Índice Carteira Perfeita de Fundos Multimercados de Baixa Volatilidade – ICP-MBV

Gráfico de Retorno


Retornos Mensais

  JANFEVMARABRMAIJUNJULAGOSETOUTNOVDEZANUAL
AnoNome             
2023Fundo0.85%0.49%0.69%0.64%1.00%1.36%0.97%0.55%0.54%0.46%1.23%1.18%10.41%
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-0.28%-0.43%-0.48%-0.28%-0.12%0.29%-0.11%-0.59%-0.43%-0.54%0.31%0.28%-2.63%
2022Fundo0.55%0.75%1.35%0.87%1.03%0.63%0.91%1.42%1.08%1.00%0.48%0.84%11.47%
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%
diferença-0.18%-0.01%0.42%0.03%-0.01%-0.39%-0.12%0.25%0.01%-0.02%-0.54%-0.29%-0.92%
2021Fundo-0.08%0.11%0.23%0.39%0.44%0.32%-0.07%0.28%0.19%0.09%0.38%0.80%3.12%
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-0.23%-0.03%0.03%0.18%0.17%0.01%-0.43%-0.14%-0.25%-0.39%-0.21%0.03%-1.30%
2020Fundo0.36%0.26%0.04%0.67%0.67%0.59%0.71%0.15%-0.30%0.15%0.51%0.59%4.46%
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%
diferença-0.02%-0.04%-0.30%0.39%0.43%0.38%0.52%-0.01%-0.46%-0.01%0.36%0.43%1.71%
2019Fundo1.21%0.15%0.53%0.41%0.60%0.75%0.84%0.42%0.65%0.75%-0.04%0.86%7.38%
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%
diferença0.67%-0.34%0.06%-0.10%0.06%0.29%0.28%-0.08%0.19%0.27%-0.42%0.49%1.42%
2018Fundo1.21%0.47%0.69%0.51%0.13%0.66%0.61%0.56%0.50%0.94%0.25%0.51%7.27%
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%
diferença0.63%0.01%0.15%-0.01%-0.38%0.14%0.06%-0.01%0.03%0.40%-0.24%0.01%0.85%
2017Fundo1.45%1.23%1.16%0.61%1.02%0.92%1.37%0.95%1.21%0.50%0.15%0.74%11.91%
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%
diferença0.36%0.37%0.11%-0.18%0.09%0.11%0.58%0.15%0.57%-0.14%-0.42%0.21%1.98%
2016Fundo1.26%0.50%1.04%1.55%0.89%1.25%1.27%1.02%1.14%1.55%0.78%1.41%14.56%
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%
diferença0.21%-0.50%-0.12%0.50%-0.22%0.09%0.16%-0.19%0.04%0.51%-0.26%0.29%0.55%
2015Fundo0.72%1.07%1.50%0.65%1.31%0.72%1.70%1.08%1.37%0.66%1.23%0.77%13.55%
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-0.21%0.25%0.46%-0.30%0.33%-0.34%0.52%-0.03%0.26%-0.45%0.18%-0.39%0.30%
2014Fundo0.57%0.72%0.80%0.83%0.92%0.75%0.79%1.20%0.34%1.03%1.16%0.93%10.53%
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-0.27%-0.07%0.04%0.01%0.06%-0.06%-0.15%0.34%-0.56%0.09%0.33%-0.02%-0.29%
2013Fundo0.53%0.59%0.43%0.62%0.83%0.42%0.55%0.78%0.65%0.89%0.91%0.78%8.28%
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%
diferença-0.05%0.11%-0.11%0.02%0.24%-0.17%-0.16%0.09%-0.05%0.09%0.20%0.00%0.22%
2012Fundo1.22%1.06%1.20%0.79%1.14%0.71%0.90%0.73%0.60%0.81%0.52%1.03%11.25%
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%
diferença0.38%0.32%0.39%0.09%0.41%0.07%0.23%0.04%0.06%0.21%-0.02%0.49%2.90%

Correlação com fundos

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

CNPJNomeCorrelação
15578417000103OCCAM INSTITUCIONAL FIC DE FIM II-0.036
14180011000105SPARTA DINÂMICO FIC DE FIM0.077
10320188000109AZ QUEST LOW VOL FIM0.094
11403956000150OCCAM EQUITY HEDGE FIC DE FIM0.097
41163392000197GREENBAY CONVEX FIC DE FIM0.110
17899612000160SF2 TROPICO CASH FIM0.112
21983042000160ABSOLUTE ALPHA GLOBAL FIC DE FIM0.231
12839769000187SUL AMÉRICA EVOLUTION FIM0.265
37525962000174GRIMPER BLANC ADVISORY FIC DE FIM0.266
08912591000185JGP MAX FIC DE FIM0.278
27928186000108QUANTITAS FIM GALÁPAGOS0.283
13812165000100JGP STRATEGY FIC DE FIM0.288
27945264000174KINEA RF ABSOLUTO FI LP0.334
08773805000180KADIMA FIC DE FIM0.414
14326479000165SAM RATES AND FX MULTIMERCADO FIC DE FI0.419
10447046000107GARIN SPECIAL FIM0.430
34687428000176VINLAND RF ATIVO LP FIC DE FI0.437
00888897000131BTG PACTUAL HEDGE FIM0.458
09528698000197BAHIA AM FIC DE FIM0.467
44613740000179ARMOR SWORD FIC DE FIM0.470
34231926000100XP ADVISORY PORTFOLIO PRIVATE I FIC DE FIM CP0.476
18860059000115ABSOLUTE HEDGE FIC DE FIM0.500
06301947000119NOVUS INSTITUCIONAL FIC DE FIM0.552
26549933000126XP MACRO INSTITUCIONAL FIC DE FIM0.572
37645550000178DNA SERENITY FIC DE FIM CP0.587
37626852000107DNA DEFENSE FIC DE FIM CP0.604
05024659000100WESTERN ASSET MULTITRADING H MULTIMERCADO FI0.652
13429264000107KONDOR MACRO FI EM QUOTAS DE FIM0.694
07967080000106RIO ARBITRAGEM FIM0.714
05488919000190CLARITAS HEDGE FIC DE FIM LP0.763
10705335000169CLARITAS INSTITUCIONAL FIC DE FIM0.804