Cockroach Portfolio
Mutiny Fund's defensive 'cockroach' allocation: equal-weighted across gold, intermediate Treasuries, and three classically defensive equity sectors (consumer staples, utilities, health care).
- Type: Fixed
- Frequency: quarterly
- Asset classes: Gold, Treasuries, Defensive Sectors
- Backtest window: 2012-02-24 to 2026-06-12
- 1Y
- 12.7%
- 3Y
- 41.7%
- CAGR
- 8.2%
- Max DD
- -13.4%
- Sharpe
- 0.45
Methodology
- Allocate 20% each to GLD, GOVT, XLP, XLU, and XLV.
- Rebalance quarterly.
Headline backtest performance as of 2026-06-12.