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 | 35.5 | 15.4% | 1.1% | 0.617 | 1.654 | 0.501 | -1.157107 | 30.0% | 13.5% | 1.0% | 45.5% | 12.8% | 1.0% | 0.436 | 1.080 | 0.555 | -0.292535 | 0.199 | 66.0% | 13.0% | 0.9% | 86.6% | 12.8% | 1.1% |
| 21983042000160 | ABSOLUTE ALPHA GLOBAL FIC DE FIM | 2 | 25.1 | 17.6% | 2.3% | 1.061 | 6.172 | 1.384 | -1.157849 | 32.5% | 14.6% | 1.9% | 45.3% | 12.8% | 1.7% | 0.174 | 0.742 | 0.199 | -0.317596 | 0.157 | 64.2% | 12.7% | 1.9% | 75.7% | 11.5% | 1.8% |
| 00888897000131 | BTG PACTUAL HEDGE FI RF CP | 3 | 14.2 | 14.4% | 1.5% | 0.046 | 0.182 | 0.052 | -1.300674 | 28.1% | 12.7% | 1.3% | 43.6% | 12.4% | 1.2% | 0.022 | 0.064 | 0.025 | -0.309285 | 0.133 | 65.4% | 12.9% | 1.1% | 85.2% | 12.7% | 1.3% |
| 27945264000174 | KINEA RF ABSOLUTO FI LP | 4 | -13.2 | 14.4% | 227.9% | -0.002 | -1.173 | -0.002 | 1.606768 | 28.1% | 12.7% | 161.8% | 41.8% | 11.9% | 132.1% | -0.004 | -1.263 | -0.003 | 0.779637 | 0.129 | 62.3% | 12.4% | 114.5% | 78.7% | 11.9% | 102.4% |
| 13812165000100 | JGP STRATEGY FIC DE FIM | 5 | -23.4 | 11.8% | 2.2% | -1.143 | -6.322 | -1.666 | -1.533922 | 27.0% | 12.3% | 3.0% | 44.3% | 12.5% | 3.0% | 0.026 | 0.201 | 0.043 | -0.339866 | 0.134 | 61.1% | 12.2% | 2.9% | 80.2% | 12.1% | 2.8% |
| 14180011000105 | ACE CAPITAL DINÂMICO FIC DE FI FINANCEIRO MULTIMERCADO - RL | 6 | -35.3 | 13.1% | 0.8% | -1.748 | -3.443 | -2.191 | -1.441138 | 27.7% | 12.5% | 1.0% | 41.7% | 11.9% | 0.9% | -0.560 | -1.259 | -0.701 | -0.388222 | 0.040 | 61.8% | 12.3% | 0.8% | 79.4% | 12.0% | 0.8% |
| 08912591000185 | JGP MAX FIC DE FIM | 7 | -62.0 | 11.9% | 1.3% | -1.784 | -5.992 | -2.568 | -1.517412 | 25.8% | 11.7% | 1.9% | 41.0% | 11.7% | 1.9% | -0.352 | -1.693 | -0.571 | -0.396386 | 0.073 | 57.7% | 11.6% | 1.8% | 73.2% | 11.2% | 1.7% |
| 17899612000160 | MAG CASH FI RF LP | 8 | -63.3 | 14.8% | 0.1% | -0.114 | -0.035 | 0.000 | -1.300543 | 29.4% | 13.3% | 0.2% | 45.1% | 12.7% | 0.2% | 1.413 | 0.633 | 0.000 | -0.318083 | 0.354 | 65.1% | 12.9% | 0.2% | 81.4% | 12.2% | 0.2% |
| 37626852000107 | DNA DEFENSE FIC DE FIM CP | 9 | -72.3 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 0.0% | 0.0% | 0.0% | 3.3% | 1.0% | 0.2% | -1.767 | -1.027 | -0.437 | -0.329352 | -0.152 | 13.9% | 3.2% | 0.5% | 19.4% | 3.5% | 0.5% |
| 34231926000100 | XP ADVISORY PORTFOLIO PRIVATE I FIC DE FIM CP | 10 | -73.7 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 1.4% | 0.7% | 0.2% | 12.9% | 4.0% | 0.2% | -4.244 | -1.654 | -0.988 | 0.335418 | -0.546 | 24.3% | 5.4% | 1.5% | 36.3% | 6.2% | 1.4% |
