Best Equities funds
Ranking of the top 20 Equities funds by composite score (risk-adjusted return). Updated 02/06/2026.
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 | LU0840526551 | Lemanik SICAV - High Growth Capitalisation Institutional EUR | 0.746 | 0.974 | 169.69% | 39.56% | 15.07% | 2.49 | 2.37 | 16.17% | 2.45 |
| 2 | IE00018YKVN0 | Neuberger Berman Next Generation Space Economy Fund EUR A Accumulating Class Unhedged | 0.738 | 0.898 | 106.80% | 60.30% | 26.67% | 2.19 | 2.34 | 18.51% | 3.26 |
| 3 | LU1330191898 | Magallanes V.I. UCITS Iberian Equity R | 0.732 | 0.948 | 99.87% | 26.52% | 10.74% | 2.28 | 2.19 | 10.28% | 2.58 |
| 4 | LU2972959774 | FLAB EQUITY H ACC EUR | 0.731 | 0.900 | 35.33% | 30.43% | 13.19% | 2.16 | 2.15 | 8.77% | 3.47 |
| 5 | LU2466448532 | Echiquier Space B | 0.730 | 0.948 | 232.39% | 49.72% | 21.43% | 2.23 | 2.38 | 19.45% | 2.56 |
| 6 | ES0159201013 | Magallanes Iberian Equity M FI | 0.730 | 0.950 | 100.71% | 25.68% | 10.59% | 2.24 | 2.14 | 10.37% | 2.48 |
| 7 | IE00BWY56V74 | Algebris Financial Equity R EUR Acc | 0.727 | 0.977 | 114.28% | 29.63% | 13.07% | 2.11 | 1.95 | 13.88% | 2.14 |
| 8 | ES0173367048 | Miralta Narval Europa A FI | 0.723 | 0.976 | 102.03% | 25.95% | 12.36% | 1.94 | 1.95 | 11.38% | 2.28 |
| 9 | ES0175224031 | SANTANDER SMALL CAPS ESPAÑA FI | 0.722 | 0.941 | 137.55% | 33.48% | 15.07% | 2.09 | 1.98 | 14.34% | 2.33 |
| 10 | ES0167211038 | Okavango Delta A FI | 0.722 | 0.966 | 135.86% | 32.28% | 15.10% | 2.00 | 1.92 | 14.74% | 2.19 |
| 11 | ES0167211004 | ABANTE OKAVANGO DELTA I FI | 0.722 | 0.966 | 136.01% | 32.30% | 15.14% | 2.00 | 1.92 | 14.88% | 2.17 |
| 12 | ES0110182039 | BBVA BOLSA ÍNDICE FI | 0.720 | 0.969 | 118.78% | 29.46% | 15.02% | 1.83 | 1.79 | 12.40% | 2.38 |
| 13 | LU0261948904 | FF IBERIA FUND A ACC EUR | 0.719 | 0.971 | 100.34% | 25.28% | 12.84% | 1.81 | 1.77 | 10.70% | 2.36 |
| 14 | LU0145471693 | GIS CENTRAL EASTERN EUROPEAN EQ DX EUR | 0.718 | 0.952 | 119.58% | 30.34% | 15.08% | 1.88 | 1.90 | 12.96% | 2.34 |
| 15 | LU0300834669 | Alken Fund - Small Cap Europe Class R | 0.717 | 0.920 | 136.79% | 33.59% | 15.80% | 2.00 | 1.95 | 12.96% | 2.59 |
| 16 | LU0524465548 | Alken Fund - Small Cap Europe Class A | 0.716 | 0.919 | 135.83% | 33.41% | 15.85% | 1.98 | 1.94 | 12.96% | 2.58 |
| 17 | LU0169248142 | GIS CENTRAL EASTERN EUROPEAN EQ EX EUR | 0.715 | 0.950 | 116.33% | 29.69% | 15.08% | 1.84 | 1.86 | 12.98% | 2.29 |
| 18 | LU0115765678 | IBERIA FUND E ACC EUR | 0.714 | 0.969 | 95.83% | 24.35% | 12.85% | 1.74 | 1.68 | 10.73% | 2.27 |
| 19 | IE00BH6XSF26 | Heptagon Fund ICAV - Kopernik Global All-Cap Equity Fund AE EUR Acc | 0.714 | 0.920 | 96.23% | 25.57% | 11.93% | 1.98 | 1.84 | 11.74% | 2.18 |
| 20 | LU1372006947 | Cobas Selection Fund Class P Acc EUR | 0.708 | 0.936 | 105.31% | 27.42% | 12.67% | 2.01 | 1.79 | 15.71% | 1.75 |
📊 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 Equities 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 02/06/2026.
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.