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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 35828684000107 | GENOA CAPITAL RADAR FIC DE FIM | 1 | 16.8 | 13.3% | 4.0% | -0.324 | -1.450 | -0.471 | -1.973579 | 28.6% | 13.0% | 3.6% | 42.5% | 12.1% | 3.4% | -0.081 | -0.198 | -0.120 | -0.832841 | 0.116 | 68.0% | 13.4% | 3.5% | 96.3% | 13.9% | 3.6% |
| 35617938000130 | ABSOLUTE ALPHA MARB ADVISORY FIC DE FIM | 2 | 6.4 | 19.3% | 2.7% | 1.380 | 4.147 | 3.043 | -1.379873 | 36.0% | 16.0% | 2.5% | 44.6% | 12.6% | 3.2% | 0.060 | 0.137 | 0.061 | -0.802723 | 0.138 | 61.1% | 12.2% | 4.7% | 70.0% | 10.8% | 4.6% |
| 26218403000103 | KINEA ATLAS FI FINANCEIRO MULTIMERCADO RL | 3 | -4.7 | 19.2% | 5.0% | 0.739 | 4.148 | 0.882 | -1.506037 | 29.8% | 13.4% | 5.0% | 45.1% | 12.7% | 4.6% | 0.077 | 0.255 | 0.098 | -0.794176 | 0.141 | 59.5% | 12.0% | 4.4% | 76.2% | 11.6% | 4.3% |
| 17797493000135 | SUL AMÉRICA APOLLO FIM | 4 | -9.3 | 17.8% | 2.3% | 1.066 | 2.751 | 0.704 | -1.499910 | 31.3% | 14.1% | 2.0% | 45.0% | 12.7% | 1.8% | 0.156 | 0.200 | 0.151 | -0.806176 | 0.153 | 60.4% | 12.1% | 1.7% | 62.7% | 9.9% | 2.4% |
| 24140265000153 | PANDHORA ESSENCIAL FIC DE FIM | 5 | -11.8 | 22.5% | 12.0% | 0.533 | 7.167 | 0.653 | -1.268150 | 28.1% | 12.7% | 11.1% | 50.9% | 14.2% | 10.0% | 0.158 | 1.138 | 0.215 | -0.604319 | 0.154 | 54.5% | 11.1% | 9.0% | 62.0% | 9.8% | 8.4% |
| 21470989000177 | ABSOLUTE VERTEX FIC DE FI FINANCEIRO MULTIMERCADO | 6 | -13.6 | 9.9% | 5.0% | -0.852 | -4.749 | -1.327 | -2.142887 | 24.9% | 11.4% | 4.6% | 42.4% | 12.1% | 4.7% | -0.065 | -0.217 | -0.108 | -0.842093 | 0.119 | 61.3% | 12.3% | 4.4% | 88.5% | 13.0% | 4.4% |
| 12105940000124 | KAPITALO KAPPA FIN FI EM QUOTAS DE FIM | 7 | -15.0 | 15.6% | 7.6% | 0.084 | 0.715 | 0.101 | -1.735191 | 30.8% | 13.8% | 6.7% | 41.2% | 11.7% | 6.1% | -0.093 | -0.410 | -0.123 | -0.902071 | 0.114 | 59.9% | 12.0% | 5.5% | 77.6% | 11.8% | 5.4% |
| 42731202000153 | KÍNITRO 30 FIC DE FIM | 8 | -16.2 | 10.2% | 3.7% | -1.075 | -4.428 | -1.450 | -2.111995 | 21.7% | 10.0% | 3.8% | 37.4% | 10.8% | 3.5% | -0.413 | -1.042 | -0.616 | -0.952377 | 0.064 | 62.2% | 12.4% | 3.7% | 0.0% | 0.0% | 0.0% |
| 21624757000126 | KINEA CHRONOS FI FINANCEIRO MULTIMERCADO RL | 9 | -17.1 | 17.5% | 4.8% | 0.468 | 2.485 | 0.677 | -1.636805 | 28.0% | 12.7% | 4.0% | 42.3% | 12.0% | 3.5% | -0.061 | -0.154 | -0.082 | -0.811718 | 0.119 | 57.3% | 11.6% | 3.3% | 70.8% | 10.9% | 3.1% |