| 37645550000178 | DNA SERENITY FIC MULTIMERCADO CP | 11 | -75.4 | 2.8% | 0.1% | -2.715 | -0.900 | -0.735 | -9.263619 | 13.6% | 6.3% | 1.3% | 26.4% | 7.8% | 1.0% | -1.004 | -2.661 | -0.814 | -0.109803 | -0.030 | 40.8% | 8.6% | 1.1% | 52.6% | 8.5% | 1.0% |
| 34687428000176 | VINLAND ATIVO FI FINANCEIRO CIC RF LP - RL | 12 | -80.2 | 13.2% | 0.4% | -2.994 | -3.355 | -1.480 | -1.378721 | 27.6% | 12.5% | 0.4% | 39.9% | 11.4% | 0.5% | -1.952 | -2.341 | -1.656 | -0.418607 | -0.181 | 58.2% | 11.7% | 0.5% | 0.0% | 0.0% | 0.0% |
| 09528698000197 | BAHIA AM FIC DE FIM | 13 | -83.4 | 12.3% | 2.0% | -1.061 | -5.310 | -1.438 | -1.509197 | 26.1% | 11.9% | 1.8% | 39.4% | 11.3% | 1.7% | -0.614 | -2.684 | -0.909 | -0.417382 | 0.032 | 52.8% | 10.8% | 2.1% | 66.6% | 10.4% | 2.2% |
| 44613740000179 | ARMOR SWORD FIC DE FIM | 14 | -86.1 | 12.6% | 1.2% | -1.560 | -4.594 | -2.331 | -1.580050 | 25.1% | 11.4% | 1.2% | 38.1% | 11.0% | 1.3% | -1.016 | -3.366 | -1.473 | -0.488032 | -0.032 | 56.5% | 11.4% | 1.4% | 0.0% | 0.0% | 0.0% |
| 12839769000187 | SUL AMÉRICA EVOLUTION FIM | 15 | -92.1 | 12.9% | 1.1% | -1.414 | -4.035 | -1.133 | -1.410199 | 26.3% | 11.9% | 0.9% | 39.0% | 11.2% | 0.8% | -1.382 | -2.894 | -1.184 | -0.418712 | -0.090 | 55.6% | 11.3% | 0.8% | 65.6% | 10.2% | 1.0% |
| 06301947000119 | NOVUS INSTITUCIONAL FIC DE FIM | 16 | -97.8 | 13.4% | 2.3% | -0.498 | -2.885 | -0.500 | -1.449582 | 25.1% | 11.4% | 1.9% | 35.9% | 10.4% | 1.7% | -1.080 | -4.700 | -1.271 | -0.492944 | -0.042 | 53.3% | 10.9% | 1.6% | 69.5% | 10.7% | 1.6% |
| 14326479000165 | SAM RATES AND FX MULTIMERCADO FIC DE FI | 17 | -108.7 | 11.2% | 0.1% | -54.836 | -7.714 | 0.000 | -1.489365 | 21.5% | 9.9% | 0.1% | 32.1% | 9.4% | 0.1% | -26.356 | -6.961 | 0.000 | -0.532095 | -4.065 | 47.7% | 9.9% | 0.3% | 59.2% | 9.4% | 0.5% |
| 18860059000115 | ABSOLUTE HEDGE FIC DE FI FINANCEIRO MULTIMERCADO | 18 | -112.1 | 10.8% | 2.4% | -1.301 | -7.931 | -1.887 | -1.700964 | 21.6% | 9.9% | 2.3% | 33.8% | 9.8% | 2.3% | -1.006 | -5.834 | -1.710 | -0.537878 | -0.031 | 53.9% | 11.0% | 2.2% | 73.9% | 11.3% | 2.2% |
| 10705335000169 | PRINCIPAL CLARITAS INSTITUCIONAL FIC DE FIM | 19 | -127.4 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 9.4% | 4.5% | 0.1% | 19.3% | 5.8% | 0.7% | -2.288 | -3.989 | -2.776 | 0.041141 | -0.235 | 33.6% | 7.3% | 0.7% | 44.4% | 7.4% | 0.7% |
| 15578417000103 | OCCAM INSTITUCIONAL FIC DE FI FINANCEIRO MULTIMERCADO II - RL | 20 | -133.8 | 11.4% | 1.6% | -1.759 | -7.182 | -2.395 | -1.533901 | 24.1% | 11.0% | 1.5% | 35.7% | 10.3% | 1.4% | -1.337 | -4.820 | -2.057 | -0.478083 | -0.083 | 50.0% | 10.3% | 1.5% | 61.5% | 9.7% | 1.4% |
