Índice Carteira Perfeita de Fundo Multimercados de Alta Volatilidade – ICP-MAV

Gráfico de Retorno


Retornos Mensais

  JANFEVMARABRMAIJUNJULAGOSETOUTNOVDEZANUAL
AnoNome             
2023Fundo1.21%-0.72%0.75%0.16%1.07%1.24%1.00%-0.84%0.04%-1.62%2.67%2.41%7.51%
IMA-B0.49%1.03%2.92%2.03%2.52%2.18%0.89%-0.20%-1.20%-0.57%2.44%2.62%16.13%
diferença0.71%-1.75%-2.17%-1.87%-1.45%-0.94%0.11%-0.64%1.24%-1.06%0.22%-0.21%-8.63%
2022Fundo1.77%1.34%4.10%1.08%1.58%-1.65%1.20%2.27%0.97%1.48%-1.83%0.07%12.97%
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%
diferença2.46%0.80%1.03%0.25%0.62%-2.40%2.46%1.01%-0.50%0.09%-0.90%0.57%5.91%
2021Fundo-1.38%0.55%1.03%1.53%1.93%0.76%-2.11%-0.74%0.26%-2.25%0.30%2.27%2.05%
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-0.52%2.07%1.49%0.88%0.87%0.34%-1.74%0.35%0.40%0.30%-3.16%2.09%3.36%
2020Fundo-0.44%-1.28%-6.75%4.21%3.27%1.97%2.90%0.10%-2.23%-0.97%4.22%3.65%8.37%
IMA-B0.26%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-0.70%-1.73%0.22%2.90%1.75%-0.08%-1.48%1.90%-0.72%-1.18%2.22%-1.20%1.96%
2019Fundo3.84%-0.55%-0.33%0.35%1.32%2.10%1.00%-0.47%1.14%1.22%-0.36%3.03%12.87%
IMA-B4.37%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-0.53%-1.10%-0.91%-1.16%-2.35%-1.63%-0.28%-0.07%-1.72%-2.15%2.09%1.03%-10.08%
2018Fundo3.27%0.56%0.65%0.49%-0.91%1.48%0.77%0.21%0.46%3.78%-0.08%0.07%11.19%
IMA-B3.40%0.55%0.94%-0.14%-3.16%-0.32%2.32%-0.45%-0.15%7.14%0.90%1.65%13.06%
diferença-0.13%0.01%-0.29%0.63%2.25%1.80%-1.54%0.66%0.61%-3.36%-0.98%-1.58%-1.87%
2017Fundo2.13%2.40%1.37%0.08%-1.38%0.58%2.61%1.31%2.13%0.34%-0.55%0.91%12.52%
IMA-B1.87%3.85%1.04%-0.32%-1.19%0.16%4.00%1.34%1.81%-0.38%-0.76%0.83%12.79%
diferença0.26%-1.45%0.33%0.40%-0.19%0.42%-1.39%-0.03%0.32%0.72%0.21%0.08%-0.27%
2016Fundo2.41%0.99%1.49%3.51%0.24%2.09%1.33%1.50%1.84%1.43%0.29%2.11%20.97%
IMA-B1.91%2.26%5.31%3.93%-0.10%1.93%2.51%0.89%1.57%0.64%-1.22%2.91%24.81%
diferença0.50%-1.27%-3.82%-0.42%0.34%0.16%-1.18%0.61%0.27%0.79%1.51%-0.79%-3.84%
2015Fundo1.87%1.26%2.53%-0.24%2.65%-1.18%3.30%-0.36%1.97%1.54%1.91%0.50%16.81%
IMA-B3.12%0.54%-0.28%2.44%2.57%-0.27%-0.73%-3.11%-0.68%2.58%1.03%1.52%8.88%
diferença-1.25%0.72%2.81%-2.68%0.08%-0.91%4.03%2.75%2.65%-1.04%0.88%-1.02%7.93%
2014Fundo0.19%-0.84%0.02%1.11%1.73%1.55%1.72%1.49%1.82%0.19%1.66%0.55%11.75%
IMA-B-2.55%4.44%0.71%2.42%4.27%0.06%1.13%4.82%-3.53%2.08%2.14%-1.91%14.54%
diferença2.74%-5.28%-0.69%-1.30%-2.54%1.49%0.59%-3.33%5.35%-1.89%-0.48%2.46%-2.80%
2013Fundo1.36%0.70%0.75%1.58%0.64%0.46%1.30%0.62%-0.21%0.45%1.99%1.55%11.74%
IMA-B0.54%-0.88%-1.88%1.58%-4.52%-2.79%1.29%-2.61%0.39%0.91%-3.59%1.31%-10.02%
diferença0.83%1.57%2.63%-0.01%5.15%3.25%0.01%3.23%-0.60%-0.46%5.57%0.24%21.76%
2012Fundo2.54%1.87%2.02%2.11%1.21%0.55%1.46%1.24%0.69%1.42%0.96%2.17%19.81%
IMA-B1.34%2.17%1.91%4.42%1.97%-0.50%2.88%1.81%1.43%3.80%0.53%1.92%26.31%
diferença1.20%-0.31%0.11%-2.31%-0.76%1.05%-1.42%-0.57%-0.74%-2.38%0.43%0.25%-6.50%

