Best Alternative funds
Ranking of the top 10 Alternative funds (Alternatives) by composite score (risk-adjusted return). Updated 03/06/2026.
This page ranks 10 Alternative funds, a subcategory of Alternatives, ordered by a composite score that rewards risk-adjusted return and curve stability while penalizing drawdowns. Use it to compare options within the same investment style before exploring each fund's history in the interactive view.
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 | 0.731 | 0.978 | 89.54% | 24.11% | 10.84% | 2.04 | 2.05 | 8.10% | 2.98 |
| 2 | LU2206556016 | Pictet TR Atlas Titan P EUR | 0.721 | 0.965 | 42.48% | 12.79% | 5.34% | 2.02 | 2.08 | 5.39% | 2.37 |
| 3 | LU1433232854 | Pictet TR Atlas | 0.717 | 0.976 | 22.44% | 7.13% | 2.78% | 1.85 | 1.90 | 2.83% | 2.52 |
| 4 | LU0490786174 | Janus Henderson Absolute Return Fund A2 HEUR | 0.712 | 0.978 | 15.69% | 5.01% | 1.98% | 1.52 | 1.51 | 1.41% | 3.56 |
| 5 | LU0736559278 | AB SELECT ABS ALPHA A AC EURH | 0.684 | 0.898 | 28.38% | 9.01% | 6.13% | 1.14 | 1.09 | 6.54% | 1.38 |
| 6 | LU0496443887 | PICTET TR MANDARIN HP ACC EUR | 0.672 | 0.909 | 46.52% | 14.24% | 11.12% | 1.10 | 1.09 | 9.95% | 1.43 |
| 7 | LU0694232645 | Sissener SICAV - Sissener Canopus EUR R | 0.658 | 0.847 | 59.11% | 16.96% | 10.24% | 1.46 | 1.44 | 18.56% | 0.91 |
| 8 | ES0107696124 | Cinvest Multigestión Everea FI | 0.651 | 0.939 | 76.03% | 20.45% | 16.67% | 1.11 | 1.17 | 21.94% | 0.93 |
| 9 | FR0010174144 | BDL REMPART - C | 0.650 | 0.861 | 29.04% | 8.96% | 9.76% | 0.71 | 0.73 | 10.54% | 0.85 |
| 10 | LU0463469048 | Schroder GAIA Egerton Equity A EUR | 0.640 | 0.946 | 38.16% | 11.77% | 13.76% | 0.71 | 0.54 | 19.51% | 0.60 |
📊 Compared evolution (base 100)
❓ Frequently asked questions
How is the fund ranking calculated?
Each fund gets a composite score from 0 to 1 that combines risk-adjusted return (excess CAGR and Sortino), curve stability (R² and inverted volatility) and drawdown control (a non-linear penalty plus the Ulcer Index). Funds are then ordered by that score.
What does the score mean for Alternative funds?
A higher score means better relative behavior within the analyzed set: more stable growth and smaller drawdowns for the return achieved. It is a comparison tool, not an investment recommendation.
How often is the data updated?
The ranking is recomputed from daily NAV data each time the site is regenerated. This page was last updated on 03/06/2026.
Is this investment advice?
No. All content is educational and based on historical data. Past performance does not guarantee future results. Consult a licensed advisor before investing.