Ranking de fundos multimercado de baixa volatilidade (~ abaixo de 4% 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10320188000109 | AZ QUEST LOW VOL FIM | 1 | 37.5 | 15.3% | 1.1% | 0.488 | 1.319 | 0.417 | -1.004128 | 29.5% | 13.4% | 1.0% | 45.3% | 12.8% | 1.0% | 0.431 | 1.068 | 0.554 | -0.318190 | 0.197 | 66.3% | 13.1% | 0.9% | 86.0% | 12.8% | 1.1% |
| 21983042000160 | ABSOLUTE ALPHA GLOBAL FIC DE FIM | 2 | 30.6 | 17.8% | 2.3% | 1.110 | 6.579 | 1.497 | -0.807572 | 32.8% | 14.7% | 1.9% | 45.5% | 12.9% | 1.7% | 0.232 | 1.010 | 0.273 | -0.264187 | 0.166 | 63.7% | 12.7% | 1.9% | 73.5% | 11.3% | 1.8% |
| 00888897000131 | BTG PACTUAL HEDGE FI RF CP | 3 | 20.6 | 15.0% | 1.5% | 0.144 | 0.547 | 0.156 | -1.015399 | 28.6% | 13.0% | 1.3% | 44.9% | 12.7% | 1.2% | 0.223 | 0.654 | 0.255 | -0.281515 | 0.165 | 65.5% | 13.0% | 1.1% | 84.7% | 12.6% | 1.3% |
| 13812165000100 | JGP STRATEGY FIC DE FIM | 4 | -1.2 | 12.3% | 2.3% | -0.905 | -5.270 | -1.342 | -1.183500 | 30.3% | 13.7% | 3.2% | 45.3% | 12.8% | 3.0% | 0.112 | 0.866 | 0.184 | -0.278883 | 0.147 | 61.6% | 12.3% | 2.9% | 76.7% | 11.6% | 2.9% |
| 27945264000174 | KINEA RF ABSOLUTO FI LP | 5 | -8.7 | 14.4% | 197.7% | -0.002 | -1.084 | -0.002 | 1.314578 | 27.9% | 12.7% | 140.4% | 41.9% | 12.0% | 114.7% | -0.004 | -1.070 | -0.003 | 0.636944 | 0.129 | 62.6% | 12.5% | 99.3% | 76.5% | 11.6% | 88.7% |
| 14180011000105 | ACE CAPITAL DINÂMICO FIC DE FI FINANCEIRO MULTIMERCADO - RL | 6 | -36.0 | 12.7% | 0.8% | -2.155 | -4.376 | -2.725 | -1.130931 | 27.4% | 12.4% | 1.0% | 41.7% | 11.9% | 0.9% | -0.520 | -1.166 | -0.644 | -0.341189 | 0.047 | 61.7% | 12.3% | 0.8% | 77.7% | 11.8% | 0.8% |
| 08912591000185 | JGP MAX FIC DE FIM | 7 | -47.9 | 12.3% | 1.4% | -1.530 | -5.423 | -2.259 | -1.176694 | 27.5% | 12.5% | 2.0% | 41.4% | 11.8% | 1.9% | -0.281 | -1.349 | -0.452 | -0.343586 | 0.085 | 57.9% | 11.7% | 1.8% | 70.6% | 10.9% | 1.8% |
| 17899612000160 | MAG CASH FI RF LP | 8 | -62.8 | 14.8% | 0.1% | -0.475 | -0.128 | 0.000 | -0.969090 | 29.0% | 13.1% | 0.2% | 44.9% | 12.7% | 0.2% | 1.352 | 0.591 | 0.000 | -0.274752 | 0.343 | 64.8% | 12.8% | 0.2% | 79.9% | 12.0% | 0.2% |
| 37626852000107 | DNA DEFENSE FIC DE FIM CP | 9 | -63.8 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.0% | 0.0% | 0.0% | 4.7% | 1.5% | 0.3% | -0.932 | -0.710 | -0.257 | -0.348315 | -0.018 | 15.1% | 3.5% | 0.5% | 19.5% | 3.5% | 0.5% |
| 44613740000179 | ARMOR SWORD FIC DE FIM | 10 | -74.2 | 12.7% | 1.2% | -1.560 | -4.614 | -2.282 | -1.135188 | 25.9% | 11.8% | 1.2% | 38.3% | 11.0% | 1.3% | -0.949 | -3.165 | -1.388 | -0.400124 | -0.021 | 57.5% | 11.6% | 1.5% | 0.0% | 0.0% | 0.0% |
