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 FIM131.812.6%4.7%0.0960.1740.168-0.08134527.9%12.6%4.3%51.4%14.2%4.2%0.7570.8891.1700.7392230.25560.9%12.2%4.3%68.8%10.6%4.5%
35828684000107GENOA CAPITAL RADAR FIC DE FIM222.28.5%3.0%-1.019-1.179-1.475-0.36635128.5%12.8%3.3%51.7%14.3%3.5%0.9460.9071.5290.7189120.2900.0%0.0%0.0%0.0%0.0%0.0%
28866524000189CANVAS VECTOR FIC DE FIM320.020.6%8.2%0.8952.8221.3390.50589839.3%17.3%8.4%42.6%12.1%7.8%0.1590.3440.2430.6393620.14242.4%8.9%7.6%43.7%7.2%7.9%
29726133000121KAPITALO K10 FI EM QUOTAS DE FIM418.57.9%5.9%-0.608-1.372-0.938-0.44984720.0%9.1%5.1%47.2%13.2%5.4%0.4230.6350.5890.7096920.19269.8%13.6%5.7%87.3%12.9%6.5%
22918359000185QUANTITAS FIC DE FIM MALLORCA516.412.6%3.2%0.1430.1760.289-0.08611524.7%11.2%3.9%37.2%10.7%4.0%0.0010.0010.0010.6180390.11255.1%11.2%3.8%68.2%10.5%4.7%
11952873000110BTG PACTUAL EXPLORER FIM64.88.3%1.6%-1.977-1.240-2.230-0.37909424.5%11.1%1.8%41.0%11.7%2.4%0.3780.2460.3940.5889240.18349.2%10.1%2.3%52.7%8.5%3.4%
42731202000153KÍNITRO 30 FIC DE FIM7-0.19.0%3.0%-0.856-1.003-1.330-0.31962130.8%13.8%3.6%0.0%0.0%0.0%0.0000.0000.0000.0000000.0000.0%0.0%0.0%0.0%0.0%0.0%
12105940000124KAPITALO KAPPA FIN FI EM QUOTAS DE FIM8-2.59.4%5.2%-0.428-0.861-0.630-0.31472221.2%9.7%4.3%35.5%10.2%4.4%-0.091-0.111-0.1350.5434880.09450.8%10.4%4.9%52.1%8.4%6.4%
24300666000123GÁVEA MACRO PLUS FIC DE FIM9-2.53.5%7.5%-0.983-2.824-1.641-0.76314817.5%8.0%6.6%32.4%9.4%6.6%-0.174-0.315-0.2600.4637380.07952.7%10.7%6.0%69.5%10.7%6.2%
26218403000103KINEA ATLAS FIM10-4.09.5%3.9%-0.549-0.833-0.783-0.28392221.3%9.7%3.9%34.9%10.1%4.0%-0.136-0.149-0.1820.5145080.08647.7%9.9%4.1%56.2%9.0%5.0%
08771538000101NEO MULTI ESTRATÉGIA 30 FEEDER FIC DE FIM11-5.57.0%3.9%-1.102-1.667-1.685-0.47357226.1%11.8%5.3%34.6%10.0%5.3%-0.116-0.171-0.1450.5262370.09042.5%8.9%5.4%59.6%9.4%6.1%
08893082000152GÁVEA MACRO FIC DE FIM12-8.95.6%5.0%-1.106-2.115-1.868-0.60017419.2%8.8%4.4%31.9%9.3%4.4%-0.287-0.349-0.4320.4572040.05745.3%9.4%4.0%57.7%9.2%4.2%
21624757000126KINEA CHRONOS FIM13-14.89.7%2.4%-0.813-0.746-1.169-0.22475121.9%10.0%2.4%33.3%9.7%2.4%-0.375-0.251-0.5010.4971330.04041.2%8.7%2.5%46.8%7.7%3.0%
