Ranking de fundos Multimercado de Alta Volatilidade

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
21646715000196 VISTA MULTIESTRATÉGIA FIC DE FIM 1 97.4 67.6% 25.7% 1.994 8.490 2.831 3.362182 117.9% 45.7% 23.8% 188.5% 40.6% 27.0% 1.251 1.618 1.647 1.469729 0.421 206.4% 31.0% 25.0% 311.7% 31.4% 23.1%
12809201000113 SPX RAPTOR FEEDER IE FIQ DE FIM CP 2 83.3 53.6% 15.2% 3.363 8.454 1.499 70.472340 79.1% 32.6% 15.1% 93.9% 23.8% 13.0% 1.800 1.124 0.881 53.329881 0.583 90.3% 16.8% 12.8% 142.4% 18.6% 12.3%
30593439000136 VINLAND MACRO PLUS FIC DE FIM 3 69.4 34.4% 7.3% 3.022 3.653 5.034 2.345044 37.8% 16.8% 7.5% 80.4% 20.9% 9.1% 1.662 0.728 2.239 0.611108 0.542 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
10237439000196 R&C HEDGE FIM 4 63.4 17.9% 11.2% 0.667 1.239 0.912 1.390362 25.9% 11.8% 15.5% 26.3% 7.8% 26.2% 0.097 0.122 0.096 0.213071 0.082 108.5% 19.4% 24.3% 134.9% 17.9% 23.9%
35726908000161 CAPSTONE MACRO FIC DE FIM 5 62.7 33.6% 6.9% 3.117 3.545 5.254 2.398294 51.5% 22.2% 6.5% 0.0% 0.0% 0.0% 0.000 0.000 0.000 0.000000 0.000 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
20458815000126 ASA HEDGE FIC DE FIM 6 56.2 36.3% 8.4% 2.842 3.938 5.368 2.258558 32.9% 14.7% 7.5% 50.1% 14.0% 9.1% 0.918 0.402 1.198 0.406942 0.323 62.4% 12.4% 8.3% 83.7% 12.5% 7.7%
30068713000158 XP MACRO PLUS FIC DE FIM 7 54.9 37.9% 8.6% 2.933 4.160 5.917 2.058242 43.2% 19.0% 11.9% 54.9% 15.1% 17.1% 0.554 0.455 0.573 0.577309 0.216 70.3% 13.7% 15.4% 0.0% 0.0% 0.0%
30057258000195 VISTA HEDGE FIC DE FIM 8 52.1 26.4% 8.7% 1.721 2.492 2.468 2.363693 39.3% 17.4% 8.2% 57.1% 15.6% 9.2% 1.084 0.479 1.419 0.474387 0.372 67.4% 13.2% 8.6% 0.0% 0.0% 0.0%
01823373000125 GAP ABSOLUTO FIC DE FIM 9 46.8 25.6% 7.5% 1.906 2.370 2.839 2.040764 26.9% 12.2% 7.6% 44.8% 12.6% 7.9% 0.903 0.342 1.225 0.341913 0.319 59.2% 11.9% 7.3% 81.4% 12.2% 6.7%
23922063000109 XP MACRO FIM 10 38.1 22.1% 4.4% 2.562 1.855 5.191 1.673450 25.1% 11.4% 6.1% 32.8% 9.6% 8.8% 0.477 0.202 0.484 0.237195 0.194 42.0% 8.8% 8.0% 58.3% 9.3% 7.3%
11301137000100 SEIVAL FGS AGRESSIVO FIC DE FIM 11 37.6 14.4% 17.2% 0.264 0.752 0.413 1.142055 42.9% 18.9% 15.8% 66.2% 17.8% 20.6% 0.583 0.577 0.901 0.415626 0.225 77.6% 14.9% 20.1% 123.5% 16.8% 20.5%
07552643000197 SPARTA CÍCLICO FIM 12 33.6 9.6% 19.4% 0.008 0.027 0.012 2.148962 37.5% 16.6% 17.0% 28.4% 8.4% 28.1% 0.110 0.148 0.108 0.406295 0.086 57.9% 11.7% 26.0% 27.6% 4.8% 25.3%
