Ranking de fundos do tipo Long e Short direcional
| CNPJ | Nome do Fundo | Rank | Número mágico | Retorno em 12 meses | Vol 12 meses | Sharpe 12 meses | Calmar 12 meses | Sortino 12 meses | Information Ratio 12 meses | Retorno em 24 meses | Ret. An. 24 meses | Vol 24 meses | Retorno em 36 meses | Ret. An. 36 meses | Vol 36 meses | Sharpe 36 meses | Calmar 36 meses | Sortino 36 meses | Information Ratio 36 meses | M2 36 meses | Retorno em 48 meses | Ret. An. 48 meses | Vol 48 meses | Retorno em 60 meses | Ret. An. 60 meses | Vol 60 meses |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 25423215000146 | SOLANA EQUITY HEDGE FIC DE FIM | 1 | 62.2 | 39.6% | 7.0% | 3.004 | 18.370 | 4.094 | 0.022062 | 50.7% | 22.0% | 6.7% | 47.3% | 13.3% | 7.3% | 0.100 | 0.469 | 0.160 | -0.231269 | 0.145 | 65.3% | 12.9% | 7.4% | 66.7% | 10.4% | 8.1% |
| 14812722000155 | AZ QUEST TOTAL RETURN FIC DE FIM | 2 | 52.8 | 17.2% | 4.1% | 0.505 | 1.804 | 0.739 | -1.271630 | 34.0% | 15.2% | 4.0% | 57.5% | 15.7% | 4.3% | 0.686 | 1.878 | 1.042 | -0.091523 | 0.239 | 86.1% | 16.2% | 5.4% | 97.1% | 14.0% | 5.4% |
| 07013315000112 | POLO NORTE I LONG SHORT FIC DE FIM | 3 | 17.7 | 11.4% | 9.4% | -0.301 | -2.493 | -0.477 | -1.943873 | 35.6% | 15.9% | 13.0% | 48.5% | 13.6% | 14.0% | 0.073 | 0.655 | 0.108 | -0.202635 | 0.141 | 82.1% | 15.6% | 14.7% | 66.4% | 10.4% | 14.6% |
| 17441634000182 | RPS TOTAL RETURN FIC DE FIM | 4 | 2.5 | 18.5% | 14.2% | 0.224 | 2.794 | 0.336 | -1.143749 | 40.9% | 18.0% | 12.5% | 45.6% | 12.8% | 11.6% | 0.031 | 0.233 | 0.049 | -0.318939 | 0.134 | 55.0% | 11.2% | 11.4% | 57.6% | 9.2% | 10.9% |
| 25530044000154 | RPS EQUITY HEDGE D15 FIC DE FIM | 5 | -8.3 | 16.9% | 8.5% | 0.209 | 1.551 | 0.315 | -1.348537 | 34.6% | 15.5% | 7.6% | 41.9% | 11.9% | 7.0% | -0.068 | -0.308 | -0.109 | -0.461941 | 0.119 | 54.2% | 11.0% | 6.9% | 59.5% | 9.4% | 6.6% |
| 40575693000165 | TÁVOLA EQUITY HEDGE 15 FIM | 6 | -10.4 | 6.2% | 4.1% | -1.745 | -6.351 | -2.542 | -1.689335 | 18.8% | 8.7% | 3.7% | 33.4% | 9.7% | 3.7% | -0.656 | -1.558 | -1.057 | -0.466589 | 0.025 | 85.6% | 16.1% | 4.5% | 84.3% | 12.6% | 8.4% |
| 09068336000160 | PERFIN EQUITY HEDGE FIC DE FIM | 7 | -22.8 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.000 | 4.5% | 1.1% | 2.0% | -9.5% | -1.9% | 2.6% |
| 05109839000186 | PRINCIPAL CLARITAS LONG SHORT FIC DE FIM | 8 | -31.5 | 12.9% | 2.7% | -0.557 | -1.343 | -0.666 | -1.505707 | 23.8% | 10.9% | 2.7% | 36.3% | 10.5% | 2.7% | -0.650 | -1.126 | -0.937 | -0.466436 | 0.026 | 57.3% | 11.6% | 2.7% | 65.8% | 10.3% | 2.8% |
| 13608337000128 | APEX EQUITY HEDGE FI FINANCEIRO MULTIMERCADO - RL | 9 | -34.3 | 13.3% | 3.5% | -0.350 | -1.083 | -0.483 | -1.544034 | 34.7% | 15.5% | 3.9% | 35.4% | 10.2% | 4.3% | -0.451 | -1.259 | -0.658 | -0.468133 | 0.058 | 45.6% | 9.5% | 4.7% | 48.1% | 7.9% | 4.6% |
