Ranking de fundos multimercado de média volatilidade (~ entre 4% e 8% 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 35617938000130 | ABSOLUTE ALPHA MARB ADVISORY FIC DE FIM | 1 | 26.7 | 18.3% | 3.0% | 1.009 | 3.377 | 1.417 | -1.092311 | 35.6% | 15.9% | 2.7% | 47.6% | 13.3% | 2.7% | 0.297 | 0.577 | 0.350 | -0.292687 | 0.177 | 68.7% | 13.5% | 4.5% | 76.0% | 11.6% | 4.6% |
| 35828684000107 | GENOA CAPITAL RADAR FIC DE FIM | 2 | 16.2 | 15.1% | 4.1% | 0.091 | 0.424 | 0.137 | -1.541745 | 31.9% | 14.3% | 3.7% | 41.0% | 11.7% | 3.4% | -0.187 | -0.461 | -0.289 | -0.412002 | 0.100 | 66.7% | 13.1% | 3.4% | 99.2% | 14.3% | 3.5% |
| 17797493000135 | SUL AMÉRICA APOLLO FIM | 3 | -11.3 | 15.7% | 2.7% | 0.294 | 0.886 | 0.241 | -1.252683 | 34.5% | 15.4% | 2.2% | 46.7% | 13.1% | 2.0% | 0.306 | 0.432 | 0.295 | -0.295028 | 0.178 | 62.2% | 12.4% | 1.8% | 69.0% | 10.7% | 2.4% |
| 24029438000160 | ADAM MACRO II FIC DE FIM | 4 | -13.2 | 15.2% | 19.5% | 0.022 | 0.470 | 0.030 | -0.898024 | 37.8% | 16.8% | 15.3% | 53.0% | 14.7% | 12.8% | 0.155 | 1.430 | 0.206 | -0.103906 | 0.154 | 62.4% | 12.4% | 11.4% | 58.8% | 9.4% | 11.2% |
| 26218403000103 | KINEA ATLAS FI FINANCEIRO MULTIMERCADO RL | 5 | -13.7 | 14.0% | 5.3% | -0.106 | -0.631 | -0.136 | -1.357883 | 30.2% | 13.6% | 5.0% | 43.9% | 12.4% | 4.7% | 0.003 | 0.009 | 0.003 | -0.335049 | 0.130 | 59.3% | 11.9% | 4.5% | 81.5% | 12.2% | 4.4% |
| 21470989000177 | ABSOLUTE VERTEX FIC DE FI FINANCEIRO MULTIMERCADO | 6 | -21.4 | 10.2% | 4.7% | -0.814 | -4.294 | -1.158 | -1.783137 | 20.6% | 9.5% | 4.5% | 33.3% | 9.7% | 4.5% | -0.545 | -1.765 | -0.885 | -0.524245 | 0.043 | 57.9% | 11.7% | 4.4% | 87.1% | 12.9% | 4.4% |
| 42731202000153 | KÍNITRO 30 FIC DE FIM | 7 | -25.6 | 9.5% | 3.4% | -1.324 | -4.981 | -1.719 | -1.746787 | 22.1% | 10.1% | 3.6% | 32.1% | 9.4% | 3.4% | -0.800 | -1.986 | -1.178 | -0.564710 | 0.002 | 59.8% | 12.0% | 3.5% | 0.0% | 0.0% | 0.0% |
| 11952873000110 | BTG PACTUAL EXPLORER RF ATIVA FI LP | 8 | -29.0 | 14.7% | 2.8% | 0.077 | 0.240 | 0.073 | -1.350281 | 27.6% | 12.5% | 2.1% | 36.1% | 10.4% | 2.0% | -0.882 | -1.249 | -0.878 | -0.457883 | -0.011 | 57.0% | 11.5% | 1.9% | 81.0% | 12.2% | 2.2% |
| 21624757000126 | KINEA CHRONOS FI FINANCEIRO MULTIMERCADO RL | 9 | -31.0 | 12.9% | 4.9% | -0.310 | -1.707 | -0.446 | -1.575240 | 27.3% | 12.4% | 4.0% | 40.1% | 11.5% | 3.6% | -0.208 | -0.545 | -0.279 | -0.402390 | 0.096 | 55.6% | 11.3% | 3.4% | 73.7% | 11.3% | 3.2% |
