Home PortfoliosYIN-YANG-Portfolio

YIN-YANG-Portfolio

Created byuser-0ovu6o

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None Rebalancing

EUR

Low Risk

Multi-currency

3.0yr backtest

Performance Summary

Total Return+42.15%

Annualized Return+12.28%

Volatility+9.09%

Sharpe Ratio1.13

Max Drawdown+16.22%

Holdings

Asset Allocation

Asset Class

Equity 64.0%Bonds 36.0%

Holdings Details

Diversified ETF portfolio blending 64% global equities and 36% bonds, covering US value, emerging markets, and covered call strategies.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SPYY.XETRA SPDR MSCI All Country World UCITS ETF (Acc) • IE00B44Z5B48	IE00B44Z5B48	Acc	ETF	14.0%	0.12%
IUAA.LSE iShares US Aggregate Bond UCITS Acc • IE00BYXYYM63	IE00BYXYYM63	Acc	ETF	12.0%	0.07%
AGGU.LSE iShares Core Global Aggregate Bond UCITS ETF USD Hedged (Acc) • IE00BZ043R46	IE00BZ043R46	Acc	ETF	12.0%	0.1%
ZPR5.XETRA State Street SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF USD Unhedged (Dist) • IE00BP46NG52	IE00BP46NG52	Dist	ETF	12.0%	0.42%
IUVD.LSE iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) • IE00BFF5RX68	IE00BFF5RX68	Dist	ETF	10.0%	0.2%
ZPRV.XETRA SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413	IE00BSPLC413	Acc	ETF	10.0%	0.3%
AMEL.XETRA Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (C) • LU1681045024	LU1681045024	Acc	ETF	10.0%	0.2%
XY7D.XETRA Global X S&P 500 Covered Call UCITS ETF D • IE0002L5QB31	IE0002L5QB31	Dist	ETF	10.0%	0.45%
WTD9.F WisdomTree US Equity Income UCITS ETF Acc • DE000A2ARXG7	DE000A2ARXG7	Acc	ETF	10.0%	0.29%
Total		Total			100.0%	0.23%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €14,215.33

Histogram of Monthly Returns

The portfolio had a positive return during 25 of the 37 months (68%)

Monthly Returns Heatmap

Best month: +6.2% • Worst month: -5.5% • Best year: 2026 (+15.5%) • Worst year: 2025 (+4.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.2%	+2.9%	-2.4%	+4.5%	+4.4%	+2.8%	+0.4%	-	-	-	-	-	+15.5%
2025	+3.6%	-1.1%	-5.5%	-5.2%	+2.4%	-0.3%	+2.8%	+1.3%	+1.7%	+3.0%	+1.7%	+0.1%	+4.0%
2024	+1.4%	+0.7%	+2.9%	-1.9%	-0.7%	+1.8%	+2.5%	-1.3%	+0.8%	+1.3%	+6.2%	-2.1%	+11.9%
2023	-	-	-	-	-	-	+1.9%	-0.6%	-0.2%	-3.1%	+3.3%	+4.5%	+5.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +16.22% • The longest drawdown period lasted for 10 months and was between February 2025 and January 2026. It reached a trough of -16.2%.

Dividend Income

Summary

This portfolio contains 3 distributing ETFs (32.0% of total allocation)

Total Dividends Received

€526.74

44 payments

Dividend Yield

1.51%

(annualized)

Avg Per Payment

€11.97

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown

Dividend income per calendar year

Year	Dividends	Yield	Payments
2026	€102.22	0.77%	8
2025	€184.61	1.59%	14
2024	€167.82	1.51%	15
2023	€72.09	0.71%	7
Total	€526.74	1.51%	44

Detailed Metrics

Returns

Total Return

+42.15%

Annualized Return

+12.28%

Avg Monthly Return

+0.99%

Risk

Volatility (Annual)

+9.09%

Max Drawdown

+16.22%

Positive Months

68%

Average Drawdown

-2.9%

Risk-Adjusted

Sharpe Ratio

1.13

Risk-free rate: 2.0%

Sortino Ratio

1.07

Downside risk adjusted

Return/Volatility

1.35

Calmar Ratio

0.76

Return/Max Drawdown

Ulcer Index

4.15

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€14,215.33

Backtest Period

2023-07-11 to 2026-07-24
3.0 years

Rebalancing

none

Base Currency

EUR