Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
KILO.TO Purpose Gold Bullion Fund | 20% | |
VEQT.TO Vanguard All-Equity ETF Portfolio | Global Equities, Actively Managed | 40% |
XLB.TO iShares Core Canadian Long Term Bond Index ETF | Canadian Government Bonds | 20% |
XSB.TO iShares Core Canadian Short Term Bond Index ETF | Canadian Government Bonds | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in Canadian Golden Butterfly (CDN$), 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 3 months.
Loading graphics...
The earliest data available for this chart is Feb 5, 2019, corresponding to the inception date of VEQT.TO
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.48% | -2.20% | -2.42% | -2.12% | 20.50% | 18.26% | 12.69% | 12.98% |
Portfolio Canadian Golden Butterfly (CDN$) | -0.29% | -3.43% | 2.16% | 4.78% | 19.50% | 15.77% | 10.36% | — |
| Portfolio components: | ||||||||
VEQT.TO Vanguard All-Equity ETF Portfolio | 0.11% | -2.12% | 1.55% | 3.17% | 28.21% | 18.79% | 12.23% | — |
KILO.TO Purpose Gold Bullion Fund | -1.80% | -8.86% | 8.00% | 19.08% | 46.81% | 30.93% | 20.59% | — |
XLB.TO iShares Core Canadian Long Term Bond Index ETF | 0.05% | -2.80% | -0.58% | -1.57% | -3.75% | 6.38% | 4.23% | 4.53% |
XSB.TO iShares Core Canadian Short Term Bond Index ETF | 0.11% | -0.52% | 0.32% | 0.54% | 2.25% | 4.20% | 1.94% | 1.95% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 6, 2019, Canadian Golden Butterfly (CDN$)'s average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, your investment would double in approximately 6.8 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +6.8%, while the worst month was Mar 2020 at -5.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Canadian Golden Butterfly (CDN$) closed higher 58% of trading days. The best single day was Mar 24, 2020 with a return of +4.7%, while the worst single day was Mar 12, 2020 at -6.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.57% | 3.65% | -5.14% | 0.32% | 2.16% | ||||||||
| 2025 | 3.33% | 0.46% | 0.42% | -0.45% | 2.09% | 1.52% | 0.36% | 2.15% | 5.19% | 1.95% | 1.79% | -0.59% | 19.64% |
| 2024 | -0.41% | 1.74% | 3.47% | -1.13% | 2.29% | 1.39% | 3.39% | 0.59% | 3.39% | 0.75% | 2.42% | -1.02% | 18.06% |
| 2023 | 4.85% | -2.28% | 2.97% | 1.44% | -1.72% | 1.39% | 1.12% | -0.67% | -3.38% | 1.10% | 5.18% | 3.56% | 13.99% |
| 2022 | -3.26% | 0.07% | 0.10% | -4.18% | -1.10% | -3.60% | 3.47% | -2.31% | -2.48% | 1.21% | 5.58% | -1.25% | -7.93% |
| 2021 | -1.06% | -1.18% | 0.27% | 1.38% | 2.28% | 0.50% | 1.35% | 1.07% | -2.38% | 1.31% | 0.24% | 2.92% | 6.78% |
Benchmark Metrics
Canadian Golden Butterfly (CDN$) has an annualized alpha of 5.33%, beta of 0.34, and R² of 0.45 versus S&P 500 Index. Calculated based on daily prices since February 06, 2019.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (52.57%) than losses (43.91%) — typical of diversified or defensive assets.
- Beta of 0.34 may look defensive, but with R² of 0.45 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.45 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 5.33%
- Beta
- 0.34
- R²
- 0.45
- Upside Capture
- 52.57%
- Downside Capture
- 43.91%
Expense Ratio
Canadian Golden Butterfly (CDN$) has an expense ratio of 0.16%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Canadian Golden Butterfly (CDN$) ranks 70 for risk / return — better than 70% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 0.75 | +0.93 |
Sortino ratioReturn per unit of downside risk | 2.25 | 1.14 | +1.11 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.18 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.28 | 1.15 | +1.13 |
Martin ratioReturn relative to average drawdown | 8.86 | 4.21 | +4.65 |
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 | |
|---|---|---|---|---|---|---|
VEQT.TO Vanguard All-Equity ETF Portfolio | 69 | 1.38 | 1.90 | 1.30 | 1.91 | 8.59 |
KILO.TO Purpose Gold Bullion Fund | 75 | 1.67 | 2.13 | 1.30 | 2.36 | 8.52 |
XLB.TO iShares Core Canadian Long Term Bond Index ETF | 4 | -0.42 | -0.51 | 0.94 | -0.56 | -1.07 |
XSB.TO iShares Core Canadian Short Term Bond Index ETF | 55 | 1.18 | 1.61 | 1.23 | 1.53 | 6.03 |
Loading graphics...
Dividends
Dividend yield
Canadian Golden Butterfly (CDN$) provided a 2.01% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.01% | 2.01% | 3.66% | 3.73% | 3.92% | 2.73% | 2.80% | 1.68% | 1.19% | 1.16% | 1.20% | 1.23% |
| Portfolio components: | ||||||||||||
VEQT.TO Vanguard All-Equity ETF Portfolio | 1.39% | 1.42% | 1.58% | 1.88% | 2.09% | 1.40% | 1.48% | 1.42% | 0.00% | 0.00% | 0.00% | 0.00% |
KILO.TO Purpose Gold Bullion Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLB.TO iShares Core Canadian Long Term Bond Index ETF | 4.11% | 4.05% | 12.10% | 12.22% | 13.13% | 8.82% | 7.43% | 3.18% | 3.56% | 3.45% | 3.62% | 3.64% |
XSB.TO iShares Core Canadian Short Term Bond Index ETF | 3.14% | 3.15% | 3.05% | 2.67% | 2.28% | 2.05% | 2.21% | 2.39% | 2.39% | 2.36% | 2.36% | 2.50% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Canadian Golden Butterfly (CDN$). 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 Canadian Golden Butterfly (CDN$) was 18.15%, occurring on Mar 18, 2020. Recovery took 65 trading sessions.
The current Canadian Golden Butterfly (CDN$) drawdown is 4.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.15% | Feb 24, 2020 | 18 | Mar 18, 2020 | 65 | Jun 19, 2020 | 83 |
| -14.15% | Jan 4, 2022 | 201 | Oct 20, 2022 | 271 | Nov 17, 2023 | 472 |
| -7.5% | Mar 3, 2026 | 18 | Mar 26, 2026 | — | — | — |
| -6.4% | Apr 3, 2025 | 4 | Apr 8, 2025 | 19 | May 6, 2025 | 23 |
| -4.02% | Feb 11, 2021 | 15 | Mar 4, 2021 | 56 | May 25, 2021 | 71 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.57, 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 | KILO.TO | XLB.TO | XSB.TO | VEQT.TO | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.06 | 0.04 | 0.07 | 0.88 | 0.58 |
| KILO.TO | -0.06 | 1.00 | 0.21 | 0.26 | 0.06 | 0.56 |
| XLB.TO | 0.04 | 0.21 | 1.00 | 0.71 | 0.07 | 0.49 |
| XSB.TO | 0.07 | 0.26 | 0.71 | 1.00 | 0.10 | 0.47 |
| VEQT.TO | 0.88 | 0.06 | 0.07 | 0.10 | 1.00 | 0.72 |
| Portfolio | 0.58 | 0.56 | 0.49 | 0.47 | 0.72 | 1.00 |