PPM

PPM Pension

Optimize
None Rebalancing
SEK
High Risk
26.4yr backtest

Performance Summary

Total Return+525.72%
Annualized Return+7.19%
Volatility+21.78%
Sharpe Ratio0.24
Max Drawdown+83.06%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A PPM pension portfolio of 100% global equities, blending a diversified world fund with targeted technology sector exposure for growth.
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 €62,572.3
Histogram of Monthly Returns
The portfolio had a positive return during 191 of the 318 months (60%)
Monthly Returns Heatmap
Best month: +18.4% • Worst month: -23.5% • Best year: 2023 (+45.1%) • Worst year: 2002 (-50.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.8%-0.8%-0.9%+15.3%+8.2%-------+16.7%
2025+3.8%-9.2%-13.6%-2.5%+11.6%+8.2%+7.0%-2.8%+5.1%+7.1%-5.0%-0.8%+5.6%
2024+5.9%+4.6%+6.4%+0.3%-0.1%+8.8%-1.9%-1.5%-0.8%+6.1%+5.3%+2.4%+40.6%
2023+11.4%+0.2%+7.3%-1.1%+13.9%+3.4%+0.5%+2.3%-4.2%-2.4%+5.4%+2.6%+45.1%
2022-5.2%-2.6%+1.8%-4.6%-0.4%-7.6%+9.6%-0.3%-8.1%+3.2%+2.2%-4.7%-16.8%
2021+4.5%+2.0%+6.7%+2.2%-2.0%+6.6%+2.4%+2.9%-3.4%+0.2%+7.6%+4.3%+38.9%
2020+6.3%-8.1%-5.1%+9.8%+3.4%+3.9%-0.3%+7.0%+0.4%-3.7%+7.2%+2.7%+24.4%
2019+9.8%+6.6%+3.2%+8.7%-7.8%+2.8%+7.9%-0.5%+1.0%+2.0%+2.0%+0.2%+40.8%
2018+1.3%+5.8%-5.2%+8.2%+5.2%+2.9%-1.0%+8.3%-2.9%-5.3%+0.2%-8.5%+7.7%
2017+1.3%+7.7%+2.2%+1.7%+3.5%-4.8%+0.6%-0.6%+4.3%+8.8%+0.5%-0.4%+27.0%
2016-7.8%+3.2%+1.6%-3.4%+7.7%-1.4%+10.9%+2.4%+2.3%+2.7%+1.9%-1.1%+19.3%
2015+2.4%+9.3%+1.7%-0.9%+3.7%-6.6%+6.0%-7.9%-4.0%+14.3%+3.0%-3.5%+16.1%
2014-0.8%+3.5%+0.9%-0.3%+4.2%+2.5%+3.8%+2.3%+2.3%+1.7%+5.3%+5.1%+35.0%
2013+2.4%+0.7%+2.9%+1.5%+7.9%-2.1%+2.5%+0.3%+1.4%+5.2%+4.4%+2.1%+33.3%
2012+5.5%+3.4%+3.8%-0.6%-3.2%-1.7%+0.8%+0.7%+1.0%-4.7%+1.7%-1.7%+4.6%
2011-1.8%+3.0%-1.9%-0.8%+0.5%-0.1%-0.9%-5.5%+2.1%+4.1%+0.6%+1.7%+0.6%
2010-2.7%-2.4%+9.2%+2.4%-1.9%-4.8%-2.0%-4.0%+2.5%+4.9%+2.2%+2.3%+4.8%
2009+4.4%+1.8%+1.2%+10.3%-1.8%+4.9%+0.8%+0.5%+3.5%+1.1%+0.1%+9.4%+41.9%
2008-14.7%-4.3%-4.2%+8.1%+4.6%-9.2%-2.1%+7.9%-9.1%-9.3%-4.9%-1.4%-34.5%
2007+2.0%-1.4%+1.1%+0.7%+5.8%+1.0%-2.3%+1.9%-1.8%+3.8%-6.9%+1.6%+5.0%
2006+0.4%+3.8%+1.8%-5.3%-7.5%-0.5%-2.6%+4.9%+4.2%+1.6%-3.0%+1.5%-1.5%
2005+0.7%-0.7%+1.1%-3.5%+10.7%+4.5%+2.9%-2.9%+2.6%-0.5%+5.3%-2.2%+18.5%
2004+7.0%-1.0%-0.9%-3.5%-2.0%+2.7%-6.1%-3.8%-0.8%+1.2%-0.4%+1.7%-6.4%
2003-4.7%-1.4%+1.4%+3.4%+1.4%+5.0%+4.7%+6.0%-8.4%+7.3%-1.9%-0.5%+11.7%
2002-7.1%-8.3%+1.8%-13.7%-6.3%-18.3%-6.5%+0.4%-15.2%+17.3%+10.0%-15.1%-50.0%
2001+7.3%-23.5%-12.2%+12.5%+2.2%-1.7%-11.0%-14.6%-15.0%+14.1%+12.1%+0.3%-32.6%
2000+0.0%+18.4%+0.4%-1.8%-10.9%+6.5%+0.2%+12.2%-9.5%-8.9%-14.4%-7.7%-19.0%
1999-----------+0.5%+0.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +83.06% • The longest drawdown period lasted for 18 years and 1 month and was between March 2000 and May 2018. It reached a trough of -83.1%.

Detailed Metrics

Returns
Total Return
+525.72%
Annualized Return
+7.19%
Avg Monthly Return
+0.75%
Risk
Volatility (Annual)
+21.78%
Max Drawdown
+83.06%
Positive Months
60%
Average Drawdown
-46.4%
Risk-Adjusted
Sharpe Ratio
0.24
Risk-free rate: 2.0%
Sortino Ratio
0.23
Downside risk adjusted
Return/Volatility
0.33
Calmar Ratio
0.09
Return/Max Drawdown
Ulcer Index
54.38
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
62,572.3
Backtest Period
1999-12-29 to 2026-05-21
26.4 years
Rebalancing
none
Base Currency
SEK