Optimize
None Rebalancing
SEK
Moderate Risk
Multi-currency
21.4yr backtest

Performance Summary

Total Return+946.86%
Annualized Return+11.60%
Volatility+17.76%
Sharpe Ratio0.54
Max Drawdown+38.66%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 70% broad market and 30% technology focus for diversified growth potential.
AssetTypeAllocationTER
SE0000671919
SPP Aktiefond Global ASE0000671919
FUND
70.0%0.33%
LU0209158467
Janus Henderson Horizon Global Technology Leaders Fund A1 USDLU0209158467
FUND
30.0%1.85%
Total100.0%0.79%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €104,685.66
Histogram of Monthly Returns
The portfolio had a positive return during 152 of the 250 months (61%)
Monthly Returns Heatmap
Best month: +14.4% • Worst month: -13.4% • Best year: 2019 (+40.3%) • Worst year: 2008 (-34.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.8%-0.1%-2.7%+14.4%+12.5%+0.7%------+24.9%
2025+3.7%-7.0%-13.4%-2.5%+8.9%+6.4%+6.3%-2.4%+4.4%+5.6%-3.6%-1.5%+2.4%
2024+6.8%+5.8%+6.8%-0.3%+0.0%+6.3%-2.5%-2.2%+1.3%+4.2%+5.5%+1.5%+37.9%
2023+10.7%-1.5%+4.4%-1.8%+10.2%+4.7%+1.4%+1.6%-5.0%-1.0%+4.9%+1.2%+32.7%
2022-5.2%-2.5%+1.1%-5.1%-3.8%-4.8%+7.8%+0.8%-7.7%+3.7%+2.1%-5.3%-18.2%
2021+2.8%+2.6%+4.7%+2.3%-2.2%+6.5%+1.2%+2.6%-3.2%+2.3%+4.4%+2.8%+29.8%
2020+5.1%-9.8%-6.0%+9.9%+0.8%+3.0%+0.3%+6.9%-0.1%-2.8%+6.9%+1.4%+14.7%
2019+10.3%+6.1%+2.6%+7.4%-7.0%+4.1%+6.7%-1.3%+0.8%+1.5%+2.5%+1.8%+40.3%
2018+2.0%+4.0%-4.1%+7.0%+3.1%+0.9%-0.7%+7.4%-2.7%-5.8%-1.3%-8.8%-0.4%
2017+0.1%+7.2%+1.1%+1.4%+2.0%-3.4%-0.4%-0.5%+4.1%+7.2%+1.1%-0.5%+20.3%
2016-6.4%-0.5%+1.5%-2.1%+6.6%-0.9%+7.3%+1.8%+1.5%+4.0%+2.1%-0.4%+14.6%
2015+4.0%+6.2%+1.6%-0.8%+3.0%-6.2%+4.9%-7.4%-4.4%+11.7%+2.1%-4.3%+8.8%
2014-2.0%+3.2%+0.4%-0.1%+5.8%+2.2%+3.3%+2.7%+0.9%+3.3%+3.4%+3.5%+29.7%
2013+2.2%+1.4%+2.2%+0.9%+4.7%-2.5%+2.8%-0.3%+1.0%+4.5%+3.8%+0.2%+22.6%
2012+5.1%+2.9%+2.0%-0.3%-3.6%-0.9%+0.2%+0.0%+1.4%-0.7%+2.0%-1.0%+7.0%
2011+0.3%-0.5%-0.9%-0.2%-0.3%+0.3%-1.3%-6.8%-1.1%+5.3%-0.1%+1.1%-4.5%
2010-2.8%-3.0%+8.5%+1.1%-3.4%-3.3%-0.7%-2.3%+0.2%+2.6%+3.6%--0.2%
2009+0.9%-1.2%-0.5%+9.4%-+5.3%+4.8%-1.5%-3.2%+0.4%+2.2%+6.7%+24.9%
2008-12.0%-0.1%-6.9%+6.5%+2.3%-8.6%-0.4%--6.6%-9.8%--4.4%-34.6%
2007+3.6%+1.5%+0.4%+1.2%+4.7%+1.2%-3.3%+1.7%--0.4%-3.9%+0.5%+7.1%
2006+0.3%+4.6%-0.4%--8.7%-1.4%+0.6%+3.4%+1.1%+1.7%-2.1%--1.6%
2005+0.0%+2.2%-0.5%-1.6%+8.0%+5.7%--0.2%+2.8%-0.6%+7.4%+0.7%+25.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +38.66% • The longest drawdown period lasted for 6 years and 8 months and was between July 2007 and April 2014. It reached a trough of -38.7%.

Detailed Metrics

Returns
Total Return
+946.86%
Annualized Return
+11.60%
Avg Monthly Return
+1.04%
Risk
Volatility (Annual)
+17.76%
Max Drawdown
+38.66%
Positive Months
61%
Average Drawdown
-9.7%
Risk-Adjusted
Sharpe Ratio
0.54
Risk-free rate: 2.0%
Sortino Ratio
0.50
Downside risk adjusted
Return/Volatility
0.65
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
12.41
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
104,685.66
Backtest Period
2005-01-31 to 2026-06-25
21.4 years
Rebalancing
none
Base Currency
SEK
SPP | +11.6% CAGR | ETF Backtest