HomePortfoliosCockroach Portfolio - Lower Expense Ratio

Cockroach Portfolio - Lower Expense Ratio

Cockroach Portfolio - Lower Expense Ratio

Created byuser-y6mi4a
Optimize
Annual Rebalancing
USD
Low Risk
11.0yr backtest

Performance Summary

Total Return+139.53%
Annualized Return+8.23%
Volatility+9.25%
Sharpe Ratio0.67
Max Drawdown+17.49%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 20.0%Precious Metals 20.0%
Holdings Details
A diversified ETF portfolio blending U.S. consumer staples, utilities, healthcare, Treasury bonds, and physical gold for balanced growth and stability.
AssetTypeAllocationTER
SXLP.LSE
State Street SPDR S&P U.S. Consumer Staples Select Sector UCITS ETF USD • IE00BWBXM385
ETF
20.0%0.15%
SXLU.LSE
State Street SPDR S&P U.S. Utilities Select Sector UCITS ETF USD • IE00BWBXMB69
ETF
20.0%0.15%
SXLV.LSE
State Street SPDR S&P U.S. Health Care Select Sector UCITS ETF USD • IE00BWBXM617
ETF
20.0%0.15%
CBU0.LSE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) • IE00B3VWN518
ETF
20.0%0.07%
IGLN.LSE
iShares Physical Gold ETC • IE00B4ND3602
ETF
20.0%0.12%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $23,953.23
Histogram of Monthly Returns
The portfolio had a positive return during 84 of the 133 months (63%)
Monthly Returns Heatmap
Best month: +6.2% • Worst month: -7.0% • Best year: 2025 (+21.3%) • Worst year: 2022 (-3.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.9%+6.1%-7.0%+1.3%-1.4%-0.2%+0.9%-----+3.1%
2025+4.2%+1.3%+1.7%+0.8%-0.1%+0.2%+0.5%+1.7%+3.4%+2.1%+4.3%-0.5%+21.3%
2024+0.4%+0.5%+4.1%-0.8%+2.6%+0.2%+3.4%+3.7%+2.8%-1.1%+0.9%-4.5%+12.8%
2023-0.1%-3.3%+4.0%+2.2%-4.0%+0.9%+1.8%-2.1%-4.3%-0.1%+4.2%+3.0%+1.6%
2022-3.5%+0.8%+3.6%-2.2%-1.3%-2.7%+2.6%-2.0%-5.6%+2.3%+3.9%+1.4%-3.1%
2021-0.4%-3.8%+3.6%+2.7%+2.0%-1.4%+3.7%+1.1%-3.6%+2.1%-0.3%+5.6%+11.3%
2020+2.6%-5.1%-1.1%+4.7%+1.3%-0.3%+6.2%+0.4%-0.9%-0.7%+1.5%+2.0%+10.6%
2019+3.2%+1.7%+1.4%-0.2%-0.2%+4.8%+1.0%+2.8%+0.4%+0.9%+0.3%+2.4%+20.0%
2018+0.9%-3.2%-0.4%-0.1%-0.7%+0.9%+1.6%+1.2%+0.1%-0.3%+2.3%-2.7%-0.4%
2017+1.3%+4.5%-0.4%+1.1%+1.7%-0.4%+1.2%+1.7%-1.3%+0.0%+2.2%-0.2%+11.8%
2016+0.2%+3.8%+2.6%+0.4%-0.4%+4.7%+1.6%-2.9%+0.1%-2.3%-3.9%+1.4%+5.1%
2015------+0.7%-2.2%-1.7%+3.8%-2.5%+1.6%-0.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.49% • The longest drawdown period lasted for 1 year and 11 months and was between April 2022 and March 2024. It reached a trough of -13.7%.

Detailed Metrics

Returns
Total Return
+139.53%
Annualized Return
+8.23%
Avg Monthly Return
+0.69%
Risk
Volatility (Annual)
+9.25%
Max Drawdown
+17.49%
Positive Months
63%
Average Drawdown
-3.1%
Risk-Adjusted
Sharpe Ratio
0.67
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.89
Calmar Ratio
0.47
Return/Max Drawdown
Ulcer Index
3.94
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$23,953.23
Backtest Period
2015-07-09 to 2026-07-24
11.0 years
Rebalancing
annual
Base Currency
USD
Cockroach Portfolio - Lower Expense Ratio | 11-Year Backtest