000185 | PRINCIPAL CLARITAS TOTAL RETURN FIC DE FIM | 41 | -148.2 | 3.9% | 0.3% | -6.148 | -1.741 | -0.486 | -8.977064 | 12.1% | 5.7% | 3.5% | 16.0% | 4.9% | 4.2% | -1.061 | -3.199 | -1.402 | -0.654757 | -0.038 | 20.7% | 4.7% | 4.5% | 24.7% | 4.4% | 4.8% |
| 17162002000180 | OCCAM RETORNO ABSOLUTO FIC DE FI FINANCEIRO MULTIMERCADO - RL | 42 | -148.8 | 5.7% | 5.9% | -1.315 | -8.620 | -1.619 | -1.752672 | 18.9% | 8.7% | 5.0% | 26.2% | 7.8% | 4.6% | -0.893 | -2.965 | -1.163 | -0.566041 | -0.012 | 29.1% | 6.4% | 4.6% | 39.9% | 6.7% | 4.4% |
| 31440882000130 | GIANT DARIUS FIC DE FIM | 43 | -184.8 | 5.7% | 3.9% | -2.005 | -8.667 | -2.697 | -1.500758 | 8.2% | 3.9% | 4.1% | 12.7% | 3.9% | 4.2% | -1.805 | -5.466 | -2.382 | -0.776523 | -0.156 | 20.4% | 4.6% | 4.2% | 35.7% | 6.1% | 4.2% |
| 11052478000181 | GIANT ZARATHUSTRA FIC DE FIM | 44 | -200.8 | 3.4% | 5.9% | -1.612 | -10.720 | -2.146 | -1.616502 | 3.2% | 1.5% | 6.3% | 5.8% | 1.8% | 6.5% | -1.458 | -6.798 | -1.926 | -0.854685 | -0.101 | 11.5% | 2.7% | 6.5% | 28.8% | 5.0% | 6.4% |
| 29726133000121 | KAPITALO K10 FI EM QUOTAS DE FIM | 45 | -365.1 | -59.2% | 507.7% | -0.125 | -70.967 | -0.243 | 4.330200 | -49.8% | -28.4% | 360.1% | -45.0% | -17.5% | 294.4% | -0.091 | -19.303 | -0.164 | 1.925691 | 0.115 | -38.5% | -11.1% | 255.0% | -26.0% | -5.7% | 228.0% |
- 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.