17414721000140 ARX MACRO FIC DE FIM 13 33.5 7.6% 8.1% -0.196 -0.263 -0.310 1.366341 21.0% 9.7% 7.4% 34.8% 10.1% 9.5% 0.492 0.225 0.573 0.247191 0.198 54.7% 11.1% 8.4% 59.6% 9.4% 7.6%
12105992000109 KAPITALO ZETA FI EM QUOTAS DE FIM 14 33.3 19.8% 7.3% 1.259 1.520 1.864 2.063848 36.0% 16.0% 9.1% 32.6% 9.5% 12.7% 0.326 0.199 0.317 0.272202 0.149 44.5% 9.3% 11.8% 77.1% 11.7% 11.1%
17489083000127 BAHIA AM MUTÁ FIC DE FIM 15 32.6 18.1% 6.5% 1.187 1.285 1.926 1.682911 27.1% 12.3% 6.5% 21.7% 6.5% 8.2% 0.164 0.064 0.175 0.099440 0.102 38.3% 8.1% 7.6% 73.8% 11.3% 7.4%
05448587000110 OPPORTUNITY TOTAL FIC DE FIM 16 25.8 12.8% 2.6% 1.133 0.497 2.006 1.461413 16.1% 7.5% 4.1% 22.7% 6.8% 8.6% 0.184 0.076 0.173 0.123283 0.107 40.4% 8.5% 7.8% 50.1% 8.2% 7.1%
19941902000150 CLAVE ALPHA MACRO A FIC DE FIM 17 22.4 12.3% 7.7% 0.330 0.420 0.534 1.452226 28.0% 12.7% 6.8% 22.5% 6.8% 10.8% 0.143 0.074 0.136 0.126223 0.095 32.5% 7.0% 9.7% 41.2% 6.9% 8.8%
32397723000162 MAR ABSOLUTO FIC DE FIM 18 19.8 14.7% 13.0% 0.364 0.781 0.484 1.879313 18.6% 8.6% 12.9% 46.5% 13.1% 16.6% 0.454 0.361 0.462 0.500575 0.187 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
24140275000199 VRB FIM 19 16.3 8.9% 5.5% -0.082 -0.075 -0.123 1.494629 17.2% 8.0% 5.9% 24.8% 7.4% 9.0% 0.239 0.103 0.246 0.159036 0.124 38.5% 8.2% 8.0% 53.3% 8.6% 7.3%
32318799000155 KAIRÓS MACRO FIC DE FIM 20 14.7 12.6% 6.7% 0.420 0.467 0.549 1.416736 17.8% 8.3% 6.7% 21.3% 6.4% 7.3% 0.165 0.058 0.190 0.088576 0.102 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
19628666000117 EXPLORITAS ALPHA AMERICA LATINA FIC DE FIM 21 13.8 11.3% 25.5% 0.065 0.277 0.096 1.227655 23.9% 10.9% 21.5% -17.4% -5.9% 26.0% -0.405 -0.506 -0.457 -0.351448 -0.066 2.0% 0.5% 22.9% 11.5% 2.1% 20.8%
20216106000134 GAUSS CSHG FIC DE FIM 22 13.5 -0.8% 7.5% -1.207 -1.499 -1.859 0.745528 4.6% 2.2% 7.5% 23.9% 7.1% 10.5% 0.180 0.091 0.219 0.135614 0.106 53.1% 10.8% 9.7% 60.0% 9.5% 9.5%
30518346000147 SELECTION MULTIMERCADO PLUS FIC DE FIM 23 12.8 9.0% 4.3% -0.087 -0.062 -0.116 1.391161 15.4% 7.2% 4.4% 22.6% 6.8% 7.2% 0.219 0.076 0.214 0.110189 0.118 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
06041290000106 ARX EXTRA FIC DE FIM 24 12.7 3.9% 10.7% -0.455 -0.809 -0.717 1.269182 17.3% 8.0% 9.2% 33.4% 9.7% 11.0% 0.394 0.208 0.462 0.251853 0.169 42.5% 8.9% 9.8% 47.0% 7.7% 8.9%