| 34687428000176 | VINLAND ATIVO FI FINANCEIRO CIC RF LP - RL | 11 | -75.1 | 13.5% | 0.4% | -2.805 | -2.981 | -1.084 | -1.035378 | 27.4% | 12.5% | 0.4% | 39.6% | 11.4% | 0.5% | -1.965 | -2.368 | -1.691 | -0.375298 | -0.181 | 58.4% | 11.8% | 0.5% | 0.0% | 0.0% | 0.0% |
| 37645550000178 | DNA SERENITY FIC MULTIMERCADO CP | 12 | -78.5 | 3.9% | 0.1% | -4.285 | -1.362 | -1.236 | -2.982774 | 14.7% | 6.9% | 1.3% | 27.9% | 8.3% | 1.0% | -0.946 | -2.468 | -0.755 | -0.114701 | -0.020 | 42.3% | 8.9% | 1.1% | 53.1% | 8.6% | 1.0% |
| 34231926000100 | XP ADVISORY PORTFOLIO PRIVATE I FIC DE FIM CP | 13 | -79.4 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 2.3% | 1.1% | 0.2% | 14.2% | 4.4% | 0.2% | -3.951 | -1.510 | -0.902 | 0.205370 | -0.495 | 25.2% | 5.6% | 1.5% | 36.7% | 6.2% | 1.4% |
| 09528698000197 | BAHIA AM FIC DE FIM | 14 | -83.1 | 12.1% | 2.0% | -1.143 | -5.842 | -1.611 | -1.175750 | 26.5% | 12.1% | 1.8% | 39.8% | 11.4% | 1.7% | -0.526 | -2.314 | -0.785 | -0.360788 | 0.046 | 51.0% | 10.5% | 2.2% | 63.8% | 10.0% | 2.2% |
| 12839769000187 | SUL AMÉRICA EVOLUTION FIM | 15 | -92.4 | 13.0% | 1.1% | -1.402 | -4.012 | -1.133 | -1.072057 | 25.8% | 11.8% | 0.9% | 38.6% | 11.1% | 0.8% | -1.415 | -3.005 | -1.252 | -0.377379 | -0.094 | 55.7% | 11.3% | 0.8% | 62.3% | 9.8% | 1.1% |
| 06301947000119 | NOVUS INSTITUCIONAL FIC DE FIM | 16 | -97.0 | 12.9% | 2.3% | -0.710 | -4.179 | -0.753 | -1.140453 | 24.9% | 11.4% | 1.9% | 35.7% | 10.4% | 1.7% | -1.066 | -4.663 | -1.274 | -0.447210 | -0.039 | 53.2% | 10.9% | 1.7% | 66.0% | 10.3% | 1.7% |
| 14326479000165 | SAM RATES AND FX MULTIMERCADO FIC DE FI | 17 | -104.5 | 11.3% | 0.0% | -64.655 | -7.571 | 0.000 | -1.156706 | 21.2% | 9.8% | 0.1% | 32.1% | 9.4% | 0.1% | -26.149 | -6.892 | 0.000 | -0.486888 | -4.004 | 47.3% | 9.8% | 0.4% | 57.4% | 9.2% | 0.6% |
| 18860059000115 | ABSOLUTE HEDGE FIC DE FI FINANCEIRO MULTIMERCADO | 18 | -107.5 | 9.9% | 2.5% | -1.611 | -10.159 | -2.482 | -1.424622 | 22.2% | 10.2% | 2.3% | 34.9% | 10.1% | 2.3% | -0.853 | -5.066 | -1.475 | -0.469426 | -0.006 | 52.9% | 10.8% | 2.2% | 72.9% | 11.2% | 2.2% |
| 15578417000103 | OCCAM INSTITUCIONAL FIC DE FI FINANCEIRO MULTIMERCADO II - RL | 19 | -127.6 | 11.3% | 1.6% | -1.796 | -7.382 | -2.378 | -1.212559 | 24.2% | 11.1% | 1.5% | 36.2% | 10.5% | 1.4% | -1.219 | -4.382 | -1.860 | -0.422818 | -0.063 | 49.9% | 10.3% | 1.5% | 60.8% | 9.6% | 1.4% |