29236572000156LEGACY CAPITAL CSHG FIC DE FIM14-15.04.6%4.2%-1.509-2.449-2.206-0.66657412.5%5.8%4.6%36.8%10.6%5.0%-0.020-0.028-0.0300.5267990.10850.0%10.3%5.3%66.0%10.3%6.5%
35617938000130ABSOLUTE ALPHA MARB ADVISORY FIC DE FIM15-18.110.2%3.3%-0.487-0.612-0.626-0.23581521.8%9.9%6.0%26.1%7.7%5.5%-0.485-0.740-0.6290.3741840.02034.7%7.4%5.1%0.0%0.0%0.0%
15799713000134IBIUNA HEDGE STH FIC DE FIM16-21.54.0%5.3%-1.287-2.636-2.071-0.7398269.2%4.3%5.4%31.8%9.3%5.7%-0.225-0.356-0.2830.4732880.06944.2%9.2%5.4%76.9%11.6%5.7%
17087932000116BAHIA AM MARAÚ FIC DE FIM17-22.18.3%2.7%-1.158-1.223-1.716-0.38487515.9%7.4%4.2%29.2%8.6%4.0%-0.479-0.527-0.6430.4205450.02140.6%8.6%3.8%38.5%6.5%4.1%
12154412000165IBIUNA HEDGE FIC DE FIM18-26.06.0%3.6%-1.451-1.997-2.389-0.57367113.6%6.3%3.6%31.3%9.1%3.9%-0.365-0.389-0.4610.4601860.04239.5%8.4%3.6%58.4%9.3%3.6%
24140265000153PANDHORA ESSENCIAL FIC DE FIM19-29.013.1%7.7%0.1140.3360.171-0.02436015.5%7.2%6.6%22.2%6.6%6.1%-0.600-1.009-0.8640.307961-0.00231.7%6.9%5.9%39.5%6.6%6.4%
32683896000147ACE CAPITAL CSHG FIC DE FIM20-30.82.3%4.1%-2.064-3.218-3.307-0.86579015.5%7.2%3.9%28.8%8.5%4.1%-0.487-0.554-0.7390.4374000.01940.3%8.5%4.2%0.0%0.0%0.0%
01214092000175BTG PACTUAL DISCOVERY FIM21-31.87.5%2.0%-1.965-1.506-2.168-0.43857922.1%10.1%1.8%29.9%8.7%2.1%-0.851-0.484-0.9350.430432-0.05034.9%7.5%2.4%38.0%6.4%3.4%
14806166000104NOVUS MACRO D5 FIC DE FIM22-31.94.8%4.7%-1.323-2.372-2.188-0.65872819.1%8.8%5.6%21.4%6.4%5.8%-0.658-1.064-1.1200.321528-0.01335.5%7.6%6.7%43.4%7.2%6.9%
31556587000143CSHG ALLOCATION BLUE ALPHA FIC DE FIM23-32.40.0%0.0%0.0000.0000.0000.0000004.4%2.1%1.1%9.1%2.8%5.2%-0.612-0.887-0.8400.688688-0.00418.5%4.2%5.2%0.0%0.0%0.0%
37828294000154GARDE VALLON FIC DE FIM24-32.510.1%4.5%-0.360-0.620-0.621-0.2835598.8%4.2%4.9%26.4%7.8%5.0%-0.519-0.716-0.7690.3840660.0130.0%0.0%0.0%0.0%0.0%0.0%
03804917000137GAP MULTIPORTFOLIO FIC DE FIM25-32.6-1.1%8.9%-1.274-4.342-1.964-1.2145714.3%2.0%8.3%29.4%8.6%8.2%-0.226-0.512-0.3150.4363370.06936.8%7.9%7.9%60.7%9.6%8.0%
31923761000149KADIMA LT FIM26-33.57.6%6.2%-0.615-1.462-0.943-0.39409512.3%5.7%6.6%30.5%8.9%6.9%-0.232-0.440-0.3860.4314540.06824.2%5.4%6.9%47.1%7.7%6.7%
