Fundos Multimercado de Alta Volatilidade

Ranking de fundos multimercado de alta volatilidade (~ acima de 8% de vol)

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
35726908000161CAPSTONE MACRO FIC DE FIM150.812.0%4.3%-0.014-0.014-0.022-0.11548724.1%10.9%5.5%65.3%17.5%6.0%1.0250.8321.6580.8837100.305100.8%18.3%5.9%0.0%0.0%0.0%
34172497000147ARMOR AXE FIC DE FIM233.917.4%4.6%0.9861.0631.5530.24725534.3%15.2%6.4%61.3%16.6%7.9%0.6740.7190.8840.8636630.23974.3%14.3%9.0%0.0%0.0%0.0%
28866524000189CANVAS VECTOR FIC DE FIM314.420.6%8.2%0.8951.7141.3390.50589839.3%17.3%8.4%42.6%12.1%7.8%0.1590.1680.2430.6393620.14242.4%8.9%7.6%43.7%7.2%7.9%
12809201000113SPX RAPTOR FEEDER IE FIQ DE FIM CP413.6-15.2%10.1%-1.488-3.518-0.383-29.155021-15.9%-8.0%13.9%18.1%5.5%16.0%0.3100.6690.10612.0208180.17051.3%10.5%15.4%68.7%10.6%13.9%
07552643000197SPARTA CÍCLICO FIM59.611.0%13.4%-0.066-0.206-0.106-0.1201228.9%4.2%18.2%25.1%7.5%18.1%-0.162-0.394-0.2340.6059340.08170.2%13.7%17.4%54.4%8.7%24.3%
19628666000117EXPLORITAS ALPHA AMERICA LATINA FIC DE FIM69.2-13.4%21.3%-1.030-5.116-1.546-1.40126326.0%11.8%19.8%38.4%11.0%21.2%0.0130.0380.0200.5670370.11476.2%14.6%20.2%10.2%1.9%23.3%
12105992000109KAPITALO ZETA FI EM QUOTAS DE FIM76.08.3%9.1%-0.356-0.754-0.530-0.38178918.4%8.5%7.4%36.0%10.4%7.6%-0.037-0.038-0.0550.5808890.10461.9%12.3%8.4%58.6%9.3%11.0%
19941902000150CLAVE ALPHA MACRO A FIC DE FIM84.15.6%6.7%-0.827-1.295-1.412-0.61460019.5%9.0%6.8%32.5%9.4%7.0%-0.160-0.151-0.2640.4956160.08157.1%11.5%6.7%49.8%8.1%9.3%
26324209000102NEO PROVECTUS I FIC DE FIM9-0.35.5%5.9%-0.958-1.311-1.456-0.57548927.0%12.2%7.6%35.8%10.3%7.8%-0.042-0.044-0.0520.5553330.10447.4%9.8%7.9%71.3%11.0%9.1%
01221890000124CSHG VERDE FIC DE FIM10-3.511.5%5.2%-0.097-0.118-0.131-0.17662122.0%10.0%5.8%27.4%8.1%6.7%-0.348-0.316-0.5210.4809080.04643.8%9.1%6.5%46.3%7.6%9.3%
17489083000127BAHIA AM MUTÁ FIC DE FIM11-7.06.7%5.5%-0.823-1.055-1.217-0.4987109.2%4.3%8.4%26.7%7.9%7.9%-0.318-0.337-0.4280.3889360.05148.1%9.9%7.5%38.8%6.5%8.2%
20458815000126ASA HEDGE FIC DE FIM12-7.0-0.4%5.2%-2.039-2.499-3.125-0.95314713.0%6.0%5.8%45.0%12.7%6.8%0.2640.2410.4470.6074100.16154.6%11.1%6.6%69.3%10.7%8.0%
