Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FUTY Fidelity MSCI Utilities Index ETF | Utilities Equities | 10% |
GLDM SPDR Gold MiniShares Trust | Precious Metals, Gold | 10% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | Government Bonds | 25% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 30% |
WEFIX Weitz Short Duration Income Fund | Short-Term Bond | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in REGAL My All-Weather Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every year.
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The earliest data available for this chart is Jun 26, 2018, corresponding to the inception date of GLDM
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -4.45% | -3.95% | -2.02% | 16.73% | 16.96% | 10.34% | 12.24% |
Portfolio REGAL My All-Weather Portfolio | 0.44% | -3.19% | 0.91% | 3.27% | 14.87% | 12.70% | 7.74% | — |
| Portfolio components: | ||||||||
VTI Vanguard Total Stock Market ETF | 0.76% | -4.38% | -3.29% | -1.26% | 18.60% | 18.14% | 10.63% | 13.69% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | -0.08% | -1.31% | -0.12% | 0.68% | 3.81% | 3.27% | 0.30% | 1.31% |
FUTY Fidelity MSCI Utilities Index ETF | 0.49% | -2.11% | 8.19% | 5.65% | 19.31% | 13.99% | 10.62% | 9.67% |
GLDM SPDR Gold MiniShares Trust | 1.74% | -10.65% | 10.46% | 23.17% | 52.61% | 34.09% | 22.33% | — |
WEFIX Weitz Short Duration Income Fund | 0.08% | -0.50% | 0.23% | 1.29% | 4.18% | 5.28% | 3.03% | 2.81% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 27, 2018, REGAL My All-Weather Portfolio's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, your investment would double in approximately 8.4 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +4.8%, while the worst month was Sep 2022 at -5.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, REGAL My All-Weather Portfolio closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +3.3%, while the worst single day was Mar 12, 2020 at -4.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.98% | 2.24% | -3.64% | 0.44% | 0.91% | ||||||||
| 2025 | 2.11% | 0.47% | -0.42% | 0.89% | 1.91% | 2.04% | 1.04% | 1.74% | 3.02% | 1.54% | 1.25% | -0.17% | 16.49% |
| 2024 | 0.06% | 1.41% | 2.80% | -1.42% | 3.06% | 0.77% | 2.68% | 1.84% | 2.33% | -0.50% | 2.50% | -2.15% | 14.04% |
| 2023 | 3.41% | -2.47% | 3.01% | 0.88% | -0.82% | 1.76% | 1.75% | -1.28% | -2.91% | -0.34% | 4.74% | 3.03% | 10.95% |
| 2022 | -2.81% | -0.51% | 1.05% | -4.17% | 0.23% | -3.34% | 3.47% | -2.14% | -5.15% | 1.96% | 3.87% | -1.47% | -9.10% |
| 2021 | -0.51% | -0.52% | 1.72% | 2.54% | 0.70% | -0.01% | 1.51% | 1.29% | -2.71% | 2.66% | -0.64% | 2.48% | 8.71% |
Benchmark Metrics
REGAL My All-Weather Portfolio has an annualized alpha of 3.90%, beta of 0.35, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since June 27, 2018.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (42.89%) than losses (39.72%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.90% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.35 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 3.90%
- Beta
- 0.35
- R²
- 0.80
- Upside Capture
- 42.89%
- Downside Capture
- 39.72%
Expense Ratio
REGAL My All-Weather Portfolio has an expense ratio of 0.16%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
REGAL My All-Weather Portfolio ranks 87 for risk / return — in the top 87% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 0.92 | +1.08 |
Sortino ratioReturn per unit of downside risk | 2.84 | 1.41 | +1.43 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.21 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 3.06 | 1.41 | +1.65 |
Martin ratioReturn relative to average drawdown | 12.29 | 6.61 | +5.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 59 | 0.98 | 1.52 | 1.23 | 1.54 | 7.30 |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 53 | 1.00 | 1.51 | 1.17 | 1.69 | 5.22 |
FUTY Fidelity MSCI Utilities Index ETF | 65 | 1.25 | 1.70 | 1.23 | 2.20 | 5.24 |
GLDM SPDR Gold MiniShares Trust | 86 | 1.92 | 2.35 | 1.35 | 2.74 | 10.04 |
WEFIX Weitz Short Duration Income Fund | 98 | 2.44 | 5.09 | 1.71 | 5.21 | 20.75 |
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Dividends
Dividend yield
REGAL My All-Weather Portfolio provided a 2.62% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.62% | 2.70% | 2.89% | 2.48% | 1.91% | 1.35% | 1.77% | 2.02% | 2.05% | 1.76% | 1.88% | 2.02% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.89% | 3.85% | 3.77% | 3.16% | 2.02% | 1.00% | 1.62% | 2.31% | 2.11% | 1.65% | 1.45% | 1.56% |
FUTY Fidelity MSCI Utilities Index ETF | 2.49% | 2.67% | 2.96% | 3.31% | 2.72% | 2.70% | 3.07% | 2.82% | 3.11% | 3.03% | 3.35% | 4.33% |
GLDM SPDR Gold MiniShares Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WEFIX Weitz Short Duration Income Fund | 4.19% | 4.55% | 5.07% | 3.73% | 2.54% | 1.87% | 2.54% | 2.49% | 2.41% | 2.11% | 2.43% | 2.39% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the REGAL My All-Weather Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the REGAL My All-Weather Portfolio was 14.66%, occurring on Mar 23, 2020. Recovery took 81 trading sessions.
The current REGAL My All-Weather Portfolio drawdown is 3.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.66% | Feb 21, 2020 | 22 | Mar 23, 2020 | 81 | Jul 17, 2020 | 103 |
| -13.74% | Dec 31, 2021 | 199 | Oct 14, 2022 | 293 | Dec 14, 2023 | 492 |
| -5.59% | Feb 20, 2025 | 34 | Apr 8, 2025 | 19 | May 6, 2025 | 53 |
| -5.37% | Aug 30, 2018 | 80 | Dec 24, 2018 | 25 | Jan 31, 2019 | 105 |
| -4.92% | Mar 2, 2026 | 20 | Mar 27, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 4.26, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | GLDM | SCHR | WEFIX | FUTY | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.07 | -0.06 | 0.07 | 0.42 | 0.99 | 0.85 |
| GLDM | 0.07 | 1.00 | 0.36 | 0.28 | 0.16 | 0.07 | 0.40 |
| SCHR | -0.06 | 0.36 | 1.00 | 0.71 | 0.16 | -0.06 | 0.25 |
| WEFIX | 0.07 | 0.28 | 0.71 | 1.00 | 0.19 | 0.08 | 0.33 |
| FUTY | 0.42 | 0.16 | 0.16 | 0.19 | 1.00 | 0.41 | 0.64 |
| VTI | 0.99 | 0.07 | -0.06 | 0.08 | 0.41 | 1.00 | 0.85 |
| Portfolio | 0.85 | 0.40 | 0.25 | 0.33 | 0.64 | 0.85 | 1.00 |