HomePortfoliosCockroach Portfolio (US)

Cockroach Portfolio (US)

Lowest Max Drawdown + Highest return possible under low volatility for long term

Created byuser-y6mi4a
Optimize FIRE Projection
Annual Rebalancing
USD
Low Risk
21.8yr backtest

Performance Summary

Total Return+498.16%
Annualized Return+8.55%
Volatility+9.50%
Sharpe Ratio0.69
Max Drawdown+21.79%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Precious Metals 20.0%Bonds 20.0%
Holdings Details
Diversified ETF portfolio blending consumer staples, utilities, healthcare, bonds, and gold for low volatility and strong long-term returns.
AssetTypeAllocationTER
XLP.US
Consumer Staples Select Sector SPDR® Fund • US81369Y3080
ETF
20.0%0.09%
XLU.US
Utilities Select Sector SPDR® Fund • US81369Y8865
ETF
20.0%0.09%
GLD.US
SPDR® Gold Shares • US78463V1070
ETF
20.0%0.4%
IEF.US
iShares 7-10 Year Treasury Bond ETF • US4642874402
ETF
20.0%0.15%
XLV.US
Health Care Select Sector SPDR® Fund • US81369Y2090
ETF
20.0%0.09%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $59,815.79
Histogram of Monthly Returns
The portfolio had a positive return during 168 of the 263 months (64%)
Monthly Returns Heatmap
Best month: +6.8% • Worst month: -10.3% • Best year: 2025 (+20.4%) • Worst year: 2008 (-9.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.2%+6.6%-6.8%+0.6%-1.3%-0.4%+0.4%+1.8%+0.3%---+5.1%
2025+3.5%+2.6%+1.4%+0.7%-0.3%+0.5%-0.1%+2.3%+3.5%+1.7%+4.3%-1.1%+20.4%
2024-0.1%+0.9%+4.2%-0.9%+3.5%-0.8%+3.9%+3.9%+2.5%-1.5%+1.1%-4.7%+12.4%
2023+0.9%-4.3%+4.5%+2.0%-3.8%+0.9%+1.5%-2.5%-4.3%+0.5%+4.3%+2.7%+1.7%
2022-3.0%+0.3%+2.9%-2.6%-0.3%-2.6%+2.4%-2.7%-6.2%+3.4%+6.0%-0.8%-3.8%
2021-1.6%-3.6%+3.9%+2.9%+1.7%-1.3%+3.3%+1.5%-4.3%+3.0%-1.3%+6.6%+10.6%
2020+2.6%-4.5%-3.1%+5.9%+2.4%-0.8%+6.4%+0.6%-1.6%-0.8%+1.9%+2.6%+11.5%
2019+3.4%+1.2%+1.6%+0.0%-0.5%+4.7%+0.1%+3.7%+0.2%+1.2%+0.1%+2.2%+19.4%
2018+1.2%-3.8%+0.2%-0.6%-0.5%+1.0%+1.9%+1.1%+0.3%-0.4%+3.2%-3.4%-0.1%
2017+2.2%+4.1%-0.4%+1.3%+1.7%-0.7%+1.3%+1.9%-1.5%+0.1%+2.3%-0.6%+12.0%
2016+1.2%+2.9%+2.8%+0.8%-0.5%+5.2%+1.1%-2.8%-0.2%-2.1%-4.3%+1.2%+5.0%
2015+3.1%-1.4%-0.8%-0.6%+1.3%-2.3%+1.9%-3.0%-0.7%+3.2%-2.0%+1.1%-0.4%
2014+0.9%+4.0%+0.0%+1.5%+0.4%+2.4%-2.9%+3.4%-1.7%+3.3%+2.3%+0.4%+14.8%
2013+3.7%+0.6%+3.6%+1.4%-3.7%-2.7%+4.9%-2.4%+0.8%+3.3%+0.1%-0.5%+9.2%
2012+2.0%+0.2%+1.1%+0.8%-1.6%+3.0%+1.7%+0.2%+1.8%-0.4%-0.3%-1.8%+6.9%
2011-1.2%+2.6%+0.8%+5.3%+1.5%-1.5%+1.0%+3.5%-3.6%+3.7%+1.4%-0.3%+13.7%
2010-0.7%+1.2%+1.4%+1.0%-2.0%+0.1%+1.8%+1.5%+4.2%+2.0%-1.1%+1.9%+11.8%
2009-1.6%-6.3%+1.9%-0.0%+4.8%-0.3%+4.3%+1.1%+2.4%+0.0%+6.8%-1.3%+11.8%
2008-0.3%+0.1%-1.4%-0.2%+1.5%-1.2%+0.1%-1.0%-3.3%-10.3%+3.9%+3.6%-9.0%
2007+1.4%+1.1%+0.9%+3.5%-0.0%-2.6%-1.5%+1.9%+4.1%+4.0%+1.3%+0.3%+15.2%
2006+3.0%+0.4%-0.9%+2.6%-0.4%-0.6%+3.6%+1.9%-0.9%+1.9%+2.0%+0.1%+13.4%
2005-0.2%+1.3%-0.8%+2.1%+0.3%+1.3%+1.1%+0.4%+1.9%-2.3%+1.7%+1.8%+8.8%
2004-----------0.5%+1.6%+1.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.79% • The longest drawdown period lasted for 1 year and 11 months and was between April 2022 and March 2024. It reached a trough of -14.3%.
When could this portfolio get you to financial independence?

Cockroach Portfolio (US) returned +8.55% a year over the 22 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

Summary
This portfolio contains 4 distributing ETFs (80.0% of total allocation)

Total Dividends Received

$10,125.95

523 payments

Dividend Yield

1.69%

(annualized)

Avg Per Payment

$19.36

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
YearDividends
2026$703.04
2025$996.68
2024$845.19
2023$700.26
2022$593.63
2021$524.76
2020$542.15
2019$528.55
2018$488.09
2017$435.76
2016$393.87
2015$388.52
2014$382.73
2013$442.64
2012$265.43
2011$339.74
2010$300.67
2009$295.66
2008$316.07
2007$214.90
2006$245.29
2005$176.25
2004$6.12
Total$10,125.95

Detailed Metrics

Returns
Total Return
+498.16%
Annualized Return
+8.55%
Avg Monthly Return
+0.71%
Risk
Volatility (Annual)
+9.50%
Max Drawdown
+21.79%
Positive Months
64%
Average Drawdown
-3.3%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
4.58
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$59,815.79
Backtest Period
2004-11-18 to 2026-09-04
21.8 years
Rebalancing
annual
Base Currency
USD