| 12105940000124 | KAPITALO KAPPA FIN FI EM QUOTAS DE FIM | 10 | -31.9 | 11.0% | 8.1% | -0.392 | -3.543 | -0.523 | -1.579338 | 28.4% | 12.9% | 6.7% | 41.1% | 11.7% | 6.4% | -0.099 | -0.456 | -0.138 | -0.387697 | 0.114 | 55.8% | 11.3% | 5.8% | 79.6% | 12.0% | 5.5% |
| 01214092000175 | BTG PACTUAL DISCOVERY FIM | 11 | -33.5 | 15.6% | 4.7% | 0.158 | 0.826 | 0.189 | -1.282868 | 27.5% | 12.5% | 3.6% | 34.9% | 10.1% | 3.2% | -0.649 | -1.490 | -0.759 | -0.460260 | 0.026 | 55.1% | 11.2% | 2.8% | 66.6% | 10.4% | 2.8% |
| 24140265000153 | PANDHORA ESSENCIAL FIC DE FIM | 12 | -39.2 | 15.9% | 12.1% | 0.081 | 1.094 | 0.098 | -1.219135 | 32.9% | 14.7% | 11.0% | 45.2% | 12.8% | 10.2% | 0.026 | 0.190 | 0.035 | -0.237106 | 0.134 | 55.2% | 11.2% | 9.3% | 62.9% | 9.9% | 8.5% |
| 36181795000129 | FIM A1 | 13 | -42.0 | 16.8% | 5.9% | 0.283 | 1.879 | 0.460 | -1.340558 | 37.3% | 16.6% | 5.2% | 42.3% | 12.0% | 5.1% | -0.059 | -0.218 | -0.089 | -0.349076 | 0.120 | 52.6% | 10.8% | 4.9% | 58.5% | 9.3% | 4.7% |
| 34626199000180 | ENTERCAPITAL TURING FIC DE FIM | 14 | -52.8 | 11.0% | 4.1% | -0.745 | -3.423 | -0.561 | -1.545029 | 34.3% | 15.3% | 5.7% | 44.0% | 12.4% | 6.1% | 0.003 | 0.014 | 0.004 | -0.251011 | 0.130 | 51.8% | 10.6% | 6.4% | 61.6% | 9.7% | 6.0% |
| 32683896000147 | ACE CAPITAL CSHG FIC DE FIM | 15 | -56.2 | 10.5% | 4.8% | -0.757 | -4.081 | -1.060 | -1.640817 | 30.5% | 13.7% | 4.1% | 29.2% | 8.6% | 4.1% | -0.821 | -2.439 | -1.219 | -0.595853 | -0.001 | 51.5% | 10.6% | 4.0% | 66.8% | 10.4% | 4.1% |
| 17087932000116 | BAHIA AM MARAÚ FIC DE FIM | 16 | -58.5 | 11.6% | 3.2% | -0.825 | -2.993 | -1.115 | -1.598118 | 26.0% | 11.8% | 2.9% | 39.3% | 11.3% | 2.8% | -0.373 | -0.765 | -0.546 | -0.418657 | 0.070 | 50.2% | 10.3% | 3.6% | 70.3% | 10.8% | 3.5% |
| 34231958000105 | XP ADVISORY PORTFÓLIO PRIVATE FIC MULTIMERCADO CP | 17 | -59.9 | 9.7% | 8.1% | 0.199 | 1.803 | 0.188 | -1.003608 | 19.5% | 9.0% | 5.5% | 28.6% | 8.4% | 4.5% | -0.380 | -1.238 | -0.417 | -0.309495 | 0.069 | 38.4% | 8.2% | 4.3% | 45.5% | 7.5% | 4.0% |
| 22354046000141 | PACIFICO MACRO FIC DE FIM | 18 | -63.9 | 14.3% | 3.2% | -0.131 | -0.476 | -0.145 | -1.472489 | 28.0% | 12.7% | 2.9% | 34.3% | 10.0% | 3.1% | -0.704 | -1.599 | -0.951 | -0.522598 | 0.017 | 48.7% | 10.1% | 3.9% | 51.2% | 8.3% | 4.0% |
