Research-led thinking.
Systematic execution.

This is the performance of our IBKR portfolio, not the full net asset value of Sweden Equity Holding, aktiebolag. It excludes assets, liabilities and company expenses outside the account. No capital amounts, positions or account identifiers are published.

Daily, broker-reported time-weighted returns are compounded geometrically: index = 100 × ∏(1 + daily return). The index reflects the account’s reported return treatment, including items recorded in that account. It is not an independently audited performance record or a claim of GIPS compliance.

Volatility and diagnostic ratios use 252 observations per year and require at least 63 observations. Skewness and excess kurtosis are bias-corrected. The latest-return z-score uses the preceding 63 observations. VaR and CVaR are one-day historical loss estimates with a minimum of 250 observations; even then tail estimates are uncertain. No missing returns are filled or simulated.

Sharpe uses a zero risk-free rate and Sortino a zero minimum acceptable return; neither is an excess-return comparison against current interest rates. Negative historical VaR denotes a positive return threshold, not a guaranteed gain. Undefined ratios are not shown as zero.

Statistics use the entire published history, independently of the chart-period selection. Past performance does not predict future results. This page describes our own investment activity and is not an offer or an investment recommendation.