Fundos Long and Short Direcional

Ranking de fundos do tipo Long e Short direcional

CNPJNome do FundoRankNúmero mágicoRetorno em 12 mesesVol 12 mesesSharpe 12 mesesCalmar 12 mesesSortino 12 mesesInformation Ratio 12 mesesRetorno em 24 mesesRet. An. 24 mesesVol 24 mesesRetorno em 36 mesesRet. An. 36 mesesVol 36 mesesSharpe 36 mesesCalmar 36 mesesSortino 36 mesesInformation Ratio 36 mesesM2 36 mesesRetorno em 48 mesesRet. An. 48 mesesVol 48 mesesRetorno em 60 mesesRet. An. 60 mesesVol 60 meses
28911549000157REAL INVESTOR FIC DE FIM176.526.9%5.7%2.08512.8323.6270.63804340.3%17.7%5.9%50.6%14.1%6.1%0.6341.6701.0700.4533620.22854.4%11.1%8.0%97.9%14.1%7.7%
40575693000165TÁVOLA EQUITY HEDGE FIM235.620.1%3.3%1.9026.6613.6110.33719943.9%19.2%9.8%0.0%0.0%0.0%0.0000.0000.0000.0000000.0000.0%0.0%0.0%0.0%0.0%0.0%
07013315000112POLO NORTE I LONG SHORT FIC DE FIM319.129.8%16.5%0.87515.4951.4490.95323121.7%9.9%15.8%22.7%6.8%14.5%-0.186-1.157-0.2960.1509390.06524.4%5.4%14.2%33.2%5.7%13.2%
12430199000177NAVI LONG SHORT FIC DE FIM414.111.7%4.1%-0.239-1.045-0.356-0.13394829.7%13.4%4.3%40.6%11.6%4.3%0.3800.6980.6070.3261100.17844.5%9.3%4.7%53.8%8.7%4.4%
14812722000155AZ QUEST TOTAL RETURN FIC DE FIM53.015.7%7.1%0.3402.6040.4550.09932929.7%13.3%6.9%37.9%10.9%6.1%0.1630.4300.2290.2875250.13525.9%5.7%6.1%39.2%6.6%5.9%
24140256000162MOAT CAPITAL EQUITY HEDGE FIC DE FIM62.810.9%4.5%-0.371-1.802-0.643-0.19089022.0%10.1%5.0%36.8%10.6%5.2%0.1410.3160.2300.2942290.13049.6%10.2%6.4%64.7%10.1%6.1%
05109839000186CLARITAS LONG SHORT FIC DE FIM7-3.312.5%2.6%-0.126-0.348-0.212-0.09341128.1%12.7%2.8%34.4%10.0%2.9%0.0610.0740.0910.2585070.11432.2%7.0%3.2%47.9%7.9%3.2%
05936530000160IP VALUE HEDGE FIC DE FIM IE8-10.917.6%5.6%0.7204.3101.0940.25327411.1%5.2%9.1%19.8%6.0%9.0%-0.384-1.485-0.5070.0681870.02635.3%7.6%13.1%54.8%8.8%12.0%
06170653000103HOGAN ABSOLUTO FIM9-19.717.2%9.5%0.3873.9370.6610.23719817.1%7.9%10.3%15.2%4.7%10.3%-0.452-1.999-0.675-0.0080640.01324.6%5.5%12.5%37.0%6.3%12.4%
25423215000146SOLANA EQUITY HEDGE FIC DE FIM10-23.14.8%7.4%-0.937-7.426-1.544-0.58367820.7%9.5%7.8%32.4%9.4%8.7%-0.037-0.139-0.0540.2608910.09539.0%8.3%9.0%60.8%9.6%8.5%
14799785000119BTG PACTUAL ABSOLUTO LS FIC DE FIA11-30.45.0%8.4%-0.804-7.234-1.418-0.64421233.9%15.1%9.1%18.1%5.5%9.1%-0.429-1.672-0.6980.0378730.01727.3%6.0%11.4%47.0%7.7%10.5%
38049108000141MERAKI EQUITY HEDGE FIC DE FIM12-34.311.0%2.4%-0.624-1.641-0.988-0.27544922.7%10.4%2.1%26.4%7.8%2.2%-0.800-0.758-1.2560.122023-0.0560.0%0.0%0.0%0.0%0.0%0.0%
28911598000190NEST ABSOLUTE EQUITY HEDGE FIM13-39.28.5%7.2%-0.521-4.021-1.082-0.46076618.9%8.7%6.7%21.4%6.4%6.3%-0.488-1.314-0.8380.0893280.00624.4%5.4%9.5%32.1%5.5%8.8%
31455960000170KADIMA LONG SHORT PLUS FIC FIA14-39.97.1%4.3%-1.141-5.293-2.205-0.37140018.0%8.3%4.7%26.8%7.9%4.8%-0.356-0.729-0.5940.1356210.03227.0%5.9%7.0%46.1%7.6%6.7%
17441634000182RPS TOTAL RETURN FIC DE FIM15-42.77.4%9.4%-0.498-5.048-0.749-0.41683915.2%7.1%9.9%17.6%5.4%9.4%-0.428-1.723-0.6220.0297200.01722.8%5.1%10.3%35.8%6.1%9.9%
25530044000154RPS EQUITY HEDGE D15 FIC DE FIM16-44.48.7%5.7%-0.629-3.858-0.949-0.34482318.1%8.4%5.9%19.6%5.9%5.6%-0.633-1.510-0.9180.043325-0.02322.8%5.1%5.8%31.8%5.5%5.5%
09068336000160PERFIN EQUITY HEDGE FIC DE FIM17-49.60.0%0.0%0.0000.0000.0000.0000009.3%4.4%1.7%-6.4%-2.1%11.5%-0.677-3.327-0.932-0.142237-0.032-19.1%-5.0%17.9%-8.3%-1.7%15.6%
13608337000128APEX EQUITY HEDGE FIM18-94.33.8%5.0%-1.541-8.315-2.487-0.64789014.4%6.7%5.2%4.3%1.4%5.1%-1.507-3.284-2.059-0.227947-0.1963.6%0.9%6.1%23.3%4.1%5.9%
17164789000119OCCAM LONG & SHORT PLUS FIC DE FIM19-94.82.4%5.6%-1.595-9.603-2.245-0.6679848.5%4.0%5.4%6.3%2.0%5.1%-1.388-3.037-1.921-0.176656-0.17310.1%2.3%6.0%26.8%4.7%6.3%
  • 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.