Best Moderate funds
Ranking of the top 20 Moderate funds (Mixed) by composite score (risk-adjusted return). Updated 04/09/2026.
This page ranks 20 Moderate 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 | LU1481479811 | Olea Investment fund clase A | 0.656 | 0.970 | 22.17% | 6.88% | 3.59% | 1.36 | 1.31 | 3.50% | 1.97 |
| 2 | ES0118537002 | OLEA NEUTRAL FI | 0.655 | 0.967 | 20.91% | 6.52% | 3.43% | 1.32 | 1.30 | 3.33% | 1.96 |
| 3 | ES0131445159 | Gestion Boutique VIII Global Dynamic Allocation I FI | 0.651 | 0.943 | 17.78% | 13.15% | 6.86% | 1.62 | 1.64 | 4.01% | 3.28 |
| 4 | ES0142630013 | GPM MIXTO INTERNACIONAL | 0.648 | 0.965 | 27.84% | 8.52% | 5.41% | 1.20 | 1.20 | 5.25% | 1.62 |
| 5 | FR0010135103 | Carmignac Patrimoine A EUR Acc | 0.647 | 0.962 | 31.93% | 9.65% | 5.66% | 1.35 | 1.36 | 5.40% | 1.79 |
| 6 | LU2794620331 | Assenagon MultiAsset Balanced (P2) | 0.646 | 0.969 | 40.77% | 12.05% | 6.32% | 1.59 | 1.45 | 8.50% | 1.42 |
| 7 | FR0010306142 | Carmignac Patrimoine E EUR acc | 0.645 | 0.958 | 30.45% | 9.24% | 5.72% | 1.27 | 1.27 | 5.48% | 1.69 |
| 8 | ES0164282008 | Momento/Europa FI | 0.642 | 0.971 | 32.00% | 9.66% | 7.11% | 1.08 | 1.03 | 6.48% | 1.49 |
| 9 | LU1127386651 | ALL MRKT INCOM PORT A ACC EURH | 0.636 | 0.935 | 31.82% | 9.61% | 6.52% | 1.17 | 1.17 | 8.27% | 1.16 |
| 10 | ES0108191000 | Alhaja Inversiones RV Mixto FI | 0.634 | 0.936 | 19.56% | 6.12% | 5.73% | 0.72 | 0.69 | 6.17% | 0.99 |
| 11 | ES0123549000 | MARCH CARTERA MODERADA, FI | 0.633 | 0.915 | 21.63% | 6.73% | 4.73% | 1.00 | 0.97 | 8.25% | 0.82 |
| 12 | LU1453542695 | VALUE TREE BALANCED CAP EUR | 0.633 | 0.935 | 26.02% | 7.99% | 5.51% | 1.09 | 0.99 | 9.16% | 0.87 |
| 13 | LU0740858229 | JPMorgan Investment Funds - Global Income Fund A (acc) - EUR | 0.632 | 0.935 | 27.65% | 8.44% | 6.66% | 0.97 | 0.89 | 8.75% | 0.96 |
| 14 | LU0740858492 | JPMorgan Investment Funds - Global Income Fund D (acc) EUR | 0.630 | 0.929 | 26.30% | 8.06% | 6.66% | 0.91 | 0.84 | 8.79% | 0.92 |
| 15 | ES0110407097 | Gestión Boutique VI Baelo Patrimonio FI | 0.629 | 0.924 | 27.96% | 8.55% | 6.42% | 1.02 | 0.98 | 8.30% | 1.03 |
| 16 | LU0048292808 | BLI GLOBAL 50 B ACC EUR | 0.629 | 0.936 | 30.53% | 9.26% | 6.59% | 1.10 | 1.05 | 7.61% | 1.22 |
| 17 | LU0161533624 | Swisscanto (LU) Portfolio Fund Committed Balance (EUR) | 0.629 | 0.921 | 30.51% | 9.25% | 6.45% | 1.12 | 1.09 | 9.65% | 0.96 |
| 18 | ES0162946034 | Abante Selección FI | 0.627 | 0.895 | 26.14% | 8.03% | 5.49% | 1.10 | 1.07 | 9.18% | 0.88 |
| 19 | LU1241524708 | BSF MNGD IND MDRAT A2RF AC EUR | 0.626 | 0.937 | 31.61% | 9.55% | 7.53% | 1.00 | 0.97 | 10.45% | 0.91 |
| 20 | ES0172242002 | QUALITY CARTERA MODERADA BP FI | 0.626 | 0.905 | 22.40% | 6.95% | 5.64% | 0.88 | 0.82 | 8.78% | 0.79 |
📊 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 Moderate 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 04/09/2026.
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.