HomePortfoliosinvestor ab
None Rebalancing
EUR
High Risk
28.0yr backtest

Performance Summary

Total Return+248.36%
Annualized Return+4.55%
Volatility+39.86%
Sharpe Ratio0.06
Max Drawdown+95.77%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A concentrated equity portfolio focused on the finance sector, offering targeted exposure to a single high-conviction holding for strategic growth.
AssetTypeAllocationTER
IVS.F
INVESTOR A (FRIA) O.N.SE0015811955
STOCK
100.0%0%
Total100.0%0.00%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €34,835.97
Histogram of Monthly Returns
The portfolio had a positive return during 203 of the 337 months (60%)
Monthly Returns Heatmap
Best month: +64.6% • Worst month: -76.3% • Best year: 2020 (+105.9%) • Worst year: 1999 (-80.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+7.8%+7.9%-7.9%+3.8%+4.4%+3.6%+0.1%-----+20.4%
2025+8.2%+3.8%-2.3%-7.9%+3.4%-2.8%+1.2%+4.0%-0.6%+8.6%+1.7%+2.7%+20.5%
2024+4.4%+7.2%+0.9%+0.1%+8.2%+1.4%+6.4%+2.5%+1.0%-6.0%-1.5%-0.0%+26.4%
2023+3.1%+3.0%-1.9%+8.1%-3.1%-5.6%+4.5%-5.2%+2.0%-5.1%+10.4%+10.3%+20.3%
2022-13.9%-6.1%+11.2%-6.2%-1.8%-11.1%+11.5%-10.0%-12.6%+14.2%+4.2%-1.6%-24.4%
2021+1.3%+0.6%+10.8%+5.3%+9.0%-0.0%+10.3%-6.4%-4.9%+5.2%+8.2%+10.6%+60.4%
2020+0.8%-10.1%-9.2%+13.7%+16.8%+1.0%+6.1%+6.0%+5.9%-9.3%+64.6%+5.0%+105.9%
2019+6.4%-1.0%+4.2%+5.2%-5.7%+8.2%+3.3%-2.5%+4.4%+2.2%+6.1%+4.2%+39.9%
2018+1.6%-3.2%-5.5%+1.4%+1.9%-3.5%+6.7%+5.3%+2.8%-4.1%+1.9%-5.2%-1.1%
2017+3.3%+0.4%+6.1%+6.2%+1.0%+2.2%-6.1%-3.8%+8.7%+3.2%-8.6%-0.9%+10.8%
2016-9.9%-0.1%+4.0%+0.8%-0.3%-4.1%+2.8%+5.0%+0.2%-0.2%-1.0%+14.2%+10.0%
2015+6.8%+6.9%+7.6%-0.2%+0.5%-9.2%+4.7%-7.4%-5.3%+11.3%+4.9%-4.2%+15.0%
2014-4.1%+9.0%+0.1%+4.9%+8.3%-4.0%-0.4%+2.2%-0.9%+2.0%+7.1%+0.3%+26.2%
2013+6.8%+6.8%+1.1%+0.7%+3.9%-12.0%+12.1%-4.0%+3.7%+5.7%+0.9%+4.3%+31.9%
2012+12.7%+5.4%-0.1%-5.6%-3.6%-1.0%+16.3%-3.1%+5.9%-2.5%+5.6%+10.9%+45.5%
2011+4.9%+1.4%+0.4%+0.9%+2.1%-5.8%-5.5%-8.2%-3.6%+10.2%-9.6%+6.4%-8.1%
2010-4.2%+1.2%+9.3%-0.3%-7.1%+0.7%+6.6%-3.7%+9.2%-3.5%+4.0%+7.4%+19.4%
2009-17.0%-2.7%+4.2%+19.8%-1.3%+0.9%+10.6%+5.0%-2.3%-2.2%+0.7%+8.0%+21.1%
2008-17.6%+5.6%+3.6%+2.5%+4.8%-14.8%+3.7%+2.9%-10.5%-10.9%-1.5%-1.5%-31.8%
2007+2.2%-5.4%+3.7%+11.7%-6.3%-0.9%+4.9%-9.8%-0.8%+0.1%-8.1%-2.1%-12.1%
2006-1.9%+0.6%+4.7%+5.2%-14.8%+4.1%+5.1%+4.3%+6.9%+4.7%-3.6%+7.3%+22.5%
2005+0.6%+12.8%-1.5%-4.7%+8.6%+4.8%+9.8%-4.3%+7.4%-7.3%+10.3%+12.4%+57.5%
2004+7.0%+4.5%-5.9%+7.3%-6.8%+2.9%-2.1%+3.3%+1.3%+1.6%+9.5%-2.5%+20.3%
2003-13.1%-0.7%+3.5%+9.4%-1.5%+12.1%+9.3%+6.3%-0.4%+5.2%-0.5%+0.7%+31.5%
2002-1.1%+6.4%+2.4%-11.8%-8.0%-14.8%-23.9%-8.0%-21.2%+15.3%+18.7%-15.3%-52.3%
2001-2.4%-3.3%-10.6%+0.8%+6.8%+4.6%-11.2%-5.2%-19.6%+3.7%+7.3%+3.0%-26.2%
2000-0.1%+5.9%+6.8%-2.2%-6.7%-7.7%+10.7%-0.6%+4.4%+0.4%-1.9%+6.3%+14.5%
1999-45.5%-10.4%+10.1%+7.0%-76.3%+5.0%+4.1%+3.0%-4.2%+9.0%+9.4%+9.4%-80.8%
1998-------6.0%-16.4%-18.4%-8.0%+20.2%+0.9%-28.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +95.77% • The longest drawdown period lasted for 22 years and 3 months and was between July 1998 and November 2020. It reached a trough of -95.8%.

Detailed Metrics

Returns
Total Return
+248.36%
Annualized Return
+4.55%
Avg Monthly Return
+0.92%
Risk
Volatility (Annual)
+39.86%
Max Drawdown
+95.77%
Positive Months
60%
Average Drawdown
-64.0%
Risk-Adjusted
Sharpe Ratio
0.06
Risk-free rate: 2.0%
Sortino Ratio
0.06
Downside risk adjusted
Return/Volatility
0.11
Calmar Ratio
0.05
Return/Max Drawdown
Ulcer Index
70.36
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
34,835.97
Backtest Period
1998-07-13 to 2026-07-28
28.0 years
Rebalancing
none
Base Currency
EUR
investor ab | 28-Year Backtest