Correlação com fundos

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

CNPJNomeCorrelação
36521802000194KAPITALO GAIA FIC DE FIM-0.032
11301137000100SEIVAL FGS AGRESSIVO FIC DE FIM-0.018
10237439000196R&C HEDGE FIM-0.006
34799112000176PANAMBY INNO FIC DE FIM0.044
12809201000113SPX RAPTOR FEEDER IE FIQ DE FIM CP0.053
30005705000162CANVAS ENDURO EDGE FIC DE FIM0.063
18908578000106BNP PARIBAS MACRO FIM0.085
20458815000126ASA HEDGE FIC DE FIM0.107
08815403000109VENTOR PH II FIC DE FIM0.117
45126981000156SKOPOS INV CAPABLANCA FIM0.144
11228500000100POLO MACRO FIM0.224
32318799000155KAIRÓS MACRO FIC DE FIM0.247
34172497000147ARMOR AXE FIC DE FIM0.251
28866524000189CANVAS VECTOR FIC DE FIM0.277
35726908000161CAPSTONE MACRO FIC DE FIM0.281
09586692000176MURANO FIC DE FIM0.302
20216106000134GAUSS CSHG FIC DE FIM0.306
30593439000136VINLAND MACRO PLUS FIC DE FIM0.308
32905708000188MACRO CAPITAL ONE FIM0.325
30068713000158XP MACRO PLUS FIC DE FIM0.366
32397723000162MAR ABSOLUTO FIC DE FIM0.373
17489083000127BAHIA AM MUTÁ FIC DE FIM0.375
23922063000109XP MACRO FIM0.379
26324209000102NEO PROVECTUS I FIC DE FIM0.417
01823373000125GAP ABSOLUTO FIC DE FIM0.421
23884619000101ADAM ADVANCED CSHG FIC DE FI MULT CP IE0.426
07088369000147VENTOR HEDGE FIC DE FIM0.458
17414721000140ARX MACRO FIC DE FIM0.480
05448587000110OPPORTUNITY TOTAL FIC DE FIM0.535
37887638000104FORPUS MULTIESTRATÉGIA FIM LP0.554
29826089000121GIANT SIGMA FIC DE FIM0.557
21646715000196VISTA MULTIESTRATÉGIA FIC DE FIM0.560
12105992000109KAPITALO ZETA FI EM QUOTAS DE FIM0.570
19941902000150CLAVE ALPHA MACRO A FIC DE FIM0.574
30057258000195VISTA HEDGE FIC DE FIM0.577
01221890000124CSHG VERDE FIC DE FIM0.578
06041290000106ARX EXTRA FIC DE FIM0.590
19628666000117EXPLORITAS ALPHA AMERICA LATINA FIC DE FIM0.593
31392557000149XP ADVISORY PORTFOLIO PRIVATE III FIC DE FIM CP0.634
07552643000197SPARTA CÍCLICO FIM0.664
13106979000129CANVAS ENDURO FIC DE FIM0.683
31120430000170PERSEVERA COMPASS FIM0.694
26323079000185AZ QUEST MULTI MAX FIC DE FIM0.716
37627843000122DNA BRAVE FIA BDR NÍVEL I0.733
04621018000161SANTA FÉ AQUARIUS FIM0.785
34231938000134XP ADVISORY PORTFOLIO PRIVATE IV FIC DE FIM CP0.805
30518346000147SELECTION MULTIMERCADO PLUS FIC DE FIM0.813
08507696000159VERDE AM MULTI ESTRATÉGIA FIM0.819
30887013000195VERSA TRACKER FIM0.837
24140275000199VRB FIM0.866
05903038000198MAUÁ MACRO FIC DE FIMNaN