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 2026-11-10
- 1Y
- 9.7%
- 3Y
- 54.2%
- CAGR
- 14.0%
- Max DD
- -9.3%
- Sharpe
- 1.42
Methodology
- Allocate 20% each to GLD, GOVT, XLP, XLU, and XLV.
- Rebalance quarterly.
Headline backtest performance as of 2026-11-10.