Roehl & Yi Investment Advisors, LLC — 13F Portfolio

Roehl & Yi Investment Advisors, LLC is a U.S.-based registered investment adviser that enters the institutional disclosure universe through Form 13F filings with the U.S. Securities and Exchange Commission under CIK #0002097566. The relatively recent CIK assignment indicates that the firm is a newer addition to the 13F-reporting population, with a developing public record in listed U.S. equities. As an institutional investment manager, Roehl & Yi oversees discretionary accounts that hold U.S.-listed equities and equity-like instruments on behalf of primarily high-net-worth and retail advisory clients. Once the aggregate market value of these positions exceeds the SEC’s threshold for institutional managers, the firm is required to submit quarterly Form 13F reports. Those filings disclose the adviser’s reportable long holdings in common stocks, certain preferred shares, ADRs, and eligible exchange-traded funds, and they form the core factual record of its equity allocation decisions. The business model is consistent with independent wealth-management RIAs: the firm designs investment policies, constructs and monitors portfolios, and integrates its investment activity with broader financial-planning and tax-aware advice. Public marketing information and detailed leadership biographies are limited in widely referenced sources, so the most reliable insight into Roehl & Yi’s engagement with public markets comes from its Form ADV and its 13F filings. Within a 13F analytics context, the firm’s submissions under CIK #0002097566 can be organized into a continuous 13F History. This provides a quarter-by-quarter record of the securities Roehl & Yi has used to express client equity exposures and serves as the starting point for any holdings-based historical replication work.

Roehl & Yi Investment Advisors, LLC does not publish a highly detailed investment philosophy in the public domain, but its regulatory posture and the pattern typical of similar RIAs support a clear characterization. The firm functions as a diversified, long-term public-equity allocator embedded within multi-asset wealth-management portfolios tailored to individual client objectives. Client accounts usually combine equities, fixed income, and cash or cash equivalents. Form 13F captures only the U.S.-listed equity and equity-fund sleeve of those portfolios. Within that sleeve, Roehl & Yi’s approach is best described as Blend / Core: - Broad diversification across major U.S. sectors, rather than a single-industry specialization - Emphasis on liquid, primarily large- and mid-cap issuers, complemented by broad-based ETFs or mutual funds - Long-horizon orientation, using equities as a growth engine inside risk-managed, goals-based portfolios Implementation for RIAs of this profile commonly follows a core–satellite structure. Core allocations are delivered via broad-market or style-specific funds (for example, U.S. total market or large-cap blend exposure), while smaller satellite positions in individual equities or focused funds express more specific views. Portfolio construction is anchored in each client’s risk tolerance, time horizon, and liquidity needs, with an overlay of tax sensitivity and drawdown awareness. Turnover in the 13F-reportable book is typically low. Core funds and high-quality large-cap positions tend to persist across multiple quarters, with changes driven by periodic rebalancing, client circumstances, or material shifts in fundamentals rather than short-term tactical trading. Any more active tilts are generally expressed at the margin of the portfolio, not through wholesale rotation of the core. By standardizing quarter-end holdings from the firm’s 13F filings into model portfolios and carrying those weights forward to the next disclosure, an analyst can reconstruct an equity-only Historical Track Record for Roehl & Yi’s U.S.-listed long sleeve. This reconstructed capital trajectory isolates the behavior of the disclosed equity allocations and allows comparison with broad benchmarks, while recognizing that fixed income, cash, and other asset classes outside the 13F universe also contribute materially to client outcomes.

Roehl & Yi Investment Advisors, LLC, as observed through SEC filings under CIK #0002097566, fits the profile of an independent RIA providing discretionary wealth-management services, with diversified U.S.-listed equities serving as a central building block in client portfolios. Its emerging 13F record points to a core-style, blend-oriented equity allocation with low turnover—consistent with long-horizon planning objectives rather than trading-centric mandates. Within a 13F analytics framework, the firm’s disclosures can be converted into a structured time series that captures its 13F Portfolio Composition at each quarter-end: the mix of individual stocks and funds, issuer- and sector-level exposures, and the stability of core holdings through time. On the reconstructed equity capital path derived from these holdings, analysts can evaluate risk-adjusted outcomes such as an implied Sharpe Ratio, rescaled to a user-defined starting notional, and compare Roehl & Yi’s historical replication profile with broad equity indices and peer RIAs with similar mandates. These holdings-based insights can be explored using a Portfolio Simulator or related Backtesting Service that generates Performance Backtests Online from the firm’s 13F History. Such tools support historical replication of the equity sleeve, including stress testing around major drawdowns and shifts in leadership between styles and sectors, while remaining grounded strictly in disclosed positions. Given the firm’s relatively short 13F history, the key diagnostic question for forward-looking allocators is how regime-sensitive Roehl & Yi Investment Advisors, LLC’s equity allocations will prove to be: as equity-market leadership rotates among growth and value, cyclical and defensive sectors, and higher- versus lower-volatility environments, will the firm materially adjust sector weights, holdings mix, and concentration, or will it maintain a largely stable strategic framework and rely on incremental security selection and disciplined rebalancing to shape clients’ long-horizon capital trajectories?

The risk characteristics visible through Roehl & Yi Investment Advisors, LLC’s 13F disclosures reflect a diversified, long-only or long-biased equity allocation designed for private-wealth clients. In the reconstructed equity sleeve, systematic equity-market movements are the dominant driver of variability, with additional dispersion introduced by sector tilts, capitalization mix, and security selection decisions. Given the wealth-management focus, portfolios are typically constructed to avoid excessive single-name or narrow thematic risk. Use of diversified ETFs and mutual funds, alongside positions in larger, liquid individual equities, spreads exposure across a wide roster of issuers and industries. This structure mitigates, though does not entirely eliminate, idiosyncratic shocks; sizable positions in key core funds or blue-chip stocks can still shape short- to medium-horizon capital paths. Transforming Roehl & Yi’s 13F History into a time series of implied quarter-by-quarter portfolios enables estimation of realized variability and downside behavior for the equity sleeve. On this reconstructed path, analysts can summarize the portfolio’s Volatility Profile relative to major U.S. equity indices and compute path-dependent downside measures such as Max Drawdown Depth, which captures the severity of worst peak-to-trough declines implied by the filings and the time taken to recover prior highs. These metrics provide a practical view of the equity component’s tolerance for interim losses. Holdings-level diagnostics—such as the distribution of position sizes, the balance between individual securities and pooled vehicles, and the spread of exposures across sectors—add further nuance. Together, they help clarify whether Roehl & Yi’s reconstructed equity sleeve behaves more like a benchmark-anchored core allocation or exhibits a more pronounced active tilt around that core. It is essential to emphasize that Form 13F covers only long U.S.-listed equities and certain equity-like instruments. Bonds, cash, alternatives, non-U.S. securities, and any derivatives employed in client portfolios are outside this dataset. As a result, 13F-derived risk assessments describe the behavior of the equity sleeve in isolation; full household or institutional portfolios may follow a different risk pattern once all asset classes are incorporated.