Ranking de fundos Multimercado de Média 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
12831360000114 SPX NIMITZ FEEDER FI EM QUOTAS DE FIM 1 79.0 29.1% 7.4% 2.367 8.220 4.057 1.986143 39.9% 17.6% 6.6% 47.6% 13.3% 6.3% 1.240 1.232 1.852 0.330142 0.418 51.3% 10.5% 5.8% 70.5% 10.9% 5.6%
29726133000121 KAPITALO K10 FI EM QUOTAS DE FIM 2 76.4 21.3% 5.6% 1.890 4.964 2.888 1.947487 37.3% 16.6% 6.2% 50.9% 14.2% 7.4% 1.163 1.353 1.347 0.400873 0.395 72.4% 14.0% 6.9% 0.0% 0.0% 0.0%
28581166000168 VINLAND MACRO FIC DE FIM 3 69.4 20.3% 3.7% 2.634 4.547 4.337 1.784195 22.2% 10.2% 3.9% 40.3% 11.5% 4.6% 1.305 0.956 1.753 0.271715 0.437 54.3% 11.0% 4.5% 0.0% 0.0% 0.0%
24300666000123 GÁVEA MACRO PLUS FIC DE FIM 4 67.8 20.7% 6.0% 1.652 4.699 2.308 1.720109 32.7% 14.7% 5.3% 46.3% 13.0% 5.9% 1.272 1.182 1.799 0.302173 0.428 53.5% 10.9% 6.0% 86.1% 12.7% 5.8%
15799713000134 IBIUNA HEDGE STH FIC DE FIM 5 67.4 20.3% 6.4% 1.514 4.553 1.914 1.771817 24.3% 11.1% 5.6% 49.3% 13.8% 6.0% 1.376 1.293 1.662 0.354256 0.458 65.1% 12.9% 5.8% 85.8% 12.7% 5.8%
11390053000182 ITAÚ PRIVATE HEDGE PLUS MULTIMERCADO - FIC DE FI 6 66.6 13.0% 4.2% 0.751 1.482 1.376 1.370876 15.3% 7.1% 4.0% 44.8% 12.7% 5.1% 1.400 1.127 2.629 0.288572 0.465 61.4% 12.2% 4.8% 89.2% 13.1% 4.7%
29236572000156 LEGACY CAPITAL CSHG FIC DE FIM 7 66.3 22.5% 5.6% 2.071 5.440 3.181 1.887439 27.1% 12.3% 5.9% 40.2% 11.5% 7.5% 0.808 0.954 0.833 0.297843 0.291 64.7% 12.8% 6.9% 0.0% 0.0% 0.0%
03804917000137 GAP MULTIPORTFOLIO FIC DE FIM 8 64.6 25.6% 7.5% 1.905 6.756 2.840 2.041908 27.0% 12.2% 7.5% 45.0% 12.7% 7.9% 0.915 1.136 1.242 0.344133 0.322 59.0% 11.8% 7.2% 79.5% 12.0% 6.6%
21470989000177 ABSOLUTE VERTEX FIC DE FIM 9 53.2 18.5% 4.3% 1.876 3.774 2.689 1.726771 24.8% 11.3% 4.4% 33.3% 9.7% 4.7% 0.933 0.685 1.062 0.207344 0.328 44.6% 9.3% 4.6% 75.7% 11.5% 4.8%
08893082000152 GÁVEA MACRO FIC DE FIM 10 52.0 16.3% 4.1% 1.497 2.877 2.070 1.557154 24.2% 11.1% 3.6% 33.9% 9.9% 4.0% 1.122 0.708 1.582 0.193890 0.383 40.4% 8.5% 4.1% 62.8% 9.9% 4.0%
12154412000165 IBIUNA HEDGE FIC DE FIM 11 48.4 15.9% 4.3% 1.341 2.705 1.704 1.579899 18.8% 8.7% 3.7% 33.6% 9.8% 3.7% 1.174 0.693 1.444 0.200088 0.399 43.8% 9.2% 3.5% 56.3% 9.0% 3.4%
35700369000191 CSHG ALLOCATION GENOA CAPITAL RADAR FIC DE FIM 12 45.2 19.5% 4.0% 2.256 4.233 3.710 1.679177 25.1% 11.5% 4.2% 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%
22918359000185 QUANTITAS FIC DE FIM MALLORCA 13 39.1 9.7% 4.3% 0.056 0.115 0.084 1.509111 21.6% 9.9% 3.8% 32.7% 9.5% 5.2% 0.807 0.661 0.988 0.214875 0.291 44.8% 9.4% 4.7% 55.1% 8.8% 4.5%
11052478000181 GIANT ZARATHUSTRA FIC DE FIM 14 39.0 13.7% 5.7% 0.653 1.770 0.977 1.447096 15.4% 7.2% 5.9% 33.2% 9.7% 5.8% 0.745 0.679 1.049 0.200631 0.272 52.1% 10.7% 6.7% 72.5% 11.1% 8.4%
