HomePortfoliosGeorgina's R+V Portfolio

Georgina's R+V Portfolio

Created byuser-kofyg6
Optimize
None Rebalancing
EUR
Moderate Risk
18.6yr backtest

Performance Summary

Total Return+214.70%
Annualized Return+6.35%
Volatility+13.74%
Sharpe Ratio0.32
Max Drawdown+38.72%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 100% stock allocation through diversified multi-asset and pure equity ETFs for broad market growth.
AssetTypeAllocationTER
DE0005314462
UniRak -net- • DE0005314462
FUND
50.0%1.25%
DE0009750273
UniGlobal -net- • DE0009750273
FUND
50.0%0.75%
Total100.0%1.00%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €31,470
Histogram of Monthly Returns
The portfolio had a positive return during 136 of the 224 months (61%)
Monthly Returns Heatmap
Best month: +9.1% • Worst month: -10.6% • Best year: 2019 (+27.0%) • Worst year: 2008 (-30.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.0%+0.7%-5.6%+8.1%+4.8%+2.3%-2.0%+2.4%----+11.5%
2025+3.4%-1.9%-8.1%-3.4%+4.7%+0.6%+2.9%-0.9%+1.4%+3.2%-1.6%-0.4%-0.9%
2024+3.0%+4.8%+3.0%-2.4%+1.5%+2.9%+0.1%-0.2%+1.1%-0.0%+5.8%-1.5%+19.4%
2023+4.2%-0.2%+1.3%+0.3%+1.4%+3.0%+1.1%-0.5%-2.5%-1.7%+4.4%+3.2%+14.6%
2022-4.3%-3.5%+2.2%-4.0%-1.2%-6.8%+8.8%-3.5%-6.2%+5.5%+3.6%-6.3%-15.8%
2021-0.4%+2.3%+5.9%+1.8%+0.0%+3.4%+1.8%+2.4%-2.9%+4.8%+0.1%+3.5%+24.8%
2020+0.6%-5.7%-10.6%+8.2%+3.0%+2.3%+0.9%+4.6%-1.5%-3.1%+8.0%+1.4%+6.5%
2019+6.4%+3.4%+2.7%+3.6%-4.0%+4.0%+2.0%-0.2%+1.6%+0.5%+3.3%+1.2%+27.0%
2018+1.4%-2.5%-2.0%+2.5%+3.5%-1.1%+2.3%+0.9%-0.2%-5.0%-0.4%-7.4%-8.3%
2017-0.5%+3.8%+1.0%+0.6%-0.9%-1.5%-0.9%-0.6%+3.0%+3.0%-1.7%-0.0%+5.2%
2016-4.9%-1.6%+1.7%+0.2%+2.2%-1.1%+3.2%+0.3%-0.5%-0.8%+1.0%+2.9%+2.3%
2015+5.5%+5.6%+3.3%-2.6%+0.8%-3.7%+3.4%-7.2%-2.7%+8.0%+3.5%-4.1%+9.0%
2014-1.5%+2.1%-0.1%+0.0%+2.6%+0.2%-0.6%+3.2%+1.5%+0.6%+2.8%+0.8%+12.0%
2013+1.8%+2.6%+2.7%+0.4%+1.9%-3.1%+2.0%-1.5%+2.5%+3.2%+1.7%+0.1%+15.0%
2012+4.8%+3.0%+1.1%-0.8%-3.1%+1.0%+4.4%+0.6%+0.7%-0.8%+1.1%-0.1%+12.4%
2011-0.9%+1.8%-2.6%+1.0%+0.1%-1.6%-0.4%-7.8%-2.5%+6.2%+0.2%+2.1%-4.8%
2010-1.6%+1.6%+6.3%+0.7%-1.7%-1.5%+1.1%-0.8%+1.8%+2.2%+2.8%+3.5%+14.9%
2009-1.0%-6.5%+2.8%+9.1%+1.3%-0.2%+6.6%+2.0%+2.7%-2.0%+1.6%+5.6%+23.4%
2008-7.3%-1.2%-3.7%+5.3%+0.6%-7.8%-0.9%+2.5%-5.6%-8.8%-4.3%-3.5%-30.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +38.72% • The longest drawdown period lasted for 3 years and was between January 2008 and January 2011. It reached a trough of -38.7%.

Detailed Metrics

Returns
Total Return
+214.70%
Annualized Return
+6.35%
Avg Monthly Return
+0.57%
Risk
Volatility (Annual)
+13.74%
Max Drawdown
+38.72%
Positive Months
61%
Average Drawdown
-7.3%
Risk-Adjusted
Sharpe Ratio
0.32
Risk-free rate: 2.0%
Sortino Ratio
0.30
Downside risk adjusted
Return/Volatility
0.46
Calmar Ratio
0.16
Return/Max Drawdown
Ulcer Index
9.80
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€31,470
Backtest Period
2008-01-02 to 2026-08-17
18.6 years
Rebalancing
none
Base Currency
EUR
Georgina's R+V Portfolio | 18-Year Backtest