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 FIM143.811.6%5.1%-0.209-0.402-0.364-0.13052847.7%20.7%6.3%72.9%19.3%6.3%1.3781.1652.1880.7186630.3750.0%0.0%0.0%0.0%0.0%0.0%
10237439000196R&C HEDGE FIM231.017.0%8.4%0.4221.3200.6970.17707139.2%17.3%9.8%65.5%17.6%11.4%0.6230.9600.8490.5603490.22684.8%16.0%22.7%107.2%15.1%21.4%
34172497000147ARMOR AXE FIC DE FIM327.815.1%5.2%0.3630.7010.5460.06389943.4%19.0%7.0%57.1%15.6%9.1%0.5850.7210.6590.5636160.21858.4%11.7%13.9%0.0%0.0%0.0%
19628666000117EXPLORITAS ALPHA AMERICA LATINA FIC DE FIM427.110.4%18.5%-0.113-0.779-0.188-0.09115461.7%26.0%19.2%77.2%20.2%20.3%0.4681.2800.7120.7616110.19527.5%6.0%24.2%33.4%5.7%22.4%
12809201000113SPX RAPTOR FEEDER IE FIQ DE FIM CP523.6-13.0%10.3%-1.268-4.892-0.315-19.12296214.7%6.8%18.1%40.4%11.5%17.3%0.6401.4890.22320.9794050.22958.5%11.8%15.2%77.2%11.7%13.8%
32397723000162MAR ABSOLUTO FIC DE FIM613.910.3%10.3%-0.211-0.814-0.249-0.18621138.3%16.9%9.9%46.0%12.9%11.4%0.2520.3870.3030.4623080.15264.3%12.7%15.1%0.0%0.0%0.0%
19941902000150CLAVE ALPHA MACRO A FIC DE FIM713.810.7%6.9%-0.269-0.691-0.493-0.19038234.3%15.3%6.9%46.0%13.0%6.9%0.4150.3880.7000.4237570.18449.5%10.2%10.1%56.5%9.0%9.2%
28866524000189CANVAS VECTOR FIC DE FIM813.423.8%8.5%1.0923.4711.7190.57519937.4%16.6%8.6%35.3%10.2%7.9%0.0480.0510.0710.2848060.11224.4%5.4%8.4%55.0%8.8%7.8%
26324209000102NEO PROVECTUS I FIC DE FIM913.210.6%5.8%-0.334-0.720-0.552-0.19445237.4%16.6%7.5%40.3%11.5%8.1%0.1940.2110.2510.3618180.14159.8%12.0%9.8%71.8%11.0%9.0%
30057258000195VISTA HEDGE FIC DE FIM1012.812.0%6.7%-0.109-0.274-0.170-0.11128925.3%11.5%7.6%44.8%12.7%7.7%0.3400.3520.5060.4369600.17061.2%12.2%8.7%66.8%10.4%8.3%
21646715000196VISTA MULTIESTRATÉGIA FIC DE FIM1111.96.0%14.8%-0.396-2.188-0.556-0.38093916.6%7.7%20.7%64.6%17.4%21.4%0.3230.9320.4600.6832230.166118.8%20.8%25.0%114.8%15.9%23.6%
20458815000126ASA HEDGE FIC DE FIM1211.41.3%5.3%-1.856-3.699-3.081-0.72268434.0%15.2%6.8%52.0%14.4%7.0%0.6010.5701.0480.4597620.22163.7%12.6%8.5%72.4%11.1%7.9%
30887013000195VERSA TRACKER FIM1310.667.5%37.2%1.24417.2501.9021.7684555.8%2.8%51.3%-27.9%-10.0%48.6%-0.371-2.432-0.495-0.1300900.029-15.1%-3.9%45.5%-6.3%-1.2%40.8%
07552643000197SPARTA CÍCLICO FIM148.113.9%13.8%0.0610.3170.1020.05459814.3%6.6%18.8%60.0%16.3%18.1%0.3280.8020.4700.8803430.16748.8%10.1%26.4%57.7%9.2%24.3%
12105992000109KAPITALO ZETA FI EM QUOTAS DE FIM156.07.8%7.5%-0.576-1.605-1.041-0.36824827.6%12.5%6.5%47.1%13.2%7.8%0.4010.4210.5600.4841520.18246.7%9.7%11.3%61.3%9.7%10.8%
01823373000125GAP ABSOLUTO FIC DE FIM161.86.8%9.0%-0.578-1.933-0.850-0.43235123.8%10.8%8.4%38.9%11.1%8.1%0.1510.1660.2130.3288270.13253.0%10.8%8.4%69.8%10.8%7.9%
30593439000136VINLAND MACRO PLUS FIC DE FIM171.8-1.0%5.6%-2.095-4.419-3.137-0.92553523.6%10.8%6.1%45.2%12.7%6.3%0.4260.3640.6530.4105240.18766.0%13.0%8.0%98.7%14.2%8.8%
