Fundos Multimercado de Média Volatilidade

Ranking de fundos multimercado de média volatilidade (~ entre 4% e 8% 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
21470989000177ABSOLUTE VERTEX FIC DE FIM155.814.2%4.8%0.2330.8880.4010.01295341.3%18.1%4.3%54.2%15.0%4.5%1.0590.9741.4710.5204490.31257.6%11.6%4.7%69.3%10.7%4.5%
29726133000121KAPITALO K10 FI EM QUOTAS DE FIM251.512.0%5.7%-0.125-0.565-0.191-0.11506034.6%15.4%5.3%61.6%16.7%5.6%1.1231.2991.5350.6331550.32582.9%15.7%6.8%95.4%13.8%6.4%
35828684000107GENOA CAPITAL RADAR FIC DE FIM334.912.3%3.5%-0.135-0.380-0.208-0.10091434.5%15.4%3.7%50.9%14.2%3.8%1.0500.8211.7430.4631510.3100.0%0.0%0.0%0.0%0.0%0.0%
24300666000123GÁVEA MACRO PLUS FIC DE FIM425.86.9%7.1%-0.712-4.056-1.242-0.41479629.8%13.4%6.2%43.8%12.4%6.2%0.3820.4910.5700.3696900.17872.7%14.1%6.1%75.8%11.5%6.0%
22918359000185QUANTITAS FIC DE FIM MALLORCA524.914.2%3.4%0.3270.8970.6240.01076628.6%12.9%3.9%40.8%11.7%3.9%0.4300.3490.6380.3837340.18755.6%11.3%5.0%68.2%10.6%4.7%
28866524000189CANVAS VECTOR FIC DE FIM624.523.8%8.5%1.0927.4221.7190.57519937.4%16.6%8.6%35.3%10.2%7.9%0.0480.0780.0710.2848060.11224.4%5.4%8.4%55.0%8.8%7.8%
11952873000110BTG PACTUAL EXPLORER FIM723.611.9%1.7%-0.497-0.655-0.476-0.12652633.2%14.8%2.1%41.3%11.8%2.4%0.7400.3720.8150.3434590.24945.2%9.4%3.7%53.5%8.6%3.4%
08893082000152GÁVEA MACRO FIC DE FIM815.28.2%4.8%-0.835-3.183-1.495-0.34787627.7%12.5%4.2%38.2%11.0%4.2%0.2550.2200.3810.2974650.15356.8%11.5%4.1%60.9%9.6%4.1%
42731202000153KÍNITRO 30 FIC DE FIM914.114.0%2.9%0.3460.8070.598-0.08994634.0%15.1%4.0%0.0%0.0%0.0%0.0000.0000.0000.0000000.0000.0%0.0%0.0%0.0%0.0%0.0%
24140265000153PANDHORA ESSENCIAL FIC DE FIM1012.820.1%6.8%0.9064.9081.4730.34111329.2%13.1%5.8%33.8%9.8%5.7%0.0060.0070.0080.2391220.10335.6%7.6%6.5%50.3%8.2%6.0%
08771538000101NEO MULTI ESTRATÉGIA 30 FEEDER FIC DE FIM1111.910.7%3.9%-0.465-1.447-0.774-0.19297133.0%14.7%5.3%36.4%10.5%5.5%0.1170.1340.1500.2964810.12549.4%10.2%6.5%59.2%9.4%6.0%
26218403000103KINEA ATLAS FIM1210.313.8%3.7%0.2060.6140.306-0.01336127.8%12.5%3.5%39.3%11.3%3.8%0.3530.2760.4760.3233330.17239.0%8.3%5.1%57.5%9.2%5.0%
29236572000156LEGACY CAPITAL CSHG FIC DE FIM139.87.9%4.5%-0.934-3.366-1.371-0.35238131.6%14.2%5.1%38.8%11.1%5.3%0.2280.2480.3270.3144420.14754.5%11.1%6.9%70.9%10.9%6.5%
39726093000171SELECTION MULTIMERCADO NOVOS GESTORES FIC DE FIM142.90.0%0.0%0.0000.0000.0000.00000013.1%6.1%0.8%18.0%5.5%2.9%-0.045-0.027-0.0660.3282840.0930.0%0.0%0.0%0.0%0.0%0.0%