26218403000103 KINEA ATLAS FIM 15 36.2 14.0% 3.6% 1.113 1.902 1.404 1.521219 19.4% 9.0% 4.2% 25.5% 7.6% 5.5% 0.418 0.366 0.434 0.131876 0.176 42.0% 8.8% 5.2% 64.8% 10.1% 5.0%
14796095000106 MORE MACRO FI EM QUOTAS DE FIM 16 35.5 15.9% 3.6% 1.602 2.698 2.296 1.676567 21.7% 10.0% 4.5% 26.4% 7.8% 7.5% 0.343 0.408 0.318 0.218707 0.154 38.1% 8.1% 6.7% 51.8% 8.4% 6.1%
12105940000124 KAPITALO KAPPA FIN FI EM QUOTAS DE FIM 17 31.1 15.3% 4.4% 1.180 2.440 1.897 1.676942 25.0% 11.4% 5.4% 25.4% 7.6% 7.4% 0.312 0.364 0.299 0.141976 0.145 34.7% 7.5% 6.9% 54.9% 8.8% 6.4%
17162002000180 OCCAM RETORNO ABSOLUTO FIC DE FIM 18 25.9 8.3% 3.4% -0.296 -0.475 -0.401 1.195926 12.3% 5.8% 3.9% 24.6% 7.3% 4.4% 0.471 0.330 0.575 0.113107 0.192 46.9% 9.7% 4.8% 63.9% 10.0% 5.1%
11952873000110 BTG PACTUAL EXPLORER FIM 19 25.1 15.3% 3.3% 1.563 2.457 1.713 1.552458 20.6% 9.5% 2.8% 23.6% 7.0% 4.2% 0.436 0.286 0.340 0.101338 0.182 29.3% 6.4% 3.6% 38.0% 6.4% 3.3%
26324249000146 TRUXT CAPITAL MACRO FIC DE FIM 20 23.1 13.0% 4.0% 0.787 1.479 1.326 1.370133 18.4% 8.5% 4.0% 21.4% 6.4% 4.0% 0.307 0.194 0.474 0.073368 0.144 30.8% 6.7% 3.8% 44.6% 7.4% 3.7%
31923761000149 KADIMA LT FIM 21 22.9 17.6% 7.8% 0.935 3.423 1.696 1.524420 11.8% 5.5% 7.6% 23.8% 7.1% 6.9% 0.270 0.295 0.420 0.100750 0.133 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
17087932000116 BAHIA AM MARAÚ FIC DE FIM 22 22.4 13.4% 3.3% 1.056 1.662 1.786 1.465977 18.3% 8.5% 3.4% 17.6% 5.4% 4.1% 0.048 0.032 0.052 0.035743 0.067 28.3% 6.2% 3.8% 47.7% 7.8% 3.7%
00400490000113 PORTO SEGURO MACRO FIC DE FIM 23 20.5 11.5% 4.3% 0.420 0.854 0.627 1.396000 13.5% 6.3% 4.7% 24.5% 7.3% 5.2% 0.395 0.326 0.511 0.117644 0.170 37.3% 7.9% 5.1% 43.0% 7.2% 4.8%
37828294000154 GARDE VALLON FIC DE FIM 24 20.4 14.4% 5.6% 0.775 2.064 1.352 1.620528 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%
21624757000126 KINEA CHRONOS FIM 25 20.2 11.6% 2.3% 0.861 0.922 1.064 1.393653 15.3% 7.1% 2.6% 19.5% 5.9% 3.3% 0.221 0.116 0.226 0.056822 0.118 30.1% 6.6% 3.1% 43.7% 7.3% 2.9%
31440882000130 GIANT DARIUS FIC DE FIM 26 18.1 11.7% 4.2% 0.478 0.944 0.738 1.364575 12.3% 5.8% 4.2% 23.6% 7.1% 4.1% 0.449 0.288 0.638 0.098947 0.185 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
14806166000104 NOVUS MACRO D5 FIC DE FIM 27 17.8 12.5% 6.4% 0.430 1.292 0.851 1.502848 13.2% 6.2% 7.8% 20.4% 6.2% 7.7% 0.126 0.152 0.178 0.080693 0.090 36.3% 7.8% 7.3% 44.3% 7.3% 6.9%
19212817000151 GARDE D'ARTAGNAN FIC DE FIM 28 17.7 12.1% 4.2% 0.556 1.104 0.974 1.476195 14.5% 6.8% 4.2% 22.8% 6.8% 6.7% 0.238 0.252 0.260 0.108406 0.123 34.3% 7.4% 6.1% 40.1% 6.7% 5.7%
32683896000147 ACE CAPITAL CSHG FIC DE FIM 29 12.3 10.1% 4.5% 0.134 0.283 0.199 1.375836 14.1% 6.6% 4.4% 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%
