07 — performancefull breakdown

the numbers.

all returns until , argan agentic strategy with first partners class fees

net returns of the argan agentic strategyEUR

Performance of the argan agentic strategy since inception (EUR, net of fees)

all returns until , argan agentic strategy with first partners class fees

Argan agentic strategy EUR

64.06%

MSCI World EUR

38.69%

0%20%40%60%80%May 24Aug 24Nov 24Feb 25May 25Aug 25Nov 25Feb 26May 26Jul 26

Argan agentic strategy EURMSCI World EUR

monthly net returns of the argan agentic strategy · EUR

monthly net returns of the argan agentic strategy, EUR
JanFebMarAprMayJunJulAugSepOctNovDecYTD arganYTD MSCI World
20248.84%10.85%−4.11%−0.69%−0.93%0.54%6.86%2.60%25.46%16.28%
20250.18%−0.03%−4.68%−3.98%7.15%3.54%2.57%−0.33%7.01%6.50%−0.78%−1.93%15.29%7.08%
20261.90%−1.54%−7.81%14.79%11.17%−0.68%−3.25%13.42%11.39%
net returns of the argan agentic strategyUSD

Performance of the argan agentic strategy since inception (USD, net of fees)

all returns until , argan agentic strategy with first partners class fees

Argan agentic strategy USD

78.27%

MSCI World USD

51.68%

S&P 500 USD

52.82%

0%25%50%75%100%May 24Aug 24Nov 24Feb 25May 25Aug 25Nov 25Feb 26May 26Jul 26

Argan agentic strategy USDMSCI World USD

monthly net returns of the argan agentic strategy · USD

monthly net returns of the argan agentic strategy, USD
JanFebMarAprMayJunJulAugSepOctNovDecYTD arganYTD MSCI WorldYTD SPY
202410.58%9.56%−3.00%1.24%−0.04%−1.59%4.07%0.65%22.59%13.42%17.88%
20250.66%0.01%−0.99%1.05%7.01%7.06%0.01%1.93%7.42%4.61%−0.23%−0.75%30.88%21.36%17.71%
20263.21%−2.28%−10.03%16.87%10.59%−2.70%−2.64%11.11%10.20%10.13%

Performance data prior to 2025 comes directly from the broker with estimated fees based on the First Partners Class excluding administration fees. Starting 2025 net of fees First Partners Class performance comes from our administrator AssetCare Fund Services B.V. Past performance is not indicative of future results. Monthly performance up to the 15th of the subsequent month, is always an estimate.

07b — backtestsimulation + old portfolio + nina

How can the argan flagship strategy behave in your portfolio after fees?

simulation 01/2007 – 07/2026 · eur · net of fees · illustrative

01/2007 – 07/2026argan strategy net of fees returnmsci world eur unhedged
Total Multiple47.4X5.3X
Annualized Net Return21.8%8.9%
Annualized Volatility12.8%14.4%
Sharpe Ratio1.70.6
Sortino Ratio1.90.9
Calmar Ratio1.20.2
Max Drawdown−17.8%−49.0%
Best Month14.8%11.4%
Worst Month−12.6%−10.9%
Skewness9%3%
Beta0.71
Alpha15.4%
Upside Capture1.21
Downside Capture0.54

growth of €1

0X10X20X30X40X50XJan 07Mar 09May 11Jul 13Sep 15Nov 17Jan 20Mar 22May 24Jul 26

argan strategy netmsci world

growth of €1 · log scale

1X2X5X10X20X40XJan 07Mar 09May 11Jul 13Sep 15Nov 17Jan 20Mar 22May 24Jul 26

argan strategy netmsci world

era keysimulated performance · macro model onlysimulated performance · full modelrecovered portfolio returns · nina 0.5live · nina 1.0