32397723000162MAR ABSOLUTO FIC DE FIM13-8.20.9%9.9%-0.962-2.225-1.355-0.95358611.9%5.6%9.8%28.1%8.3%11.0%-0.198-0.293-0.2480.4615270.07450.6%10.4%11.4%87.2%12.9%14.3%
04621018000161SANTA FÉ AQUARIUS FIM14-11.610.1%9.7%-0.170-0.387-0.278-0.35065712.6%5.9%10.4%7.4%2.3%10.2%-0.744-1.018-1.1780.144757-0.02940.1%8.5%10.3%47.6%7.8%12.9%
10237439000196R&C HEDGE FIM15-13.9-7.0%13.8%-1.183-3.821-1.340-1.22551911.3%5.3%12.4%34.1%9.9%12.1%-0.058-0.095-0.0720.4492450.10039.7%8.4%14.5%49.6%8.1%21.8%
17414721000140ARX MACRO FIC DE FIM16-15.411.8%10.4%-0.018-0.044-0.027-0.087647-1.9%-0.9%12.5%7.2%2.3%11.0%-0.693-1.027-0.9620.095376-0.02033.5%7.2%10.2%35.2%6.0%10.7%
24140275000199VRB FIM17-16.56.9%5.3%-0.834-1.025-1.366-0.58281615.3%7.1%5.1%23.1%6.9%5.3%-0.647-0.462-0.9980.397190-0.01143.3%9.1%5.7%47.9%7.8%7.7%
05448587000110OPPORTUNITY TOTAL FIC DE FIM18-16.68.5%3.3%-0.919-0.710-1.612-0.39165819.3%8.9%2.8%31.7%9.2%2.9%-0.453-0.175-0.6800.4702670.02643.0%9.0%3.7%48.4%7.9%6.9%
36521802000194KAPITALO GAIA FIC DE FIM19-20.35.7%8.3%-0.652-1.266-1.159-0.4619648.1%3.8%8.1%25.4%7.5%9.0%-0.316-0.384-0.5090.3461870.0520.0%0.0%0.0%0.0%0.0%0.0%
11228500000100POLO MACRO FIM20-20.40.0%0.0%0.0000.0000.0000.0000000.0%0.0%0.0%-16.0%-5.5%5.8%-1.436-1.125-0.409-0.632726-0.1608.7%2.0%5.0%-12.2%-2.5%24.4%
30068713000158XP MACRO PLUS FIC DE FIM21-21.1-8.8%11.1%-1.613-4.174-2.321-1.886983-5.0%-2.4%10.4%25.6%7.6%10.0%-0.278-0.377-0.4240.3476190.05950.2%10.3%11.4%48.9%8.0%14.8%
32905708000188MACRO CAPITAL ONE FIM22-21.60.0%0.0%0.0000.0000.0000.0000005.9%2.8%1.6%5.0%1.6%6.5%-0.652-0.569-0.7920.441211-0.01214.9%3.4%6.3%0.0%0.0%0.0%
01823373000125GAP ABSOLUTO FIC DE FIM23-22.8-1.1%8.8%-1.276-2.633-1.963-1.2121514.3%2.0%8.3%29.4%8.6%8.2%-0.228-0.252-0.3180.4352850.06836.7%7.8%7.9%60.5%9.6%8.0%
23922063000109XP MACRO FIM24-25.9-0.4%5.7%-1.869-2.494-2.683-1.1521847.4%3.5%5.3%27.8%8.2%5.1%-0.440-0.304-0.6700.3878740.02840.4%8.5%5.8%42.7%7.1%7.6%
30057258000195VISTA HEDGE FIC DE FIM25-27.44.2%8.7%-0.773-1.569-1.216-0.640769-0.3%-0.2%7.9%22.7%6.8%8.1%-0.436-0.474-0.6370.3636850.02932.8%7.1%7.9%58.4%9.3%8.6%