| 11952873000110 | BTG PACTUAL EXPLORER RF ATIVA FI LP | 10 | -23.9 | 15.5% | 2.6% | 0.195 | 0.559 | 0.157 | -1.672380 | 26.8% | 12.2% | 2.0% | 38.0% | 10.9% | 1.9% | -0.696 | -0.945 | -0.662 | -0.920198 | 0.020 | 58.1% | 11.7% | 1.9% | 78.9% | 11.9% | 2.2% |
| 01214092000175 | BTG PACTUAL DISCOVERY FIM | 11 | -24.5 | 17.1% | 4.5% | 0.430 | 2.144 | 0.483 | -1.563812 | 28.5% | 12.9% | 3.4% | 39.0% | 11.2% | 3.0% | -0.348 | -0.758 | -0.383 | -0.880269 | 0.074 | 56.8% | 11.5% | 2.7% | 65.4% | 10.2% | 2.7% |
| 14806166000104 | NOVUS MACRO D5 FIC DE FIM | 12 | -45.3 | 13.1% | 5.3% | -0.281 | -1.648 | -0.448 | -1.885982 | 24.6% | 11.2% | 4.7% | 33.5% | 9.8% | 4.7% | -0.498 | -1.687 | -0.802 | -1.005403 | 0.051 | 51.7% | 10.6% | 5.2% | 55.6% | 8.9% | 5.5% |
| 22918359000185 | QUANTITAS FIC DE FIM MALLORCA | 13 | -54.9 | 11.0% | 4.0% | -0.817 | -3.638 | -1.262 | -2.031927 | 18.6% | 8.6% | 4.5% | 35.4% | 10.3% | 4.1% | -0.461 | -1.375 | -0.642 | -1.078849 | 0.057 | 49.2% | 10.2% | 4.2% | 63.7% | 10.0% | 4.2% |
| 17087932000116 | BAHIA AM MARAÚ FIC DE FIM | 14 | -56.6 | 12.7% | 3.3% | -0.559 | -2.092 | -0.772 | -1.895438 | 29.0% | 13.1% | 3.0% | 36.6% | 10.6% | 3.0% | -0.545 | -1.183 | -0.775 | -0.959178 | 0.043 | 50.7% | 10.4% | 3.7% | 64.9% | 10.2% | 3.6% |
| 24029438000160 | ADAM MACRO II FIC DE FIM | 15 | -57.7 | 10.7% | 10.6% | -0.337 | -4.000 | -0.542 | -1.659663 | 29.8% | 13.5% | 9.9% | 42.9% | 12.2% | 8.4% | -0.023 | -0.139 | -0.036 | -0.687773 | 0.125 | 49.9% | 10.3% | 7.8% | 44.7% | 7.4% | 8.4% |
| 34231958000105 | XP ADVISORY PORTFÓLIO PRIVATE FIC MULTIMERCADO CP | 16 | -59.6 | 13.8% | 6.8% | 0.333 | 2.523 | 0.321 | -0.721325 | 22.3% | 10.2% | 5.1% | 33.9% | 9.9% | 4.3% | -0.289 | -0.892 | -0.321 | -0.722574 | 0.084 | 41.5% | 8.8% | 4.1% | 46.3% | 7.6% | 3.9% |
| 32683896000147 | ACE CAPITAL CSHG FIC DE FIM | 17 | -65.8 | 12.5% | 4.5% | -0.442 | -2.200 | -0.562 | -1.880187 | 28.1% | 12.7% | 4.0% | 32.8% | 9.6% | 4.0% | -0.617 | -1.791 | -0.902 | -1.055406 | 0.032 | 48.3% | 10.0% | 4.0% | 66.4% | 10.3% | 4.1% |
| 34626199000180 | ENTERCAPITAL TURING FIC DE FIM | 18 | -67.0 | 11.3% | 4.8% | -0.623 | -3.318 | -0.593 | -1.883205 | 37.3% | 16.6% | 6.6% | 44.0% | 12.5% | 6.5% | 0.011 | 0.053 | 0.015 | -0.677269 | 0.131 | 47.9% | 9.9% | 6.5% | 58.8% | 9.3% | 6.0% |
