Criado em 2018, o fundo utiliza o poder computacional da Giant para processar uma quantidade massiva de dados econômicos a fim de identificar movimentações macroeconômicas globais.
A estratégia analisa, de forma sistemática, os fundamentos em ativos de juros, câmbio, bolsas e commodities ao redor do globo, para entregar um portfólio estatisticamente equilibrado e desenhado para performar independentemente do cenário econômico.
Detalhes:
Tipo de Fundo: Multimercado Alta Volatilidade
Gestora: Giant Steps Capital
CNPJ do fundo: 29.826.089/0001-21
Posição no ranking da categoria: 36º colocado
Gráfico de Retorno
Indicadores Quantitativos
Levando em conta o último mês "fechado".
Retorno Anualizado
12 meses: 12.5%24 meses: 8.3%36 meses: 5.9%48 meses: 5.4%Volatilidade
12 meses: 5.3%24 meses: 5.7%36 meses: 5.3%Retorno ajustado a risco
Sharpe 12 meses: -0.382Sortino 12 meses: -0.548Calmar 12 meses: -1.324Sharpe 36 meses: -1.085Retornos Mensais
| JAN | FEV | MAR | ABR | MAI | JUN | JUL | AGO | SET | OUT | NOV | DEZ | ANUAL | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ano | Nome | |||||||||||||
| 2026 | Fundo | 3.82% | 1.33% | -1.89% | 1.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.79% |
| IMA-B | 1.26% | 1.83% | 0.06% | 1.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.78% | |
| diferença | 2.56% | -0.50% | -1.95% | -0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | |
| 2025 | Fundo | 1.52% | 0.08% | -2.84% | -0.46% | 1.47% | 0.47% | 0.31% | 0.97% | 1.10% | 0.90% | 0.79% | 1.20% | 5.57% |
| IMA-B | 0.60% | 0.56% | 1.62% | 2.14% | 1.63% | 1.50% | -1.07% | 1.14% | 0.34% | 0.96% | 2.25% | 0.08% | 12.34% | |
| diferença | 0.92% | -0.48% | -4.46% | -2.59% | -0.16% | -1.03% | 1.38% | -0.17% | 0.76% | -0.06% | -1.46% | 1.13% | -6.77% | |
| 2024 | Fundo | 1.07% | 1.33% | 1.37% | -2.55% | 0.43% | 2.33% | 0.77% | 1.19% | -0.95% | 1.04% | 1.98% | -0.06% | 8.15% |
| IMA-B | -0.15% | 0.50% | 0.00% | -1.47% | 1.06% | -0.81% | 1.84% | 0.68% | -0.44% | -0.96% | 0.04% | -2.25% | -2.02% | |
| diferença | 1.22% | 0.82% | 1.37% | -1.08% | -0.63% | 3.14% | -1.06% | 0.51% | -0.51% | 2.00% | 1.94% | 2.18% | 10.17% | |
| 2023 | Fundo | 2.85% | -0.96% | 2.81% | 0.48% | -2.37% | 1.11% | -0.70% | 1.09% | -0.24% | -1.67% | 1.78% | 0.89% | 5.06% |
| IMA-B | 0.49% | 1.03% | 2.92% | 2.03% | 2.52% | 2.18% | 0.89% | -0.20% | -1.20% | -0.57% | 2.44% | 2.62% | 16.13% | |
| diferença | 2.36% | -1.99% | -0.11% | -1.55% | -4.89% | -1.06% | -1.58% | 1.29% | 0.96% | -1.10% | -0.66% | -1.73% | -11.08% | |
| 2022 | Fundo | -2.33% | 0.70% | 4.40% | -1.68% | 0.88% | -4.02% | 3.47% | -0.46% | -3.00% | 3.05% | 0.22% | -0.96% | -0.11% |
| IMA-B | -0.69% | 0.54% | 3.07% | 0.83% | 0.96% | 0.75% | -1.26% | 1.26% | 1.47% | 1.39% | -0.93% | -0.49% | 7.06% | |
| diferença | -1.64% | 0.16% | 1.33% | -2.51% | -0.09% | -4.77% | 4.73% | -1.73% | -4.47% | 1.66% | 1.15% | -0.47% | -7.17% | |
| 2021 | Fundo | -1.20% | -2.20% | -0.47% | 2.31% | 1.79% | 1.13% | 0.65% | 0.28% | -0.91% | -1.59% | 0.67% | 1.83% | 2.18% |
