Fundos Multimercado de Baixa Volatilidade

Ranking de fundos multimercado de baixa volatilidade (~ abaixo de 4% 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
00888897000131BTG PACTUAL HEDGE FIM187.112.7%0.8%0.9793.3671.4500.48084628.7%13.0%0.8%43.6%12.4%1.3%1.0582.3421.5850.6169080.31453.7%10.9%1.3%54.2%8.7%1.6%
10320188000109AZ QUEST LOW VOL FIM252.912.2%0.9%0.5201.9171.2190.41298028.4%12.8%0.8%43.6%12.4%1.1%1.2042.3641.4240.6056190.34245.3%9.4%1.4%49.7%8.1%1.6%
27928186000108QUANTITAS FIM GALÁPAGOS326.18.9%2.4%-1.012-10.105-0.8780.22534027.4%12.4%2.3%42.0%12.0%2.3%0.4201.7100.4290.5992440.19353.0%10.8%2.4%78.8%11.9%3.4%
14180011000105SPARTA DINÂMICO FIC DE FIM421.811.3%0.5%-0.768-1.679-1.7650.37936727.0%12.2%0.6%39.5%11.3%0.6%0.6130.6940.9840.5550900.23043.7%9.1%0.7%59.8%9.5%1.0%
18860059000115ABSOLUTE HEDGE FIC DE FIM59.210.4%2.3%-0.511-5.010-0.9250.34185025.1%11.4%2.1%41.4%11.8%2.2%0.3831.4650.6100.5943580.18647.0%9.8%2.2%52.6%8.5%2.3%
27945264000174KINEA RF ABSOLUTO FI LP6-0.110.9%0.8%-0.886-2.945-1.0280.36171427.1%12.3%0.7%38.0%10.9%0.8%0.0400.0570.0490.5382060.12142.0%8.8%0.8%46.9%7.7%0.9%
13812165000100JGP STRATEGY FIC DE FIM7-25.911.5%2.8%-0.085-0.989-0.1730.38616124.0%10.9%2.7%35.6%10.3%2.6%-0.203-0.942-0.2890.4963610.07538.9%8.3%2.5%53.5%8.6%2.4%
17899612000160SF2 TROPICO CASH FIM8-30.812.3%0.1%3.9822.1460.0000.45160627.8%12.6%0.1%39.5%11.3%0.2%2.0670.6770.0000.5552360.50543.3%9.1%0.3%50.8%8.3%0.3%
34231926000100XP ADVISORY PORTFOLIO PRIVATE I FIC DE FIM CP9-35.611.6%0.6%-0.071-0.163-0.0860.38632922.3%10.2%1.6%33.6%9.8%1.4%-0.719-1.754-0.7330.478476-0.02339.3%8.3%1.3%0.0%0.0%0.0%
37645550000178DNA SERENITY FIC DE FIM CP10-46.611.5%0.5%-0.120-0.254-0.1150.45840324.0%11.0%0.9%33.5%9.7%0.8%-1.180-1.760-1.3680.496669-0.1100.0%0.0%0.0%0.0%0.0%0.0%
44613740000179ARMOR SWORD FIC DE FIM11-50.29.9%1.4%-1.114-6.757-1.5750.29162225.1%11.4%1.7%0.0%0.0%0.0%0.0000.0000.0000.0000000.0000.0%0.0%0.0%0.0%0.0%0.0%
08912591000185JGP MAX FIC DE FIM12-50.610.9%1.7%-0.457-3.174-0.9910.34876823.8%10.9%1.6%33.7%9.8%1.6%-0.612-1.715-0.9030.472782-0.00337.0%7.9%1.5%47.9%7.8%1.5%
34687428000176VINLAND RF ATIVO LP FIC DE FI13-74.69.6%0.6%-3.065-7.721-4.2120.26943324.3%11.1%0.6%0.0%0.0%0.0%0.0000.0000.0000.0000000.0000.0%0.0%0.0%0.0%0.0%0.0%
06301947000119NOVUS INSTITUCIONAL FIC DE FIM14-76.58.7%1.2%-2.278-10.998-3.7930.21026822.7%10.4%1.3%32.9%9.6%1.5%-0.792-2.064-1.1640.475444-0.03738.7%8.2%1.6%46.2%7.6%1.7%
09528698000197BAHIA AM FIC DE FIM15-77.010.5%1.6%-0.648-4.391-0.9640.34603519.4%8.9%2.5%29.5%8.7%2.5%-0.803-3.516-1.0900.422705-0.03936.8%7.9%2.5%36.0%6.1%2.9%