04621018000161 SANTA FE AQUARIUS FIM 25 12.6 -6.3% 10.2% -1.372 -2.308 -2.263 0.715809 8.1% 3.8% 9.9% 23.0% 6.9% 14.4% 0.117 0.081 0.133 -0.075234 0.088 50.3% 10.3% 13.2% 66.5% 10.3% 12.1%
37887638000104 FORPUS MULTIESTRATÉGIA FIM LP 26 12.6 11.7% 9.9% 0.202 0.331 0.293 1.462766 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.000 0.000 0.000 0.000000 0.000 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
01221890000124 CSHG VERDE FIC DE FIM 27 10.7 6.7% 8.4% -0.293 -0.408 -0.487 1.410310 13.9% 6.5% 7.4% 16.7% 5.1% 11.1% -0.004 -0.002 -0.004 0.059870 0.052 33.1% 7.1% 9.9% 38.3% 6.5% 9.0%
26324209000102 NEO PROVECTUS I FIC DE FIM 28 8.6 5.1% 8.3% -0.458 -0.629 -0.501 1.142229 16.2% 7.5% 8.0% 35.0% 10.1% 10.1% 0.471 0.228 0.572 0.242506 0.192 37.8% 8.1% 9.1% 54.7% 8.8% 8.7%
07088369000147 VENTOR HEDGE FIC DE FIM 29 7.2 12.0% 6.9% 0.331 0.379 0.481 1.346374 14.1% 6.6% 8.5% 24.5% 7.3% 12.3% 0.167 0.098 0.175 0.153244 0.102 32.0% 6.9% 11.2% 49.9% 8.1% 10.2%
26323079000185 AZ QUEST MULTI MAX FIC DE FIM 30 7.0 10.7% 6.5% 0.175 0.189 0.270 1.491821 11.4% 5.4% 6.0% 22.4% 6.7% 9.2% 0.164 0.072 0.167 0.111993 0.102 33.9% 7.3% 8.6% 54.6% 8.8% 8.0%
29826089000121 GIANT SIGMA FIC DE FIM 31 5.0 1.4% 7.3% -0.981 -1.182 -1.459 1.051592 6.4% 3.0% 6.2% 18.6% 5.6% 7.1% 0.066 0.023 0.069 0.057544 0.073 36.5% 7.8% 6.6% 0.0% 0.0% 0.0%
32905708000188 MACRO CAPITAL ONE FIM 32 -4.2 3.6% 5.6% -0.917 -0.856 -1.387 0.992707 5.0% 2.4% 5.8% 0.0% 0.0% 0.0% 0.000 0.000 0.000 0.000000 0.000 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
08507696000159 VERDE AM MULTI ESTRATÉGIA FIM 33 -4.3 0.1% 5.9% -1.412 -1.373 -2.370 0.965516 5.0% 2.4% 5.3% 14.6% 4.5% 9.2% -0.069 -0.031 -0.073 0.017057 0.033 31.1% 6.8% 8.3% 37.7% 6.4% 7.5%
11228500000100 POLO MACRO FIM 34 -4.3 -12.0% 28.7% -0.600 -2.851 -0.794 -0.074480 1.9% 0.9% 23.3% -13.4% -4.5% 25.0% -0.352 -0.422 -0.415 -0.469854 -0.050 1.4% 0.3% 21.7% 11.4% 2.1% 19.6%
08815403000109 VENTOR PH II FIC DE FIM 35 -5.1 11.8% 7.2% 0.288 0.342 0.426 1.332248 14.9% 7.0% 8.9% 10.4% 3.2% 9.3% -0.195 -0.087 -0.230 -0.037208 -0.004 14.5% 3.3% 8.6% 26.3% 4.6% 7.9%
28866524000189 CANVAS VECTOR FIC DE FIM 36 -5.6 -1.1% 7.0% -1.330 -1.549 -1.888 0.772671 2.3% 1.1% 6.9% -2.1% -0.7% 7.7% -0.720 -0.266 -0.885 -0.201763 -0.158 22.3% 5.0% 7.3% 0.0% 0.0% 0.0%
34799112000176 PANAMBY INNO FIC DE FIM 37 -6.1 6.0% 6.7% -0.453 -0.503 -0.805 0.953712 2.2% 1.0% 6.0% 0.0% 0.0% 0.0% 0.000 0.000 0.000 0.000000 0.000 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