14806166000104NOVUS MACRO D5 FIC DE FIM152.89.1%4.6%-0.705-2.594-1.168-0.29362833.7%15.0%5.8%31.8%9.3%6.5%-0.069-0.093-0.1050.2409540.08939.1%8.3%7.1%47.7%7.8%6.9%
12105940000124KAPITALO KAPPA FIN FI EM QUOTAS DE FIM161.89.6%4.3%-0.658-2.246-1.214-0.27076626.6%12.0%3.8%40.5%11.6%4.6%0.3490.3340.4950.3599040.17141.9%8.8%6.6%52.9%8.5%6.3%
15799713000134IBIUNA HEDGE STH FIC DE FIM170.63.5%6.2%-1.279-6.323-1.582-0.70345723.9%10.9%5.9%39.3%11.3%5.7%0.2350.2790.2960.3190110.14958.6%11.8%6.0%80.0%12.0%5.8%
03804917000137GAP MULTIPORTFOLIO FIC DE FIM18-0.96.8%9.0%-0.577-4.148-0.851-0.43343623.8%10.8%8.4%38.9%11.2%8.1%0.1530.2570.2150.3295240.13353.3%10.9%8.4%70.1%10.8%7.9%
32683896000147ACE CAPITAL CSHG FIC DE FIM19-3.27.8%4.1%-1.037-3.413-1.672-0.52936824.9%11.3%4.1%36.7%10.6%4.1%0.1750.1490.2650.2611090.13746.0%9.6%4.5%0.0%0.0%0.0%
21624757000126KINEA CHRONOS FIM20-3.312.6%2.3%-0.093-0.167-0.140-0.08157025.9%11.8%2.2%34.7%10.1%2.3%0.1020.0490.1370.2554510.12234.9%7.5%3.1%46.9%7.7%3.0%
12154412000165IBIUNA HEDGE FIC DE FIM21-6.25.9%4.1%-1.436-4.734-1.772-0.50684823.6%10.7%4.0%35.2%10.2%3.9%0.0910.0720.1140.2657520.12046.8%9.7%3.9%59.8%9.5%3.7%
04455632000109AZ QUEST MULTI FIC DE FIM22-6.213.1%2.5%0.0860.1680.154-0.05814227.3%12.3%2.9%31.0%9.1%3.0%-0.223-0.136-0.3140.2161330.05831.7%6.9%4.1%43.6%7.2%4.0%
01214092000175BTG PACTUAL DISCOVERY FIM23-7.812.2%1.7%-0.354-0.484-0.368-0.11194229.6%13.3%1.7%29.9%8.8%2.4%-0.388-0.189-0.4200.1886860.02528.2%6.2%3.6%41.4%6.9%3.5%
28581166000168VINLAND MACRO FIC DE FIM24-12.35.0%2.8%-2.359-5.334-3.538-0.54375123.7%10.8%3.1%36.1%10.4%3.2%0.1830.1210.2720.2741940.13846.6%9.7%4.1%60.3%9.5%4.1%
31923761000149KADIMA LT FIM25-12.313.2%6.7%0.0410.2190.065-0.03745718.8%8.7%6.8%31.6%9.2%7.1%-0.072-0.105-0.1210.2105170.08834.8%7.5%7.0%44.7%7.4%6.7%
28951318000177CSHG ALLOCATION MZK DINÂMICO FIC DE FIM26-19.10.0%0.0%0.0000.0000.0000.0000003.6%1.7%0.8%5.5%1.7%1.0%-2.019-0.398-0.534-0.050943-0.2988.6%2.0%4.9%17.3%3.1%4.6%
37828294000154GARDE VALLON FIC DE FIM27-21.410.2%4.2%-0.538-1.810-0.910-0.22596218.7%8.6%5.1%29.6%8.7%5.1%-0.194-0.206-0.2820.1950110.0640.0%0.0%0.0%0.0%0.0%0.0%
27249881000135SAFRA GALILEO AG FIC DE FIM28-21.58.3%2.9%-1.351-3.103-2.044-0.34857426.7%12.1%4.2%26.2%7.8%4.5%-0.409-0.379-0.5420.1335020.02132.1%7.0%5.0%42.5%7.1%4.9%
14796095000106M MACRO FI EM QUOTAS DE FIM29-21.75.2%4.2%-1.564-5.208-2.569-0.56334623.5%10.7%3.6%32.2%9.4%3.9%-0.089-0.071-0.1230.2681060.08533.9%7.3%6.8%46.6%7.7%6.3%
