Índice Carteira Perfeita de Fundos Long and Short Neutros – ICP-LSN

Gráfico de Retorno


Retornos Mensais

  JANFEVMARABRMAIJUNJULAGOSETOUTNOVDEZANUAL
AnoNome             
2023Fundo0.83%0.20%0.07%0.60%0.54%2.17%0.97%0.75%0.71%-0.07%1.03%1.07%9.23%
CDI1.12%0.92%1.17%0.92%1.12%1.07%1.07%1.14%0.97%1.00%0.92%0.89%13.04%
diferença-0.29%-0.72%-1.11%-0.31%-0.58%1.10%-0.11%-0.38%-0.26%-1.07%0.11%0.18%-3.81%
2022Fundo1.43%0.68%0.50%1.84%0.92%0.36%1.30%2.27%1.12%1.66%-0.17%1.17%13.88%
CDI0.73%0.76%0.93%0.83%1.03%1.02%1.03%1.17%1.07%1.02%1.02%1.12%12.39%
diferença0.70%-0.07%-0.43%1.01%-0.11%-0.65%0.27%1.10%0.05%0.64%-1.19%0.04%1.49%
2021Fundo-0.18%1.50%-0.37%1.37%0.11%1.02%0.54%0.14%0.50%-1.20%0.60%0.73%4.82%
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-0.33%1.36%-0.57%1.16%-0.17%0.71%0.18%-0.29%0.06%-1.68%0.01%-0.03%0.39%
2020Fundo1.62%0.49%-1.16%1.73%1.16%0.30%1.36%0.10%-0.48%-0.34%0.36%0.88%6.14%
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%
diferença1.24%0.20%-1.49%1.45%0.92%0.09%1.16%-0.06%-0.63%-0.50%0.21%0.71%3.39%
2019Fundo1.01%0.73%0.17%0.22%0.81%1.08%0.52%1.06%-0.04%0.97%0.41%1.18%8.41%
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%
diferença0.46%0.24%-0.30%-0.30%0.27%0.61%-0.04%0.55%-0.51%0.49%0.03%0.80%2.45%
2018Fundo1.54%1.17%1.41%1.25%0.10%0.25%0.58%-0.44%0.06%2.05%0.41%0.85%9.60%
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%
diferença0.96%0.71%0.88%0.73%-0.42%-0.27%0.04%-1.01%-0.41%1.50%-0.09%0.36%3.18%
2017Fundo2.00%0.78%1.08%0.54%0.27%1.26%1.21%1.42%1.17%0.42%-0.66%0.66%10.63%
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%
diferença0.92%-0.08%0.03%-0.24%-0.65%0.45%0.42%0.62%0.53%-0.22%-1.23%0.13%0.71%
2016Fundo1.37%0.66%1.26%1.71%2.30%1.59%1.67%1.20%0.82%2.13%0.24%1.91%18.21%
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%
diferença0.32%-0.34%0.10%0.65%1.19%0.43%0.56%-0.02%-0.29%1.08%-0.80%0.79%4.20%
2015Fundo0.49%1.07%1.28%0.00%0.55%1.60%2.07%1.27%0.80%0.45%1.16%1.53%12.95%
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%
diferença-0.44%0.25%0.24%-0.95%-0.44%0.53%0.89%0.16%-0.31%-0.66%0.11%0.37%-0.29%
2014Fundo0.34%1.30%0.23%1.13%1.22%1.27%1.46%0.89%0.77%1.48%1.26%0.98%13.05%
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%
diferença-0.50%0.51%-0.53%0.31%0.37%0.45%0.52%0.03%-0.13%0.53%0.42%0.03%2.24%
2013Fundo1.40%1.28%0.37%1.07%0.72%0.75%0.41%0.34%-0.41%1.22%1.04%0.62%9.16%
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%
diferença0.82%0.80%-0.17%0.47%0.13%0.16%-0.30%-0.35%-1.11%0.41%0.33%-0.16%1.10%
2012Fundo0.98%1.21%0.79%0.92%0.74%0.78%0.70%1.36%0.12%0.59%0.83%1.10%10.62%
CDI0.84%0.74%0.81%0.70%0.73%0.64%0.68%0.69%0.54%0.61%0.54%0.53%8.35%
diferença0.14%0.47%-0.01%0.22%0.01%0.14%0.02%0.67%-0.41%-0.01%0.29%0.57%2.27%

Correlação com fundos

Correlação dos fundos dessa categoria com o índice nos últimos 24 meses.

CNPJNomeCorrelação
09141893000160AZ QUEST EQUITY HEDGE FIC DE FIM0.285
28856743000187CONSTÂNCIA ABSOLUTO FIM0.370
31416575000113CLARITAS QUANT FIC DE FIM0.389
11616403000186XP INVESTOR LONG SHORT FIC DE FIM0.391
07279819000189SHARP LONG SHORT FIM0.398
19366052000104SHARP LONG SHORT 2X FEEDER FIC DE FIM0.404
07672392000184WESTERN ASSET LONG & SHORT FIM0.418
26380695000178MANAGER NEO ARGO LONG AND SHORT I FIC FIM0.419
18772290000157SOLANA LONG AND SHORT FIC DE FIM0.485
26262363000199TRUXT LONG SHORT ADVISORY FIC DE FIM0.638
18391138000124IBIUNA LONG SHORT STLS FIC DE FIM0.658