2 years of our Nordic & Baltic Value Portfolio

We’re excited to mark the 2-year anniversary of our Nordic & Baltic Value Portfolio – and to share some standout results:

• +37% total return and 17% annualized return, while the OMX Baltic Benchmark GI delivered only +12% over the same two-year period.
• Our portfolio even outperformed the best-performing Baltic index – the OMX Vilnius GI, which gained 22% during the same period.

What makes this performance even more compelling? While the portfolio’s volatility was only slightly higher than that of the OMX Vilnius GI, we achieved a significantly stronger risk-adjusted return – with a Sharpe ratio of 1.5 vs. 0.95 for the OMX Vilnius GI and 0.22 for OMX Baltic Benchmark GI.

Another key point: although the S&P 500 delivered a similar return, its Sharpe ratio was significantly lower (ranging between 0.8 and 0.9), highlighting the much greater risk-adjusted performance of the Nordic & Baltic Value Portfolio.

Curious how we’ve successfully built a portfolio that beats the benchmarks? Follow our Real Time Portfolios to see it in action.