| 22918359000185 | QUANTITAS FIC DE FIM MALLORCA | 19 | -65.2 | 8.0% | 4.3% | -1.340 | -6.442 | -2.075 | -1.770571 | 16.7% | 7.8% | 4.4% | 28.7% | 8.5% | 4.2% | -0.838 | -2.559 | -1.179 | -0.687001 | -0.004 | 48.1% | 10.0% | 4.3% | 62.5% | 9.8% | 4.3% |
| 00947958000194 | OPPORTUNITY MARKET FIC DE FIM | 20 | -71.1 | 13.2% | 1.8% | -0.714 | -1.476 | -0.757 | -1.492566 | 23.9% | 10.9% | 1.9% | 35.5% | 10.3% | 1.7% | -1.133 | -1.386 | -1.284 | -0.483520 | -0.051 | 50.8% | 10.4% | 1.5% | 66.3% | 10.3% | 1.5% |
| 31923761000149 | KADIMA LT FI FINANCEIRO MULTIMERCADO - RESPONSABLIDADE LIMITADA | 21 | -72.8 | 9.9% | 7.9% | -0.080 | -0.710 | -0.078 | -3.103708 | 19.8% | 9.1% | 7.3% | 27.1% | 8.0% | 6.8% | -0.430 | -2.112 | -0.509 | -0.830009 | 0.061 | 37.4% | 8.0% | 6.8% | 61.6% | 9.7% | 7.0% |
| 14806166000104 | NOVUS MACRO D5 FIC DE FIM | 22 | -75.8 | 14.0% | 4.7% | -0.129 | -0.685 | -0.168 | -1.438736 | 24.0% | 11.0% | 4.6% | 29.7% | 8.7% | 4.5% | -0.729 | -2.376 | -1.119 | -0.580346 | 0.013 | 43.9% | 9.2% | 4.9% | 62.0% | 9.8% | 5.2% |
| 11390053000182 | ITAÚ PRIVATE HEDGE PLUS MULTIMERCADO FIF DA CLASSE DE INVESTIMENTO EM COTAS RL | 23 | -77.2 | 12.0% | 5.7% | -0.408 | -2.608 | -0.540 | -1.622657 | 35.9% | 16.0% | 4.9% | 40.2% | 11.5% | 4.8% | -0.179 | -0.619 | -0.237 | -0.423283 | 0.101 | 45.0% | 9.4% | 4.7% | 63.9% | 10.0% | 4.6% |
| 27249881000135 | SAFRA GALILEO AG FIC DE FIM | 24 | -77.6 | 0.0% | 0.0% | 0.000 | 0.000 | 0.000 | 0.000000 | 10.1% | 4.8% | 0.9% | 17.9% | 5.4% | 3.5% | -0.689 | -1.727 | -0.917 | 0.065484 | 0.020 | 28.8% | 6.3% | 3.4% | 41.7% | 7.0% | 4.0% |
| 19212817000151 | ITAÚ ALVORADA FIC DE FIM | 25 | -85.4 | 13.9% | 4.3% | -0.152 | -0.737 | -0.193 | -1.484641 | 26.2% | 11.9% | 3.6% | 35.2% | 10.2% | 3.5% | -0.565 | -1.429 | -0.790 | -0.550023 | 0.040 | 42.8% | 9.0% | 3.5% | 60.0% | 9.5% | 3.7% |
| 28581166000168 | VINLAND MACRO FIC DE FIM | 26 | -85.4 | 11.9% | 4.5% | -0.540 | -2.741 | -0.693 | -1.482795 | 31.1% | 14.0% | 3.8% | 33.2% | 9.7% | 3.6% | -0.690 | -1.784 | -0.916 | -0.500098 | 0.020 | 44.3% | 9.3% | 3.3% | 73.6% | 11.3% | 3.4% |
| 24582449000173 | SELECTION MULTIMERCADO FIC MULTIMERCADO | 27 | -87.3 | 9.4% | 4.1% | -0.543 | -2.504 | -0.748 | -2.390394 | 20.9% | 9.6% | 3.0% | 28.5% | 8.4% | 2.7% | -1.067 | -2.102 | -1.381 | -0.785469 | -0.040 | 42.3% | 8.9% | 2.5% | 54.6% | 8.8% | 2.5% |