19212817000151GARDE D'ARTAGNAN FIC DE FIM27-35.09.9%3.2%-0.566-0.707-0.989-0.26741811.4%5.3%3.6%26.2%7.7%3.7%-0.715-0.734-1.0590.382546-0.02436.0%7.7%4.0%44.9%7.4%5.6%
04455632000109AZ QUEST MULTI FIC DE FIM28-38.17.0%2.2%-1.997-1.676-3.492-0.50464820.5%9.4%2.7%29.3%8.6%3.0%-0.636-0.519-0.9300.452475-0.00932.6%7.0%2.9%42.9%7.1%3.9%
27249881000135SAFRA GALILEO AG FIC DE FIM29-39.56.3%2.7%-1.780-1.881-2.585-0.52952617.4%8.0%3.4%24.8%7.4%4.2%-0.714-0.828-0.9660.353588-0.02431.3%6.8%4.2%42.3%7.0%4.8%
11052478000181GIANT ZARATHUSTRA FIC DE FIM30-39.85.3%6.4%-0.897-2.208-1.301-0.5421358.0%3.8%6.4%25.7%7.6%6.2%-0.447-0.765-0.5980.3717320.02726.8%5.9%6.1%55.8%8.9%6.1%
00947958000194OPPORTUNITY MARKET FIC DE FIM31-40.69.8%1.3%-1.468-0.751-2.716-0.27868622.1%10.1%1.1%32.4%9.4%1.2%-0.952-0.315-1.4270.467727-0.06937.0%7.9%1.6%42.4%7.1%2.7%
35999323000115DNA VISION FIC DE FIM CP32-43.05.9%3.1%-0.116-0.138-0.195-1.5588528.7%4.1%5.2%4.7%1.5%5.7%-1.213-1.896-1.764-0.058092-0.11820.5%4.6%5.6%0.0%0.0%0.0%
28581166000168VINLAND MACRO FIC DE FIM33-43.21.8%3.1%-2.803-3.387-3.678-0.87891811.6%5.4%2.8%29.6%8.7%3.2%-0.566-0.502-0.8250.4247630.00437.3%7.9%3.4%57.9%9.2%4.1%
34626199000180ENTERCAPITAL TURING FIC DE FIM34-44.78.4%6.3%-0.501-1.210-0.775-0.3303617.7%3.6%6.3%18.2%5.5%5.7%-0.819-1.291-1.2290.239855-0.04427.6%6.1%5.7%0.0%0.0%0.0%
12831360000114SPX NIMITZ FEEDER FI EM QUOTAS DE FIM35-44.9-1.9%3.6%-3.313-4.592-4.831-1.0277282.4%1.2%5.8%26.5%7.8%6.2%-0.414-0.712-0.6330.3585150.03343.2%9.0%6.0%51.6%8.4%5.9%
24029438000160ADAM MACRO II FIC DE FIM36-45.611.2%4.6%-0.156-0.273-0.198-0.15372017.0%7.8%4.7%12.1%3.7%7.2%-0.867-1.733-0.9830.176966-0.05314.3%3.3%6.6%19.7%3.5%6.2%
00400490000113PORTO SEGURO MACRO FIC DE FIM37-46.34.7%3.5%-1.814-2.421-2.966-0.65485016.2%7.5%3.7%22.0%6.6%3.9%-0.942-1.024-1.3660.321273-0.06731.0%6.7%4.2%44.6%7.4%4.6%
31440882000130GIANT DARIUS FIC DE FIM38-46.76.1%4.2%-1.216-1.966-1.771-0.51372811.3%5.3%4.2%26.1%7.7%4.2%-0.637-0.742-0.8730.374640-0.00925.8%5.7%4.2%43.2%7.2%4.1%
24582449000173SELECTION MULTIMERCADO FIC DE FIM39-50.86.5%2.1%-2.313-1.830-3.382-0.51917017.4%8.0%2.0%26.2%7.8%2.0%-1.293-0.732-1.7950.382704-0.13335.9%7.7%2.4%37.5%6.3%3.5%