26323079000185AZ QUEST MULTI MAX FIC DE FIM181.514.4%4.9%0.2670.4910.4650.03060829.8%13.4%5.7%32.0%9.4%5.9%-0.068-0.054-0.0960.2566920.08931.4%6.8%8.3%49.1%8.0%8.1%
01221890000124CSHG VERDE FIC DE FIM19-1.111.5%5.1%-0.227-0.433-0.350-0.16819931.4%14.1%6.2%30.0%8.8%6.6%-0.135-0.120-0.2050.2355240.07535.8%7.7%10.1%49.2%8.0%9.2%
08815403000109VENTOR PH II FIC DE FIM20-2.10.0%0.0%0.0000.0000.0000.00000013.1%6.1%1.6%16.6%5.1%8.6%0.0010.0010.0020.5030730.1029.3%2.2%9.5%11.1%2.0%8.9%
05448587000110OPPORTUNITY TOTAL FIC DE FIM21-10.19.3%3.4%-0.888-1.133-1.570-0.29500824.7%11.2%2.9%32.7%9.5%3.3%-0.071-0.032-0.0960.2379800.08834.9%7.5%7.5%50.4%8.2%7.0%
24140275000199VRB FIM22-10.99.3%5.3%-0.577-1.135-0.974-0.33137323.3%10.6%5.4%28.7%8.5%5.5%-0.222-0.165-0.3370.2106450.05837.8%8.1%8.3%51.5%8.3%7.6%
13106979000129CANVAS ENDURO FIC DE FIM23-14.212.4%6.5%-0.066-0.159-0.095-0.09425825.7%11.6%6.8%20.5%6.2%7.1%-0.467-0.445-0.6750.0675960.01024.7%5.5%8.6%34.0%5.8%8.1%
30068713000158XP MACRO PLUS FIC DE FIM24-14.9-4.5%12.5%-1.186-5.542-1.916-1.05925716.6%7.7%10.7%38.9%11.1%10.6%0.1160.1650.1770.3096440.12540.3%8.5%16.1%55.1%8.8%14.9%
23922063000109XP MACRO FIM25-16.52.5%6.4%-1.381-3.306-2.214-0.71313619.6%9.0%5.5%33.1%9.6%5.4%-0.026-0.019-0.0390.2325610.09735.3%7.6%8.2%44.8%7.4%7.7%
17489083000127BAHIA AM MUTÁ FIC DE FIM26-17.00.7%9.2%-1.139-3.891-1.460-0.73078024.8%11.3%8.5%28.1%8.3%7.8%-0.173-0.182-0.2330.1712130.06826.4%5.8%8.7%41.9%7.0%8.3%
32318799000155KAIRÓS MACRO FIC DE FIM27-17.14.4%5.9%-1.230-2.688-2.006-0.51825425.5%11.6%6.2%27.0%8.0%6.4%-0.256-0.221-0.3750.1494550.05132.0%6.9%7.2%0.0%0.0%0.0%
04621018000161SANTA FÉ AQUARIUS FIM28-19.011.9%9.9%-0.081-0.298-0.142-0.14938515.5%7.2%10.7%14.7%4.5%10.2%-0.474-0.651-0.728-0.0262200.00826.9%5.9%14.0%54.7%8.8%12.9%
08507696000159VERDE AM MULTI ESTRATÉGIA FIM29-22.212.7%3.2%-0.032-0.038-0.051-0.08093219.7%9.1%4.8%18.9%5.7%5.0%-0.749-0.501-1.1110.032335-0.04627.4%6.0%8.3%41.9%7.0%7.6%
37887638000104FORPUS MULTIESTRATÉGIA FIM LP30-23.34.3%5.5%-1.322-2.720-2.073-0.66412214.7%6.8%8.4%26.6%7.9%9.5%-0.183-0.234-0.2590.1813250.0660.0%0.0%0.0%0.0%0.0%0.0%
36521802000194KAPITALO GAIA FIC DE FIM31-23.8-1.1%8.6%-1.388-4.457-2.087-0.85012723.5%10.7%9.4%19.5%5.9%9.2%-0.385-0.478-0.5940.0440850.0260.0%0.0%0.0%0.0%0.0%0.0%
11228500000100POLO MACRO FIM32-24.20.0%0.0%0.0000.0000.0000.000000-5.3%-2.6%7.8%-0.9%-0.3%5.6%-0.732-0.549-0.2160.823727-0.043-16.6%-4.3%27.5%-10.6%-2.1%23.1%
32905708000188MACRO CAPITAL ONE FIM33-24.30.7%0.0%-0.297-0.0050.00014.2846207.7%3.6%6.8%10.0%3.1%6.3%-0.525-0.445-0.6530.249057-0.0026.7%1.6%7.6%0.0%0.0%0.0%
07088369000147VENTOR HEDGE FIC DE FIM34-24.42.5%4.9%-1.822-3.301-2.740-0.67145122.6%10.3%5.5%26.0%7.7%6.8%-0.277-0.255-0.3950.1396880.04728.5%6.2%10.6%38.7%6.5%10.2%
30518346000147SELECTION MULTIMERCADO PLUS FIC DE FIM35-24.96.3%4.3%-1.284-2.051-2.148-0.55930521.1%9.7%4.0%25.1%7.5%4.2%-0.503-0.282-0.7230.1143640.00329.7%6.5%6.5%44.1%7.3%6.2%