| 08771538000101 | NEO MULTI ESTRATÉGIA 30 FEEDER FIC DE FIM | 19 | -67.3 | 13.2% | 3.8% | -0.377 | -1.589 | -0.548 | -1.818025 | 12.3% | 5.8% | 4.0% | 23.3% | 7.0% | 3.9% | -1.245 | -3.475 | -1.933 | -1.204170 | -0.067 | 45.8% | 9.5% | 4.6% | 52.0% | 8.4% | 4.8% |
| 00947958000194 | OPPORTUNITY MARKET FIC DE FIM | 20 | -68.1 | 12.9% | 2.0% | -0.849 | -1.865 | -0.786 | -1.791033 | 24.1% | 11.0% | 1.8% | 36.4% | 10.5% | 1.7% | -1.001 | -1.208 | -1.102 | -0.933935 | -0.028 | 51.1% | 10.5% | 1.5% | 63.6% | 10.0% | 1.5% |
| 28581166000168 | VINLAND MACRO FIC DE FIM | 21 | -69.0 | 14.6% | 4.3% | -0.050 | -0.240 | -0.066 | -1.698326 | 31.3% | 14.1% | 3.5% | 33.8% | 9.8% | 3.4% | -0.668 | -1.645 | -0.899 | -0.997912 | 0.024 | 46.7% | 9.7% | 3.2% | 69.5% | 10.7% | 3.3% |
| 27249881000135 | SAFRA GALILEO AG FIC DE FIM | 22 | -70.0 | 3.3% | 0.7% | -0.043 | -0.033 | -0.011 | 4.743420 | 12.8% | 6.0% | 3.8% | 20.5% | 6.2% | 3.4% | -0.781 | -1.888 | -1.044 | -0.405912 | 0.006 | 32.0% | 6.9% | 3.6% | 39.7% | 6.7% | 4.1% |
| 22354046000141 | PACIFICO MACRO FIC DE FIM | 23 | -76.2 | 13.6% | 3.4% | -0.315 | -1.189 | -0.376 | -1.904978 | 27.5% | 12.5% | 3.0% | 35.4% | 10.3% | 3.3% | -0.576 | -1.380 | -0.780 | -1.015470 | 0.038 | 45.1% | 9.4% | 4.0% | 45.8% | 7.6% | 4.1% |
| 36181795000129 | FIM A1 | 24 | -79.2 | 12.8% | 5.6% | -0.307 | -1.927 | -0.531 | -1.844550 | 37.7% | 16.7% | 5.3% | 42.3% | 12.0% | 5.0% | -0.048 | -0.172 | -0.073 | -0.817117 | 0.121 | 43.8% | 9.2% | 4.9% | 59.1% | 9.4% | 4.6% |
| 31923761000149 | KADIMA LT FI FINANCEIRO MULTIMERCADO - RESPONSABLIDADE LIMITADA | 25 | -80.8 | 10.8% | 7.0% | -0.461 | -3.614 | -0.454 | -2.399304 | 25.0% | 11.4% | 7.1% | 35.3% | 10.2% | 6.8% | -0.274 | -1.346 | -0.336 | -1.025518 | 0.086 | 41.2% | 8.7% | 6.8% | 58.3% | 9.3% | 7.0% |
| 29236572000156 | LEGACY CAPITAL CSHG FIC DE FIM | 26 | -81.0 | 14.9% | 5.4% | 0.010 | 0.060 | 0.014 | -1.960907 | 23.8% | 10.9% | 4.8% | 31.9% | 9.3% | 4.7% | -0.578 | -1.943 | -0.850 | -1.159386 | 0.038 | 41.0% | 8.7% | 4.8% | 69.9% | 10.8% | 5.0% |
| 11390053000182 | ITAÚ PRIVATE HEDGE PLUS MULTIMERCADO FIF DA CLASSE DE INVESTIMENTO EM COTAS RL | 27 | -81.4 | 14.9% | 5.4% | -0.004 | -0.027 | -0.006 | -1.895486 | 36.5% | 16.2% | 4.6% | 36.6% | 10.6% | 4.8% | -0.343 | -1.179 | -0.449 | -0.994260 | 0.075 | 43.0% | 9.0% | 4.7% | 59.6% | 9.5% | 4.6% |
