| Portfolio | Market | Universe | Date range | Total return | CAGR | Max drawdown | Sharpe | Alpha | Trades | Win rate | Avg return | Best | Worst |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
IS_BASELINE
ID 1
|
Oslo Børs | OSEBX | 2014-01-02 → 2019-12-31 | +171.52 % | +18.12 % | -12.90 % | 1.34 | +101.22 % | 0 | — | — | — | — |
|
IS_VOL_1_5
ID 2
|
Oslo Børs | OSEBX | 2014-01-02 → 2019-12-31 | +146.70 % | +16.25 % | -17.03 % | 1.28 | +76.40 % | 0 | — | — | — | — |
|
IS_RET5_10
ID 3
|
Oslo Børs | OSEBX | 2014-01-02 → 2019-12-31 | +171.52 % | +18.12 % | -12.90 % | 1.34 | +101.22 % | 0 | — | — | — | — |
|
IS_TTL1
ID 4
|
Oslo Børs | OSEBX | 2014-01-02 → 2019-12-31 | +177.09 % | +18.52 % | -16.39 % | 1.39 | +106.79 % | 0 | — | — | — | — |
|
OOS_BASELINE
ID 5
|
Oslo Børs | OSEBX | 2020-01-02 → 2026-01-28 | +73.92 % | +9.53 % | -23.69 % | 0.69 | -11.95 % | 0 | — | — | — | — |
|
OOS_VOL_1_5
ID 6
|
Oslo Børs | OSEBX | 2020-01-02 → 2026-01-28 | +74.29 % | +9.57 % | -23.69 % | 0.69 | -11.58 % | 0 | — | — | — | — |
|
OOS_RET5_10
ID 7
|
Oslo Børs | OSEBX | 2020-01-02 → 2026-01-28 | +99.85 % | +12.07 % | -23.69 % | 0.83 | +13.98 % | 0 | — | — | — | — |
|
OOS_TTL1
ID 8
|
Oslo Børs | OSEBX | 2020-01-02 → 2026-01-28 | +70.04 % | +9.13 % | -23.69 % | 0.67 | -15.83 % | 0 | — | — | — | — |
|
OOS1_BASELINE_2020_2021
ID 9
|
Oslo Børs | OSEBX | 2020-01-02 → 2021-12-31 | +5.96 % | +2.94 % | -23.69 % | 0.27 | -21.68 % | 0 | — | — | — | — |
|
OOS1_RET5_10_2020_2021
ID 10
|
Oslo Børs | OSEBX | 2020-01-02 → 2021-12-31 | +5.63 % | +2.78 % | -23.69 % | 0.26 | -22.01 % | 0 | — | — | — | — |
|
OOS2_BASELINE_2022_2023
ID 11
|
Oslo Børs | OSEBX | 2022-01-03 → 2023-12-29 | -2.06 % | -1.04 % | -18.35 % | 0.01 | -9.93 % | 0 | — | — | — | — |
|
OOS2_RET5_10_2022_2023
ID 12
|
Oslo Børs | OSEBX | 2022-01-03 → 2023-12-29 | -2.06 % | -1.04 % | -18.35 % | 0.01 | -9.93 % | 0 | — | — | — | — |
|
OOS3_BASELINE_2024_2026
ID 13
|
Oslo Børs | OSEBX | 2024-01-02 → 2026-01-28 | +26.55 % | +12.02 % | -11.87 % | 0.94 | -7.30 % | 0 | — | — | — | — |
|
OOS3_RET5_10_2024_2026
ID 14
|
Oslo Børs | OSEBX | 2024-01-02 → 2026-01-28 | +25.89 % | +11.74 % | -11.57 % | 0.92 | -7.97 % | 0 | — | — | — | — |
|
STRICT_BASELINE_OSEBX
ID 15
|
Oslo Børs | OSEBX | 2014-01-02 → 2026-02-06 | +607.01 % | +17.54 % | -18.62 % | 1.21 | +377.74 % | 87 | 51.72 % | 25.82 % | 464.78 % | -37.60 % |
|
STRICT_BASELINE_OSEBX_DMS180
ID 16
|
Oslo Børs | OSEBX | 2014-01-02 → 2026-01-29 | +509.07 % | +16.13 % | -18.67 % | 1.12 | +287.90 % | 0 | — | — | — | — |
|
STRICT_BASELINE_OSEBX_DMS252
ID 17
|
Oslo Børs | OSEBX | 2014-01-02 → 2026-01-29 | +594.66 % | +17.40 % | -18.62 % | 1.21 | +373.50 % | 0 | — | — | — | — |
|
STRICT_BASELINE_OSEBX_BFE
ID 18
|
Oslo Børs | OSEBX | 2014-01-02 → 2026-01-30 | +330.55 % | +12.84 % | -22.92 % | 0.94 | +108.69 % | 0 | — | — | — | — |
|
STRICT_BASELINE_OMX30
ID 20
|
Nasdaq Stockholm | All | 2014-01-02 → 2026-02-02 | +77.28 % | +4.85 % | -25.20 % | 0.42 | -54.29 % | 95 | 49.47 % | 5.11 % | 99.88 % | -31.04 % |
|
STRICT_BASELINE_OSEBX_20180627_V1
ID 21
|
Oslo Børs | OSEBX | 2018-06-27 → 2026-01-30 | +93.04 % | +9.04 % | -21.53 % | 0.68 | -6.43 % | 60 | 43.33 % | 8.63 % | 156.00 % | -37.60 % |
|
STRICT_BASELINE_OSEBX_20180627_V2
ID 22
|
Oslo Børs | OSEBX | 2018-06-27 → 2026-01-30 | +93.06 % | +9.04 % | -25.20 % | 0.66 | -6.41 % | 59 | 45.76 % | 10.97 % | 464.78 % | -37.60 % |
|
STRICT_BASELINE_OSEBX_20180627_NO_REGIME
ID 23
|
Oslo Børs | OSEBX | 2018-06-27 → 2026-01-30 | +78.87 % | +7.95 % | -22.76 % | 0.60 | -20.60 % | 60 | 36.67 % | 7.98 % | 279.26 % | -37.60 % |
|
STRICT_BASELINE_OSEBX_V3
ID 24
|
Oslo Børs | OSEBX | 2014-01-02 → 2026-02-02 | +601.37 % | +17.48 % | -18.62 % | 1.21 | +380.09 % | 88 | 51.14 % | 25.44 % | 464.78 % | -37.60 % |
|
STRICT_BASELINE_NASDAQ
ID 25
|
Nasdaq US | All | 2014-01-02 → 2026-02-06 | +705.11 % | +18.81 % | -26.84 % | 0.97 | +249.21 % | 79 | 65.82 % | 49.79 % | 1 848.52 % | -26.85 % |
|
STRICT_BASELINE_NASDAQ_V3
ID 26
|
Nasdaq US | All | 2014-01-02 → 2026-02-02 | +667.69 % | +18.36 % | -26.12 % | 0.93 | +198.25 % | 90 | 51.11 % | 41.30 % | 1 848.52 % | -30.74 % |
|
STRICT_BASELINE_OSE
ID 27
|
Oslo Børs | All | 2014-01-02 → 2026-02-06 | +243.34 % | +10.73 % | -20.62 % | 0.94 | +14.06 % | 55 | 49.09 % | 12.20 % | 153.27 % | -78.08 % |