21983042000160ABSOLUTE ALPHA GLOBAL FIC DE FIM16-78.89.6%1.2%-1.492-7.797-2.0920.27044923.3%10.6%1.8%30.7%9.0%1.8%-0.951-3.007-1.2360.439420-0.06734.4%7.4%1.6%42.8%7.1%1.7%
37626852000107DNA DEFENSE FIC DE FIM CP17-81.14.7%0.3%-1.367-1.712-0.377-1.64154315.1%7.0%2.1%19.5%5.9%2.1%-1.281-4.743-1.8820.294297-0.1290.0%0.0%0.0%0.0%0.0%0.0%
12839769000187SUL AMÉRICA EVOLUTION FIM18-100.010.2%0.8%-1.742-5.634-3.3610.30931023.7%10.8%0.7%29.0%8.5%1.2%-1.699-3.750-1.2320.413274-0.20932.2%7.0%1.7%31.8%5.5%1.9%
15578417000103OCCAM INSTITUCIONAL FIC DE FIM II19-109.29.7%1.2%-1.474-7.297-2.9460.27483920.7%9.5%1.5%29.5%8.7%1.3%-1.498-3.490-2.0380.410250-0.17033.1%7.1%1.3%40.1%6.7%1.3%
14326479000165SAM RATES AND FX MULTIMERCADO FIC DE FI20-125.59.0%0.1%-32.128-10.0420.0000.22118821.5%9.8%0.6%29.9%8.8%0.7%-2.582-3.362-2.1370.423674-0.37630.6%6.7%0.8%36.8%6.2%0.8%
10705335000169CLARITAS INSTITUCIONAL FIC DE FIM21-133.39.4%0.7%-2.912-8.476-4.0270.25962922.5%10.3%0.7%31.4%9.2%0.7%-2.150-2.696-3.2480.451351-0.29433.2%7.2%0.7%41.7%7.0%0.8%
26549933000126XP MACRO INSTITUCIONAL FIC DE FIM22-146.76.8%2.4%-1.819-17.978-2.5520.07639016.4%7.6%2.3%25.8%7.7%1.9%-1.499-5.135-1.9640.365812-0.17132.0%6.9%2.2%39.5%6.6%3.3%
07967080000106RIO ARBITRAGEM FIM23-150.26.2%6.4%-0.748-19.888-1.2960.06283120.2%9.3%5.9%18.2%5.5%5.4%-0.893-8.545-1.4910.300099-0.05623.7%5.3%4.8%34.6%5.9%4.4%
08773805000180KADIMA FIC DE FIM24-156.87.8%3.9%-0.863-14.126-1.5230.14091414.8%6.9%3.5%23.6%7.1%3.5%-0.993-6.081-1.7420.323710-0.07524.5%5.4%3.4%33.5%5.7%3.5%
13429264000107KONDOR MACRO FI EM QUOTAS DE FIM25-169.03.6%4.4%-1.605-29.477-2.266-0.19179916.6%7.7%3.4%24.1%7.2%2.9%-1.136-5.867-1.3500.354105-0.10227.8%6.1%2.6%35.9%6.1%3.4%
11403956000150OCCAM EQUITY HEDGE FIC DE FIM26-175.17.4%2.3%-1.631-15.645-2.6320.11795013.8%6.4%2.6%22.5%6.8%2.4%-1.524-6.544-2.2620.307032-0.17526.7%5.9%2.4%36.3%6.2%2.5%
05024659000100WESTERN ASSET MULTITRADING H MULTIMERCADO FI27-195.17.2%2.8%-1.381-16.319-2.0960.11644416.2%7.5%3.1%15.2%4.7%3.2%-1.762-9.900-2.4490.213677-0.22119.6%4.4%3.1%24.7%4.3%3.3%
05488919000190CLARITAS HEDGE FIC DE FIM LP28-220.56.2%1.9%-2.477-20.179-3.7210.02850313.7%6.4%2.0%20.0%6.0%2.1%-2.036-7.703-2.9810.286279-0.27221.6%4.8%2.0%33.9%5.8%2.2%
10447046000107GARIN SPECIAL FIM29-349.0-2.9%5.3%-2.397-52.929-3.180-0.6631464.0%1.9%6.3%7.6%2.4%5.5%-1.404-13.566-2.0670.074400-0.1536.2%1.5%4.9%20.0%3.6%4.9%
  • 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.