Relationship marketing is a philosophy that provides solid building and lastings relations with customers. It has been recognized as valuable support for both companies and for customers. Prioritizing interactive processes, enables better understand the customer and meet their needs. Thus, it enables customer satisfaction and building links that generate retention and loyalty. Particularly in the financial sector, relationship marketing has been a consistent proposition. The theme of this research is the relationship marketing. Its main objective was to evaluate the effectiveness of relationship marketing actions developed by Index Capital, an investment company. In the case study, we applied questionnaire to 20 customers and an interview was made with three employees of the company. The results indicate the need for relationship marketing actions that create value for customers.