| 08773805000180 | KADIMA FIC DE FI FINANCEIRO MULTIMERCADO - RL | 21 | -140.5 | 3.4% | 1.1% | -1.773 | -5.161 | -0.424 | -12.570622 | 15.0% | 7.0% | 4.6% | 23.6% | 7.1% | 4.3% | -0.585 | -6.425 | -0.857 | -0.348849 | 0.036 | 32.2% | 7.0% | 4.0% | 42.0% | 7.0% | 3.9% |
| 05024659000100 | WESTERN ASSET MULTITRADING H MULTIMERCADO FI | 22 | -149.1 | 13.7% | 2.3% | -0.383 | -2.235 | -0.523 | -1.485402 | 24.1% | 11.0% | 2.1% | 33.0% | 9.6% | 2.3% | -1.086 | -6.463 | -1.543 | -0.539047 | -0.043 | 43.4% | 9.1% | 2.6% | 45.0% | 7.4% | 2.8% |
| 27928186000108 | QUANTITAS FIM GALÁPAGOS | 23 | -161.7 | 11.3% | 8.1% | -0.360 | -7.472 | -0.574 | -1.745072 | 14.6% | 6.8% | 7.6% | 26.0% | 7.7% | 6.5% | -0.640 | -10.661 | -0.878 | -0.818070 | 0.028 | 46.4% | 9.6% | 5.8% | 64.4% | 10.1% | 5.3% |
| 26549933000126 | XP MACRO INSTITUCIONAL FIC DE FI FINANCEIRO MULTIMERCADO - RL | 24 | -164.0 | 9.1% | 1.3% | -1.822 | -6.024 | -1.884 | -1.895366 | 21.5% | 9.9% | 1.6% | 28.7% | 8.4% | 1.8% | -1.572 | -7.241 | -2.154 | -0.608815 | -0.121 | 41.0% | 8.7% | 2.0% | 53.7% | 8.7% | 1.8% |
| 13429264000107 | KONDOR MACRO FI EM QUOTAS DE FIM | 25 | -180.7 | 14.8% | 3.9% | 0.011 | 0.105 | 0.015 | -1.580561 | 20.6% | 9.5% | 3.8% | 24.6% | 7.3% | 4.2% | -1.085 | -11.539 | -1.424 | -0.799375 | -0.043 | 40.1% | 8.5% | 3.8% | 50.8% | 8.3% | 3.4% |
| 11403956000150 | OCCAM EQUITY HEDGE FIC DE FI FINANCEIRO MULTIMERCADO - RL | 26 | -191.8 | 9.3% | 3.6% | -1.264 | -11.595 | -1.586 | -1.813691 | 21.2% | 9.7% | 3.1% | 29.8% | 8.7% | 2.8% | -1.169 | -8.364 | -1.548 | -0.574617 | -0.057 | 38.4% | 8.2% | 2.9% | 49.4% | 8.1% | 2.7% |
| 07967080000106 | RIO ARBITRAGEM FIM | 27 | -217.5 | 5.4% | 4.7% | -1.162 | -13.826 | -1.649 | -2.261977 | 13.0% | 6.1% | 5.7% | 19.5% | 5.9% | 5.9% | -0.859 | -13.002 | -1.281 | -0.881010 | -0.007 | 35.4% | 7.6% | 5.9% | 35.8% | 6.1% | 5.6% |
| 05488919000190 | CLARITAS HEDGE FIC DE FIM LP | 28 | -217.5 | 2.8% | 0.2% | -6.809 | -2.884 | -0.368 | -14.073987 | 11.2% | 5.2% | 1.6% | 17.7% | 5.4% | 1.8% | -2.061 | -9.185 | -2.536 | -0.465704 | -0.199 | 27.1% | 6.0% | 1.8% | 34.4% | 5.9% | 2.0% |
| 10447046000107 | GARIN SPECIAL FIM | 29 | -230.7 | 14.5% | 4.3% | -0.024 | -0.257 | -0.033 | -1.556241 | 22.5% | 10.3% | 4.6% | 22.7% | 6.8% | 4.6% | -1.075 | -12.691 | -1.521 | -0.781622 | -0.042 | 27.2% | 6.0% | 5.5% | 33.0% | 5.7% | 5.2% |
- 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.