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Tech-Health Butterfly Portfolio

Last updated May 27, 2023

The Tech-Health Butterfly Portfolio is a variation of the Gloden Butterfly Portfolio designed to provide steady returns in any market environment. Its assets are similar to the ones of the Gloden Butterfly Portfolio but replace VTI, and GLD with VGT and VHT.

Asset Allocation


Performance

The chart shows the growth of an initial investment of $10,000 in Tech-Health Butterfly 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 Quarterly


160.00%180.00%200.00%220.00%240.00%260.00%280.00%December2023FebruaryMarchAprilMay
272.29%
190.35%
Tech-Health Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the Tech-Health Butterfly Portfolio returned 5.37% Year-To-Date and 9.08% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%6.09%1.14%9.10%9.96%
Tech-Health Butterfly Portfolio-0.47%5.37%3.42%-0.31%7.78%9.19%
VBR
Vanguard Small-Cap Value ETF
-1.87%-2.26%-5.41%-6.89%4.54%8.35%
BSV
Vanguard Short-Term Bond ETF
-0.97%1.33%1.65%-0.82%1.15%1.05%
VGT
Vanguard Information Technology ETF
8.89%31.30%25.58%15.98%19.22%19.93%
VHT
Vanguard Health Care ETF
-4.08%-4.66%-4.41%-2.53%9.87%12.06%
BLV
Vanguard Long-Term Bond ETF
-4.31%2.55%0.43%-8.97%0.19%2.19%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

BSVBLVVHTVGTVBR
BSV1.000.63-0.15-0.17-0.20
BLV0.631.00-0.16-0.18-0.24
VHT-0.15-0.161.000.690.70
VGT-0.17-0.180.691.000.75
VBR-0.20-0.240.700.751.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Tech-Health Butterfly Portfolio Sharpe ratio is 0.15. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.00December2023FebruaryMarchAprilMay
0.15
0.27
Tech-Health Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Tech-Health Butterfly Portfolio granted a 2.58% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Tech-Health Butterfly Portfolio2.58%2.00%1.73%2.41%2.37%2.48%2.16%2.41%2.50%2.32%2.70%3.30%
VBR
Vanguard Small-Cap Value ETF
2.67%2.04%1.80%1.76%2.20%2.56%1.99%2.00%2.30%2.08%2.24%3.20%
BSV
Vanguard Short-Term Bond ETF
2.18%1.51%1.48%1.85%2.41%2.15%1.81%1.66%1.59%1.67%1.73%1.90%
VGT
Vanguard Information Technology ETF
0.88%0.91%0.64%0.84%1.14%1.35%1.04%1.40%1.39%1.23%1.17%1.35%
VHT
Vanguard Health Care ETF
1.72%1.33%1.16%1.25%1.97%1.47%1.42%1.59%1.35%1.15%1.28%1.92%
BLV
Vanguard Long-Term Bond ETF
5.45%4.22%3.54%6.35%4.11%4.87%4.53%5.38%5.88%5.47%7.09%8.12%

Expense Ratio

The Tech-Health Butterfly Portfolio has an expense ratio of 0.07% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VBR
Vanguard Small-Cap Value ETF
-0.12
BSV
Vanguard Short-Term Bond ETF
-0.18
VGT
Vanguard Information Technology ETF
0.80
VHT
Vanguard Health Care ETF
-0.01
BLV
Vanguard Long-Term Bond ETF
-0.53

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%-10.00%December2023FebruaryMarchAprilMay
-11.59%
-12.32%
Tech-Health Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Tech-Health Butterfly Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Tech-Health Butterfly Portfolio is 31.66%, recorded on Mar 9, 2009. It took 208 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.66%Nov 1, 2007339Mar 9, 2009208Jan 4, 2010547
-22.31%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-21.09%Dec 28, 2021202Oct 14, 2022
-12.14%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-9.77%Jul 8, 201122Aug 8, 2011102Jan 3, 2012124

Volatility Chart

The current Tech-Health Butterfly Portfolio volatility is 2.42%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2023FebruaryMarchAprilMay
2.42%
3.82%
Tech-Health Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components