31120430000170PERSEVERA COMPASS FIM36-26.512.8%3.9%-0.009-0.013-0.015-0.07759521.6%9.9%3.7%16.9%5.2%4.4%-0.966-0.570-1.337-0.004835-0.08923.5%5.2%6.5%37.1%6.3%6.1%
20216106000134GAUSS CSHG FIC DE FIM37-27.46.9%6.5%-0.778-1.893-1.223-0.42463922.3%10.2%6.4%11.4%3.5%6.8%-0.834-0.768-1.329-0.085725-0.06328.6%6.3%9.2%47.0%7.7%9.0%
37627843000122DNA BRAVE FIA BDR NÍVEL I38-28.015.2%10.8%0.1960.7910.339-0.0644553.3%1.6%15.8%-4.3%-1.4%15.6%-0.650-1.369-0.932-0.795743-0.0270.0%0.0%0.0%0.0%0.0%0.0%
30005705000162CANVAS ENDURO EDGE FIC DE FIM39-30.40.0%0.0%0.0000.0000.0000.0000000.3%0.2%0.0%-9.1%-3.0%2.8%-2.116-0.810-0.611-2.604737-0.317-4.7%-1.1%3.9%5.1%1.0%15.5%
18908578000106BNP PARIBAS MACRO FIM40-34.62.9%0.7%-1.073-0.284-0.4144.56708710.4%4.9%3.4%2.1%0.7%6.9%-0.912-0.847-1.0000.104074-0.0782.4%0.6%10.1%8.3%1.5%8.9%
34231938000134XP ADVISORY PORTFOLIO PRIVATE IV FIC DE FIM CP41-38.19.8%4.8%-0.498-0.885-0.863-0.47689512.0%5.6%5.9%8.1%2.6%6.0%-1.085-0.881-1.529-0.244542-0.11319.5%4.4%9.0%0.0%0.0%0.0%
31392557000149XP ADVISORY PORTFOLIO PRIVATE III FIC DE FIM CP42-42.60.4%0.7%-2.492-0.687-0.66714.2525132.8%1.4%5.7%0.7%0.2%5.4%-1.173-0.859-1.5990.240611-0.13010.6%2.5%7.3%0.0%0.0%0.0%
17414721000140ARX MACRO FIC DE FIM43-45.9-2.6%13.8%-0.961-4.936-1.478-0.894403-5.6%-2.7%12.5%6.0%1.9%11.0%-0.657-0.973-0.920-0.160038-0.02820.0%4.5%11.7%31.6%5.4%10.5%
05903038000198MAUÁ MACRO FIC DE FIM44-46.80.0%0.0%0.0000.0000.0000.0000000.0%0.0%0.0%-7.7%-2.6%1.3%-3.998-0.714-0.865-0.036325-0.690-5.2%-1.3%1.5%3.3%0.6%6.6%
45126981000156SKOPOS INV CAPABLANCA FIM45-47.7-33.5%34.7%-1.148-14.886-1.428-1.3584350.0%0.0%0.0%0.0%0.0%0.0%0.0000.0000.0000.0000000.0000.0%0.0%0.0%0.0%0.0%0.0%
11301137000100SEIVAL FGS AGRESSIVO FIC DE FIM46-49.2-18.5%15.0%-1.791-10.014-2.047-1.570148-7.4%-3.7%17.1%-1.3%-0.4%15.8%-0.582-1.244-0.771-0.171549-0.01347.6%9.9%19.4%32.4%5.6%19.0%
29826089000121GIANT SIGMA FIC DE FIM47-51.53.6%4.5%-1.784-2.966-2.734-0.6486368.7%4.1%6.3%9.7%3.0%6.1%-1.009-0.832-1.431-0.134177-0.09814.8%3.4%6.9%35.5%6.0%6.4%
09586692000176MURANO FIC DE FIM48-52.0-0.6%6.8%-1.704-4.306-2.292-0.85362513.7%6.4%7.2%4.4%1.4%7.5%-1.022-1.032-1.510-0.208625-0.1008.7%2.0%10.7%-13.7%-2.8%10.7%
23884619000101ADAM ADVANCED CSHG FIC DE FI MULT CP IE49-54.96.1%4.8%-1.203-2.172-1.766-0.454136-10.9%-5.4%13.8%-9.0%-3.0%14.3%-0.815-1.573-0.922-0.470886-0.059-3.6%-0.9%13.3%2.6%0.5%12.2%
06041290000106ARX EXTRA FIC DE FIM50-57.9-6.9%16.6%-1.017-6.309-1.528-1.144169-14.3%-7.2%15.2%-4.0%-1.3%13.4%-0.756-1.366-1.049-0.344060-0.0488.8%2.1%13.7%17.8%3.2%12.5%
34799112000176PANAMBY INNO FIC DE FIM51-62.40.4%4.4%-2.249-3.724-3.544-1.0198998.7%4.1%5.9%2.9%0.9%6.0%-1.318-1.064-2.023-0.232137-0.15911.8%2.7%7.3%0.0%0.0%0.0%
  • 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.