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Tech-Health Butterfly Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

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 Every 3 months.


240.00%260.00%280.00%300.00%320.00%340.00%360.00%December2025FebruaryMarchAprilMay
334.79%
291.05%
Tech-Health Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BSV

Returns By Period

As of May 9, 2025, the Tech-Health Butterfly Portfolio returned -2.53% Year-To-Date and 8.09% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Tech-Health Butterfly Portfolio-2.53%7.17%-5.65%3.98%7.82%8.09%
VBR
Vanguard Small-Cap Value ETF
-5.75%14.01%-10.96%1.75%15.53%7.73%
BSV
Vanguard Short-Term Bond ETF
2.28%0.22%2.61%6.16%1.08%1.76%
VGT
Vanguard Information Technology ETF
-8.02%21.43%-8.47%11.41%18.79%19.31%
VHT
Vanguard Health Care ETF
-2.92%2.02%-10.24%-4.10%6.83%7.62%
BLV
Vanguard Long-Term Bond ETF
0.66%0.32%-2.34%2.00%-4.66%1.33%
*Annualized

Monthly Returns

The table below presents the monthly returns of Tech-Health Butterfly Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.10%-0.16%-3.41%-1.12%0.12%-2.53%
20240.18%1.87%2.25%-4.62%3.70%1.83%3.07%1.85%1.08%-2.43%3.91%-3.84%8.71%
20235.29%-2.50%2.54%0.57%-0.49%4.08%1.70%-1.80%-4.31%-3.01%7.86%5.90%16.09%
2022-5.09%-1.34%0.74%-6.90%0.46%-5.13%6.49%-4.12%-7.00%4.80%5.09%-3.71%-15.72%
20210.15%0.80%1.11%3.09%0.45%2.66%1.76%1.51%-3.37%3.69%-0.55%2.74%14.76%
20200.82%-3.76%-7.79%8.94%3.74%1.92%3.99%2.86%-2.10%-1.21%8.67%3.45%19.86%
20195.52%2.54%1.61%1.43%-3.06%5.18%0.70%0.09%0.40%2.09%2.94%1.89%23.21%
20182.71%-2.44%-0.73%-0.19%2.97%0.15%2.31%3.49%-0.10%-5.68%1.61%-4.56%-0.97%
20171.69%3.09%0.18%1.28%0.94%1.10%1.30%1.20%1.13%1.50%1.52%0.39%16.42%
2016-3.66%0.53%4.83%0.34%1.76%0.93%4.12%-0.13%0.46%-2.80%1.22%1.20%8.84%
20150.49%2.63%0.28%-0.90%1.37%-1.78%1.48%-3.99%-1.87%4.94%0.44%-1.56%1.22%
20140.43%3.36%-0.06%-0.15%2.08%2.11%-0.96%3.78%-1.92%2.96%2.27%0.35%15.02%

Expense Ratio

Tech-Health Butterfly Portfolio has an expense ratio of 0.07%, 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.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Tech-Health Butterfly Portfolio is 17, meaning it’s performing worse than 83% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Tech-Health Butterfly Portfolio is 1717
Overall Rank
The Sharpe Ratio Rank of Tech-Health Butterfly Portfolio is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of Tech-Health Butterfly Portfolio is 1515
Sortino Ratio Rank
The Omega Ratio Rank of Tech-Health Butterfly Portfolio is 1515
Omega Ratio Rank
The Calmar Ratio Rank of Tech-Health Butterfly Portfolio is 1919
Calmar Ratio Rank
The Martin Ratio Rank of Tech-Health Butterfly Portfolio is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VBR
Vanguard Small-Cap Value ETF
0.080.271.040.070.22
BSV
Vanguard Short-Term Bond ETF
2.704.271.542.7610.07
VGT
Vanguard Information Technology ETF
0.390.711.100.411.34
VHT
Vanguard Health Care ETF
-0.27-0.250.97-0.25-0.61
BLV
Vanguard Long-Term Bond ETF
0.170.301.030.060.33

The current Tech-Health Butterfly Portfolio Sharpe ratio is 0.33. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Tech-Health Butterfly Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.33
0.48
Tech-Health Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Tech-Health Butterfly Portfolio provided a 2.55% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.55%2.43%2.13%1.99%1.65%2.27%2.18%2.22%1.87%2.04%2.05%1.85%
VBR
Vanguard Small-Cap Value ETF
2.27%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%
BSV
Vanguard Short-Term Bond ETF
3.56%3.38%2.46%1.50%1.36%1.79%2.29%1.99%1.65%1.49%1.40%1.45%
VGT
Vanguard Information Technology ETF
0.56%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%
VHT
Vanguard Health Care ETF
1.63%1.53%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%
BLV
Vanguard Long-Term Bond ETF
4.71%4.68%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.81%
-7.82%
Tech-Health Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Tech-Health Butterfly 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 Tech-Health Butterfly Portfolio was 31.66%, occurring on Mar 9, 2009. Recovery took 208 trading sessions.

The current Tech-Health Butterfly Portfolio drawdown is 6.81%.


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, 2022345Mar 1, 2024547
-13.05%Dec 5, 202484Apr 8, 2025
-12.14%Aug 30, 201880Dec 24, 201859Mar 21, 2019139

Volatility

Volatility Chart

The current Tech-Health Butterfly Portfolio volatility is 6.99%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.99%
11.21%
Tech-Health Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

^GSPCBSVBLVVHTVGTVBRPortfolio
^GSPC1.00-0.16-0.170.790.890.860.92
BSV-0.161.000.65-0.11-0.14-0.170.02
BLV-0.170.651.00-0.11-0.14-0.190.06
VHT0.79-0.11-0.111.000.660.690.83
VGT0.89-0.14-0.140.661.000.730.87
VBR0.86-0.17-0.190.690.731.000.86
Portfolio0.920.020.060.830.870.861.00
The correlation results are calculated based on daily price changes starting from Apr 11, 2007