27249881000135 SAFRA GALILEO AG FIC DE FIM 30 11.0 10.0% 5.5% 0.094 0.245 0.155 1.233757 11.4% 5.4% 5.2% 22.8% 6.8% 5.7% 0.283 0.254 0.354 0.094889 0.137 33.4% 7.2% 5.6% 41.2% 6.9% 6.0%
00947958000194 OPPORTUNITY MARKET FIC DE FIM 31 9.9 10.3% 1.2% 0.637 0.350 1.191 1.314203 12.0% 5.6% 1.7% 16.6% 5.1% 3.4% -0.022 -0.012 -0.020 0.023303 0.047 27.7% 6.1% 3.2% 36.2% 6.2% 3.0%
39726093000171 SELECTION MULTIMERCADO NOVOS GESTORES FIC DE FIM 32 9.7 9.3% 3.4% -0.024 -0.039 -0.037 1.319082 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%
34626199000180 ENTERCAPITAL TURING FIC DE FIM 33 9.3 6.5% 4.5% -0.580 -1.231 -0.934 1.104280 17.2% 8.0% 5.1% 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%
31556587000143 CSHG ALLOCATION BLUE ALPHA FIC DE FIM 34 6.3 8.7% 5.4% -0.121 -0.305 -0.192 1.224651 13.5% 6.3% 5.4% 18.4% 5.6% 5.2% 0.082 0.068 0.110 0.046610 0.077 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
08771538000101 NEO MULTI ESTRATÉGIA 30 FEEDER FIC DE FIM 35 4.7 6.0% 5.6% -0.539 -1.414 -0.583 1.170978 13.7% 6.4% 5.4% 27.2% 8.0% 6.6% 0.417 0.436 0.506 0.146833 0.176 30.7% 6.7% 6.0% 44.1% 7.3% 5.7%
04455632000109 AZ QUEST MULTI FIC DE FIM 36 2.2 9.6% 3.3% 0.041 0.063 0.064 1.351698 10.6% 5.0% 3.0% 17.9% 5.4% 4.5% 0.063 0.045 0.063 0.040144 0.072 27.2% 6.0% 4.3% 41.3% 6.9% 4.2%
24582449000173 SELECTION MULTIMERCADO FIC DE FIM 37 1.4 8.6% 2.1% -0.324 -0.324 -0.431 1.255034 14.5% 6.8% 2.6% 16.4% 5.0% 4.3% -0.026 -0.017 -0.024 0.019710 0.046 24.2% 5.4% 3.9% 34.1% 5.8% 3.7%
35617938000130 ABSOLUTE ALPHA MARB ADVISORY FIC DE FIM 38 -1.0 4.3% 4.9% -0.926 -2.129 -1.126 1.018227 9.7% 4.6% 4.2% 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%
14146496000110 KADIMA HIGH VOL FIC FIM 39 -2.5 6.7% 6.6% -0.362 -1.127 -0.663 1.035472 5.7% 2.7% 6.3% 17.3% 5.3% 6.4% 0.020 0.020 0.029 0.034420 0.059 30.0% 6.5% 6.5% 39.5% 6.6% 6.3%
28951318000177 CSHG ALLOCATION MZK DINÂMICO FIC DE FIM 40 -3.6 3.8% 3.3% -0.693 -1.069 -1.015 0.408656 9.9% 4.7% 4.5% 11.4% 3.5% 4.6% -0.214 -0.157 -0.237 -0.242423 -0.010 23.3% 5.2% 4.4% 0.0% 0.0% 0.0%
34231958000105 XP ADVISORY PORTFOLIO PRIVATE II FIC DE FIM 41 -4.8 5.1% 2.8% -1.390 -1.808 -2.130 1.137970 9.8% 4.6% 3.0% 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%
29298540000185 CLARITAS TOTAL RETURN FIS EM COTAS DE FIM 42 -5.2 2.8% 5.6% -1.056 -2.769 -1.540 1.035909 3.6% 1.7% 4.9% 20.8% 6.3% 5.4% 0.199 0.170 0.317 0.072681 0.112 31.7% 6.9% 5.2% 0.0% 0.0% 0.0%
36181795000129 FIM A1 43 -7.4 3.9% 3.7% -1.334 -2.332 -1.635 0.947590 7.2% 3.4% 3.9% 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%
