Best Cautious funds
Ranking of the top 20 Cautious funds (Mixed) by composite score (risk-adjusted return). Updated 01/09/2026.
This page ranks 20 Cautious funds, a subcategory of Mixed, 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 / 30.0%)3, 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 | ES0140794001 | Gamma Global FI | 0.671 | 0.992 | 29.03% | 8.84% | 2.42% | 2.83 | 2.78 | 2.71% | 3.27 |
| 2 | ES0116567035 | Cartesio X , Fi | 0.661 | 0.976 | 27.44% | 8.39% | 3.09% | 2.07 | 2.00 | 4.01% | 2.09 |
| 3 | ES0119207001 | COBAS RENTA FI | 0.660 | 0.952 | 28.02% | 8.56% | 2.74% | 2.39 | 2.20 | 3.65% | 2.34 |
| 4 | ES0138217031 | Gesconsult Renta fija flexible | 0.659 | 0.954 | 16.56% | 5.22% | 1.72% | 1.88 | 1.86 | 2.17% | 2.41 |
| 5 | ES0105243002 | Acacia Bonomix Plata FI | 0.654 | 0.977 | 22.44% | 6.98% | 3.67% | 1.36 | 1.36 | 3.27% | 2.13 |
| 6 | ES0138914033 | MERCH FONTEMAR FI | 0.650 | 0.971 | 19.38% | 6.06% | 3.77% | 1.08 | 1.06 | 4.49% | 1.35 |
| 7 | LU1159839114 | PRISMA 30 | 0.642 | 0.961 | 19.76% | 6.18% | 4.80% | 0.87 | 0.87 | 5.56% | 1.11 |
| 8 | ES0123541007 | March Cartera Conservadora FI | 0.642 | 0.924 | 16.82% | 5.32% | 3.28% | 1.01 | 1.04 | 4.79% | 1.11 |
| 9 | LU1453542349 | VALUE TREE DEFENSIVE CAP EUR | 0.642 | 0.939 | 20.63% | 6.43% | 3.83% | 1.16 | 1.07 | 6.09% | 1.06 |
| 10 | LU0941349192 | PICTET MASSET GLOBAL OPP P EUR | 0.641 | 0.944 | 25.77% | 7.94% | 5.19% | 1.15 | 1.15 | 5.09% | 1.56 |
| 11 | ES0140072028 | Abaco Renta Fija Mixta Global C FI | 0.638 | 0.918 | 15.64% | 4.95% | 3.55% | 0.83 | 0.82 | 4.28% | 1.15 |
| 12 | ES0156572002 | MyInvestor Cartera Permanente | 0.636 | 0.954 | 36.41% | 10.87% | 6.99% | 1.27 | 1.27 | 6.27% | 1.73 |
| 13 | LU1883329432 | Amundi Funds - Global Multi-Asset Conservative A EUR (C) | 0.636 | 0.942 | 19.53% | 6.11% | 5.15% | 0.80 | 0.79 | 5.93% | 1.03 |
| 14 | LU0161534358 | Swisscanto (LU) Portfolio Fund Committed Select (EUR) | 0.634 | 0.916 | 20.96% | 6.53% | 4.82% | 0.94 | 0.92 | 6.49% | 1.01 |
| 15 | IE00BJ358440 | GAM Star Fund plc - GAM Star Global Aggressive Selling Agent A USD Acc | 0.633 | 0.923 | 21.82% | 6.79% | 4.69% | 1.02 | 0.98 | 6.42% | 1.06 |
| 16 | LU0087412390 | DWS CONCEPT DJE ALPHA RENTEN GLB LC EUR | 0.632 | 0.884 | 16.53% | 5.22% | 3.66% | 0.88 | 0.87 | 4.79% | 1.09 |
| 17 | LU0048292394 | BLI GLOBAL 30 B ACC EUR | 0.631 | 0.939 | 27.41% | 8.38% | 5.92% | 1.08 | 1.03 | 6.57% | 1.28 |
| 18 | LU0776414087 | Schroder ISF Global Multi-Asset Balanced A Accumulation | 0.625 | 0.948 | 36.10% | 10.79% | 8.36% | 1.05 | 0.97 | 10.42% | 1.04 |
| 19 | LU0112799290 | Swisscanto (LU) Portfolio Fund Committed Select (EUR) | 0.622 | 0.866 | 16.68% | 5.26% | 4.95% | 0.66 | 0.63 | 6.49% | 0.81 |
| 20 | LU1548496022 | DYNMC MULTI STRAT 15 AT AC EUR | 0.617 | 0.862 | 21.72% | 6.75% | 5.46% | 0.87 | 0.80 | 7.77% | 0.87 |
📊 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 Cautious 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 01/09/2026.
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.