Índice Carteira Perfeita de Fundos Multimercados de Média Volatilidade – ICP-MMV

Gráfico de Retorno


Retornos Mensais

  JANFEVMARABRMAIJUNJULAGOSETOUTNOVDEZANUAL
AnoNome             
2023Fundo0.83%0.30%0.33%0.53%0.79%1.37%1.01%-0.14%0.02%-0.11%1.49%1.77%8.47%
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-0.30%-0.62%-0.85%-0.39%-0.34%0.30%-0.06%-1.27%-0.95%-1.11%0.57%0.87%-4.57%
2022Fundo1.01%0.85%2.73%0.86%0.89%0.09%0.61%1.61%1.01%0.84%-0.45%0.56%11.09%
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%
diferença0.28%0.09%1.81%0.03%-0.15%-0.93%-0.43%0.44%-0.06%-0.19%-1.47%-0.56%-1.30%
2021Fundo-0.79%0.42%0.53%0.75%0.81%0.59%-0.97%0.25%0.31%0.35%-0.10%1.01%3.17%
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-0.94%0.28%0.33%0.54%0.54%0.28%-1.33%-0.18%-0.13%-0.14%-0.69%0.24%-1.25%
2020Fundo0.37%-0.11%-1.16%1.67%1.26%0.92%1.57%0.11%-1.33%-0.11%1.62%1.96%6.91%
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-0.01%-0.40%-1.50%1.39%1.02%0.71%1.37%-0.05%-1.49%-0.26%1.47%1.80%4.16%
2019Fundo2.49%-0.38%-0.05%0.42%0.91%1.90%1.14%0.25%0.67%1.27%-0.40%1.85%10.51%
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%
diferença1.95%-0.87%-0.52%-0.10%0.37%1.43%0.57%-0.25%0.21%0.79%-0.78%1.48%4.55%
2018Fundo2.38%0.82%0.79%0.53%-0.99%0.97%0.68%0.31%0.36%1.79%-0.11%0.06%7.82%
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%
diferença1.80%0.36%0.26%0.02%-1.51%0.45%0.13%-0.25%-0.11%1.25%-0.60%-0.44%1.40%
2017Fundo1.91%1.82%1.16%0.52%-0.76%1.14%2.71%1.41%2.17%0.22%0.13%0.97%14.20%
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%
diferença0.82%0.96%0.11%-0.26%-1.69%0.33%1.91%0.61%1.54%-0.42%-0.43%0.43%4.27%
2016Fundo2.28%0.70%1.02%3.10%0.16%2.07%1.50%1.40%1.49%1.73%-0.02%2.16%19.05%
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%
diferença1.23%-0.30%-0.14%2.04%-0.94%0.91%0.39%0.19%0.38%0.69%-1.05%1.04%5.04%
2015Fundo1.35%1.75%2.60%-0.05%1.91%0.17%2.60%0.57%1.68%1.06%1.46%0.88%17.18%
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%
diferença0.42%0.94%1.57%-0.99%0.93%-0.90%1.42%-0.54%0.57%-0.05%0.40%-0.28%3.93%
2014Fundo0.36%1.09%0.64%0.60%1.14%1.04%0.66%1.07%0.09%-0.48%1.41%0.66%8.57%
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-0.48%0.31%-0.12%-0.22%0.28%0.22%-0.28%0.21%-0.81%-1.43%0.57%-0.30%-2.24%
2013Fundo1.33%0.33%0.56%0.40%0.94%0.71%0.55%1.21%-0.14%0.05%1.23%1.54%9.05%
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%
diferença0.75%-0.15%0.03%-0.20%0.35%0.12%-0.16%0.51%-0.84%-0.75%0.52%0.76%0.99%
2012Fundo1.64%1.35%0.95%1.74%2.06%1.13%0.84%0.60%0.17%1.05%0.65%1.74%14.83%
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%
diferença0.80%0.61%0.14%1.04%1.33%0.49%0.16%-0.09%-0.36%0.44%0.11%1.20%6.48%

