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IPS Alternative

Optimize
Annual Rebalancing
SEK
High Risk
26.5yr backtest

Performance Summary

Total Return+563.11%
Annualized Return+7.39%
Volatility+21.66%
Sharpe Ratio0.25
Max Drawdown+83.11%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 60% broad market and 40% tech fund for targeted, diversified growth in world markets.
AssetTypeAllocationTER
SE0001112715
Skandia Time GlobalSE0001112715
FUND
60.0%1.5%
SE0000538944
Swedbank Robur Technology ASE0000538944
FUND
40.0%1.25%
Total100.0%1.40%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €66,310.62
Histogram of Monthly Returns
The portfolio had a positive return during 191 of the 320 months (60%)
Monthly Returns Heatmap
Best month: +18.4% • Worst month: -23.6% • Best year: 2023 (+44.2%) • Worst year: 2002 (-49.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.9%-1.0%-1.0%+15.0%+13.2%+0.7%-1.9%-----+19.8%
2025+4.0%-8.7%-13.2%-2.7%+11.6%+8.0%+6.5%-2.5%+5.3%+7.3%-5.0%-0.6%+7.2%
2024+5.6%+4.3%+6.5%+0.5%+0.1%+8.3%-1.6%-1.5%-1.0%+6.3%+5.1%+2.2%+40.1%
2023+11.5%+0.1%+7.2%-0.7%+12.9%+3.4%+0.6%+2.2%-4.1%-2.4%+5.3%+2.6%+44.2%
2022-4.6%-2.7%+1.6%-4.0%-0.3%-7.2%+9.3%-0.3%-8.0%+3.3%+1.8%-4.8%-16.0%
2021+4.5%+2.0%+7.0%+2.2%-1.8%+6.0%+2.5%+2.8%-3.4%-0.3%+7.3%+4.7%+38.1%
2020+6.1%-8.0%-5.3%+9.7%+3.3%+3.8%-0.3%+6.9%+0.4%-3.7%+7.3%+2.7%+23.5%
2019+9.8%+6.6%+3.1%+8.7%-7.8%+2.7%+7.9%-0.5%+1.1%+2.0%+1.9%+0.2%+40.5%
2018+1.3%+5.7%-5.1%+8.2%+5.1%+3.0%-0.9%+8.3%-2.9%-5.1%+0.4%-8.5%+7.9%
2017+1.3%+7.7%+2.3%+1.7%+3.5%-4.8%+0.6%-0.7%+4.3%+8.7%+0.5%-0.4%+26.9%
2016-7.7%+3.6%+1.6%-3.4%+7.6%-1.5%+11.0%+2.4%+2.4%+2.5%+2.0%-1.0%+19.8%
2015+2.5%+9.4%+1.8%-0.9%+3.7%-6.6%+6.0%-7.9%-4.1%+14.5%+3.0%-3.4%+16.7%
2014-0.8%+3.5%+0.9%-0.2%+4.0%+2.5%+3.6%+2.3%+2.3%+1.6%+5.4%+5.1%+34.4%
2013+2.4%+0.7%+3.0%+1.6%+8.1%-1.9%+2.5%+0.5%+1.6%+5.3%+4.4%+2.1%+34.7%
2012+5.5%+3.4%+3.8%-0.5%-3.1%-1.6%+0.5%+0.7%+1.1%-4.6%+1.5%-1.6%+4.8%
2011-1.9%+3.1%-1.8%-0.8%+0.3%-0.1%-0.9%-5.5%+1.9%+4.3%+0.6%+1.8%+0.6%
2010-2.6%-2.3%+9.4%+2.5%-2.0%-4.7%-1.8%-4.0%+2.4%+5.3%+1.8%+2.4%+5.6%
2009+4.3%+1.8%+1.6%+10.8%-1.4%+4.9%+0.4%+0.8%+3.8%+1.4%-0.5%+9.3%+42.9%
2008-14.6%-4.6%-4.1%+8.3%+4.8%-9.4%-2.4%+7.9%-9.3%-9.8%-5.0%-1.3%-35.0%
2007+2.2%-1.5%+1.2%+0.8%+5.9%+1.0%-2.5%+1.7%-2.0%+3.9%-7.3%+1.6%+4.5%
2006+0.4%+4.1%+1.9%-5.1%-7.1%-0.5%-2.6%+4.6%+4.3%+1.8%-3.0%+1.9%+0.1%
2005+0.8%-0.8%+1.2%-3.7%+10.5%+4.5%+3.1%-2.7%+2.5%-0.7%+5.0%-2.0%+18.1%
2004+7.0%-1.0%-0.7%-3.6%-2.2%+2.7%-6.0%-3.6%-0.7%+1.6%-0.4%+1.9%-5.5%
2003-4.8%-1.6%+1.3%+3.3%+1.6%+5.1%+4.7%+5.8%-8.6%+7.1%-2.0%-0.4%+10.8%
2002-7.2%-8.3%+2.0%-13.6%-6.0%-18.4%-6.5%+0.3%-14.9%+17.1%+10.1%-15.1%-49.9%
2001+8.2%-23.6%-12.1%+12.6%+2.1%-2.0%-10.9%-14.8%-14.8%+13.7%+11.9%+0.1%-32.7%
2000-0.0%+18.4%+0.4%-1.9%-11.0%+6.5%+0.2%+12.2%-9.5%-8.9%-14.4%-7.8%-19.2%
1999-----------+0.5%+0.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +83.11% • The longest drawdown period lasted for 17 years and 11 months and was between March 2000 and March 2018. It reached a trough of -83.1%.

Detailed Metrics

Returns
Total Return
+563.11%
Annualized Return
+7.39%
Avg Monthly Return
+0.77%
Risk
Volatility (Annual)
+21.66%
Max Drawdown
+83.11%
Positive Months
60%
Average Drawdown
-45.8%
Risk-Adjusted
Sharpe Ratio
0.25
Risk-free rate: 2.0%
Sortino Ratio
0.24
Downside risk adjusted
Return/Volatility
0.34
Calmar Ratio
0.09
Return/Max Drawdown
Ulcer Index
53.94
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
66,310.62
Backtest Period
1999-12-29 to 2026-07-07
26.5 years
Rebalancing
annual
Base Currency
SEK