00400490000113PORTO SEGURO MACRO FIC DE FIM30-22.39.0%3.8%-0.863-2.606-1.400-0.31036422.1%10.1%3.7%25.7%7.7%4.1%-0.482-0.404-0.7030.1328060.00738.5%8.2%4.8%47.5%7.8%4.7%
35617938000130ABSOLUTE ALPHA MARB ADVISORY FIC DE FIM31-23.77.4%5.1%-0.925-3.735-0.823-0.38523419.1%8.8%6.2%28.8%8.5%5.6%-0.213-0.246-0.2770.1750890.06033.1%7.2%5.6%0.0%0.0%0.0%
31556587000143CSHG ALLOCATION BLUE ALPHA FIC DE FIM32-24.0-0.1%1.1%-1.229-1.086-0.31617.0548249.6%4.5%5.3%12.1%3.7%5.4%-0.539-0.597-0.7400.422683-0.00519.4%4.4%5.4%0.0%0.0%0.0%
17087932000116BAHIA AM MARAÚ FIC DE FIM33-25.85.7%4.6%-1.329-4.874-1.664-0.48361024.7%11.2%4.3%28.4%8.4%4.0%-0.326-0.267-0.4410.1668960.03828.7%6.3%4.4%39.3%6.6%4.2%
00947958000194OPPORTUNITY MARKET FIC DE FIM34-29.210.6%1.4%-1.405-1.536-2.532-0.20605124.5%11.2%1.2%30.5%9.0%1.4%-0.557-0.158-0.7180.196904-0.00832.2%7.0%3.0%42.3%7.0%2.8%
19212817000151GARDE D'ARTAGNAN FIC DE FIM35-31.89.7%3.1%-0.894-2.180-1.502-0.25962418.1%8.3%3.8%27.0%8.0%3.8%-0.436-0.340-0.6360.1507740.01631.4%6.8%6.0%41.7%7.0%5.7%
12831360000114SPX NIMITZ FEEDER FI EM QUOTAS DE FIM36-35.1-2.9%4.9%-2.766-10.772-4.343-0.95621117.1%7.9%6.5%35.3%10.2%6.5%0.0590.0800.0940.2532100.11445.4%9.5%6.5%55.0%8.8%5.9%
24582449000173SELECTION MULTIMERCADO FIC DE FIM37-39.08.5%2.0%-1.844-2.958-2.777-0.33413022.1%10.1%1.9%27.7%8.2%2.2%-0.666-0.299-0.8670.154732-0.03028.4%6.2%3.8%38.7%6.5%3.5%
26324249000146TRUXT MACRO AB FIC DE FIM38-40.02.7%5.9%-1.473-6.913-2.055-0.70760018.0%8.3%5.7%23.9%7.2%5.1%-0.470-0.498-0.6570.0996450.00930.7%6.7%5.0%36.5%6.2%4.7%
11052478000181GIANT ZARATHUSTRA FIC DE FIM39-43.32.8%7.2%-1.203-6.873-1.501-0.68508112.5%5.8%6.3%24.6%7.3%6.2%-0.360-0.464-0.4770.1177480.03129.3%6.4%6.1%44.6%7.4%6.2%
11390053000182ITAÚ PRIVATE HEDGE PLUS MULTIMERCADO - FIC DE FI40-43.33.0%5.2%-1.620-6.755-2.363-0.63213613.4%6.2%4.9%19.3%5.8%4.7%-0.762-0.747-1.1590.032221-0.04938.7%8.2%5.2%58.9%9.4%5.0%
12907125000189CANVAS CLASSIC II FIC DE FIM41-46.00.0%0.0%0.0000.0000.0000.0000000.0%0.0%0.0%-2.7%-0.9%1.1%-3.101-0.729-0.8860.580355-0.512-0.2%-0.1%1.5%6.1%1.2%6.0%
34231958000105XP ADVISORY PORTFOLIO PRIVATE II FIC DE FIM42-46.39.2%2.5%-1.095-2.228-1.672-0.33933517.6%8.1%3.0%19.3%5.8%3.0%-1.162-0.725-1.5650.009493-0.1280.0%0.0%0.0%0.0%0.0%0.0%
31440882000130GIANT DARIUS FIC DE FIM43-47.54.8%4.7%-1.476-5.511-1.847-0.56831914.8%6.9%4.2%24.4%7.3%4.3%-0.538-0.476-0.7350.109542-0.00426.9%5.9%4.3%36.9%6.3%4.1%
34626199000180ENTERCAPITAL TURING FIC DE FIM44-49.51.4%7.1%-1.391-7.844-2.121-0.69395412.1%5.7%6.6%25.0%7.4%5.9%-0.365-0.443-0.5480.1573580.03025.7%5.7%5.8%0.0%0.0%0.0%
