Fundos Long and Short Neutros

Ranking de fundos do tipo Long e Short Neutro

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
28856743000187CONSTÂNCIA ABSOLUTO FIM1116.714.2%4.4%0.2674.2920.4870.01422937.3%16.5%5.3%60.9%16.5%5.0%1.2304.3141.9720.5757100.34668.1%13.4%6.8%92.8%13.5%6.6%
19366052000104SHARP LONG SHORT 2X FEEDER FIC DE FIM298.713.6%2.6%0.2312.1870.382-0.02760531.7%14.2%2.6%38.3%11.0%2.8%0.3930.7720.6110.2964170.18067.8%13.3%3.9%85.1%12.6%3.7%
18391138000124IBIUNA LONG SHORT STLS FIC DE FIM389.312.6%7.7%-0.030-0.843-0.051-0.06957341.0%18.0%9.1%60.2%16.4%8.4%0.7104.2011.0590.6002600.24357.2%11.5%8.5%82.4%12.3%8.2%
07279819000189SHARP LONG SHORT FIM423.912.2%1.4%-0.392-2.036-0.671-0.10608227.4%12.4%1.4%32.6%9.5%1.6%-0.174-0.190-0.2750.2195850.06846.7%9.7%2.1%57.3%9.1%2.0%
18772290000157SOLANA LONG AND SHORT FIC DE FIM519.311.7%3.8%-0.263-3.682-0.487-0.13124827.7%12.5%4.1%41.6%11.9%4.1%0.4591.3210.7520.3708700.19345.6%9.5%4.3%62.9%9.9%4.0%
31416575000113CLARITAS QUANT FIC DE FIM6-4.011.3%5.7%-0.234-4.915-0.339-0.14041923.6%10.7%5.2%43.8%12.4%5.5%0.4311.6640.6190.3611110.18844.4%9.3%5.1%63.1%9.9%5.0%
11616403000186XP INVESTOR LONG SHORT FIC DE FIM7-71.80.0%0.0%0.0000.0000.0000.00000010.2%4.8%1.2%7.4%2.3%5.1%-0.707-2.519-1.1360.211846-0.0383.2%0.8%6.1%8.1%1.5%5.8%
26262363000199TRUXT LONG SHORT ADVISORY FIC DE FIM8-72.211.9%6.1%-0.135-3.064-0.213-0.13018417.8%8.2%6.9%8.4%2.6%7.6%-0.859-4.573-1.216-0.149831-0.06822.5%5.0%7.5%33.8%5.8%6.8%
09141893000160AZ QUEST EQUITY HEDGE FIC DE FIM9-73.70.0%0.0%0.0000.0000.0000.0000007.7%3.6%0.5%11.9%3.7%2.2%-0.886-1.357-1.3290.261738-0.0738.1%1.9%2.4%16.2%2.9%2.4%
26380695000178MANAGER NEO ARGO LONG AND SHORT I FIC FIM10-76.85.6%4.5%-1.378-22.779-2.168-0.52201519.4%8.9%4.6%31.6%9.2%5.1%-0.100-0.355-0.1380.2175270.08236.7%7.8%5.5%42.7%7.1%5.1%
07672392000184WESTERN ASSET LONG & SHORT FIM11-103.98.6%3.4%-1.074-13.368-1.270-0.31440320.5%9.4%2.8%22.0%6.6%2.7%-1.071-2.026-1.4610.071820-0.11021.9%4.9%3.8%27.7%4.8%3.5%
  • 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.