| 10705335000169 | PRINCIPAL CLARITAS INSTITUCIONAL FIC DE FIM | 20 | -134.4 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 10.2% | 4.8% | 0.1% | 20.5% | 6.2% | 0.7% | -2.297 | -3.979 | -2.794 | 0.018881 | -0.234 | 34.9% | 7.5% | 0.7% | 44.8% | 7.4% | 0.7% |
| 05024659000100 | WESTERN ASSET MULTITRADING H MULTIMERCADO FI | 21 | -144.9 | 13.5% | 2.3% | -0.482 | -2.802 | -0.648 | -1.138809 | 23.9% | 10.9% | 2.1% | 32.9% | 9.6% | 2.4% | -1.058 | -6.424 | -1.515 | -0.491746 | -0.038 | 44.0% | 9.2% | 2.7% | 42.8% | 7.1% | 2.8% |
| 08773805000180 | KADIMA FIC DE FI FINANCEIRO MULTIMERCADO - RL | 22 | -145.1 | 3.4% | 1.1% | -2.932 | -8.298 | -0.734 | -8.638772 | 15.6% | 7.3% | 4.6% | 24.7% | 7.4% | 4.3% | -0.597 | -6.541 | -0.884 | -0.353816 | 0.035 | 32.7% | 7.1% | 4.0% | 42.9% | 7.2% | 3.9% |
| 27928186000108 | QUANTITAS FIM GALÁPAGOS | 23 | -154.5 | 8.9% | 8.1% | -0.622 | -12.806 | -0.992 | -1.556504 | 15.7% | 7.3% | 7.7% | 26.0% | 7.8% | 6.5% | -0.643 | -10.575 | -0.864 | -0.769500 | 0.028 | 47.4% | 9.8% | 5.7% | 64.3% | 10.1% | 5.2% |
| 26549933000126 | XP MACRO INSTITUCIONAL FIC DE FI FINANCEIRO MULTIMERCADO - RL | 24 | -163.8 | 9.9% | 1.4% | -2.138 | -7.413 | -2.290 | -1.536366 | 22.2% | 10.2% | 1.6% | 30.4% | 9.0% | 1.9% | -1.434 | -6.935 | -1.959 | -0.594806 | -0.097 | 42.2% | 8.9% | 2.0% | 53.7% | 8.7% | 1.8% |
| 13429264000107 | KONDOR MACRO FI EM QUOTAS DE FIM | 25 | -184.7 | 14.2% | 3.8% | -0.125 | -1.206 | -0.172 | -1.212728 | 19.8% | 9.2% | 4.0% | 24.1% | 7.2% | 4.1% | -1.114 | -11.762 | -1.441 | -0.754050 | -0.047 | 39.7% | 8.4% | 3.7% | 48.7% | 8.0% | 3.4% |
| 11403956000150 | OCCAM EQUITY HEDGE FIC DE FI FINANCEIRO MULTIMERCADO - RL | 26 | -192.4 | 8.8% | 3.7% | -1.382 | -12.911 | -1.759 | -1.494080 | 21.1% | 9.7% | 3.1% | 30.1% | 8.9% | 2.8% | -1.121 | -8.083 | -1.487 | -0.522190 | -0.048 | 37.8% | 8.1% | 2.8% | 48.4% | 7.9% | 2.7% |
| 07967080000106 | RIO ARBITRAGEM FIM | 27 | -214.6 | 4.4% | 4.7% | -1.593 | -19.166 | -2.228 | -1.982365 | 14.6% | 6.8% | 5.7% | 21.8% | 6.6% | 5.9% | -0.813 | -12.289 | -1.220 | -0.839906 | 0.001 | 37.8% | 8.1% | 5.8% | 35.5% | 6.0% | 5.5% |
| 05488919000190 | CLARITAS HEDGE FIC DE FIM LP | 28 | -229.9 | 3.9% | 0.1% | -9.284 | -3.458 | -0.441 | -7.304234 | 12.0% | 5.7% | 1.6% | 18.9% | 5.8% | 1.8% | -2.056 | -9.170 | -2.558 | -0.462344 | -0.196 | 27.4% | 6.0% | 1.8% | 34.5% | 5.9% | 2.0% |
| 10447046000107 | GARIN SPECIAL FIM | 29 | -245.1 | 12.8% | 4.4% | -0.360 | -4.073 | -0.518 | -1.298115 | 22.1% | 10.2% | 4.6% | 18.6% | 5.7% | 4.9% | -1.232 | -15.215 | -1.737 | -0.807480 | -0.065 | 27.0% | 5.9% | 5.5% | 31.4% | 5.4% | 5.1% |
- 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.