| 29236572000156 | LEGACY CAPITAL CSHG FIC DE FIM | 28 | -89.5 | 10.8% | 5.7% | -0.584 | -3.741 | -0.849 | -1.800468 | 24.2% | 11.0% | 5.0% | 28.8% | 8.5% | 4.8% | -0.732 | -2.529 | -1.071 | -0.711134 | 0.013 | 40.9% | 8.6% | 4.8% | 72.6% | 11.1% | 5.0% |
| 08771538000101 | NEO MULTI ESTRATÉGIA 30 FEEDER FIC DE FIM | 29 | -93.3 | 7.6% | 4.9% | -1.225 | -6.754 | -1.781 | -1.779727 | 14.9% | 6.9% | 4.3% | 19.8% | 6.0% | 4.3% | -1.334 | -4.142 | -2.050 | -0.770623 | -0.083 | 42.1% | 8.9% | 4.8% | 50.6% | 8.2% | 5.0% |
| 35956153000191 | DNA STRATEGY FIC MULTIMERCADO CP | 30 | -94.5 | 3.0% | 0.6% | -0.404 | -0.256 | -0.125 | -10.855786 | 12.1% | 5.7% | 3.0% | 19.6% | 5.9% | 2.8% | -0.998 | -2.018 | -1.608 | -0.312504 | -0.029 | 28.7% | 6.3% | 3.2% | 28.4% | 5.0% | 3.5% |
| 04455632000109 | AZ QUEST MULTI FIC DE FIM | 31 | -98.0 | 12.5% | 1.2% | -1.565 | -2.059 | -1.905 | -1.485061 | 23.7% | 10.8% | 1.2% | 30.7% | 9.0% | 1.6% | -1.932 | -2.208 | -2.639 | -0.598972 | -0.178 | 47.5% | 9.9% | 2.0% | 61.7% | 9.7% | 2.3% |
| 14146496000110 | KADIMA HIGH VOL FIC DE FI FINANCEIRO MULTIMERCADO - RL | 32 | -109.9 | 9.8% | 7.3% | -0.572 | -4.663 | -0.711 | -1.832443 | 21.9% | 10.1% | 7.6% | 31.4% | 9.2% | 7.2% | -0.398 | -2.080 | -0.579 | -0.536011 | 0.066 | 35.6% | 7.6% | 6.9% | 44.8% | 7.4% | 6.9% |
| 12154412000165 | IBIUNA HEDGE FIF - CLASSE DE INVESTIMENTO EM COTAS MULTIMERCADO - RL | 33 | -112.7 | 7.9% | 5.8% | -1.013 | -6.524 | -1.175 | -1.847611 | 19.6% | 9.0% | 4.6% | 23.9% | 7.1% | 4.2% | -1.127 | -3.418 | -1.395 | -0.678272 | -0.050 | 37.2% | 7.9% | 4.1% | 59.0% | 9.4% | 4.1% |
| 08893082000152 | GÁVEA MACRO FIC DE FIM | 34 | -114.5 | 8.2% | 5.4% | -1.039 | -6.251 | -1.347 | -1.887196 | 13.3% | 6.2% | 5.4% | 22.0% | 6.6% | 5.3% | -0.991 | -3.757 | -1.312 | -0.753344 | -0.028 | 34.0% | 7.3% | 5.0% | 55.9% | 9.0% | 4.8% |
| 24572582000149 | VINCI ATLAS FIC DE FIM | 35 | -117.7 | 10.7% | 1.8% | -1.897 | -3.813 | -2.308 | -1.643303 | 24.3% | 11.1% | 1.9% | 30.4% | 8.9% | 1.9% | -1.641 | -2.240 | -1.912 | -0.640905 | -0.132 | 41.0% | 8.7% | 2.5% | 46.4% | 7.6% | 2.9% |
| 26324249000146 | TRUXT MACRO AB FIC DE FIM | 36 | -124.8 | 15.8% | 6.1% | 0.149 | 1.012 | 0.209 | -1.452195 | 24.7% | 11.2% | 6.9% | 17.2% | 5.2% | 6.4% | -1.004 | -4.626 | -1.443 | -0.779108 | -0.030 | 29.0% | 6.3% | 6.4% | 45.7% | 7.6% | 6.0% |
