HomePortfoliosUBS HY LOW VOC

UBS HY LOW VOC

Created byuser-dudpf9
Optimize
None Rebalancing
EUR
Low Risk
5.7yr backtest

Performance Summary

Total Return+36.95%
Annualized Return+5.66%
Volatility+5.81%
Sharpe Ratio0.63
Max Drawdown+8.97%

Holdings

Asset Allocation

Asset Class

Bonds 50.0%Equity 50.0%
Holdings Details
Balanced ETF portfolio with 50% European equity covered calls and 50% EUR high yield corporate bonds for diversified income and growth.
AssetTypeAllocationTER
XHYA.XETRA
Xtrackers EUR High Yield Corporate Bond UCITS ETF 1C • LU1109943388
ETF
50.0%0.2%
E50PW.SW
UBS Euro Equity Defensive Put Write SF UCITS ETF EUR acc • IE00BLDGHT92
ETF
50.0%0.21%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,695.48
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 69 months (78%)
Monthly Returns Heatmap
Best month: +4.4% • Worst month: -4.7% • Best year: 2023 (+11.1%) • Worst year: 2022 (-4.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+0.4%-2.7%+2.4%+1.6%+0.6%------+2.8%
2025+0.9%+0.6%+0.0%-1.8%+1.9%+0.1%+1.2%+0.4%+0.8%+0.2%+0.8%+0.8%+6.0%
2024+0.9%+0.1%+0.7%+0.5%+0.3%+0.4%+1.0%+0.1%+1.4%+0.7%+0.6%+0.6%+7.5%
2023+1.9%-0.2%+1.4%+0.5%+0.7%+1.2%+1.1%-0.3%+0.4%+0.6%+2.0%+1.3%+11.1%
2022-1.2%-1.5%-0.4%-1.8%+1.4%-4.7%+4.4%-2.2%-2.5%+2.4%+1.9%+0.1%-4.3%
2021-0.0%+1.4%+1.2%+0.4%+0.6%+0.4%+0.7%+0.5%-0.1%+0.1%-0.5%+1.8%+6.7%
2020----------0.6%+2.2%+1.4%+3.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +8.97% • The longest drawdown period lasted for 1 year and 4 months and was between January 2022 and May 2023. It reached a trough of -9.0%.

Detailed Metrics

Returns
Total Return
+36.95%
Annualized Return
+5.66%
Avg Monthly Return
+0.47%
Risk
Volatility (Annual)
+5.81%
Max Drawdown
+8.97%
Positive Months
78%
Average Drawdown
-1.5%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.59
Downside risk adjusted
Return/Volatility
0.97
Calmar Ratio
0.63
Return/Max Drawdown
Ulcer Index
2.35
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,695.48
Backtest Period
2020-10-08 to 2026-06-26
5.7 years
Rebalancing
none
Base Currency
EUR