Ranking de fundos Multimercado de Baixa 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
27928186000108 QUANTITAS FIM GALÁPAGOS 1 100.9 12.3% 2.5% 1.014 4.479 1.071 1.405624 21.4% 9.8% 2.6% 41.2% 11.7% 4.0% 1.568 1.554 2.851 0.265300 0.515 53.3% 10.9% 3.5% 0.0% 0.0% 0.0%
14180011000105 SPARTA DINÂMICO FIC DE FIM 2 79.3 10.9% 0.6% 2.112 2.264 3.578 1.322612 14.0% 6.5% 0.7% 26.0% 7.7% 1.2% 2.057 0.605 2.531 0.116667 0.658 35.8% 7.7% 1.2% 46.6% 7.7% 1.2%
17899612000160 SF2 TROPICO CASH FIM 3 67.1 9.9% 0.2% 2.327 0.751 0.000 1.277677 13.1% 6.1% 0.3% 18.6% 5.6% 0.2% 2.012 0.119 3.538 -0.023381 0.645 26.6% 5.9% 0.2% 36.1% 6.1% 0.2%
00888897000131 BTG PACTUAL HEDGE FIM 4 53.2 11.9% 1.8% 1.274 3.943 2.770 1.395095 18.8% 8.7% 1.6% 19.8% 6.0% 1.9% 0.420 0.202 0.424 0.078967 0.177 27.7% 6.1% 1.8% 37.0% 6.3% 1.6%
18860059000115 ABSOLUTE HEDGE FIC DE FIM 5 45.8 13.0% 2.2% 1.469 5.604 2.119 1.453579 16.7% 7.7% 2.3% 22.2% 6.7% 2.4% 0.605 0.362 0.684 0.083439 0.231 30.2% 6.6% 2.4% 47.5% 7.8% 2.5%
13812165000100 JGP STRATEGY FIC DE FIM 6 37.1 11.9% 2.2% 0.983 3.827 1.465 1.369923 11.9% 5.6% 2.3% 23.4% 7.0% 2.2% 0.805 0.441 1.110 0.093905 0.290 31.9% 6.9% 2.2% 45.7% 7.5% 2.1%
10320188000109 AZ QUEST LOW VOL FIM 7 28.0 12.4% 1.5% 1.731 4.610 2.203 1.408835 14.3% 6.7% 1.8% 17.3% 5.3% 2.0% 0.067 0.033 0.039 0.028682 0.073 25.9% 5.7% 1.8% 35.4% 6.0% 1.6%
06301947000119 NOVUS INSTITUCIONAL FIC DE FIM 8 25.6 10.6% 1.7% 0.628 1.835 1.101 1.348112 13.4% 6.3% 1.8% 19.5% 5.9% 1.9% 0.392 0.180 0.551 0.053272 0.169 28.5% 6.2% 1.7% 37.3% 6.3% 1.6%
34231926000100 XP ADVISORY PORTFOLIO PRIVATE I FIC DE FIM CP 9 18.3 9.7% 1.0% 0.203 0.361 0.359 1.284104 13.5% 6.3% 1.1% 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%
27945264000174 KINEA RF ABSOLUTO FI LP 10 15.2 10.1% 0.9% 0.663 1.084 0.905 1.290669 12.7% 5.9% 0.9% 16.5% 5.0% 1.0% -0.101 -0.026 -0.105 0.018468 0.024 25.3% 5.6% 0.9% 0.0% 0.0% 0.0%
08912591000185 JGP MAX FIC DE FIM 11 11.6 9.8% 1.3% 0.265 0.616 0.394 1.273896 10.8% 5.1% 1.4% 19.4% 5.9% 1.3% 0.517 0.173 0.719 0.050346 0.205 26.7% 5.9% 1.3% 37.4% 6.3% 1.3%
26549933000126 XP MACRO INSTITUCIONAL FIC DE FIM 12 10.2 9.0% 0.8% -0.490 -0.656 -0.634 1.232796 12.5% 5.9% 2.1% 19.7% 6.0% 3.8% 0.206 0.192 0.172 0.060682 0.114 30.3% 6.6% 3.4% 40.4% 6.8% 3.1%
11403956000150 OCCAM EQUITY HEDGE FIC DE FIM 13 6.4 8.0% 2.0% -0.640 -2.300 -0.870 1.181627 10.3% 4.9% 2.1% 17.7% 5.4% 2.3% 0.094 0.055 0.115 0.032735 0.081 31.4% 6.8% 2.6% 43.1% 7.2% 2.8%
41163392000197 GREENBAY CONVEX FIC DE FIM 14 0.8 8.3% 4.4% -0.219 -1.704 -0.308 1.181450 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%
09528698000197 BAHIA AM FIC DE FIM 15 -5.0 9.0% 2.3% -0.170 -0.697 -0.275 1.257927 12.6% 5.9% 2.4% 13.0% 4.0% 3.2% -0.335 -0.266 -0.352 -0.019694 -0.045 21.2% 4.8% 2.9% 35.0% 6.0% 2.8%
