Sparta Dinâmico

Fundo multimercado quantitativo sistemático que utiliza modelos matemáticos aplicados a diferentes classes de ativos em múltiplos horizontes de tempo a fim de obter um portfólio com o máximo de diversificação. Busca uma boa relação retorno/risco, com perfil descorrelacionado dos principais indicadores de mercado.

O fundo tem como meta um retorno de 140% do CDI com baixa volatilidade, e sua operação é totalmente automatizada. Está fechado há um bom tempo…

Detalhes:

CNPJ do fundo: 14.180.011/0001-05

Posição no ranking da categoria: 2º colocado

Gráfico de Retorno

Indicadores Quantitativos

Levando em conta o último mês "fechado".

Retorno Anualizado
12 meses: 10.9%24 meses: 6.5%36 meses: 7.7%48 meses: 7.7%
Volatilidade
12 meses: 0.6%24 meses: 0.7%36 meses: 1.2%
Retorno ajustado a risco
Sharpe 12 meses: 2.112Sortino 12 meses: 3.578Calmar 12 meses: 2.264Sharpe 36 meses: 2.057

Retornos Mensais

  JANFEVMARABRMAIJUNJULAGOSETOUTNOVDEZANUAL
AnoNome             
2022Fundo0.71%0.94%0.96%0.74%1.29%1.25%1.03%0.00%0.00%0.00%0.00%0.00%7.12%
CDI0.73%0.76%0.93%0.83%1.03%1.02%1.03%0.00%0.00%0.00%0.00%0.00%6.51%
diferença-0.03%0.19%0.03%-0.10%0.25%0.24%-0.00%0.00%0.00%0.00%0.00%0.00%0.61%
2021Fundo-0.01%0.44%-0.05%0.29%0.41%0.53%0.10%0.63%0.87%0.60%0.56%0.80%5.29%
CDI0.15%0.14%0.20%0.21%0.27%0.31%0.35%0.43%0.44%0.49%0.59%0.77%4.43%
diferença-0.16%0.30%-0.25%0.08%0.14%0.22%-0.25%0.20%0.43%0.11%-0.03%0.03%0.86%
2020Fundo0.47%0.89%2.38%-0.22%0.61%1.47%0.50%0.36%0.19%0.22%-0.10%0.21%7.19%
CDI0.38%0.29%0.34%0.28%0.23%0.21%0.19%0.16%0.16%0.16%0.15%0.17%2.76%
diferença0.10%0.60%2.04%-0.51%0.38%1.26%0.31%0.20%0.04%0.06%-0.25%0.05%4.43%
2019Fundo0.15%0.20%0.77%0.97%0.48%0.54%1.15%1.26%0.68%0.90%0.72%0.45%8.60%
CDI0.54%0.49%0.47%0.52%0.54%0.47%0.57%0.50%0.46%0.48%0.38%0.37%5.96%
diferença-0.39%-0.29%0.30%0.45%-0.06%0.07%0.58%0.76%0.22%0.42%0.34%0.08%2.64%
2018Fundo0.63%0.43%0.25%0.46%0.63%0.85%0.23%1.10%0.64%0.44%0.47%0.74%7.09%
CDI0.58%0.46%0.53%0.52%0.52%0.52%0.54%0.57%0.47%0.54%0.49%0.49%6.42%
diferença0.05%-0.04%-0.28%-0.05%0.12%0.33%-0.31%0.53%0.17%-0.10%-0.02%0.24%0.67%
2017Fundo0.67%0.67%1.34%0.71%1.58%0.65%1.13%0.44%1.27%1.31%0.67%0.46%11.45%
CDI1.08%0.86%1.05%0.79%0.93%0.81%0.80%0.80%0.64%0.64%0.57%0.54%9.92%
diferença-0.42%-0.19%0.29%-0.07%0.66%-0.15%0.33%-0.36%0.63%0.67%0.10%-0.08%1.53%
2016Fundo1.33%0.61%2.04%1.00%0.70%1.17%0.71%0.33%0.90%1.03%1.18%1.10%12.79%
CDI1.06%1.00%1.16%1.06%1.11%1.16%1.11%1.21%1.11%1.05%1.04%1.12%14.01%
diferença0.28%-0.39%0.87%-0.06%-0.41%0.01%-0.39%-0.88%-0.21%-0.02%0.14%-0.02%-1.22%
2015Fundo1.21%0.74%1.25%0.79%0.86%0.71%1.29%1.30%1.34%1.01%0.72%0.57%12.44%
CDI0.93%0.82%1.04%0.95%0.98%1.07%1.18%1.11%1.11%1.11%1.06%1.16%13.25%
diferença0.28%-0.08%0.22%-0.16%-0.12%-0.35%0.11%0.19%0.23%-0.10%-0.34%-0.59%-0.81%
2014Fundo1.21%0.82%1.04%1.28%0.91%0.76%0.80%1.00%1.06%1.87%1.10%1.02%13.67%
CDI0.84%0.78%0.76%0.82%0.86%0.82%0.94%0.86%0.90%0.94%0.84%0.96%10.81%
diferença0.37%0.04%0.28%0.47%0.05%-0.06%-0.14%0.14%0.16%0.92%0.26%0.07%2.86%
2013Fundo0.74%1.01%1.17%0.70%0.86%0.81%0.80%0.70%0.65%0.58%0.76%1.12%10.37%
CDI0.59%0.48%0.54%0.60%0.59%0.59%0.71%0.70%0.70%0.80%0.71%0.78%8.07%
diferença0.16%0.53%0.63%0.10%0.27%0.22%0.09%0.01%-0.05%-0.22%0.05%0.34%2.30%
2012Fundo0.00%0.00%0.85%0.50%0.92%0.78%0.75%0.77%0.33%1.09%0.58%0.87%7.69%
CDI0.00%0.00%0.81%0.70%0.73%0.64%0.68%0.69%0.54%0.61%0.54%0.53%6.65%
diferença0.00%0.00%0.04%-0.20%0.19%0.14%0.07%0.09%-0.21%0.48%0.03%0.34%1.03%

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