Ranking de fundos multimercado de alta volatilidade (~ acima de 8% de vol)
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 47612105000165 | ACE CAPITAL MULTICENÁRIOS FIC DE FI FINANCEIRO MULTIMERCADO - RL | 1 | 42.3 | 23.7% | 12.7% | 0.598 | 3.432 | 0.712 | -0.690402 | 55.9% | 23.9% | 11.4% | 79.8% | 20.8% | 11.0% | 0.673 | 1.734 | 0.901 | 0.202240 | 0.237 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| 01221890000124 | CSHG VERDE FIC DE FIM | 2 | 20.7 | 16.7% | 5.0% | 0.320 | 0.729 | 0.522 | -1.378029 | 36.1% | 16.1% | 4.3% | 50.6% | 14.1% | 4.6% | 0.318 | 0.343 | 0.444 | -0.293951 | 0.180 | 70.8% | 13.8% | 4.9% | 82.2% | 12.3% | 5.8% |
| 51012457000157 | GENOA CAPITAL SAGRES FIC DE FIM | 3 | 19.6 | 15.3% | 5.7% | 0.093 | 0.239 | 0.127 | -1.324216 | 42.8% | 18.8% | 5.7% | 57.9% | 15.8% | 5.5% | 0.547 | 0.706 | 0.747 | -0.102852 | 0.217 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| 28866524000189 | CANVAS VECTOR FIC DE FIM | 4 | 19.6 | 23.4% | 9.2% | 0.788 | 3.281 | 1.088 | -0.941805 | 29.8% | 13.4% | 9.7% | 50.3% | 14.0% | 9.2% | 0.150 | 0.323 | 0.197 | -0.228045 | 0.153 | 82.1% | 15.6% | 9.1% | 80.1% | 12.1% | 8.7% |
| 10237439000196 | R&C HEDGE FIM | 5 | 9.1 | 25.5% | 4.5% | 2.033 | 4.132 | 2.869 | -0.723651 | 37.4% | 16.6% | 5.2% | 20.2% | 6.1% | 9.3% | -0.606 | -1.317 | -0.599 | -0.733338 | 0.033 | 48.4% | 10.0% | 9.7% | 75.0% | 11.4% | 10.0% |
| 23884619000101 | ADAM ADVANCED CSHG FIC DE FI MULT CP IE | 6 | 7.0 | 17.2% | 30.6% | 0.068 | 0.939 | 0.086 | -0.542839 | 39.7% | 17.6% | 22.6% | 53.4% | 14.8% | 18.7% | 0.110 | 0.481 | 0.130 | -0.051008 | 0.147 | 55.0% | 11.2% | 16.8% | 37.7% | 6.4% | 17.7% |
| 34172497000147 | ARMOR AXE FIC DE FIM | 7 | 5.8 | 13.3% | 2.5% | -0.471 | -0.543 | -0.648 | -1.610657 | 27.8% | 12.6% | 2.6% | 47.2% | 13.2% | 3.3% | 0.217 | 0.168 | 0.303 | -0.345836 | 0.164 | 72.0% | 14.0% | 4.8% | 110.1% | 15.4% | 6.2% |
| 12809201000113 | SPX RAPTOR FEEDER IE FIQ DE FIM CP | 8 | -5.7 | 7.2% | 8.8% | -0.726 | -2.908 | -0.766 | -1.885453 | 29.4% | 13.3% | 11.2% | 25.1% | 7.5% | 12.7% | 0.042 | 0.124 | 0.051 | -0.735694 | 0.136 | 9.4% | 2.2% | 4.0% | 68.1% | 10.6% | 5.0% |
| 12105992000109 | KAPITALO ZETA FI EM QUOTAS DE FIM | 9 | -10.4 | 7.8% | 13.7% | -0.428 | -2.664 | -0.554 | -1.587722 | 28.5% | 12.9% | 11.4% | 40.7% | 11.6% | 10.9% | -0.068 | -0.173 | -0.093 | -0.301954 | 0.119 | 53.1% | 10.8% | 9.9% | 83.4% | 12.5% | 9.4% |
