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

Gráfico de Retorno


Retornos Mensais

  JANFEVMARABRMAIJUNJULAGOSETOUTNOVDEZANUAL
AnoNome             
2024Fundo-0.61%0.01%0.96%-2.31%-0.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%-2.50%
IMA-B-0.15%0.50%0.00%-1.47%1.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%-0.08%
diferença-0.46%-0.49%0.96%-0.84%-1.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%-2.42%
2023Fundo1.22%-0.74%0.76%0.18%1.08%1.29%0.99%-0.89%0.07%-1.65%2.72%2.45%7.65%
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%
diferença0.73%-1.77%-2.16%-1.85%-1.44%-0.89%0.10%-0.69%1.27%-1.09%0.28%-0.17%-8.48%
2022Fundo1.77%1.33%4.09%1.02%1.58%-1.68%1.24%2.29%0.99%1.58%-1.93%0.08%12.91%
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%0.78%1.02%0.19%0.62%-2.43%2.50%1.02%-0.48%0.19%-1.00%0.57%5.85%
2021Fundo-1.33%0.61%0.98%1.51%1.94%0.78%-2.12%-0.70%0.27%-2.22%0.26%2.27%2.15%
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-0.48%2.12%1.44%0.86%0.88%0.36%-1.74%0.39%0.40%0.32%-3.21%2.09%3.46%
2020Fundo-0.42%-1.24%-6.72%4.28%3.29%1.98%2.95%0.11%-2.24%-0.93%4.22%3.62%8.63%
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-0.68%-1.69%0.25%2.97%1.77%-0.07%-1.43%1.91%-0.72%-1.14%2.22%-1.23%2.22%
2019Fundo3.82%-0.53%-0.28%0.36%1.35%2.12%1.02%-0.46%1.13%1.19%-0.30%3.01%13.04%
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-0.54%-1.07%-0.86%-1.14%-2.32%-1.62%-0.27%-0.06%-1.74%-2.17%2.15%1.00%-9.91%
2018Fundo3.23%0.55%0.66%0.50%-0.95%1.51%0.79%0.17%0.45%3.89%-0.05%0.08%11.28%
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-0.17%0.01%-0.28%0.65%2.21%1.83%-1.52%0.62%0.60%-3.25%-0.95%-1.57%-1.78%
2017Fundo2.02%2.38%1.36%0.09%-1.31%0.58%2.64%1.31%2.13%0.38%-0.53%0.89%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%
diferença0.15%-1.47%0.32%0.41%-0.12%0.42%-1.36%-0.04%0.32%0.76%0.23%0.06%-0.28%
2016Fundo2.49%1.00%1.52%3.39%0.30%2.04%1.32%1.52%1.74%1.40%0.42%2.11%20.99%
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%
diferença0.58%-1.26%-3.79%-0.53%0.40%0.11%-1.19%0.63%0.17%0.76%1.64%-0.79%-3.82%
2015Fundo1.86%1.30%2.47%-0.19%2.71%-1.22%3.34%-0.42%1.91%1.57%1.94%0.55%16.91%
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%0.76%2.76%-2.62%0.14%-0.95%4.07%2.70%2.59%-1.01%0.91%-0.97%8.03%
2014Fundo0.14%-0.86%0.02%1.21%1.91%1.64%1.78%1.33%2.14%0.16%1.74%0.55%12.35%
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%
diferença2.69%-5.30%-0.69%-1.21%-2.36%1.58%0.65%-3.49%5.67%-1.92%-0.41%2.45%-2.20%
2013Fundo1.34%0.75%1.05%1.53%0.71%0.42%1.34%0.57%-0.13%0.44%2.08%1.60%12.34%
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%
diferença0.81%1.63%2.94%-0.05%5.23%3.21%0.05%3.18%-0.51%-0.47%5.67%0.30%22.36%
2012Fundo2.59%1.83%2.01%1.85%1.02%0.65%1.34%1.18%0.71%1.10%0.94%2.09%18.74%
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%
diferença1.25%-0.34%0.10%-2.57%-0.94%1.15%-1.54%-0.63%-0.73%-2.70%0.41%0.18%-7.57%

