Golden Butterfly var.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BNDX Vanguard Total International Bond ETF | Total Bond Market | 20% |
IAU iShares Gold Trust | Precious Metals, Gold | 20% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 40% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | Bank Loan | 19.90% |
XG7S.DE Xtrackers Global Government Bond UCITS ETF 5C | Global Bonds | 0.10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Golden Butterfly var., 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 Quarterly
The earliest data available for this chart is Sep 6, 2013, corresponding to the inception date of XG7S.DE
Returns By Period
As of Oct 3, 2024, the Golden Butterfly var. returned 15.17% Year-To-Date and 7.23% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.70% | 1.08% | 9.56% | 34.99% | 14.15% | 11.26% |
| Golden Butterfly var. | 15.17% | 2.07% | 8.77% | 27.42% | 8.91% | 7.23% |
| Portfolio components: | ||||||
IAU iShares Gold Trust | 28.67% | 6.22% | 15.55% | 45.44% | 11.55% | 7.94% |
BNDX Vanguard Total International Bond ETF | 3.65% | 1.49% | 4.03% | 11.28% | -0.18% | 2.09% |
SPY SPDR S&P 500 ETF | 20.81% | 1.23% | 10.21% | 36.76% | 15.46% | 12.86% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 3.03% | 0.05% | 3.89% | 9.69% | 1.07% | -1.07% |
XG7S.DE Xtrackers Global Government Bond UCITS ETF 5C | 2.05% | 1.30% | 5.34% | 11.76% | -2.58% | -0.39% |
Monthly Returns
The table below presents the monthly returns of Golden Butterfly var., with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.09% | 2.14% | 3.30% | -1.43% | 2.76% | 1.32% | 2.27% | 1.93% | 2.37% | 15.17% | |||
| 2023 | 4.48% | -2.89% | 4.13% | 1.24% | -0.59% | 2.67% | 1.94% | -1.08% | -3.66% | 0.66% | 5.43% | 3.06% | 15.99% |
| 2022 | -2.89% | -0.19% | 0.99% | -5.47% | -0.38% | -4.37% | 3.30% | -3.30% | -5.47% | 3.16% | 5.47% | -1.76% | -11.05% |
| 2021 | -1.45% | -0.56% | 1.12% | 3.29% | 2.14% | -1.12% | 1.80% | 0.98% | -3.14% | 2.97% | -0.66% | 2.40% | 7.81% |
| 2020 | 1.09% | -3.26% | -5.31% | 6.66% | 2.82% | 1.66% | 5.69% | 2.84% | -2.63% | -1.17% | 3.82% | 3.52% | 16.05% |
| 2019 | 3.99% | 1.17% | 0.52% | 1.52% | -2.11% | 5.02% | 0.36% | 1.13% | -0.14% | 1.75% | 0.46% | 2.17% | 16.81% |
| 2018 | 3.49% | -2.21% | -0.58% | -0.36% | 0.06% | -0.34% | 1.04% | 0.76% | 0.10% | -2.84% | 0.89% | -1.89% | -2.00% |
| 2017 | 2.11% | 1.97% | 0.12% | 1.28% | 1.32% | 0.04% | 2.04% | 1.23% | -0.11% | 0.61% | 1.79% | 1.12% | 14.35% |
| 2016 | -0.82% | 2.68% | 3.32% | 1.25% | -1.02% | 2.23% | 2.15% | -0.62% | 0.27% | -2.00% | -1.13% | 0.46% | 6.83% |
| 2015 | -0.54% | 0.74% | -1.77% | 1.08% | 0.09% | -1.10% | -0.44% | -1.55% | -1.23% | 3.70% | -1.87% | -0.20% | -3.18% |
| 2014 | -0.91% | 3.69% | -0.33% | 0.64% | 0.16% | 2.25% | -1.60% | 1.54% | -2.52% | 0.30% | 1.08% | -0.11% | 4.11% |
| 2013 | 0.52% | 2.07% | 0.13% | 0.61% | 3.37% |
Expense Ratio
Golden Butterfly var. has an expense ratio of 0.12%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Golden Butterfly var. is 93, placing it in the top 7% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
IAU iShares Gold Trust | 2.90 | 3.96 | 1.52 | 4.13 | 18.54 |
BNDX Vanguard Total International Bond ETF | 2.24 | 3.41 | 1.40 | 0.72 | 8.86 |
SPY SPDR S&P 500 ETF | 2.61 | 3.53 | 1.49 | 2.75 | 16.06 |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 1.35 | 2.09 | 1.25 | 0.32 | 5.84 |
XG7S.DE Xtrackers Global Government Bond UCITS ETF 5C | 1.29 | 2.03 | 1.24 | 0.34 | 3.13 |
Dividends
Dividend yield
Golden Butterfly var. granted a 1.43% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Golden Butterfly var. | 1.43% | 1.44% | 0.96% | 1.23% | 0.83% | 1.38% | 1.42% | 1.17% | 1.19% | 1.15% | 1.05% | 0.90% |
| Portfolio components: | ||||||||||||
IAU iShares Gold 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% |
BNDX Vanguard Total International Bond ETF | 4.71% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
SPY SPDR S&P 500 ETF | 1.23% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XG7S.DE Xtrackers Global Government Bond UCITS ETF 5C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Golden Butterfly var.. 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 Golden Butterfly var. was 17.33%, occurring on Oct 14, 2022. Recovery took 290 trading sessions.
The current Golden Butterfly var. drawdown is 0.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.33% | Dec 28, 2021 | 208 | Oct 14, 2022 | 290 | Nov 28, 2023 | 498 |
| -15.64% | Feb 20, 2020 | 22 | Mar 20, 2020 | 54 | Jun 5, 2020 | 76 |
| -8.59% | Jan 29, 2018 | 235 | Dec 24, 2018 | 61 | Mar 21, 2019 | 296 |
| -7.34% | Jul 14, 2014 | 393 | Jan 20, 2016 | 41 | Mar 17, 2016 | 434 |
| -5.2% | Sep 3, 2020 | 15 | Sep 23, 2020 | 38 | Nov 16, 2020 | 53 |
Volatility
Volatility Chart
The current Golden Butterfly var. volatility is 1.94%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| SPY | BNDX | IAU | XEON.DE | XG7S.DE | |
|---|---|---|---|---|---|
| SPY | 1.00 | -0.01 | -0.00 | 0.11 | 0.02 |
| BNDX | -0.01 | 1.00 | 0.27 | 0.06 | 0.51 |
| IAU | -0.00 | 0.27 | 1.00 | 0.39 | 0.45 |
| XEON.DE | 0.11 | 0.06 | 0.39 | 1.00 | 0.64 |
| XG7S.DE | 0.02 | 0.51 | 0.45 | 0.64 | 1.00 |