| 35726908000161 | CAPSTONE MACRO FIC DE FIM | 10 | -15.2 | 7.0% | 5.3% | -1.235 | -2.969 | -1.422 | -1.840360 | 24.1% | 11.0% | 5.4% | 37.5% | 10.8% | 5.0% | -0.295 | -0.346 | -0.417 | -0.452678 | 0.083 | 59.7% | 12.0% | 5.3% | 113.5% | 15.8% | 5.7% |
| 17489083000127 | BAHIA AM MUTÁ FIC DE FIM | 11 | -15.3 | 10.7% | 6.3% | -0.544 | -1.564 | -0.735 | -1.745319 | 27.2% | 12.3% | 5.7% | 42.1% | 12.0% | 5.6% | -0.074 | -0.097 | -0.108 | -0.356164 | 0.118 | 47.7% | 9.9% | 7.1% | 74.6% | 11.4% | 7.0% |
| 04621018000161 | SANTA FÉ AQUARIUS FI FINANCEIRO MULTIMERCADO | 12 | -23.2 | 13.2% | 11.5% | -0.109 | -0.566 | -0.144 | -1.783046 | 23.5% | 10.7% | 10.0% | 28.3% | 8.4% | 9.7% | -0.369 | -0.841 | -0.526 | -0.816398 | 0.071 | 45.6% | 9.5% | 10.1% | 36.5% | 6.2% | 10.1% |
| 30593439000136 | VINLAND MACRO PLUS FIC DE FIM | 13 | -24.3 | 10.8% | 9.0% | -0.371 | -1.509 | -0.477 | -1.477185 | 35.3% | 15.7% | 7.6% | 26.3% | 7.8% | 7.2% | -0.575 | -0.961 | -0.769 | -0.546513 | 0.038 | 32.8% | 7.1% | 6.7% | 78.4% | 11.8% | 6.8% |
| 30518346000147 | SELECTION MULTIMERCADO PLUS FIC MULTIMERCADO | 14 | -24.6 | 10.8% | 4.4% | -0.304 | -0.606 | -0.455 | -1.838032 | 26.8% | 12.2% | 3.9% | 31.3% | 9.2% | 4.0% | -0.558 | -0.527 | -0.859 | -0.572594 | 0.041 | 43.6% | 9.1% | 3.9% | 56.5% | 9.0% | 4.0% |
| 19941902000150 | CLAVE ALPHA MACRO A FIC DE FIM | 15 | -25.0 | 19.4% | 6.2% | 0.631 | 1.775 | 1.006 | -1.178681 | 23.3% | 10.7% | 6.1% | 23.0% | 6.9% | 6.7% | -0.742 | -1.153 | -1.054 | -0.832457 | 0.011 | 43.7% | 9.2% | 6.7% | 61.4% | 9.7% | 6.9% |
| 32905708000188 | MACRO CAPITAL ONE FIM | 16 | -34.9 | 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 | 4.4% | 1.0% | 1.7% | 8.2% | 1.5% | 1.4% |
| 05448587000110 | OPPORTUNITY TOTAL FIC DE FIM | 17 | -36.4 | 13.0% | 4.6% | -0.305 | -0.641 | -0.351 | -1.575864 | 21.4% | 9.8% | 4.7% | 31.6% | 9.2% | 4.2% | -0.671 | -0.664 | -0.825 | -0.529861 | 0.023 | 44.8% | 9.4% | 3.8% | 63.4% | 10.0% | 3.6% |
| 11228500000100 | POLO MACRO FIM | 18 | -38.4 | 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 | 0.0% | 0.0% | 0.0% | -12.0% | -2.4% | 6.3% |
| 30005705000162 | CANVAS ENDURO EDGE FIC DE FIM | 19 | -38.7 | 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 | 0.0% | 0.0% | 0.0% | -8.9% | -1.8% | 2.9% |
| 05903038000198 | MAUÁ MACRO FIC DE FIM | 20 | -39.7 | 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 | 0.0% | 0.0% | 0.0% | -1.0% | -0.2% | 0.5% |
| 08507696000159 | VERDE AM MULTI ESTRATEGIA FI FINANCEIRO MULTIMERCADO RL | 21 | -39.7 | 11.3% | 3.8% | -0.785 | -1.334 | -1.248 | -1.653275 | 24.3% | 11.1% | 3.1% | 31.5% | 9.2% | 3.3% | -0.875 | -0.670 | -1.243 | -0.624766 | -0.010 | 46.7% | 9.7% | 3.7% | 46.9% | 7.7% | 4.2% |