| 04455632000109 | AZ QUEST MULTI FIC DE FIM | 28 | -86.5 | 12.6% | 1.2% | -1.556 | -2.113 | -2.091 | -1.794770 | 21.4% | 9.8% | 1.4% | 33.1% | 9.6% | 1.7% | -1.441 | -1.771 | -2.079 | -1.033627 | -0.097 | 48.8% | 10.1% | 2.2% | 58.4% | 9.3% | 2.5% |
| 19212817000151 | ITAÚ ALVORADA FIC DE FIM | 29 | -86.6 | 15.1% | 3.7% | 0.052 | 0.217 | 0.056 | -1.714808 | 24.5% | 11.2% | 3.5% | 37.4% | 10.8% | 3.4% | -0.425 | -1.029 | -0.589 | -0.983084 | 0.062 | 40.1% | 8.5% | 3.6% | 57.2% | 9.1% | 3.6% |
| 24582449000173 | SELECTION MULTIMERCADO FIC MULTIMERCADO | 30 | -91.4 | 11.2% | 3.0% | -0.580 | -1.973 | -0.832 | -2.220072 | 21.2% | 9.7% | 2.5% | 30.3% | 8.9% | 2.3% | -1.174 | -1.957 | -1.652 | -1.110400 | -0.055 | 43.3% | 9.1% | 2.2% | 53.6% | 8.7% | 2.2% |
| 14146496000110 | KADIMA HIGH VOL FIC DE FI FINANCEIRO MULTIMERCADO - RL | 31 | -99.5 | 11.1% | 7.6% | -0.426 | -3.612 | -0.542 | -2.070368 | 28.0% | 12.7% | 7.9% | 38.3% | 11.0% | 7.3% | -0.169 | -0.896 | -0.249 | -0.853034 | 0.102 | 36.9% | 7.9% | 7.1% | 44.3% | 7.3% | 6.9% |
| 08893082000152 | GÁVEA MACRO FIC DE FIM | 32 | -107.0 | 5.7% | 5.8% | -1.356 | -8.720 | -1.769 | -2.454497 | 14.1% | 6.6% | 5.5% | 21.8% | 6.6% | 5.3% | -0.977 | -3.756 | -1.306 | -1.258158 | -0.024 | 37.5% | 8.0% | 5.0% | 51.7% | 8.4% | 4.8% |
| 35956153000191 | DNA STRATEGY FIC MULTIMERCADO CP | 33 | -109.1 | 6.6% | 0.6% | -0.587 | -0.364 | -0.220 | -2.815499 | 13.6% | 6.3% | 3.0% | 24.5% | 7.3% | 2.7% | -0.908 | -1.780 | -1.444 | -0.692132 | -0.014 | 28.4% | 6.2% | 3.3% | 29.9% | 5.2% | 3.4% |
| 24572582000149 | VINCI ATLAS FIC DE FIM | 34 | -120.5 | 11.3% | 1.7% | -1.826 | -3.381 | -2.119 | -1.925563 | 23.3% | 10.7% | 1.8% | 32.9% | 9.6% | 1.9% | -1.301 | -1.773 | -1.527 | -1.067062 | -0.075 | 38.4% | 8.2% | 2.7% | 40.4% | 6.8% | 3.2% |
| 26324249000146 | TRUXT MACRO AB FIC DE FIM | 35 | -122.2 | 12.2% | 5.9% | -0.377 | -2.500 | -0.520 | -1.967870 | 22.8% | 10.5% | 6.8% | 16.5% | 5.0% | 6.5% | -1.011 | -4.720 | -1.437 | -1.234713 | -0.030 | 30.8% | 6.7% | 6.3% | 41.3% | 6.9% | 5.9% |
| 12154412000165 | IBIUNA HEDGE FIF - CLASSE DE INVESTIMENTO EM COTAS MULTIMERCADO - RL | 36 | -123.3 | 6.8% | 5.5% | -1.239 | -7.643 | -1.382 | -2.343791 | 18.5% | 8.6% | 4.4% | 25.1% | 7.5% | 4.2% | -1.055 | -3.164 | -1.286 | -1.166146 | -0.037 | 34.6% | 7.4% | 4.1% | 54.8% | 8.8% | 4.1% |