| 15799713000134 | IBIUNA HEDGE STH FIF - CLASSE DE INVESTIMENTO EM COTAS MULTIMERCADO - RL | 37 | -128.7 | 5.7% | 8.7% | -0.885 | -8.580 | -1.029 | -2.026740 | 17.6% | 8.2% | 6.9% | 18.6% | 5.7% | 6.3% | -0.959 | -4.364 | -1.196 | -0.763194 | -0.023 | 30.8% | 6.7% | 6.1% | 57.4% | 9.2% | 6.2% |
| 12831360000114 | SPX NIMITZ FEEDER FI EM QUOTAS DE FIM | 38 | -134.0 | 10.0% | 4.5% | -0.898 | -4.468 | -0.930 | -1.690767 | 24.6% | 11.2% | 4.9% | 34.2% | 9.9% | 4.4% | -0.509 | -1.609 | -0.656 | -0.510115 | 0.048 | 30.1% | 6.6% | 5.1% | 68.1% | 10.6% | 5.7% |
| 29298540000185 | PRINCIPAL CLARITAS TOTAL RETURN FIC DE FIM | 39 | -134.6 | 2.8% | 0.3% | -4.539 | -1.464 | -0.409 | -15.964927 | 10.8% | 5.1% | 3.4% | 14.3% | 4.4% | 4.2% | -1.099 | -3.308 | -1.439 | -0.682954 | -0.045 | 21.3% | 4.8% | 4.5% | 24.7% | 4.4% | 4.7% |
| 24300666000123 | GÁVEA MACRO PLUS FIC DE FIM | 40 | -135.4 | 5.8% | 8.0% | -0.950 | -8.500 | -1.230 | -2.086139 | 7.9% | 3.7% | 8.1% | 15.2% | 4.6% | 7.9% | -0.885 | -5.010 | -1.172 | -0.871526 | -0.011 | 25.5% | 5.6% | 7.4% | 51.5% | 8.4% | 7.2% |
| 17162002000180 | OCCAM RETORNO ABSOLUTO FIC DE FI FINANCEIRO MULTIMERCADO - RL | 41 | -142.6 | 6.7% | 5.7% | -1.184 | -7.583 | -1.434 | -2.044233 | 18.7% | 8.7% | 5.0% | 25.6% | 7.6% | 4.5% | -0.947 | -3.106 | -1.232 | -0.623834 | -0.021 | 29.9% | 6.5% | 4.7% | 40.7% | 6.8% | 4.4% |
| 03804917000137 | GAP MULTIPORTFOLIO FIC DE FIM | 42 | -158.7 | 10.3% | 5.4% | -0.704 | -4.247 | -0.979 | -1.771030 | 14.4% | 6.7% | 6.9% | 9.4% | 2.9% | 7.8% | -1.083 | -6.105 | -1.472 | -1.132104 | -0.043 | 18.8% | 4.3% | 7.8% | 49.3% | 8.1% | 7.8% |
| 31440882000130 | GIANT DARIUS FIC DE FIM | 43 | -173.0 | 6.9% | 3.9% | -1.697 | -7.487 | -2.311 | -1.745263 | 12.6% | 5.9% | 4.0% | 13.9% | 4.3% | 4.2% | -1.746 | -5.246 | -2.280 | -0.791504 | -0.148 | 23.8% | 5.3% | 4.2% | 38.3% | 6.5% | 4.2% |
| 11052478000181 | GIANT ZARATHUSTRA FIC DE FIM | 44 | -186.3 | 5.2% | 6.0% | -1.334 | -9.009 | -1.785 | -1.817766 | 9.4% | 4.5% | 6.3% | 7.5% | 2.3% | 6.4% | -1.400 | -6.480 | -1.831 | -0.857683 | -0.093 | 16.2% | 3.7% | 6.5% | 32.1% | 5.5% | 6.3% |
| 29726133000121 | KAPITALO K10 FI EM QUOTAS DE FIM | 45 | -356.6 | -59.0% | 507.7% | -0.125 | -70.756 | -0.240 | 4.299997 | -50.2% | -28.6% | 359.8% | -46.9% | -18.4% | 294.0% | -0.094 | -19.895 | -0.169 | 1.907371 | 0.115 | -38.8% | -11.2% | 254.9% | -25.7% | -5.6% | 228.0% |
- 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.