Correlação com fundos

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

CNPJNomeCorrelação
41127229000179ETREND RPM FIC DE FIM-0.006
35617938000130ABSOLUTE ALPHA MARB ADVISORY FIC DE FIM0.126
24140265000153PANDHORA ESSENCIAL FIC DE FIM0.187
17797493000135SUL AMÉRICA APOLLO FIM0.198
28951318000177CSHG ALLOCATION MZK DINÂMICO FIC DE FIM0.207
17162002000180OCCAM RETORNO ABSOLUTO FIC DE FIM0.226
28866524000189CANVAS VECTOR FIC DE FIM0.258
34626199000180ENTERCAPITAL TURING FIC DE FIM0.268
08771538000101NEO MULTI ESTRATÉGIA 30 FEEDER FIC DE FIM0.298
26324249000146TRUXT MACRO AB FIC DE FIM0.308
00400490000113PORTO SEGURO MACRO FIC DE FIM0.310
11052478000181GIANT ZARATHUSTRA FIC DE FIM0.371
12831360000114SPX NIMITZ FEEDER FI EM QUOTAS DE FIM0.372
31440882000130GIANT DARIUS FIC DE FIM0.378
14146496000110KADIMA HIGH VOL FIC FIM0.380
08893082000152GÁVEA MACRO FIC DE FIM0.389
31556587000143CSHG ALLOCATION BLUE ALPHA FIC DE FIM0.389
24300666000123GÁVEA MACRO PLUS FIC DE FIM0.390
23951048000180ADAM MACRO STRATEGY II FIC DE FIM0.410
11390053000182ITAÚ PRIVATE HEDGE PLUS MULTIMERCADO - FIC DE FI0.415
24029438000160ADAM MACRO II FIC DE FIM0.422
36181795000129FIM A10.424
17087932000116BAHIA AM MARAÚ FIC DE FIM0.443
11952873000110BTG PACTUAL EXPLORER FIM0.458
31923761000149KADIMA LT FIM0.459
42731202000153KÍNITRO 30 FIC DE FIM0.469
39726093000171SELECTION MULTIMERCADO NOVOS GESTORES FIC DE FIM0.483
03804917000137GAP MULTIPORTFOLIO FIC DE FIM0.488
14806166000104NOVUS MACRO D5 FIC DE FIM0.495
26218403000103KINEA ATLAS FIM0.498
21624757000126KINEA CHRONOS FIM0.500
27249881000135SAFRA GALILEO AG FIC DE FIM0.502
35828684000107GENOA CAPITAL RADAR FIC DE FIM0.509
29236572000156LEGACY CAPITAL CSHG FIC DE FIM0.510
28581166000168VINLAND MACRO FIC DE FIM0.511
35999323000115DNA VISION FIC DE FIM CP0.513
01214092000175BTG PACTUAL DISCOVERY FIM0.516
21470989000177ABSOLUTE VERTEX FIC DE FIM0.552
22918359000185QUANTITAS FIC DE FIM MALLORCA0.579
35956056000107DNA ENERGY FIC DE FIM CP0.591
12105940000124KAPITALO KAPPA FIN FI EM QUOTAS DE FIM0.592
35956153000191DNA STRATEGY FIC DE FIM CP0.596
19212817000151GARDE D'ARTAGNAN FIC DE FIM0.604
37828294000154GARDE VALLON FIC DE FIM0.615
29726133000121KAPITALO K10 FI EM QUOTAS DE FIM0.621
22354046000141PACIFICO MACRO FIC DE FIM0.625
04455632000109AZ QUEST MULTI FIC DE FIM0.666
32683896000147ACE CAPITAL CSHG FIC DE FIM0.684
00947958000194OPPORTUNITY MARKET FIC DE FIM0.693
34231958000105XP ADVISORY PORTFOLIO PRIVATE II FIC DE FIM0.700
15799713000134IBIUNA HEDGE STH FIC DE FIM0.701
12154412000165IBIUNA HEDGE FIC DE FIM0.703
24572582000149VINCI ATLAS FIC DE FIM0.714
29298540000185CLARITAS TOTAL RETURN FIS EM COTAS DE FIM0.765
24582449000173SELECTION MULTIMERCADO FIC DE FIM0.830
14796095000106M MACRO FI EM QUOTAS DE FIM0.844
05903038000198MAUÁ MACRO FIC DE FIMNaN
12907125000189CANVAS CLASSIC II FIC DE FIMNaN
18048639000102MAUÁ INSTITUCIONAL FIC DE FIMNaN
35700369000191CSHG ALLOCATION GENOA CAPITAL RADAR FIC DE FIMNaN