07 — performancefull breakdown

the numbers.

all returns until , argan opportunistic strategy (aos) net returns

argan opportunistic strategy (aos) net returnsEUR

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

all returns until , argan opportunistic strategy (aos) net returns

Argan Opportunistic EUR

48.82%

MSCI World EUR

11.39%

-50%-25%0%25%50%75%Jan 26Feb 26Mar 26Apr 26May 26Jun 26Jul 26

Argan Opportunistic EURMSCI World EUR

monthly net returns · argan opportunistic strategy · EUR

monthly net returns · argan opportunistic strategy, EUR
JanFebMarAprMayJunJulAugSepOctNovDecYTD AOSYTD MSCI World
20261.49%−13.10%−24.49%60.00%41.71%−0.06%−1.36%48.82%11.39%
argan opportunistic strategy (aos) net returnsUSD

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

all returns until , argan opportunistic strategy (aos) net returns

Argan Opportunistic USD

46.05%

MSCI World USD

10.20%

S&P 500 USD

10.13%

-50%-25%0%25%50%Jan 26Feb 26Mar 26Apr 26May 26Jun 26Jul 26

Argan Opportunistic USDMSCI World USD

monthly net returns · argan opportunistic strategy · USD

monthly net returns · argan opportunistic strategy, USD
JanFebMarAprMayJunJulAugSepOctNovDecYTD AOSYTD MSCI WorldYTD SPY
20262.39%−13.39%−26.15%62.47%40.84%−2.10%−0.46%46.05%10.20%10.13%

Performance comes directly from the broker with estimated fees based on the First Partners Class of the Argan Agentic Fund excluding administration fees. Past performance is not indicative of future results.

07b — backtestsimulation + old portfolio + nina

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

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

01/2007 – 07/2026argan opportunistic netmsci world eur unhedged
Total Multiple13125.9X5.3X
Annualized Net Return62.3%8.9%
Annualized Volatility37.3%14.4%
Sharpe Ratio1.70.6
Sortino Ratio1.90.9
Calmar Ratio1.30.2
Max Drawdown−46.9%−49.0%
Best Month60.0%11.4%
Worst Month−34.9%−10.9%
Skewness32%3%
Beta2.09
Alpha49.2%
Upside Capture3.27
Downside Capture1.63

growth of €1

0X5000X10000X15000XJan 07Mar 09May 11Jul 13Sep 15Nov 17Jan 20Mar 22May 24Jul 26

argan opportunistic netmsci world

growth of €1 · log scale

1X2X5X10X20X40X80X160XJan 07Mar 09May 11Jul 13Sep 15Nov 17Jan 20Mar 22May 24Jul 26

argan opportunistic netmsci world

era keysimulated performance · macro model onlysimulated performance · full modelrecovered portfolio returns · ninalive · argan opportunistic strategy

5-yr rolling correlation · argan · msci world

0.000.200.400.600.80Dec 11Jan 14Feb 16Mar 18Apr 20May 22Jun 24Jul 26

5-yr rolling outperformance vs msci world, annualised

−20%0%20%40%60%80%Dec 11Jan 14Feb 16Mar 18Apr 20May 22Jun 24Jul 26

monthly net returns · simulated & live

monthly net returns · simulated & live
JanFebMarAprMayJunJulAugSepOctNovDecargan opp. netannual msci world
20071.57%0.62%−1.16%6.00%12.02%−1.10%7.51%4.55%15.33%25.35%−34.86%3.26%29.66%−1.66%
20084.06%1.07%−5.45%−1.86%0.63%0.75%−0.24%−0.38%4.65%−1.75%6.66%−1.55%6.16%−37.64%
20098.42%0.42%−4.08%−1.38%0.84%−2.23%52.72%2.53%19.44%−12.34%21.18%22.80%147.72%26.43%
2010−20.51%17.00%31.21%8.32%−19.58%−24.00%17.92%−16.25%43.26%22.36%3.57%15.17%66.83%18.26%
20117.30%9.88%−6.19%−6.41%0.47%−9.91%5.07%−25.30%−14.84%7.63%1.75%0.36%−31.17%−2.76%
201234.53%14.89%19.58%−5.73%−21.88%8.76%4.37%15.67%0.36%−19.44%2.14%−5.60%39.32%11.84%
20136.54%3.54%12.38%5.34%13.50%−10.22%20.93%−2.87%14.41%18.44%12.29%9.67%160.83%22.81%
2014−7.43%16.23%−9.94%−4.90%16.97%10.42%4.82%16.93%−2.85%8.33%17.34%−7.74%66.21%20.41%
2015−2.21%28.43%−7.32%1.91%5.51%−1.56%−1.96%−0.39%−0.57%34.97%3.65%−1.50%64.85%10.32%
20161.57%4.69%−2.87%2.10%−1.43%−1.26%28.03%2.65%5.50%−4.61%2.69%8.98%51.91%10.87%
20175.26%19.41%1.54%9.64%10.15%−11.69%11.09%4.84%−0.52%18.46%3.70%−0.22%93.30%7.49%
2018−0.39%0.22%−0.92%0.18%6.94%−1.62%−0.86%0.14%−0.71%1.90%−0.04%0.57%5.27%−4.16%
201924.78%10.09%16.50%10.98%−29.30%27.45%10.68%−12.44%2.25%12.76%16.15%13.61%135.97%29.58%
202011.50%−20.83%−13.34%22.72%16.59%11.50%18.93%43.35%−19.98%−15.99%32.02%15.84%113.91%6.20%
2021−0.85%−3.76%3.38%19.05%−8.03%28.95%10.20%16.54%−20.45%32.73%6.87%0.46%102.77%32.54%
2022−8.66%2.43%0.90%0.90%−2.43%0.30%1.06%−1.45%−0.26%−1.67%1.14%−0.38%−8.26%−13.54%
20231.52%−1.16%2.86%1.56%28.61%12.30%2.21%−6.31%−17.57%−9.68%38.12%19.83%78.64%19.89%
20247.53%19.18%3.84%−16.91%23.33%25.14%−10.63%−6.15%5.35%−2.31%21.59%14.44%104.97%27.23%
20250.72%−0.12%−5.54%−2.78%28.60%14.16%10.28%−1.32%28.04%26.00%−3.12%−7.72%112.88%7.08%
20261.49%−13.10%−24.49%60.00%41.71%−0.06%−1.36%48.82%11.39%

era keysimulated performance · macro model onlysimulated performance · full modelrecovered portfolio returns · ninalive · argan opportunistic strategy

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, the system behind this strategy, 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 a portfolio our CIO co-managed, as well as the EUR 34 bln managed by the Multi-Asset Investment team when he led quant research. The Argan Opportunistic Strategy is live since 2026. 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. 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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