Best Alternativo funds
Ranking of the top 10 Alternativo funds by composite score (risk-adjusted return). Updated 31/05/2026.
ℹ️ Methodology: period and indicators
All indicators are computed over the last 3 years of prices, with daily data. The risk-free rate used is 2.0%.
Score formula (risk-adjusted return):
0.15·R² + 0.15·Sortino* + 0.2·DD* + 0.2·CAGR_excess* + 0.1·Volatility_inv* + 0.2·Ulcer_inv*
* Components normalized to the analyzed set of funds (best in set = 1, worst = 0). The drawdown term is 1 − (MaxDD / 50.0%)2, clamped to [0,1]. Volatility and Ulcer are inverted (less = better).
A higher score means better relative behavior within the analyzed set, not an investment recommendation.
🏆 Ranking
| # | ISIN | Name | Score | R² | Total Ret. | Annual Ret. | Volatility | Sharpe | Sortino | Max Drawdown | Calmar |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | LU1725200650 | Schroder GAIA Contour Tech Eq A Acc EUR H | 0.735 | 0.978 | 93.15% | 25.02% | 10.72% | 2.15 | 2.17 | 8.10% | 3.09 |
| 2 | LU2206556016 | Pictet TR Atlas Titan P EUR | 0.717 | 0.965 | 40.80% | 12.39% | 5.33% | 1.95 | 2.00 | 5.39% | 2.30 |
| 3 | LU1433232854 | Pictet TR Atlas | 0.714 | 0.976 | 21.70% | 6.94% | 2.77% | 1.78 | 1.83 | 2.83% | 2.45 |
| 4 | LU0490786174 | Janus Henderson Absolute Return Fund A2 HEUR | 0.711 | 0.979 | 15.88% | 5.09% | 1.98% | 1.56 | 1.55 | 1.41% | 3.62 |
| 5 | LU0736559278 | AB SELECT ABS ALPHA A AC EURH | 0.682 | 0.898 | 28.38% | 9.01% | 6.13% | 1.14 | 1.09 | 6.54% | 1.38 |
| 6 | LU0496443887 | PICTET TR MANDARIN HP ACC EUR | 0.670 | 0.910 | 45.12% | 13.92% | 11.13% | 1.07 | 1.06 | 9.95% | 1.40 |
| 7 | LU0694232645 | Sissener SICAV - Sissener Canopus EUR R | 0.656 | 0.846 | 59.11% | 17.04% | 10.26% | 1.47 | 1.45 | 18.56% | 0.92 |
| 8 | FR0010174144 | BDL REMPART - C | 0.650 | 0.860 | 30.05% | 9.28% | 9.77% | 0.75 | 0.77 | 10.54% | 0.88 |
| 9 | ES0107696124 | Cinvest Multigestión Everea FI | 0.649 | 0.938 | 74.87% | 20.24% | 16.69% | 1.09 | 1.16 | 21.94% | 0.92 |
| 10 | LU0463469048 | Schroder GAIA Egerton Equity A EUR | 0.645 | 0.956 | 39.53% | 12.20% | 13.78% | 0.74 | 0.56 | 18.92% | 0.64 |