| 05936530000160 | IP VALUE HEDGE FIC DE FIM IE | 10 | -36.4 | 5.6% | 11.0% | -0.699 | -6.768 | -1.010 | -2.023404 | 25.8% | 11.7% | 9.9% | 35.8% | 10.4% | 8.9% | -0.208 | -1.192 | -0.300 | -0.533852 | 0.096 | 52.7% | 10.8% | 8.6% | 40.5% | 6.8% | 9.4% |
| 28911549000157 | REAL INVESTOR FIC DE FIM | 11 | -42.0 | 2.6% | 4.8% | -2.142 | -9.052 | -3.383 | -1.983610 | 19.5% | 9.0% | 4.8% | 32.9% | 9.6% | 4.9% | -0.523 | -1.640 | -0.911 | -0.504037 | 0.046 | 64.3% | 12.8% | 5.2% | 80.6% | 12.1% | 5.5% |
| 31455960000170 | KADIMA LONG SHORT PLUS FIC DE FI FINANCEIRO EM AÇÕES - RL | 12 | -53.4 | 3.9% | 1.2% | -1.962 | -2.090 | -0.586 | -12.503724 | 16.7% | 7.7% | 5.1% | 26.0% | 7.7% | 4.7% | -0.452 | -1.379 | -0.744 | -0.351229 | 0.058 | 33.4% | 7.2% | 4.8% | 44.6% | 7.4% | 4.8% |
| 17164789000119 | OCCAM LONG & SHORT PLUS FI EM COTAS DE FIF MULTIMERCADO - RL | 13 | -57.4 | 8.3% | 9.2% | -0.591 | -4.757 | -0.783 | -1.821055 | 23.6% | 10.8% | 8.0% | 30.6% | 9.0% | 7.2% | -0.428 | -1.990 | -0.557 | -0.475374 | 0.061 | 38.7% | 8.2% | 6.9% | 37.0% | 6.3% | 6.5% |
| 12430199000177 | NAVI LONG SHORT FIC DE FIM | 14 | -61.7 | 12.8% | 6.0% | -0.272 | -1.434 | -0.402 | -1.445448 | 16.6% | 7.7% | 5.3% | 27.3% | 8.1% | 4.8% | -0.817 | -2.514 | -1.290 | -0.601216 | -0.001 | 41.4% | 8.7% | 4.7% | 58.8% | 9.4% | 4.7% |
| 28911598000190 | NEST ABSOLUTE LONG BIAS FI FINANCEIRO MULTIMERCADO - RL | 15 | -67.8 | 5.3% | 1.8% | -0.657 | -1.063 | -0.186 | -11.953675 | 14.1% | 6.6% | 5.9% | 12.2% | 3.8% | 6.1% | -0.938 | -3.695 | -1.395 | -0.886514 | -0.020 | 28.5% | 6.2% | 6.5% | 29.2% | 5.1% | 6.1% |
| 06170653000103 | HOGAN ABSOLUTO FI FINANCEIRO MULTIMERCADO - RL | 16 | -70.4 | 1.7% | 13.9% | -0.793 | -9.713 | -1.033 | -2.271635 | 14.7% | 6.9% | 12.9% | 19.5% | 5.9% | 11.7% | -0.496 | -3.739 | -0.689 | -0.771620 | 0.051 | 43.9% | 9.2% | 11.4% | 23.8% | 4.2% | 11.3% |
| 38049108000141 | MERAKI EQUITY HEDGE FIC DE FIM | 17 | -71.4 | 12.9% | 0.8% | -2.129 | -1.420 | -2.367 | -1.392778 | 20.7% | 9.5% | 1.8% | 31.9% | 9.3% | 2.2% | -1.281 | -1.794 | -1.463 | -0.551933 | -0.074 | 47.9% | 9.9% | 2.1% | 52.7% | 8.5% | 2.1% |
| 24140256000162 | MOAT CAPITAL EQUITY HEDGE FIC DE FIM | 18 | -92.9 | 8.6% | 5.5% | -0.949 | -4.575 | -1.489 | -1.731759 | 15.6% | 7.3% | 5.3% | 19.1% | 5.8% | 4.9% | -1.158 | -3.690 | -1.926 | -0.762127 | -0.055 | 31.8% | 6.9% | 5.1% | 57.1% | 9.1% | 5.2% |
| 14799785000119 | BTG PACTUAL ABSOLUTO LS FIC DE FIA | 19 | -98.2 | 1.1% | 23.8% | -0.486 | -10.174 | -0.679 | -1.648719 | 9.3% | 4.4% | 18.2% | 3.8% | 1.2% | 15.7% | -0.639 | -6.449 | -0.852 | -0.850550 | 0.028 | 28.5% | 6.2% | 14.4% | 22.4% | 4.0% | 13.5% |
- O Ranking é criado a partir de vários índices de retorno-ajustado-a-risco em diversas janelas temporais e janelas móveis.
- Trata-se de uma avaliação meramente quantitativa dos fundos. É indicado que se faça também uma análise qualitativa, entendendo quem são os gestores, há quanto tempo a equipe do fundo é a mesma etc.