Ranking de fundos do tipo Long e Short Neutro
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 26262363000199 | TRUXT LONG SHORT ADVISORY FIC DE FIM | 1 | 24.5 | 26.2% | 7.2% | 1.335 | 1.238 | 2.160 | -0.855766 | 52.5% | 22.7% | 6.6% | 62.9% | 17.0% | 5.9% | 0.694 | 0.520 | 1.116 | -0.120876 | 0.240 | 81.6% | 15.5% | 6.4% | 67.8% | 10.5% | 6.8% |
| 39354762000121 | V8 SPEEDWAY LONG SHORT FIC DE FIM | 2 | 19.2 | 10.3% | 2.8% | -1.332 | -0.475 | -2.387 | -1.552949 | 27.0% | 12.3% | 2.7% | 50.0% | 13.9% | 2.7% | 0.500 | 0.171 | 0.852 | -0.254044 | 0.209 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| 18772290000157 | SOLANA LONG AND SHORT FIC DE FIM | 3 | 15.7 | 26.5% | 3.3% | 2.976 | 1.264 | 5.004 | -0.663572 | 38.0% | 16.9% | 3.3% | 44.3% | 12.5% | 3.6% | 0.020 | 0.009 | 0.035 | -0.319652 | 0.133 | 68.5% | 13.4% | 3.6% | 80.0% | 12.0% | 3.8% |
| 52304477000164 | ALPHA KEY LONG SHORT FIC DE FIM | 4 | 9.7 | 16.1% | 2.6% | 0.413 | 0.140 | 0.744 | -1.265013 | 35.2% | 15.7% | 2.7% | 0.0% | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.000 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| 18391138000124 | IBIUNA LONG SHORT STLS FIF - CLASSE DE INVESTIMENTO EM COTAS MULTIMERCADO - RL | 5 | -4.8 | 3.6% | 8.2% | -1.161 | -1.211 | -1.538 | -2.098537 | 16.7% | 7.8% | 7.7% | 25.3% | 7.5% | 7.6% | -0.576 | -0.561 | -0.805 | -0.593407 | 0.038 | 57.2% | 11.5% | 8.1% | 78.7% | 11.9% | 8.4% |
| 31416575000113 | PRINCIPAL CLARITAS QUANT FIC DE FIM | 6 | -12.2 | 17.3% | 4.1% | 0.532 | 0.276 | 0.773 | -1.176988 | 31.8% | 14.3% | 4.2% | 43.0% | 12.2% | 4.5% | -0.050 | -0.029 | -0.073 | -0.319203 | 0.122 | 58.5% | 11.8% | 4.6% | 78.7% | 11.9% | 5.0% |
| 56107403000199 | V8 SHELBY LONG SHORT FIC DE FIF EM AÇÕES - RL | 7 | -14.2 | 7.1% | 6.4% | -1.006 | -0.821 | -1.578 | -1.638283 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.000 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| 32240456000115 | QUANTITAS FIM MALDIVAS LONG SHORT | 8 | -32.8 | -0.5% | 6.7% | -1.923 | -1.649 | -2.486 | -2.050177 | 14.5% | 6.8% | 6.0% | 27.9% | 8.2% | 5.5% | -0.676 | -0.477 | -0.961 | -0.614042 | 0.022 | 44.5% | 9.3% | 5.2% | 59.7% | 9.5% | 5.1% |
| 19366052000104 | SHARP LONG SHORT 2X FEEDER FI FINANCEIRO EM COTAS DE FUNDOS DE INVESTIMENTO MULTI | 9 | -38.0 | 4.0% | 6.3% | -1.446 | -1.165 | -1.939 | -1.729473 | 12.7% | 6.0% | 5.3% | 24.7% | 7.4% | 4.6% | -0.975 | -0.578 | -1.296 | -0.614754 | -0.026 | 44.2% | 9.2% | 4.2% | 63.7% | 10.0% | 4.0% |
| 26380695000178 | MANAGER NEO ARGO LONG AND SHORT I FIC DE FIM | 10 | -41.1 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 4.6% | 2.2% | 1.1% | 14.0% | 4.3% | 5.2% | -0.561 | -0.374 | -0.938 | 0.197360 | 0.040 | 27.0% | 5.9% | 4.9% | 34.1% | 5.8% | 5.2% |
| 07279819000189 | SHARP LONG SHORT FI FINANCEIRO MULTIMERCADO | 11 | -46.5 | 3.8% | 6.3% | -1.485 | -1.191 | -1.989 | -1.739433 | 14.0% | 6.5% | 4.9% | 25.3% | 7.5% | 4.1% | -1.063 | -0.560 | -1.222 | -0.616059 | -0.040 | 42.4% | 8.9% | 3.6% | 57.6% | 9.2% | 3.3% |
| 07672392000184 | WESTERN ASSET LONG & SHORT FIM | 12 | -48.8 | 9.6% | 3.5% | -1.262 | -0.560 | -1.836 | -1.660094 | 19.7% | 9.1% | 3.5% | 32.4% | 9.5% | 3.7% | -0.723 | -0.342 | -1.038 | -0.494991 | 0.014 | 46.1% | 9.6% | 3.4% | 52.3% | 8.5% | 3.2% |
- 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.