34231938000134 XP ADVISORY PORTFOLIO PRIVATE IV FIC DE FIM CP 38 -7.4 -3.3% 6.1% -1.849 -1.879 -2.764 0.728904 4.8% 2.3% 6.6% 0.0% 0.0% 0.0% 0.000 0.000 0.000 0.000000 0.000 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
31392557000149 XP ADVISORY PORTFOLIO PRIVATE III FIC DE FIM CP 39 -8.0 -1.1% 5.0% -1.845 -1.540 -2.813 0.970913 5.7% 2.7% 5.3% 16.6% 5.1% 7.1% -0.008 -0.003 -0.008 0.064159 0.051 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
13106979000129 CANVAS ENDURO FIC DE FIM 40 -8.0 2.3% 7.9% -0.801 -1.050 -1.172 1.047477 2.0% 0.9% 7.5% 7.6% 2.4% 9.1% -0.286 -0.125 -0.345 -0.081260 -0.031 23.5% 5.2% 8.5% 35.4% 6.0% 7.8%
37627843000122 DNA BRAVE FIA BDR NÍVEL I 41 -11.5 -23.4% 17.9% -1.632 -4.848 -2.337 -1.282895 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.000 0.000 0.000 0.000000 0.000 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
30005705000162 CANVAS ENDURO EDGE FIC DE FIM 42 -16.7 -8.9% 2.9% -4.369 -2.094 -1.302 -1.062623 -9.8% -4.9% 12.8% -3.2% -1.1% 16.4% -0.311 -0.245 -0.368 -0.438626 -0.038 17.9% 4.1% 14.8% 0.0% 0.0% 0.0%
23884619000101 ADAM ADVANCED CSHG FIC DE FI MULT CP IE 43 -20.1 -11.1% 20.9% -0.876 -3.029 -1.064 0.271900 -9.4% -4.7% 16.8% -0.1% -0.0% 14.6% -0.339 -0.237 -0.403 -0.144751 -0.046 8.1% 1.9% 13.1% 20.4% 3.7% 14.0%
31120430000170 PERSEVERA COMPASS FIM 44 -21.3 0.3% 4.6% -1.756 -1.348 -2.590 0.874138 -2.6% -1.3% 5.2% 9.1% 2.9% 7.3% -0.298 -0.104 -0.335 -0.061328 -0.034 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
18908578000106 MIRAE ASSET FIM 45 -36.6 -3.4% 3.9% -2.947 -1.893 -3.393 0.622587 -6.9% -3.4% 9.6% -3.7% -1.2% 10.4% -0.579 -0.290 -0.656 -0.253106 -0.117 5.9% 1.4% 9.5% 7.3% 1.4% 9.1%
30887013000195 VERSA TRACKER FIM 46 -42.8 -44.7% 51.7% -0.936 -8.018 -1.316 -0.883413 -50.2% -28.6% 41.9% -36.0% -13.4% 38.4% -0.460 -0.845 -0.591 -0.425691 -0.082 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
05903038000198 MAUÁ MACRO FIC DE FIM 47 -49.4 -1.0% 0.5% -8.683 -0.738 -1.479 6.850707 -6.3% -3.1% 6.1% 1.4% 0.5% 6.5% -0.539 -0.169 -0.585 -0.189719 -0.105 5.6% 1.3% 6.6% 17.6% 3.2% 6.6%
09586692000176 MURANO FIC DE FIM 48 -64.8 -4.9% 7.6% -1.680 -2.104 -2.649 0.553140 -14.8% -7.4% 8.4% -13.1% -4.4% 12.2% -0.745 -0.436 -1.066 -0.307650 -0.166 -18.9% -4.9% 11.5% -3.4% -0.7% 11.3%

Observações:

Criado por Carteira Perfeita