| 18908578000106 | BNP PARIBAS MACRO FIM | 22 | -40.8 | 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 | 7.9% | 1.8% | 0.8% | 4.2% | 0.8% | 0.8% |
| 34231938000134 | XP ADVISORY PORTFOLIO PRIVATE IV FIC DE FIM CP | 23 | -42.5 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 1.4% | 0.7% | 1.3% | 6.2% | 2.0% | 1.1% | -2.404 | -0.600 | -0.851 | -2.279838 | -0.253 | 13.7% | 3.2% | 5.6% | 9.9% | 1.8% | 5.8% |
| 31392557000149 | XP ADVISORY PORTFOLIO PRIVATE III FIC DE FI MULT CP | 24 | -45.8 | 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 | 0.4% | 0.1% | 1.3% | -0.6% | -0.1% | 1.2% |
| 24140275000199 | VRB FI FINANCEIRO MULTIMERCADO RL | 25 | -48.1 | 9.5% | 6.9% | -0.615 | -1.934 | -0.832 | -2.024617 | 17.7% | 8.2% | 6.1% | 23.2% | 7.0% | 5.8% | -0.823 | -1.123 | -1.198 | -0.801092 | -0.002 | 37.1% | 7.9% | 5.7% | 49.4% | 8.1% | 5.6% |
| 20216106000134 | CSHG ALLOCATION GAUSS FIC DE FIM | 26 | -53.0 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.0% | 0.0% | 0.0% | 0.2% | 0.1% | 1.3% | -2.681 | -0.843 | -0.810 | -2.786647 | -0.297 | 12.1% | 2.8% | 1.4% | 11.2% | 2.1% | 6.7% |
| 32318799000155 | KAIRÓS MACRO FIC DE FIM | 27 | -56.1 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.9% | 0.4% | 0.4% | 5.2% | 1.6% | 1.0% | -2.558 | -0.591 | -0.815 | -2.960949 | -0.278 | 11.1% | 2.6% | 1.2% | 25.1% | 4.4% | 6.0% |
| 09586692000176 | MURANO FIC DE FIM | 28 | -57.8 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | -0.6% | -0.3% | 1.5% | -1.5% | -0.5% | 1.0% | -4.253 | -1.011 | -0.854 | -2.507439 | -0.547 | 9.1% | 2.1% | 1.4% | 3.7% | 0.7% | 6.9% |
| 34799112000176 | PANAMBY GLOBAL MACRO FIC DE FIM | 29 | -60.9 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.0% | 0.0% | 0.0% | 0.4% | 0.1% | 1.0% | -1.686 | -0.380 | -0.540 | -5.091673 | -0.139 | 1.4% | 0.3% | 1.1% | 7.5% | 1.4% | 1.3% |
| 26323079000185 | AZ QUEST MULTI MAX FIC DE FIM | 30 | -61.0 | 11.7% | 2.3% | -1.088 | -1.154 | -1.485 | -1.545431 | 21.3% | 9.8% | 2.5% | 22.6% | 6.8% | 3.2% | -1.589 | -1.176 | -2.217 | -0.777756 | -0.123 | 38.9% | 8.3% | 4.0% | 53.8% | 8.7% | 4.6% |
| 31120430000170 | PERSEVERA COMPASS FIM | 31 | -62.5 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | -1.2% | -0.6% | 1.6% | 4.3% | 1.4% | 1.2% | -3.406 | -0.952 | -1.045 | 0.631080 | -0.413 | 15.6% | 3.6% | 4.7% | 15.9% | 2.9% | 4.7% |
| 36521802000194 | KAPITALO GAIA FIC DE FIM | 32 | -62.6 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 1.0% | 0.5% | 2.0% | 2.3% | 0.7% | 8.7% | -0.725 | -1.471 | -0.951 | -0.427080 | 0.014 | 4.3% | 1.0% | 8.4% | 20.0% | 3.6% | 9.1% |
