REGAL My All-Weather Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	30%
SCHR Schwab Intermediate-Term U.S. Treasury ETF	Government Bonds	25%
WEFIX Weitz Short Duration Income Fund	Short-Term Bond	25%
GLDM SPDR Gold MiniShares Trust	Gold, Precious Metals	10%
FUTY Fidelity MSCI Utilities Index ETF	Utilities Equities	10%

Benchmark Against

Benchmark

S&P 500 Index

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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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio REGAL My All-Weather Portfolio	-0.08%	-1.21%	3.09%	3.74%	13.98%	13.10%	7.55%	—
Portfolio components:
FUTY Fidelity MSCI Utilities Index ETF	-1.86%	-2.64%	2.65%	3.06%	10.63%	12.75%	8.95%	8.88%
GLDM SPDR Gold MiniShares Trust	0.25%	-8.41%	0.30%	3.19%	30.55%	30.08%	17.89%	—
SCHR Schwab Intermediate-Term U.S. Treasury ETF	-0.04%	-0.88%	-0.76%	-0.40%	3.59%	3.39%	-0.07%	1.15%
VTI Vanguard Total Stock Market ETF	0.30%	0.44%	9.05%	8.94%	24.96%	21.05%	12.25%	14.84%
WEFIX Weitz Short Duration Income Fund	-0.17%	0.04%	1.12%	1.59%	4.46%	5.45%	3.13%	2.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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 +0.70%. At this rate, an investment would double in approximately 8.3 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%	-3.54%	3.15%	0.97%	-1.57%							3.09%
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 3.52%, 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 (41.34%) than losses (40.16%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.52% 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: 3.52%

Beta: 0.35

R²: 0.80

Upside Capture: 41.34%

Downside Capture: 40.16%

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.

WEFIX

Weitz Short Duration Income Fund

GLDM

SPDR Gold MiniShares Trust

FUTY

Fidelity MSCI Utilities Index ETF

SCHR

Schwab Intermediate-Term U.S. Treasury ETF

VTI

Vanguard Total Stock Market ETF

Return for Risk

Risk / Return Rank

REGAL My All-Weather Portfolio ranks 55 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for REGAL My All-Weather Portfolio and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.20	1.94	+0.26
Sortino ratioReturn per unit of downside risk	3.04	2.63	+0.42
Omega ratioGain probability vs. loss probability	1.41	1.35	+0.06
Calmar ratioReturn relative to maximum drawdown	2.86	2.59	+0.27
Martin ratioReturn relative to average drawdown	11.82	11.84	-0.02
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FUTY Fidelity MSCI Utilities Index ETF	23	0.74	1.08	1.13	1.19	2.64
GLDM SPDR Gold MiniShares Trust	34	1.15	1.54	1.23	1.53	3.85
SCHR Schwab Intermediate-Term U.S. Treasury ETF	31	1.07	1.63	1.19	1.29	3.75
VTI Vanguard Total Stock Market ETF	68	2.02	2.73	1.36	2.81	12.85
WEFIX Weitz Short Duration Income Fund	92	2.48	5.46	1.71	4.87	22.49

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

REGAL My All-Weather Portfolio Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.20
5-Year: 1.05
All Time: 1.12

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.46, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of REGAL My All-Weather Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

REGAL My All-Weather Portfolio provided a 2.69% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.69%	2.70%	2.89%	2.48%	1.91%	1.35%	1.77%	2.02%	2.05%	1.76%	1.88%	2.02%
Portfolio components:
FUTY Fidelity MSCI Utilities Index ETF	2.63%	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%
SCHR Schwab Intermediate-Term U.S. Treasury ETF	3.93%	3.85%	3.77%	3.16%	2.02%	1.00%	1.62%	2.31%	2.11%	1.65%	1.45%	1.56%
VTI Vanguard Total Stock Market ETF	1.03%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
WEFIX Weitz Short Duration Income Fund	4.55%	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 1.57%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-14.66%Mar 2020	1mo 1d	3mo 26d	4mo 27dFeb 2020 - Jul 2020
Bear market2022	-13.74%Oct 2022	9mo 17d	1y 2mo	1y 11moDec 2021 - Dec 2023
2025 selloff2025	-5.59%Apr 2025	1mo 17d	28d	2mo 15dFeb 2025 - May 2025
Rate-hike selloffLate 2018	-5.37%Dec 2018	3mo 26d	1mo 8d	5mo 4dAug 2018 - Jan 2019
2026 pullback2026	-4.92%Mar 2026	25d	1mo 10d	2mo 5dMar 2026 - May 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. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.49	1.50	1.44	1.42

The portfolio has a diversification ratio of 1.42, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

REGAL My All-Weather Portfolio correlation to the S&P 500 Index

REGAL My All-Weather Portfolio has a 0.76 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jun 27, 2018	0.85

Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while SCHR has the lowest at -0.05.

-0.05

0.08

0.09

0.41

0.99

Portfolio Correlations

Correlation vs. REGAL My All-Weather Portfolio. VTI has the highest portfolio correlation at 0.85, while SCHR has the lowest at 0.26.

0.26

0.35

0.42

0.63

0.85

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	GLDM	SCHR	WEFIX	FUTY	VTI
GLDM	1.00	0.36	0.30	0.16	0.09
SCHR	0.36	1.00	0.71	0.16	-0.05
WEFIX	0.30	0.71	1.00	0.19	0.09
FUTY	0.16	0.16	0.19	1.00	0.41
VTI	0.09	-0.05	0.09	0.41	1.00

The correlation results are calculated based on daily price changes starting from Jun 27, 2018

Diversification Analysis

Find what REGAL My All-Weather Portfolio is missing

See which holdings overlap, where REGAL My All-Weather Portfolio is concentrated, and which low-correlation assets could fill the gaps.

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