Correlação com fundos

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

CNPJNomeCorrelação
11301137000100SEIVAL FGS AGRESSIVO FIC DE FIM-0.075
36521802000194KAPITALO GAIA FIC DE FIM-0.033
12809201000113SPX RAPTOR FEEDER IE FIQ DE FIM CP0.033
18908578000106BNP PARIBAS MACRO FIM0.045
34799112000176PANAMBY INNO FIC DE FIM0.093
20458815000126ASA HEDGE FIC DE FIM0.099
45126981000156SKOPOS INV CAPABLANCA FIM0.214
10237439000196R&C HEDGE FIM0.233
34172497000147ARMOR AXE FIC DE FIM0.237
35726908000161CAPSTONE MACRO FIC DE FIM0.242
32318799000155KAIRÓS MACRO FIC DE FIM0.247
32905708000188MACRO CAPITAL ONE FIM0.275
09586692000176MURANO FIC DE FIM0.282
30593439000136VINLAND MACRO PLUS FIC DE FIM0.324
28866524000189CANVAS VECTOR FIC DE FIM0.342
23884619000101ADAM ADVANCED CSHG FIC DE FI MULT CP IE0.351
32397723000162MAR ABSOLUTO FIC DE FIM0.369
20216106000134GAUSS CSHG FIC DE FIM0.385
17489083000127BAHIA AM MUTÁ FIC DE FIM0.410
30068713000158XP MACRO PLUS FIC DE FIM0.454
26324209000102NEO PROVECTUS I FIC DE FIM0.461
23922063000109XP MACRO FIM0.469
17414721000140ARX MACRO FIC DE FIM0.470
29826089000121GIANT SIGMA FIC DE FIM0.515
01823373000125GAP ABSOLUTO FIC DE FIM0.520
05448587000110OPPORTUNITY TOTAL FIC DE FIM0.542
31392557000149XP ADVISORY PORTFOLIO PRIVATE III FIC DE FIM CP0.551
06041290000106ARX EXTRA FIC DE FIM0.565
21646715000196VISTA MULTIESTRATÉGIA FIC DE FIM0.584
12105992000109KAPITALO ZETA FI EM QUOTAS DE FIM0.600
30057258000195VISTA HEDGE FIC DE FIM0.601
19628666000117EXPLORITAS ALPHA AMERICA LATINA FIC DE FIM0.615
19941902000150CLAVE ALPHA MACRO A FIC DE FIM0.619
07088369000147VENTOR HEDGE FIC DE FIM0.624
01221890000124CSHG VERDE FIC DE FIM0.637
07552643000197SPARTA CÍCLICO FIM0.643
37887638000104FORPUS MULTIESTRATÉGIA FIM LP0.646
13106979000129CANVAS ENDURO FIC DE FIM0.680
31120430000170PERSEVERA COMPASS FIM0.731
37627843000122DNA BRAVE FIA BDR NÍVEL I0.738
26323079000185AZ QUEST MULTI MAX FIC DE FIM0.745
04621018000161SANTA FÉ AQUARIUS FIM0.781
30518346000147SELECTION MULTIMERCADO PLUS FIC DE FIM0.827
08507696000159VERDE AM MULTI ESTRATÉGIA FIM0.831
34231938000134XP ADVISORY PORTFOLIO PRIVATE IV FIC DE FIM CP0.843
30887013000195VERSA TRACKER FIM0.857
24140275000199VRB FIM0.871
05903038000198MAUÁ MACRO FIC DE FIMNaN
11228500000100POLO MACRO FIMNaN
30005705000162CANVAS ENDURO EDGE FIC DE FIMNaN
08815403000109VENTOR PH II FIC DE FIMNaN