HomePortfoliosRegime Compass 100% AS

Regime Compass 100% AS

Optimize FIRE Projection
Monthly Rebalancing
USD
Moderate Risk
Multi-currency
11.8yr backtest

Performance Summary

Total Return+100.80%
Annualized Return+6.07%
Volatility+12.22%
Sharpe Ratio0.33
Max Drawdown+35.62%

Holdings

Asset Allocation

Asset Class

Money Market 40.0%Equity 36.0%Commodities 14.0%Precious Metals 10.0%
Holdings Details
A diversified ETF portfolio blending energy stocks, commodities, gold, cash, and dollar exposure to hedge inflation and market volatility.
AssetTypeAllocationTER
XLE.US
Energy Select Sector SPDR® FundUS81369Y5069
ETF
33.0%0.09%
PJEU.XETRA
Invesco Euro Cash 3 Months UCITS ETF AccIE00B3BPCH51
ETF
33.0%0.09%
PDBC.US
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETFUS46090F1003
ETF
14.0%0.59%
GLD.US
SPDR® Gold SharesUS78463V1070
ETF
10.0%0.4%
UUP.US
Invesco DB US Dollar Index Bullish FundUS46141D2036
ETF
7.0%0.77%
SPY.US
State Street® SPDR® S&P 500® ETF TrustUS78462F1030
ETF
3.0%0.0945%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $20,079.87
Histogram of Monthly Returns
The portfolio had a positive return during 85 of the 143 months (59%)
Monthly Returns Heatmap
Best month: +11.7% • Worst month: -14.2% • Best year: 2021 (+28.3%) • Worst year: 2015 (-14.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+7.8%+4.1%+3.9%+0.7%-2.6%-4.8%+5.8%+4.7%+0.4%---+21.2%
2025+1.9%+1.5%+3.2%-3.9%+0.9%+3.5%+1.0%+1.8%+1.4%+0.1%+1.6%+0.6%+14.2%
2024-0.4%+1.2%+5.0%-0.0%+0.8%-0.7%+1.3%-0.0%-0.1%+0.5%+1.5%-3.6%+5.3%
2023+2.3%-4.2%+1.5%+1.5%-5.0%+3.2%+4.4%+0.1%-0.3%-1.3%+0.9%+0.1%+2.9%
2022+6.5%+3.8%+4.1%-1.5%+6.1%-7.8%+2.1%-0.1%-5.5%+9.0%+3.1%+1.1%+21.5%
2021+1.2%+8.1%+0.0%+2.5%+3.5%+0.3%-2.2%-1.0%+2.5%+4.4%-3.4%+10.0%+28.3%
2020-4.4%-6.3%-14.2%+11.7%+2.0%+0.9%+1.9%+0.5%-6.5%-2.0%+11.2%+3.0%-5.1%
2019+5.2%+1.0%+0.1%+0.2%-4.7%+5.0%-1.2%-2.8%+0.6%+0.4%-0.1%+2.3%+5.9%
2018+3.4%-4.9%+0.8%+2.9%+0.5%-0.8%+0.3%-1.1%+1.0%-4.9%-1.9%-4.5%-9.2%
2017-0.1%-0.9%-0.7%-0.7%-0.5%+0.1%+2.6%-1.2%+2.9%-0.1%+1.5%+2.3%+5.2%
2016-1.4%-0.2%+5.2%+4.7%-1.1%+2.1%-1.2%+0.8%+1.8%-1.6%+1.3%+0.7%+11.4%
2015-3.4%+1.2%-2.8%+4.2%-2.6%-1.3%-4.7%-0.5%-3.5%+3.7%-2.3%-3.7%-14.9%
2014-----------3.7%-2.0%-5.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.62% • The longest drawdown period lasted for 6 years and 5 months and was between November 2014 and May 2021. It reached a trough of -35.6%.
When could this portfolio get you to financial independence?

Regime Compass 100% AS returned +6.07% a year over the 12 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 (57.0% of total allocation)

Total Dividends Received

$2,481.75

113 payments

Dividend Yield

1.87%

(annualized)

Avg Per Payment

$21.96

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$88.36
2025$237.55
2024$218.21
2023$218.53
2022$333.64
2021$841.74
2020$122.18
2019$75.24
2018$67.85
2017$102.85
2016$119.51
2015$46.44
2014$9.66
Total$2,481.75

Detailed Metrics

Returns
Total Return
+100.80%
Annualized Return
+6.07%
Avg Monthly Return
+0.55%
Risk
Volatility (Annual)
+12.22%
Max Drawdown
+35.62%
Positive Months
59%
Average Drawdown
-8.5%
Risk-Adjusted
Sharpe Ratio
0.33
Risk-free rate: 2.0%
Sortino Ratio
0.33
Downside risk adjusted
Return/Volatility
0.50
Calmar Ratio
0.17
Return/Max Drawdown
Ulcer Index
10.44
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$20,079.87
Backtest Period
2014-11-07 to 2026-09-04
11.8 years
Rebalancing
monthly
Base Currency
USD