37627843000122DNA BRAVE FIA BDR NÍVEL I26-28.312.8%9.7%0.0680.1540.113-0.05590710.2%4.8%14.1%-11.0%-3.7%15.1%-0.861-1.751-1.232-0.497204-0.0510.0%0.0%0.0%0.0%0.0%0.0%
30593439000136VINLAND MACRO PLUS FIC DE FIM27-29.4-6.4%6.3%-2.510-3.696-3.283-1.6069660.6%0.3%5.7%27.8%8.2%6.4%-0.349-0.301-0.5110.3940500.04542.8%9.0%6.8%82.5%12.3%8.2%
26323079000185AZ QUEST MULTI MAX FIC DE FIM28-29.53.1%4.4%-1.757-1.794-2.931-0.88838516.3%7.6%5.3%25.2%7.5%5.9%-0.493-0.389-0.7180.4230040.01830.8%6.7%5.6%45.7%7.5%7.9%
08507696000159VERDE AM MULTI ESTRATÉGIA FIM29-29.78.6%3.4%-0.878-0.687-1.273-0.38371317.2%7.9%4.3%17.3%5.3%4.8%-1.028-0.661-1.5340.278350-0.08330.4%6.6%4.8%38.7%6.5%7.6%
06041290000106ARX EXTRA FIC DE FIM30-30.17.8%12.1%-0.301-0.852-0.463-0.343018-12.4%-6.2%15.0%-6.2%-2.0%13.4%-0.855-1.549-1.183-0.151840-0.05018.7%4.2%12.3%24.3%4.3%12.6%
11301137000100SEIVAL FGS AGRESSIVO FIC DE FIM31-30.3-2.1%16.2%-0.750-2.836-0.873-0.664971-16.4%-8.3%16.3%-8.2%-2.7%16.3%-0.738-1.624-0.940-0.145414-0.02825.7%5.7%15.8%36.5%6.2%19.1%
32318799000155KAIRÓS MACRO FIC DE FIM32-31.02.6%5.1%-1.604-1.899-2.542-0.71504610.2%4.8%6.0%19.7%5.9%6.3%-0.678-0.578-0.9810.269871-0.01733.9%7.3%6.3%34.4%5.9%6.7%
21646715000196VISTA MULTIESTRATÉGIA FIC DE FIM33-31.2-2.2%17.5%-0.699-2.850-1.102-0.808901-32.3%-17.1%19.4%8.0%2.5%21.2%-0.349-0.999-0.4970.1794210.04533.8%7.3%21.3%104.2%14.8%23.9%
30518346000147SELECTION MULTIMERCADO PLUS FIC DE FIM34-34.65.1%4.4%-1.333-1.372-2.168-0.71354212.2%5.7%3.9%20.9%6.3%4.1%-0.976-0.536-1.4360.317599-0.07334.9%7.5%4.3%41.4%6.9%6.1%
30005705000162CANVAS ENDURO EDGE FIC DE FIM35-35.50.0%0.0%0.0000.0000.0000.0000000.0%0.0%0.0%-13.4%-4.5%2.9%-2.308-0.900-0.671-1.719166-0.325-1.4%-0.3%2.7%4.1%0.8%16.0%
20216106000134GAUSS CSHG FIC DE FIM36-36.11.9%6.2%-1.399-2.031-2.067-0.85404514.0%6.5%6.3%10.2%3.2%6.6%-1.022-0.915-1.5620.125707-0.08225.2%5.6%6.9%42.7%7.1%9.0%
31392557000149XP ADVISORY PORTFOLIO PRIVATE III FIC DE FIM CP37-38.50.0%0.0%0.0000.0000.0000.0000001.1%0.5%1.2%-0.9%-0.3%5.4%-1.189-0.862-1.6380.568696-0.11413.6%3.1%5.5%0.0%0.0%0.0%