| 29826089000121 | GIANT SIGMA FIC DE FIM | 33 | -63.6 | 10.5% | 5.4% | -0.666 | -1.614 | -0.967 | -1.753116 | 15.3% | 7.1% | 5.7% | 22.1% | 6.6% | 5.3% | -0.976 | -1.208 | -1.231 | -0.704774 | -0.026 | 24.6% | 5.5% | 5.5% | 26.3% | 4.6% | 5.9% |
| 01823373000125 | GAP ABSOLUTO FIC DE FIM | 34 | -63.7 | 10.3% | 5.4% | -0.698 | -1.706 | -0.970 | -1.767904 | 14.5% | 6.8% | 6.9% | 9.6% | 3.0% | 7.8% | -1.080 | -1.969 | -1.468 | -1.129328 | -0.042 | 18.9% | 4.3% | 7.8% | 49.3% | 8.1% | 7.8% |
| 26324209000102 | NEO PROVECTUS I FIC DE FIM | 35 | -64.2 | 5.3% | 7.4% | -1.084 | -3.631 | -1.576 | -1.928256 | 10.5% | 4.9% | 6.4% | 12.5% | 3.9% | 6.4% | -1.185 | -1.783 | -1.811 | -0.900025 | -0.059 | 36.8% | 7.9% | 7.0% | 43.8% | 7.3% | 7.3% |
| 13106979000129 | CANVAS ENDURO FIC DE FIM | 36 | -65.0 | 6.0% | 7.8% | -0.942 | -3.320 | -1.264 | -2.117447 | 13.3% | 6.2% | 7.7% | 7.7% | 2.4% | 7.7% | -1.164 | -2.086 | -1.510 | -1.178836 | -0.056 | 24.7% | 5.5% | 7.3% | 27.6% | 4.8% | 7.4% |
| 20458815000126 | ASA HEDGE FIC DE FIM | 37 | -66.6 | 11.6% | 6.0% | -0.441 | -1.202 | -0.684 | -1.631433 | 13.3% | 6.2% | 6.6% | 11.2% | 3.5% | 6.1% | -1.304 | -1.860 | -1.811 | -0.889650 | -0.078 | 23.5% | 5.2% | 6.0% | 68.4% | 10.6% | 6.6% |
| 17414721000140 | ARX MACRO FIC DE FIM | 38 | -66.8 | 5.9% | 5.0% | -1.498 | -3.362 | -2.015 | -1.967869 | 11.1% | 5.2% | 5.6% | 23.5% | 7.0% | 6.8% | -0.705 | -1.125 | -0.907 | -0.726307 | 0.017 | 17.5% | 4.0% | 9.6% | 26.4% | 4.6% | 9.3% |
| 37887638000104 | FORPUS MULTIESTRATÉGIA FIM LP | 39 | -78.5 | 8.3% | 10.5% | -0.515 | -2.445 | -0.697 | -2.494969 | 10.3% | 4.9% | 8.2% | 8.8% | 2.8% | 7.2% | -1.198 | -2.012 | -1.584 | -1.212803 | -0.061 | 13.3% | 3.1% | 7.6% | 26.5% | 4.6% | 8.1% |
| 06041290000106 | ARX EXTRA FIC DE FIM | 40 | -79.5 | 5.9% | 4.9% | -1.530 | -3.386 | -2.063 | -1.975996 | 8.1% | 3.9% | 5.9% | 16.2% | 4.9% | 7.7% | -0.862 | -1.557 | -1.116 | -0.840413 | -0.008 | 5.2% | 1.2% | 11.2% | 9.4% | 1.7% | 11.1% |
| 30057258000195 | VISTA HEDGE FIC DE FIM | 41 | -87.2 | -11.1% | 16.4% | -1.340 | -9.920 | -2.189 | -2.695455 | 5.9% | 2.8% | 14.1% | 4.9% | 1.6% | 12.7% | -0.765 | -2.266 | -1.247 | -0.963942 | 0.008 | 2.1% | 0.5% | 11.5% | 29.1% | 5.1% | 11.0% |
| 07088369000147 | VENTOR HEDGE FIC DE FIM | 42 | -89.0 | 5.5% | 6.2% | -1.278 | -3.568 | -1.570 | -1.916939 | 11.2% | 5.3% | 5.3% | 6.2% | 1.9% | 5.3% | -1.751 | -2.184 | -2.374 | -1.113650 | -0.149 | 18.5% | 4.2% | 5.3% | 32.7% | 5.6% | 5.6% |