24140265000153 PANDHORA ESSENCIAL FIC DE FIM 44 -13.1 5.0% 4.5% -0.864 -1.842 -1.440 1.009568 6.6% 3.1% 5.1% 14.9% 4.6% 6.2% -0.086 -0.085 -0.094 0.008734 0.028 23.6% 5.2% 5.9% 35.2% 6.0% 5.5%
35956153000191 DNA STRATEGY FIC DE FIM CP 45 -13.3 -0.2% 4.2% -2.046 -4.012 -3.110 0.878757 7.5% 3.5% 4.0% 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%
01214092000175 BTG PACTUAL DISCOVERY FIM 46 -13.4 7.4% 2.4% -0.759 -0.844 -0.941 1.173146 10.2% 4.8% 3.0% 11.1% 3.5% 4.1% -0.386 -0.253 -0.347 -0.040709 -0.060 19.5% 4.4% 4.0% 34.5% 5.9% 3.9%
35999323000115 DNA VISION FIC DE FIM CP 47 -18.1 -5.0% 6.5% -1.952 -6.012 -2.879 0.635860 4.1% 2.0% 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%
35956056000107 DNA ENERGY FIC DE FIM CP 48 -19.7 -7.0% 7.8% -1.873 -6.847 -2.717 0.355799 3.0% 1.4% 7.4% 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%
28866524000189 CANVAS VECTOR FIC DE FIM 49 -20.5 -1.1% 7.0% -1.330 -4.407 -1.888 0.772671 2.3% 1.1% 6.9% -2.1% -0.7% 7.7% -0.720 -0.875 -0.885 -0.201763 -0.158 22.3% 5.0% 7.3% 0.0% 0.0% 0.0%
24572582000149 VINCI ATLAS FIC DE FIM 50 -20.8 3.8% 4.2% -1.187 -2.352 -1.851 1.071273 0.0% 0.0% 4.3% 14.7% 4.5% 4.2% -0.144 -0.096 -0.205 0.001518 0.011 23.3% 5.2% 4.3% 30.6% 5.3% 4.6%
17797493000135 SUL AMÉRICA APOLLO FIM 51 -21.7 4.2% 3.8% -1.199 -2.171 -1.319 1.032946 1.4% 0.7% 5.0% 7.2% 2.3% 6.2% -0.440 -0.431 -0.481 -0.087436 -0.076 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
23951048000180 ADAM MACRO STRATEGY II FIC DE FIM 52 -27.8 -0.2% 10.3% -0.831 -4.037 -0.994 0.927302 2.4% 1.1% 8.2% 8.7% 2.7% 7.2% -0.320 -0.365 -0.387 -0.062441 -0.041 12.8% 3.0% 6.5% 28.1% 4.9% 6.8%
41127229000179 ETREND RPM FIC DE FIM 53 -29.7 -11.1% 6.2% -2.944 -8.626 -4.265 0.156477 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%
22354046000141 PACIFICO MACRO FIC DE FIM 54 -33.4 1.7% 4.4% -1.560 -3.233 -2.286 1.000813 1.2% 0.6% 4.4% 7.8% 2.4% 4.8% -0.536 -0.404 -0.695 -0.085025 -0.104 16.9% 3.8% 4.8% 32.7% 5.6% 4.5%
24029438000160 ADAM MACRO II FIC DE FIM 55 -34.4 -2.2% 10.5% -0.985 -4.886 -1.184 0.811609 -1.3% -0.6% 8.2% 4.5% 1.4% 7.0% -0.502 -0.556 -0.577 -0.116043 -0.094 10.8% 2.5% 6.3% 19.9% 3.6% 6.4%
12907125000189 CANVAS CLASSIC II FIC DE FIM 56 -36.0 -2.9% 1.2% -4.905 -2.780 -1.431 5.272958 -3.1% -1.5% 5.1% 1.4% 0.4% 6.3% -0.545 -0.544 -0.640 -0.259843 -0.107 13.0% 3.0% 5.8% 22.1% 3.9% 5.2%
05903038000198 MAUÁ MACRO FIC DE FIM 57 -54.2 -1.0% 0.5% -8.683 -2.101 -1.479 6.850707 -6.3% -3.1% 6.1% 1.4% 0.5% 6.5% -0.539 -0.555 -0.585 -0.189719 -0.105 5.6% 1.3% 6.6% 17.6% 3.2% 6.6%
18048639000102 MAUÁ INSTITUCIONAL FIC DE FIM 58 -55.4 -1.1% 0.6% -7.254 -2.092 -1.109 6.464887 -7.4% -3.6% 4.3% -1.9% -0.6% 4.3% -1.045 -0.713 -1.093 -0.268371 -0.254 7.4% 1.7% 3.9% 14.7% 2.7% 3.5%

Observações:

Criado por Carteira Perfeita