34231938000134XP ADVISORY PORTFOLIO PRIVATE IV FIC DE FIM CP38-39.06.5%4.7%-1.013-1.117-1.638-0.62109810.7%5.0%5.4%5.8%1.8%5.7%-1.392-1.078-1.9710.054997-0.15225.4%5.6%6.2%0.0%0.0%0.0%
13106979000129CANVAS ENDURO FIC DE FIM39-39.1-0.8%6.9%-1.591-2.571-2.111-1.12387311.4%5.3%6.7%12.7%3.9%7.1%-0.866-0.825-1.2430.190994-0.05221.3%4.8%7.0%27.3%4.8%8.1%
45126981000156SKOPOS INV CAPABLANCA FIM40-39.3-28.6%38.1%-0.921-8.198-1.257-1.107944-19.9%-10.1%36.5%0.0%0.0%0.0%0.0000.0000.0000.0000000.0000.0%0.0%0.0%0.0%0.0%0.0%
23884619000101ADAM ADVANCED CSHG FIC DE FI MULT CP IE41-39.710.2%4.8%-0.323-0.365-0.432-0.2158059.7%4.6%7.6%-5.0%-1.6%13.7%-0.813-1.500-0.894-0.128055-0.042-0.9%-0.2%13.0%5.8%1.1%12.2%
37887638000104FORPUS MULTIESTRATÉGIA FIM LP42-40.21.3%5.2%-1.777-2.148-2.786-1.015778-3.5%-1.7%7.3%15.6%4.8%8.6%-0.623-0.720-0.8830.256015-0.0060.0%0.0%0.0%0.0%0.0%0.0%
18908578000106BNP PARIBAS MACRO FIM43-42.10.0%0.0%0.0000.0000.0000.0000008.5%4.0%0.8%2.1%0.7%4.5%-1.311-0.793-1.6540.282919-0.1379.0%2.1%8.5%5.1%1.0%9.2%
31120430000170PERSEVERA COMPASS FIM44-49.78.5%4.0%-0.758-0.705-1.261-0.41251617.9%8.2%3.6%15.0%4.6%4.2%-1.327-0.744-1.9540.220199-0.14015.2%3.5%4.6%31.2%5.4%6.1%
05903038000198MAUÁ MACRO FIC DE FIM45-50.00.0%0.0%0.0000.0000.0000.0000000.0%0.0%0.0%-3.2%-1.0%1.1%-2.838-0.404-0.6325.580992-0.426-3.7%-0.9%1.3%7.2%1.4%1.5%
07088369000147VENTOR HEDGE FIC DE FIM46-50.8-5.1%5.0%-2.963-3.438-4.134-1.4315405.4%2.6%5.2%15.4%4.7%6.0%-0.895-0.730-1.2960.205886-0.05825.6%5.7%7.1%35.5%6.0%10.2%
34799112000176PANAMBY INNO FIC DE FIM47-55.03.7%4.6%-0.707-0.756-1.052-1.8379421.8%0.9%5.3%4.7%1.5%5.9%-1.215-0.962-1.877-0.100715-0.1186.0%1.4%5.6%0.0%0.0%0.0%
29826089000121GIANT SIGMA FIC DE FIM48-56.83.8%4.4%-1.589-1.649-2.462-0.7053824.6%2.2%5.6%8.8%2.7%6.0%-1.203-0.969-1.7550.111204-0.11614.1%3.2%5.7%29.1%5.1%6.4%
09586692000176MURANO FIC DE FIM49-65.10.4%5.1%-1.958-2.330-2.133-0.87509511.1%5.2%6.8%2.1%0.7%7.2%-1.264-1.220-1.808-0.019562-0.128-3.7%-0.9%8.1%-4.4%-0.9%10.4%
30887013000195VERSA TRACKER FIM50-75.1-16.7%40.3%-0.614-5.784-0.892-0.821644-26.8%-13.9%50.4%-54.5%-22.3%49.6%-0.602-4.026-0.804-0.443556-0.002-49.2%-15.1%45.2%-38.3%-8.9%42.4%
  • 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.