| IMA-B | -0.85% | -1.52% | -0.46% | 0.65% | 1.06% | 0.42% | -0.37% | -1.09% | -0.13% | -2.54% | 3.47% | 0.18% | -1.31% | |
| diferença | -0.35% | -0.68% | -0.01% | 1.66% | 0.73% | 0.71% | 1.03% | 1.37% | -0.78% | 0.96% | -2.80% | 1.65% | 3.49% | |
| 2020 | Fundo | 3.32% | -0.00% | -3.39% | 3.62% | 1.18% | 0.96% | 0.97% | 0.95% | -1.72% | -1.54% | 2.99% | 2.06% | 9.56% |
| IMA-B | 0.26% | 0.45% | -6.97% | 1.31% | 1.52% | 2.05% | 4.39% | -1.80% | -1.51% | 0.21% | 2.00% | 4.85% | 6.41% | |
| diferença | 3.06% | -0.45% | 3.58% | 2.31% | -0.33% | -1.09% | -3.41% | 2.75% | -0.20% | -1.75% | 0.99% | -2.79% | 3.15% | |
| 2019 | Fundo | 2.65% | -0.14% | 2.24% | 1.35% | 1.62% | 2.38% | 0.65% | 1.39% | 1.38% | 0.09% | 0.92% | 1.09% | 16.77% |
| IMA-B | 4.37% | 0.55% | 0.58% | 1.51% | 3.66% | 3.73% | 1.29% | -0.40% | 2.86% | 3.36% | -2.45% | 2.01% | 22.95% | |
| diferença | -1.72% | -0.69% | 1.66% | -0.16% | -2.04% | -1.35% | -0.63% | 1.79% | -1.48% | -3.27% | 3.38% | -0.91% | -6.18% | |
| 2018 | Fundo | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.08% | 1.30% | 0.34% | -0.59% | 1.24% | 0.69% | 3.08% |
| IMA-B | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.11% | -0.45% | -0.15% | 7.14% | 0.90% | 1.65% | 9.36% | |
| diferença | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.03% | 1.75% | 0.49% | -7.73% | 0.33% | -0.96% | -6.28% |
Videos sobre o fundo
A ideia é trazer video mais "perenes", que te permitam conhecer o gestor e o fundo. Evitamos videos que sejam muito focados no posicionamento momentâneo da carteira.
Video institucional do fundo
Publicado em 07/08/2019
Video que explica a estratégia, os mercados e características do fundo.
Fundos Quantitativos e Estratégias - Com Rodrigo Terni
Publicado em 16/03/2020
Rodrigo entre Rodrigo Terni e Breia sobre fundos quantitativos, os fundos da Giant e a gestão quant.
Podcasts
Flavio e Rodrigo Terni no Outliers #14
Publicado em 17/10/2020
Irmãos com perfil empreendedor, engenheiros de formação, mas sempre com o foco no mercado financeiro, Flavio e Rodrigo Terni estão entre os nomes à frente da gestora Giant Steps, focada em estratégia quantitativa. A casa tem hoje algumas famílias de produtos, sendo o fundo multimercado “Zarathustra” o mais antigo e conhecido. Seu objetivo está em explorar momentos irracionais de mercado, seja de euforia ou pânico, com um resultado descorrelacionado do resto da indústria.
Outros conteúdos
Nomes Alternativos / Espelhos ou fundos com altíssima correlação:
- GIANT SIGMA FUNDO DE INVESTIMENTO EM COTAS DE FUNDOS DE INVESTIMENTO MULTIMERCADO
- GIANT SIGMA ADVISORY FUNDO DE INVESTIMENTO EM COTAS DE FUNDOS DE INVESTIMENTO MULTIMERCADO
- GIANT SIGMA SELEÇÃO FUNDO DE INVESTIMENTO EM COTAS DE FUNDOS DE INVESTIMENTO MULTIMERCADO
- GIANT SIGMA SELEÇÃO MULTIMERCADO FUNDO DE INVESTIMENTO EM COTAS DE FUNDOS DE INVESTIMENTO
Giant Sigma vale a pena?
Todo fundo de investimentos apresenta riscos. O importante é estudar fundo, conhecer o gestor e se familiarizar com a estratégia.
A ideia do nosso é website é justante te ajudar a se informar para tomar decisões conscientes.
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