| 24300666000123 | GÁVEA MACRO PLUS FIC DE FIM | 37 | -125.6 | 2.1% | 8.6% | -1.261 | -12.102 | -1.648 | -2.733408 | 9.6% | 4.5% | 8.2% | 15.0% | 4.6% | 8.0% | -0.872 | -5.013 | -1.166 | -1.372739 | -0.008 | 30.5% | 6.7% | 7.4% | 47.2% | 7.8% | 7.2% |
| 17162002000180 | OCCAM RETORNO ABSOLUTO FIC DE FI FINANCEIRO MULTIMERCADO - RL | 38 | -138.9 | 8.4% | 5.9% | -0.925 | -6.136 | -1.123 | -2.317515 | 18.8% | 8.7% | 4.9% | 22.8% | 6.9% | 4.7% | -1.062 | -3.565 | -1.383 | -1.149791 | -0.038 | 30.0% | 6.5% | 4.6% | 38.0% | 6.4% | 4.4% |
| 12831360000114 | SPX NIMITZ FEEDER FI EM QUOTAS DE FIM | 39 | -139.5 | 9.0% | 4.6% | -1.066 | -5.536 | -1.198 | -2.084164 | 26.1% | 11.9% | 4.9% | 22.9% | 6.9% | 4.6% | -1.076 | -3.545 | -1.424 | -1.127320 | -0.040 | 30.2% | 6.6% | 5.4% | 58.9% | 9.4% | 5.7% |
| 03804917000137 | GAP MULTIPORTFOLIO FIC DE FIM | 40 | -141.5 | 13.5% | 5.1% | -0.233 | -1.315 | -0.322 | -2.001116 | 11.0% | 5.2% | 7.5% | 13.9% | 4.3% | 7.9% | -0.908 | -5.208 | -1.247 | -1.614689 | -0.014 | 21.0% | 4.7% | 7.9% | 46.4% | 7.7% | 7.9% |
| 15799713000134 | IBIUNA HEDGE STH FIF - CLASSE DE INVESTIMENTO EM COTAS MULTIMERCADO - RL | 41 | -145.0 | 4.0% | 8.3% | -1.107 | -10.278 | -1.252 | -2.606850 | 16.6% | 7.7% | 6.6% | 20.4% | 6.2% | 6.2% | -0.891 | -4.010 | -1.095 | -1.250795 | -0.011 | 27.2% | 6.0% | 6.1% | 52.8% | 8.6% | 6.1% |
| 29298540000185 | PRINCIPAL CLARITAS TOTAL RETURN FIC DE FIM | 42 | -155.9 | 3.5% | 2.5% | -1.581 | -4.496 | -1.383 | -2.091090 | 10.6% | 5.0% | 3.7% | 20.0% | 6.1% | 4.2% | -0.959 | -2.874 | -1.271 | -0.999140 | -0.022 | 18.9% | 4.3% | 4.5% | 25.8% | 4.5% | 4.7% |
| 31440882000130 | GIANT DARIUS FIC DE FIM | 43 | -182.3 | 4.9% | 3.9% | -2.175 | -9.420 | -2.753 | -2.177877 | 6.8% | 3.2% | 4.3% | 14.7% | 4.5% | 4.2% | -1.656 | -5.065 | -2.190 | -1.223239 | -0.131 | 20.3% | 4.6% | 4.2% | 35.8% | 6.1% | 4.2% |
| 11052478000181 | GIANT ZARATHUSTRA FIC DE FIM | 44 | -199.3 | 2.3% | 6.0% | -1.754 | -11.812 | -2.214 | -2.274800 | 1.3% | 0.6% | 6.6% | 8.7% | 2.7% | 6.5% | -1.319 | -6.214 | -1.745 | -1.260345 | -0.078 | 11.3% | 2.6% | 6.4% | 29.2% | 5.1% | 6.3% |
| 29726133000121 | KAPITALO K10 FI EM QUOTAS DE FIM | 45 | -358.9 | -57.3% | 259.6% | -0.238 | -69.015 | -0.376 | 0.973508 | -49.1% | -27.8% | 183.9% | -45.3% | -17.7% | 150.3% | -0.178 | -19.325 | -0.279 | 0.432353 | 0.101 | -37.0% | -10.6% | 130.2% | -23.5% | -5.1% | 116.5% |
- 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.