5-yr rolling correlation · argan · msci world

0.000.250.500.751.00Dec 11Jan 14Feb 16Mar 18Apr 20May 22Jun 24Jul 26

5-yr rolling outperformance vs msci world, annualised

0%5%10%15%20%Dec 11Jan 14Feb 16Mar 18Apr 20May 22Jun 24Jul 26

monthly net returns · simulated & live

monthly net returns · simulated & live
JanFebMarAprMayJunJulAugSepOctNovDecannual argan netannual msci world
20070.92%0.42%−1.18%1.96%6.54%−1.31%−1.81%2.72%2.87%5.30%−12.58%3.29%5.92%−1.66%
20084.20%1.20%−5.26%−1.84%0.54%0.99%−0.35%−0.39%4.65%−2.00%6.61%−1.63%6.30%−37.64%
20098.28%0.57%−4.17%−1.37%0.91%−2.17%12.92%2.29%3.27%−4.94%7.62%11.12%37.78%26.43%
2010−5.98%7.91%12.55%4.46%−5.71%−10.02%3.98%−5.51%11.25%6.48%6.19%5.76%32.28%18.26%
20111.92%4.22%−2.88%−2.07%−0.43%−3.24%0.65%−8.16%−2.32%−0.66%1.94%1.74%−9.45%−2.76%
20128.54%4.14%5.43%−0.77%−3.35%3.50%3.86%4.56%0.12%−7.30%1.33%−1.72%18.73%11.84%
20132.73%4.57%5.70%1.83%5.45%−4.72%6.23%−0.97%3.49%7.46%5.75%3.14%48.24%22.81%
2014−3.33%5.41%−2.16%−0.50%7.00%3.49%3.06%6.25%0.76%3.99%5.86%−2.02%30.73%20.41%
20152.89%11.46%−0.29%−0.82%0.73%−1.56%−1.96%−0.39%−0.61%13.67%4.21%−1.76%27.02%10.32%
20161.57%4.69%−2.87%2.10%−1.43%1.69%9.18%0.78%1.71%−0.87%2.66%3.22%24.26%10.87%
2017−0.43%9.20%0.59%2.26%3.04%−5.78%1.70%2.47%0.44%9.44%0.94%0.17%25.77%7.49%
2018−0.17%0.22%−0.92%0.18%2.06%−1.62%−0.86%0.14%−0.71%1.72%−0.04%1.65%1.59%−4.16%
20196.48%4.58%5.96%1.49%−9.45%8.00%5.07%−5.35%1.92%3.37%7.10%3.71%36.29%29.58%
20204.79%−10.29%−1.77%7.63%5.64%1.32%3.66%11.01%−4.32%−6.60%10.11%4.79%26.23%6.20%
2021−0.32%−0.05%4.70%7.42%−3.12%12.96%5.04%7.10%−8.26%12.22%3.65%1.35%49.19%32.54%
2022−3.35%2.43%0.90%0.90%−2.43%0.30%1.06%−1.45%−0.26%−1.67%1.14%−0.38%−2.93%−13.54%
20231.52%−1.16%2.20%0.08%8.14%1.49%1.93%0.76%−5.57%−2.16%8.76%4.45%21.42%19.89%
20247.39%7.13%2.72%−6.21%8.84%10.85%−4.11%−0.69%−0.93%0.54%6.86%2.60%39.06%27.23%
20250.18%−0.03%−4.68%−3.98%7.15%3.54%2.57%−0.33%7.01%6.50%−0.78%−1.93%15.29%7.08%
20261.90%−1.54%−7.81%14.79%11.17%−0.68%−3.25%13.42%11.39%

era keysimulated performance · macro model onlysimulated performance · full modelrecovered portfolio returns · nina 0.5live · nina 1.0

All returns are in EUR and net of fees. The simulations are subject to change as we implement system updates and are purely for illustrative purposes. Volatility is adjusted for autocorrelation to provide an accurate Sharpe ratio per Lo (2002). The net returns account for a 1.25% annualized management fee. A 7.5% performance fee is assumed, excluding an annual 25 bps service fee. NINA launched in May 2024, prior performance is simulated based on live outputs since 2021 and backtests. Several system components have been live since 2021 in a different form, when our CIO joined a European Family Office that year. These components were rebuilt for NINA and were in a different form part of the portfolio our CIO co-managed, as well as the EUR 34 bln managed by the Multi-Asset Investment team when he led quant research. Where possible, historic live system outputs are used to simulate trades under the same conditions (liquidity, slippage, costs, trading frequency, currency exposure) as the real portfolio. Transaction costs (15 bps) and slippage (40 bps) were conservatively applied to these large-cap liquid instruments. Note that as we improve the system, the simulated performance is subject to small changes. The goal here is to give our investors an idea of how this product will behave in their portfolio, and not to market the performance.

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