Ranking de fundos Long & Short neutro

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
19366052000104 SHARP LONG SHORT 2X FEEDER FIC DE FIM 1 155.7 13.6% 3.0% 1.220 5.571 2.197 1.454963 19.1% 8.8% 3.0% 42.9% 12.2% 4.3% 1.547 4.692 3.308 0.281179 0.508 60.2% 12.1% 4.0% 75.8% 11.5% 3.7%
28856743000187 CONSTÂNCIA ABSOLUTO FIM 2 147.2 18.1% 5.3% 1.445 11.717 2.197 1.607682 28.8% 13.0% 5.6% 46.1% 13.0% 7.4% 1.007 5.227 1.351 0.344986 0.350 66.4% 13.1% 7.0% 0.0% 0.0% 0.0%
07279819000189 SHARP LONG SHORT FIM 3 76.6 10.7% 1.7% 0.644 1.683 1.243 1.320210 13.7% 6.4% 1.7% 26.2% 7.8% 2.2% 1.112 1.748 2.370 0.120666 0.380 36.7% 7.8% 2.1% 47.3% 7.8% 1.9%
18391138000124 IBIUNA LONG SHORT STLS FIC DE FIM 4 67.2 13.7% 9.3% 0.405 5.708 0.622 1.521846 20.3% 9.4% 7.2% 35.9% 10.4% 8.0% 0.621 3.487 0.790 0.243943 0.236 40.1% 8.5% 7.8% 59.1% 9.4% 7.7%
31416575000113 CLARITAS QUANT FIC DE FIM 5 58.8 12.7% 6.0% 0.482 4.428 0.746 1.344377 22.1% 10.2% 5.5% 29.6% 8.7% 5.0% 0.686 2.382 0.911 0.156971 0.255 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
18772290000157 SOLANA LONG AND SHORT FIC DE FIM 6 32.7 6.9% 4.7% -0.485 -3.469 -0.765 1.200781 15.3% 7.1% 4.2% 28.4% 8.4% 4.3% 0.711 2.153 0.956 0.150073 0.262 34.4% 7.4% 4.0% 45.9% 7.6% 3.8%
26380695000178 MANAGER NEO ARGO LONG AND SHORT I FIC FIM 7 8.4 5.6% 6.1% -0.547 -5.069 -0.676 1.142992 15.0% 7.0% 5.2% 22.9% 6.9% 5.7% 0.293 1.160 0.381 0.092790 0.140 29.3% 6.4% 5.2% 36.3% 6.2% 4.8%
09141893000160 AZ QUEST EQUITY HEDGE FIC DE FIM 8 -56.9 6.7% 2.5% -0.980 -3.647 -1.475 1.091970 5.9% 2.8% 2.1% 8.7% 2.7% 2.4% -0.946 -1.611 -1.213 -0.070221 -0.225 16.1% 3.7% 2.5% 28.3% 4.9% 2.4%
26262363000199 TRUXT LONG SHORT ADVISORY FIC DE FIM 9 -61.1 -7.6% 8.1% -1.870 -23.024 -2.733 0.424785 -3.5% -1.7% 8.0% 9.6% 3.0% 7.3% -0.281 -1.430 -0.373 -0.051829 -0.029 20.7% 4.7% 6.5% 34.1% 5.8% 6.0%
07672392000184 WESTERN ASSET LONG & SHORT FIM 10 -67.1 4.3% 2.3% -2.009 -6.948 -3.061 1.037142 6.7% 3.2% 2.3% 9.2% 2.9% 3.9% -0.558 -1.516 -0.619 -0.066434 -0.111 14.2% 3.3% 3.5% 24.7% 4.3% 3.2%
11616403000186 XP INVESTOR LONG SHORT FIC DE FIM 11 -77.7 4.9% 4.5% -0.884 -6.099 -1.451 1.008770 3.6% 1.7% 5.1% 4.8% 1.5% 5.9% -0.578 -2.404 -0.913 -0.110845 -0.117 7.6% 1.8% 5.7% 19.6% 3.5% 5.5%

Observações:

Criado por Carteira Perfeita