34231958000105XP ADVISORY PORTFOLIO PRIVATE II FIC DE FIM40-51.68.6%2.3%-1.290-1.134-2.122-0.48022815.3%7.1%2.9%19.6%5.9%2.9%-1.494-1.187-2.0090.273461-0.17130.9%6.7%3.1%0.0%0.0%0.0%
17797493000135SUL AMÉRICA APOLLO FIM41-53.410.5%1.3%-1.008-0.522-2.305-0.21876821.4%9.8%1.3%23.8%7.1%2.6%-1.234-0.897-1.2090.340584-0.12224.6%5.4%3.7%32.1%5.5%4.9%
23951048000180ADAM MACRO STRATEGY II FIC DE FIM42-53.66.6%4.1%-0.627-0.983-0.767-0.91283811.3%5.3%4.3%9.2%2.9%7.1%-0.907-1.779-1.0260.035844-0.06011.7%2.7%6.7%17.0%3.1%6.2%
26324249000146TRUXT MACRO AB FIC DE FIM43-59.0-5.1%5.8%-2.550-5.648-3.243-1.4651537.0%3.3%5.7%16.8%5.1%5.2%-0.963-1.390-1.3190.219225-0.07124.0%5.3%5.0%30.3%5.2%4.8%
17162002000180OCCAM RETORNO ABSOLUTO FIC DE FIM44-61.26.2%3.9%-1.286-1.915-2.056-0.5218338.2%3.9%4.3%16.7%5.1%4.0%-1.258-1.399-1.8070.217059-0.12724.4%5.4%4.3%41.1%6.9%4.4%
35956153000191DNA STRATEGY FIC DE FIM CP45-62.27.7%2.3%-1.579-1.414-2.462-0.48594012.7%5.9%3.4%13.6%4.2%3.6%-1.623-1.625-2.3430.190200-0.19626.6%5.9%3.7%0.0%0.0%0.0%
22354046000141PACIFICO MACRO FIC DE FIM46-63.05.3%4.0%-1.460-2.222-2.244-0.66566114.8%6.9%4.8%13.7%4.2%4.7%-1.254-1.620-1.7760.201075-0.12616.3%3.7%4.6%26.1%4.6%4.8%
36181795000129FIM A147-65.83.5%4.5%-1.635-2.821-2.728-0.6949556.8%3.2%4.4%16.2%4.9%4.1%-1.278-1.438-1.7190.214721-0.13021.6%4.8%4.1%0.0%0.0%0.0%
11390053000182ITAÚ PRIVATE HEDGE PLUS MULTIMERCADO - FIC DE FI48-66.00.4%4.9%-2.064-3.852-2.888-0.9175035.0%2.4%4.7%15.7%4.8%4.6%-1.160-1.470-1.6980.205234-0.10821.9%4.9%4.3%56.1%9.0%5.0%
35956056000107DNA ENERGY FIC DE FIM CP49-67.64.9%4.9%-1.227-2.320-2.036-0.9351716.9%3.3%5.8%0.8%0.3%6.5%-1.455-2.597-2.131-0.097937-0.16418.8%4.2%6.6%0.0%0.0%0.0%
14146496000110KADIMA HIGH VOL FIC FIM50-69.14.9%6.1%-1.000-2.350-1.645-0.5374965.6%2.7%6.2%12.4%3.8%6.1%-1.019-1.711-1.7000.151459-0.08113.2%3.0%6.0%24.9%4.4%6.3%
29298540000185CLARITAS TOTAL RETURN FIS EM COTAS DE FIM51-71.16.1%5.0%-1.018-1.951-1.597-0.6334626.5%3.1%5.1%11.7%3.6%5.2%-1.221-1.767-1.8170.164460-0.12013.8%3.2%4.9%37.0%6.3%5.3%
24572582000149VINCI ATLAS FIC DE FIM52-71.67.0%2.0%-2.155-1.650-2.978-0.47950013.1%6.1%3.2%14.0%4.3%3.7%-1.556-1.597-1.7990.194326-0.18316.4%3.7%3.7%35.6%6.1%3.9%
  • 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.