37645550000178 DNA SERENITY FIC DE FIM CP 16 -6.9 8.4% 0.7% -1.234 -1.567 -2.507 1.216353 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%
08773805000180 KADIMA FIC DE FIM 17 -15.9 7.5% 3.5% -0.494 -3.037 -0.937 1.117323 7.9% 3.7% 3.3% 17.0% 5.2% 3.5% 0.011 0.010 0.016 0.026090 0.057 26.1% 5.8% 3.5% 34.8% 5.9% 3.4%
21983042000160 ABSOLUTE ALPHA GLOBAL FIC DE FIM 18 -17.0 7.0% 1.7% -1.290 -3.773 -1.633 1.153982 9.4% 4.4% 1.4% 14.9% 4.6% 1.5% -0.357 -0.133 -0.432 0.001321 -0.052 25.0% 5.5% 1.4% 38.0% 6.4% 1.6%
15578417000103 OCCAM INSTITUCIONAL FIC DE FIM II 19 -19.0 7.7% 0.8% -1.995 -2.764 -3.039 1.168043 10.2% 4.8% 0.9% 15.3% 4.7% 1.0% -0.411 -0.106 -0.497 0.005410 -0.068 25.8% 5.7% 1.3% 37.0% 6.3% 1.3%
37626852000107 DNA DEFENSE FIC DE FIM CP 20 -24.0 4.8% 2.1% -1.961 -7.199 -2.975 1.081242 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%
10705335000169 CLARITAS INSTITUCIONAL FIC DE FIM 21 -29.2 8.0% 0.7% -1.685 -2.172 -2.684 1.208308 9.6% 4.5% 0.8% 16.1% 4.9% 0.8% -0.263 -0.054 -0.425 0.013725 -0.024 23.9% 5.3% 0.8% 32.4% 5.6% 0.8%
05488919000190 CLARITAS HEDGE FIC DE FIM LP 22 -30.9 5.7% 2.4% -1.382 -5.762 -1.982 1.120796 6.8% 3.3% 2.1% 16.7% 5.1% 2.4% -0.013 -0.007 -0.021 0.022417 0.050 24.8% 5.5% 2.4% 32.8% 5.6% 2.3%
13429264000107 KONDOR MACRO FI EM QUOTAS DE FIM 23 -32.9 7.6% 1.6% -1.017 -2.813 -1.557 1.167685 8.8% 4.2% 1.4% 17.0% 5.2% 3.3% 0.010 0.008 0.011 0.026719 0.056 21.6% 4.8% 3.1% 29.6% 5.1% 3.0%
10447046000107 GARIN SPECIAL FIM 24 -38.3 4.6% 3.7% -1.184 -7.637 -2.172 1.021728 4.0% 1.9% 3.2% 16.3% 5.0% 3.8% -0.040 -0.037 -0.070 0.019506 0.042 25.9% 5.7% 3.6% 39.3% 6.6% 3.4%
37525962000174 GRIMPER BLANC ADVISORY FIC DE FIM 25 -48.9 -1.1% 3.9% -2.385 -16.457 -3.247 0.756175 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%
12839769000187 SUL AMÉRICA EVOLUTION FIM 26 -49.2 6.4% 1.7% -1.573 -4.713 -1.240 1.130061 7.5% 3.6% 2.1% 7.2% 2.3% 2.4% -1.158 -0.676 -1.243 -0.088374 -0.287 15.3% 3.5% 2.1% 23.6% 4.2% 1.9%
07967080000106 RIO ARBITRAGEM FIM 27 -63.0 0.3% 4.3% -1.896 -14.326 -3.243 0.904466 3.1% 1.5% 3.2% 10.7% 3.3% 2.9% -0.596 -0.426 -0.809 -0.046728 -0.122 20.9% 4.7% 2.8% 29.4% 5.1% 2.7%
14326479000165 SAM RATES AND FX MULTIMERCADO FIC DE FI 28 -64.2 7.8% 0.8% -1.772 -2.548 -2.717 1.181677 7.9% 3.8% 1.0% 12.4% 3.8% 1.0% -1.240 -0.305 -1.422 -0.026729 -0.311 18.6% 4.2% 0.9% 27.1% 4.7% 1.0%
05024659000100 WESTERN ASSET MULTITRADING H MULTIMERCADO FI 29 -73.9 1.1% 3.3% -2.221 -13.033 -3.647 0.896961 2.9% 1.4% 3.0% 8.2% 2.6% 3.5% -0.708 -0.609 -0.856 -0.078658 -0.155 16.9% 3.8% 3.1% 24.0% 4.2% 3.0%

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Criado por Carteira Perfeita