| 32397723000162 | MAR ABSOLUTO FIC DE FIM | 43 | -90.7 | -16.6% | 15.0% | -1.782 | -12.074 | -2.203 | -4.078312 | -7.3% | -3.6% | 13.0% | -0.5% | -0.2% | 12.2% | -0.919 | -2.622 | -1.216 | -1.183350 | -0.017 | 14.8% | 3.4% | 11.5% | 31.7% | 5.5% | 11.8% |
| 23922063000109 | XP MACRO FI FINANCEIRO MULTIMERCADO - RL | 44 | -93.4 | 3.3% | 3.6% | -2.076 | -3.336 | -2.370 | -2.305745 | 10.9% | 5.1% | 3.9% | 8.8% | 2.8% | 4.3% | -1.842 | -1.856 | -2.570 | -1.011656 | -0.164 | 17.1% | 3.9% | 4.6% | 42.9% | 7.2% | 4.6% |
| 07552643000197 | SPARTA CÍCLICO FIC DE FIM | 45 | -99.1 | -13.7% | 29.7% | -0.813 | -10.918 | -1.025 | -2.320830 | -15.1% | -7.6% | 24.9% | -12.3% | -4.1% | 21.7% | -0.678 | -3.443 | -0.902 | -1.222160 | 0.022 | -1.7% | -0.4% | 21.4% | 7.7% | 1.4% | 21.0% |
| 30068713000158 | XP MACRO PLUS FIC DE FI FINANCEIRO MULTIMERCADO - RL | 46 | -104.6 | -1.9% | 6.8% | -1.744 | -5.384 | -2.072 | -2.658411 | 2.9% | 1.4% | 7.5% | -8.6% | -2.8% | 8.3% | -1.558 | -3.027 | -2.212 | -1.344702 | -0.118 | -5.3% | -1.3% | 9.0% | 30.5% | 5.3% | 8.9% |
| 11301137000100 | SEIVAL FGS AGRESSIVO FIC DE FIM | 47 | -106.2 | -4.2% | 17.6% | -0.908 | -7.251 | -1.112 | -1.660291 | -5.9% | -2.9% | 18.9% | -9.1% | -3.0% | 18.1% | -0.760 | -3.211 | -1.006 | -0.737175 | 0.009 | -23.0% | -6.1% | 17.4% | -11.9% | -2.4% | 17.4% |
| 21646715000196 | VISTA MULTIESTRATÉGIA FIC DE FIM | 48 | -133.2 | -31.5% | 33.1% | -1.190 | -17.814 | -1.916 | -2.470154 | -13.1% | -6.6% | 28.5% | -22.8% | -8.0% | 25.5% | -0.713 | -4.246 | -1.149 | -1.011997 | 0.016 | -45.0% | -13.4% | 24.0% | -7.8% | -1.6% | 24.4% |
| 19628666000117 | EXPLORITAS ALPHA AMERICA LATINA FIC DE FIM | 49 | -144.1 | -38.1% | 37.6% | -1.199 | -20.402 | -1.796 | -2.700429 | -40.3% | -22.1% | 35.9% | -45.0% | -17.5% | 32.6% | -0.819 | -6.228 | -1.191 | -1.454782 | -0.001 | -21.8% | -5.8% | 29.3% | -13.0% | -2.7% | 28.6% |
| 45126981000156 | SKOPOS CAPABLANCA MACRO FIM | 50 | -192.9 | -26.8% | 44.5% | -0.794 | -16.018 | -1.069 | -1.581460 | -47.5% | -26.8% | 44.5% | -68.4% | -31.0% | 44.1% | -0.877 | -9.032 | -1.161 | -1.311531 | -0.010 | -67.0% | -23.5% | 41.8% | 0.0% | 0.0% | 0.0% |
| 30887013000195 | VERSA TRACKER FI FINANCEIRO MULTIMERCADO - RL | 51 | -246.1 | -42.1% | 51.7% | -0.937 | -21.931 | -1.385 | -1.926507 | -68.8% | -43.1% | 55.3% | -82.0% | -42.4% | 52.9% | -0.923 | -11.399 | -1.271 | -1.611169 | -0.017 | -77.5% | -30.2% | 53.6% | -87.5% | -33.1% | 53.2% |
- 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.