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
27928186000108QUANTITAS FIM GALÁPAGOS1123.414.3%1.2%1.0233.9281.6270.01465935.2%15.6%1.9%45.0%12.7%2.1%1.2403.3421.5310.3882320.34870.4%13.7%3.5%81.7%12.2%3.3%
00888897000131BTG PACTUAL HEDGE FIM286.914.9%0.8%2.0755.3841.6680.04536332.5%14.5%1.0%41.1%11.7%1.3%1.3122.2141.9770.3376300.36244.2%9.2%1.7%53.2%8.6%1.6%
18860059000115ABSOLUTE HEDGE FIC DE FIM353.212.6%2.4%-0.095-0.718-0.167-0.08646431.9%14.3%2.1%40.5%11.6%2.3%0.7102.0140.9610.3340540.24342.6%9.0%2.4%51.0%8.3%2.3%
10320188000109AZ QUEST LOW VOL FIM441.713.4%0.8%0.5721.3990.720-0.03914230.8%13.8%0.9%37.4%10.8%1.6%0.5561.1000.2770.2875430.21238.9%8.3%1.8%47.5%7.8%1.6%
14180011000105SPARTA DINÂMICO FIC DE FIM540.612.5%0.5%-0.568-0.975-1.146-0.09011128.3%12.7%0.7%36.1%10.4%0.7%0.8380.7191.3480.2661720.26845.3%9.4%1.0%58.2%9.3%1.1%
27945264000174KINEA RF ABSOLUTO FI LP636.414.1%0.6%1.8213.4062.1440.00318629.3%13.2%0.7%35.3%10.2%0.8%0.4940.4770.6680.2573580.20038.4%8.2%1.0%46.9%7.7%0.9%
06301947000119NOVUS INSTITUCIONAL FIC DE FIM72.112.2%1.1%-0.559-1.900-1.362-0.11143228.7%12.9%1.4%33.0%9.6%1.6%-0.103-0.202-0.1440.2330880.08238.6%8.2%1.7%47.1%7.7%1.7%
17899612000160SF2 TROPICO CASH FIM8-2.013.4%0.1%3.8941.3190.000-0.04115328.2%12.7%0.1%35.2%10.2%0.3%1.4460.4710.0000.2123280.38939.5%8.4%0.3%48.3%7.9%0.3%
13812165000100JGP STRATEGY FIC DE FIM9-2.511.2%2.5%-0.592-4.576-1.126-0.16576128.0%12.6%2.6%31.9%9.3%2.5%-0.172-0.546-0.2390.2112100.06841.9%8.8%2.4%52.2%8.4%2.3%
41163392000197GREENBAY CONVEX FIC DE FIM10-9.70.0%0.0%0.0000.0000.0000.00000013.8%6.4%1.0%0.0%0.0%0.0%0.0000.0000.0000.0000000.0000.0%0.0%0.0%0.0%0.0%0.0%
13429264000107KONDOR MACRO FI EM QUOTAS DE FIM11-25.212.3%3.0%-0.165-1.568-0.225-0.10861625.8%11.7%2.6%29.7%8.7%2.2%-0.429-1.214-0.5770.1871570.01736.5%7.8%2.6%41.0%6.9%3.1%
44613740000179ARMOR SWORD FIC DE FIM12-26.412.5%1.4%-0.228-0.971-0.390-0.0910160.0%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%
37645550000178DNA SERENITY FIC DE FIM CP13-30.912.5%0.8%-0.187-0.481-0.167-0.22660924.4%11.1%0.9%30.9%9.1%0.9%-0.712-0.775-0.8710.207306-0.0390.0%0.0%0.0%0.0%0.0%0.0%
08912591000185JGP MAX FIC DE FIM14-31.210.9%1.5%-1.160-5.352-2.245-0.18414226.0%11.8%1.6%29.9%8.8%1.5%-0.606-1.162-0.8790.182634-0.01837.6%8.0%1.5%46.2%7.6%1.4%
34231926000100XP ADVISORY PORTFOLIO PRIVATE I FIC DE FIM CP15-33.012.3%0.9%-0.375-1.085-0.2670.00454324.0%10.9%1.6%30.7%9.0%1.4%-0.482-0.863-0.5430.2294010.00734.1%7.3%1.5%0.0%0.0%0.0%
34687428000176VINLAND RF ATIVO LP FIC DE FI16-36.611.5%0.7%-1.717-3.527-3.078-0.14579326.1%11.8%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%