41127229000179ETREND RPM FIC DE FIM45-52.80.0%0.0%0.0000.0000.0000.000000-8.2%-4.0%1.3%0.0%0.0%0.0%0.0000.0000.0000.0000000.0000.0%0.0%0.0%0.0%0.0%0.0%
22354046000141PACIFICO MACRO FIC DE FIM46-53.08.7%4.0%-0.886-2.815-1.354-0.31605216.5%7.6%4.8%16.2%5.0%4.8%-0.921-0.911-1.294-0.016199-0.08017.2%3.9%5.1%27.5%4.8%4.8%
35956153000191DNA STRATEGY FIC DE FIM CP47-53.19.9%2.5%-0.966-1.919-1.527-0.41617813.0%6.1%3.9%16.0%4.9%3.8%-1.151-0.908-1.660-0.034461-0.1260.0%0.0%0.0%0.0%0.0%0.0%
35999323000115DNA VISION FIC DE FIM CP48-53.68.2%3.8%-0.609-1.823-0.998-0.5640538.3%3.9%5.8%8.7%2.7%5.7%-1.054-1.236-1.522-0.148480-0.1070.0%0.0%0.0%0.0%0.0%0.0%
05903038000198MAUÁ MACRO FIC DE FIM49-56.00.0%0.0%0.0000.0000.0000.0000000.0%0.0%0.0%-7.7%-2.6%1.3%-3.998-1.094-0.865-0.036325-0.690-5.2%-1.3%1.5%3.3%0.6%6.6%
29298540000185CLARITAS TOTAL RETURN FIS EM COTAS DE FIM50-56.44.4%4.7%-1.535-5.744-2.275-0.65149414.7%6.8%4.9%17.1%5.2%5.1%-0.823-0.864-1.2230.000222-0.06122.8%5.1%5.2%39.8%6.7%5.2%
36181795000129FIM A151-57.410.3%4.2%-0.519-1.753-0.825-0.2135189.7%4.6%4.5%12.9%4.0%4.1%-1.295-1.096-1.686-0.069229-0.1540.0%0.0%0.0%0.0%0.0%0.0%
17162002000180OCCAM RETORNO ABSOLUTO FIC DE FIM52-58.72.4%4.6%-1.930-7.116-2.603-0.65681314.0%6.5%4.4%19.0%5.8%4.0%-0.916-0.757-1.3080.027857-0.07926.9%5.9%4.4%45.7%7.5%4.6%
35956056000107DNA ENERGY FIC DE FIM CP53-59.18.4%4.9%-0.715-2.813-1.208-0.6018947.5%3.6%6.7%6.9%2.2%6.8%-1.001-1.409-1.457-0.291443-0.0960.0%0.0%0.0%0.0%0.0%0.0%
17797493000135SUL AMÉRICA APOLLO FIM54-61.48.3%1.1%-3.512-3.097-5.836-0.33665023.4%10.7%1.6%17.1%5.2%3.1%-1.355-0.862-1.331-0.003876-0.16620.9%4.7%5.4%32.0%5.5%4.9%
14146496000110KADIMA HIGH VOL FIC FIM55-62.76.7%6.0%-0.868-4.169-1.400-0.4050859.6%4.5%6.1%13.9%4.3%6.1%-0.830-1.039-1.347-0.044822-0.06218.0%4.1%6.2%22.1%3.9%6.3%
24572582000149VINCI ATLAS FIC DE FIM56-67.28.6%1.9%-1.904-2.886-2.851-0.33244415.4%7.2%3.7%14.3%4.4%4.0%-1.240-1.018-1.499-0.051065-0.14315.2%3.5%3.9%32.6%5.6%4.0%
18048639000102MAUÁ INSTITUCIONAL FIC DE FIM57-68.10.0%0.0%0.0000.0000.0000.0000000.0%0.0%0.0%-7.1%-2.3%1.0%-5.021-1.036-1.136-0.174243-0.893-5.9%-1.5%1.0%2.0%0.4%4.1%
24029438000160ADAM MACRO II FIC DE FIM58-80.06.0%3.7%-1.572-4.684-1.956-0.4633652.2%1.0%7.3%4.6%1.5%7.2%-1.051-1.572-1.197-0.225046-0.1068.0%1.9%6.6%13.3%2.4%6.0%
23951048000180ADAM MACRO STRATEGY II FIC DE FIM59-80.84.7%3.6%-1.921-5.592-2.356-0.5441231.7%0.8%7.0%7.2%2.3%7.1%-0.963-1.416-1.103-0.172112-0.08910.7%2.5%6.7%15.1%2.8%6.1%
  • 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.