Fundo criado em 2018 e, assim como os outros fundos da gestora, tem uma “gestão sistemática”. A equipe de investimentos desenvolve e implementa os algoritmos e modelos e monitorar as medidas de risco da estratégia. Tem foco tanto em ativos locais (Brasil) quanto globais. O fundo investe majoritariamente nos mercados de juros, moedas, ações e commodities, no Brasil e no exterior, com um objetivo de volatilidade de 5-15% ao ano.
Benchmark: CDI
Detalhes:
Tipo de Fundo: Ações Long and Short Direcional
Gestora: Kadima Asset Management
CNPJ do fundo: 31.455.960/0001-70
Posição no ranking da categoria: 12º colocado
Gráfico de Retorno
Indicadores Quantitativos
Levando em conta o último mês "fechado".
Retorno Anualizado
12 meses: 3.4%24 meses: 7.8%36 meses: 8.1%48 meses: 7.4%Volatilidade
12 meses: 5.7%24 meses: 5%36 meses: 4.8%Retorno ajustado a risco
Sharpe 12 meses: -0.718Sortino 12 meses: -1.024Calmar 12 meses: -3.59Sharpe 36 meses: -0.454Retornos Mensais
| JAN | FEV | MAR | ABR | MAI | JUN | JUL | AGO | SET | OUT | NOV | DEZ | ANUAL | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ano | Nome | |||||||||||||
| 2026 | Fundo | 2.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.29% |
| IMA-B | 1.26% | 1.83% | 0.06% | 1.55% | 0.50% | -1.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.14% | |
| diferença | 1.03% | -1.83% | -0.06% | -1.55% | -0.50% | 1.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -1.86% | |
| 2025 | Fundo | -0.00% | 0.06% | -1.38% | 1.42% | 1.44% | 1.77% | -0.43% | 0.67% | 1.10% | 0.21% | 0.65% | -1.42% | 4.10% |
| 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 | -0.60% | -0.49% | -2.99% | -0.72% | -0.19% | 0.26% | 0.64% | -0.48% | 0.76% | -0.75% | -1.60% | -1.50% | -8.24% | |
| 2024 | Fundo | 1.94% | 0.67% | 1.75% | 0.00% | -0.34% | 2.73% | -0.10% | 0.97% | 1.47% | 1.40% | 3.75% | 1.85% | 17.24% |
| 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 | 2.10% | 0.16% | 1.75% | 1.47% | -1.40% | 3.54% | -1.94% | 0.29% | 1.92% | 2.37% | 3.71% | 4.09% | 19.26% | |
| 2023 | Fundo | 0.98% | 0.74% | -0.12% | 0.39% | 0.60% | 2.75% | -0.49% | 0.48% | -0.21% | -0.74% | 0.09% | 1.58% | 6.15% |
| 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 | 0.49% | -0.29% | -3.05% | -1.64% | -1.93% | 0.57% | -1.38% | 0.68% | 0.99% | -0.18% | -2.35% | -1.04% | -9.98% | |
| 2022 | Fundo | -2.78% | 0.63% | 2.55% | 3.07% | 0.47% | 0.03% | 1.16% | 0.12% | -1.94% | 1.18% | -0.15% | 1.49% | 5.83% |
| 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 | -2.09% | 0.09% | -0.53% | 2.24% | -0.49% | -0.72% | 2.42% | -1.15% | -3.41% | -0.21% | 0.78% | 1.98% | -1.23% | |
| 2021 | Fundo | 1.42% | 2.67% | 0.59% | 3.89% | -0.19% | 0.15% | 0.07% | 1.37% | 0.05% | 0.14% | -0.53% | 2.09% | 12.26% |
| 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 | 2.27% | 4.18% | 1.05% | 3.24% | -1.25% | -0.27% | 0.44% | 2.46% | 0.18% | 2.69% | -3.99% | 1.91% | 13.57% | |
| 2020 | Fundo | 2.85% | 0.17% | -7.23% | 2.70% | 2.81% | 1.48% | 2.18% | 0.04% | -1.82% | -0.17% | -0.02% | -0.67% | 1.88% |
| 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 | 2.59% | -0.28% | -0.26% | 1.39% | 1.29% | -0.57% | -2.21% | 1.83% | -0.31% | -0.38% | -2.02% | -5.53% | -4.52% | |
| 2019 | Fundo | 0.56% | -1.92% | 3.25% | -0.06% | 0.59% | 2.19% | 0.29% | 0.45% | 0.06% | 1.62% | 1.53% | 3.22% | 12.29% |
| 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 | -3.81% | -2.47% | 2.67% | -1.57% | -3.08% | -1.55% | -1.00% | 0.85% | -2.81% | -1.74% | 3.98% | 1.21% | -10.66% | |
| 2018 | Fundo | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.79% | 0.07% | 0.86% |
| IMA-B | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.68% | 1.65% | 2.34% | |
| diferença | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.11% | -1.58% | -1.48% |
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.
Sérgio Blank e Rodrigo Maranhão no Outliers
Publicado em 19/02/2022
No episódio #49 do Outliers, os sócios e gestores Sérgio Blank e Rodrigo Maranhão, detalham os modelos por trás da gestão dos fundos da Kadima Asset – gestora pioneira na abordagem quantitativa no Brasil.
Descubra mais sobre a Kadima e como nasceu a vontade de criar no Brasil um processo de investimento totalmente focado em algoritmos. Melhor video para conhecer a gestora.
Fundos operam com algoritmo e tem resultado surpreendente
Publicado em 17/01/2022
André Barbosa, conversou com o Rodrigo Maranhão, gestor da Kadima Asset. Na conversa, o Rodrigo comentou sobre sua história no mercado financeiro, os Fundos quantitativos da gestora e o processo de construção de algoritmos vencedores da Kadima.
Tudo sobre Fundos Quantitativos Com Rodrigo Maranhão
Publicado em 02/08/2019
Renato Breia entrevista Rodrigo Maranhão
Podcasts
Sérgio Blank e Rodrigo Maranhão no Outliers
Publicado em 19/02/2022
Em uma época em que as grandes potências mundiais são empresas de tecnologia, estar na vanguarda do conhecimento faz toda a diferença. E foi buscando capturar essa revolução tecnológica em seu início, que a Kadima foi fundada em 2007.
Hoje a gestora é um verdadeiro laboratório de algoritmos, e apresenta em seu portfólio 11 fundos distintos que se diferenciam de acordo com a estratégia e risco agregado a cada um deles.
Outros conteúdos
Nomes Alternativos / Espelhos ou fundos com altíssima correlação:
- KADIMA LONG SHORT PLUS FUNDO DE INVESTIMENTO EM COTAS DE FUNDOS DE INVESTIMENTO EM AÇÕES
Kadima Long Short Plus 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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