21983042000160ABSOLUTE ALPHA GLOBAL FIC DE FIM17-65.010.3%1.7%-1.307-6.971-1.258-0.22427122.4%10.2%2.0%29.0%8.5%1.8%-0.633-1.450-0.8660.172676-0.02330.7%6.7%1.8%42.2%7.0%1.7%
09528698000197BAHIA AM FIC DE FIM18-71.48.1%2.5%-1.590-12.715-1.985-0.34797024.2%11.0%2.6%26.5%7.9%2.5%-0.704-2.211-0.9900.138033-0.03726.5%5.8%3.1%35.4%6.0%3.0%
37626852000107DNA DEFENSE FIC DE FIM CP19-79.810.0%1.8%-0.466-2.594-0.674-0.35089217.7%8.2%2.2%22.4%6.7%2.1%-1.118-2.919-1.6390.098770-0.1190.0%0.0%0.0%0.0%0.0%0.0%
12839769000187SUL AMÉRICA EVOLUTION FIM20-81.310.5%0.7%-2.684-6.179-4.123-0.33817624.9%11.3%0.9%26.3%7.8%1.5%-1.200-2.267-1.0650.098247-0.13623.9%5.3%2.1%31.0%5.4%1.9%
07967080000106RIO ARBITRAGEM FIM21-82.012.2%6.4%-0.088-1.753-0.146-0.12344318.5%8.5%5.7%20.6%6.2%5.0%-0.653-4.110-0.9920.062469-0.02727.8%6.1%4.4%38.6%6.5%4.1%
10705335000169CLARITAS INSTITUCIONAL FIC DE FIM22-87.011.2%0.6%-2.312-4.505-4.752-0.16988124.3%11.0%0.6%29.4%8.6%0.7%-1.474-1.328-2.3080.178265-0.19032.9%7.1%0.8%41.1%6.9%0.8%
14326479000165SAM RATES AND FX MULTIMERCADO FIC DE FI23-87.410.1%0.1%-17.402-7.3880.000-0.22881522.9%10.4%0.7%26.6%7.9%0.8%-2.084-2.185-2.1620.137253-0.31129.3%6.4%0.9%35.3%6.0%0.9%
15578417000103OCCAM INSTITUCIONAL FIC DE FIM II24-88.89.7%1.6%-1.680-8.482-2.257-0.24617522.0%10.0%1.5%27.3%8.1%1.3%-1.197-1.960-1.6060.145194-0.13530.2%6.6%1.3%39.9%6.7%1.3%
37525962000174GRIMPER BLANC ADVISORY FIC DE FIM25-104.43.6%1.7%-2.880-15.091-2.0350.25928112.9%6.0%3.3%0.0%0.0%0.0%0.0000.0000.0000.0000000.0000.0%0.0%0.0%0.0%0.0%0.0%
26549933000126XP MACRO INSTITUCIONAL FIC DE FIM26-106.88.8%2.8%-1.242-10.828-2.139-0.31482218.6%8.5%2.2%24.1%7.2%2.1%-1.145-2.972-1.4450.103186-0.12529.9%6.5%3.6%40.6%6.8%3.3%
11403956000150OCCAM EQUITY HEDGE FIC DE FIM27-137.05.6%2.7%-2.257-19.363-3.106-0.48323417.4%8.0%2.7%21.8%6.6%2.4%-1.234-3.693-1.8010.067485-0.14226.3%5.8%2.5%38.4%6.5%2.6%
08773805000180KADIMA FIC DE FIM28-142.58.0%3.4%-1.230-13.054-1.977-0.35203114.5%6.7%3.3%19.8%6.0%3.3%-1.058-4.359-1.6840.037575-0.10724.2%5.4%3.4%29.1%5.1%3.4%
05488919000190CLARITAS HEDGE FIC DE FIM LP29-147.37.0%1.9%-2.633-15.717-3.901-0.43909017.3%8.0%2.0%21.1%6.3%2.1%-1.493-3.954-2.1980.058196-0.19424.8%5.5%2.2%35.6%6.1%2.3%
05024659000100WESTERN ASSET MULTITRADING H MULTIMERCADO FI30-148.09.8%2.7%-0.964-8.122-1.491-0.26079315.5%7.2%3.4%14.6%4.5%3.2%-1.489-6.078-2.054-0.046314-0.19318.4%4.2%3.5%27.0%4.7%3.3%
10447046000107GARIN SPECIAL FIM31-253.0-2.0%7.3%-1.747-39.975-2.760-1.0708286.0%2.8%6.3%6.1%1.9%5.5%-1.308-9.038-1.960-0.183385-0.15713.1%3.0%5.3%18.9%3.4%4.8%
  • 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.