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Equities portfolio

Asia, Europe, US

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None Rebalancing
EUR
Moderate Risk
4.4yr backtest

Performance Summary

Total Return+31.65%
Annualized Return+6.52%
Volatility+10.93%
Sharpe Ratio0.41
Max Drawdown+15.99%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
Diversified equities portfolio with strategic allocation across US, Asian, and European markets plus Nordic corporate bonds for balanced growth.
AssetTypeAllocationTER
SE0015192323
Swedbank Robur Access Edge USA CSE0015192323
FUND
30.0%0.2%
SE0013876968
Swedbank Robur Access Asien CSE0013876968
FUND
30.0%0.2%
SE0015192331
Swedbank Robur Access Edge Europe CSE0015192331
FUND
20.0%0.2%
SE0017072416
Swedbank Robur Corporate Bond Nordic CSE0017072416
FUND
20.0%0.5%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €13,164.92
Histogram of Monthly Returns
The portfolio had a positive return during 31 of the 54 months (57%)
Monthly Returns Heatmap
Best month: +5.8% • Worst month: -6.7% • Best year: 2024 (+18.3%) • Worst year: 2022 (-12.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+2.6%-6.4%+4.8%--------+2.9%
2025+2.4%-0.3%-5.0%-3.3%+5.7%+0.8%+3.6%-0.4%+2.9%+3.9%-0.8%+0.9%+10.2%
2024+0.7%+3.4%+2.9%-0.2%+1.7%+3.5%-0.1%+0.6%+2.5%-0.7%+2.6%+0.1%+18.3%
2023+4.8%-0.9%+0.0%-0.4%+1.7%+1.4%+2.2%-1.5%-1.3%-2.9%+4.4%+3.0%+10.7%
2022-3.6%-2.5%+1.9%-1.0%-2.9%-4.5%+5.8%-0.7%-6.7%+0.6%+4.4%-3.1%-12.2%
2021-----------1.0%+2.1%+1.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.99% • The longest drawdown period lasted for 2 years and 1 month and was between January 2022 and February 2024. It reached a trough of -16.0%.

Detailed Metrics

Returns
Total Return
+31.65%
Annualized Return
+6.52%
Avg Monthly Return
+0.55%
Risk
Volatility (Annual)
+10.93%
Max Drawdown
+15.99%
Positive Months
57%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.41
Risk-free rate: 2.0%
Sortino Ratio
0.38
Downside risk adjusted
Return/Volatility
0.60
Calmar Ratio
0.41
Return/Max Drawdown
Ulcer Index
6.48
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
13,164.92
Backtest Period
2021-11-29 to 2026-04-08
4.4 years
Rebalancing
none
Base Currency
EUR
Equities portfolio | ETF Backtest